Exegy Journal Replay is enabled by a fully managed appliance that is deployed to a client data center and records raw market data packets from multiple real-time market data feeds supplied by the client. The standard appliance model provides storage for two weeks of contiguous raw data for typical combinations of feeds, such as all direct feeds for North American equities and commodities. The appliance assigns a timestamp to every received packet that is accurate to within 20 nanoseconds. The high-resolution timestamps allow the appliance to reproduce traffic patterns with high precision when replaying market data from multiple feeds. The appliance also supports replay scenarios that precisely scale the traffic patterns, slower or faster, relative to the recorded rate. "The ability to produce accurately scaled microbursts of raw market data while maintaining synchronization across multiple market data feeds is a differentiating feature of Exegy Journal Replay," says chief technology officer David Taylor. "Commodity data capture and replay tools are not capable of delivering the accuracy and capacity required to test mission-critical trading systems," adds Taylor.
Exegy Journal Replay is delivered as a managed service that includes monitoring and management of the appliance to ensure comprehensive recording of raw market data in the client's environment. In addition, Exegy Managed Services constructs replay scenarios from a user-specified set of feeds, time ranges, and scaled rates. An easy-to-use set of web utilities allows users to select, start, and stop replay scenarios on demand. A key feature of the managed service is the orchestration of replay scenarios with Exegy market data appliances at the head of the test environment. "Synchronizing the configuration and operational state of Exegy market data appliances with user-defined replay scenarios is a complex, but essential part of staging accurate reproductions of trading system behavior," says David Taylor. "It has always been Exegy's mission to deliver value and minimize complexity through our managed services, and Exegy Journal Replay is our newest example of that commitment," adds Taylor.
About Exegy, Inc.
Exegy provides best-of-breed technology and managed services for the normalization and distribution of real-time market data to a diverse set of élite firms in the financial services industry. Today Exegy serves as a strategic partner to leading exchange and ATS operators, market makers, sell-side banks, buy-side asset managers, and proprietary traders. At the heart of Exegy's product line are purpose-built, hardware-accelerated appliances derived from an extensive portfolio of patented and patent-pending technology. For more information, please visit www.exegy.com and follow Exegy on LinkedIn and Twitter @ExegyMarketData.
Logo - http://photos.prnewswire.com/prnh/20160823/400688LOGO
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/exegy-launches-market-data-capture-and-replay-service-300317350.html
SOURCE Exegy, Inc.