Market Data Monitoring - Products

Market Data Monitoring

Geneos MDM helps market participants gain greater control of their data systems while supporting regulatory requirements. It provides a number of pre-built solutions, ranging from volume, variety, velocity & veracity, as well as the means to customise or create your own via the API.

By subscribing to market data feeds such as Thomson Reuters, TT, Vela (formerly SR Labs), GL, Bloomberg, Exegy, QuantFeed or to your own in-house sources, the MDM solution enables your teams to holistically collect, analyse and visualise feed performance metrics in Geneos.

Market Data Monitoring Solution

 

Analyse in real-time the performance and integrity of the systems distributing market data to users

Identify

If external data from one or more sources is running slow or out of sequence

Measure

Relative of absolute latency of market data update

Compare

Prices from different market data sources

Monitor

Abnormal pricing activity such as spikes prices detected by the price exceeding a set threshold compared against, for example, the average from the last one hour

Track

If there are no updates in a given interval (empty data fields)

Verify

If contributor content is timely and consistent

A highly flexible and open solution for real-time market data monitoring

 

MDM Architecture

Market Data SourcesAdapter LibrariesLibrary of standard feed adapters such as Bloomberg, NYSE, TT, FIS Global (GL), Thomson Reuters, Exegy, Vela, QuantFEED and ICE Data Services.Feed Adapter ApiThe system consumes data from a variety of market data vendors. This API allows you to write your own required feeds.Geneos FrameworkData Subcription APISubscribe to and consume market data from multiple instruments across multiple data sources.Dataview/Command Publishing APIPublish statistics, alerts and monitoring content into the Geneos infrastructure and define user interactions in the form of Geneos commands.</>Data Analysis APIRun programmatic analysis on the normalised and time-stamped data returned from those sources in real-time.>_

 

Scriptable environment

The programming environment used in the MDM solution is an embedded interpreter for the Lua programming language. This scripting language is chosen for its simple but powerful syntax, small runtime footprint, good performance and its active community online which provides guidance and help.

In MDM, the base Lua language has been extended with several modules that comprise the MDM Lua API. These modules fall into three categories, which when combined together provide a rich suite of data analysis and monitoring capabilities.

Analyse the health and integrity of market data sources in real-time

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