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.
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
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