Ticker plant vendor Exegy has released its Journal and Replay system, designed to allow regulators, compliance groups, quants, and technicians to have access to raw tick-by tick data, time stamped to the nanosecond.
Journal and Replay allows customers to capture and recreate every trade, quote, order book price, update, halt, modify or cancel sent from all the leading exchanges and trading venues.
The Journal tool includes data storage of several terabytes, with records including nanosecond time stamps that indicate the time of packet reception, individual line identifiers, and packet sequence numbers.
The Replay tool provides different playback scenarios that can be specified according to particular time and data rate needs, including an accurate replay of microbursts.
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