Velocimetrics Launches Market Data Replay Solution
The managed service allows users to replay market data scenarios to help reduce trading loss and meet MiFID 2 requirements for algo trading.
The managed service allows subscribers to capture every single market data stream present in their environment. Data from any trading period can be stored and made available for replay with +/-20 nanosecond precision. The replay files can be accessed on demand via a library.
If a trading system incurs a particular loss on a particular day, mdPlay can capture that whole day's market data messages and make the data feeds available for replay through a test scenario. "By understanding the exact set
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