ITRS Group

Feed Latency Monitor (FLM)

This interface allows operational staff, business managers, and risk and compliance teams to monitor relative latency between multiple providers of the same trading information.

Example uses:

• monitor relative latency between Reuters IDN and NYXT/Wombat direct feeds, to ensure traders and algo engines make decisions based on the fastest vendor
• notify users of a particular vendor feed when the latency becomes excessively high
• understand which feeds have a latency advantage at which times of day

This interface provides:

• monitoring in real time of the quality and relative speed of market data feeds
• comparison of one or more feeds against a baseline feed, monitoring relative update latencies and update rates for a representative user-defined set of instruments 
• calculation of the latency of one or more feeds against a base feed for individual instruments 
• alerting on ticks that breach user-provided latency threshold peaks 
• comparison of the values of fields from specified instruments every sample 
• latency reports that show the individual ticks of an instrument for a pair of feeds. This can be generated around an alerted threshold peak

Plug-ins

FLM