ITRS Group

Message Tracker

This application allows operations staff and business managers to track the progress of messages through multiple components and systems, to provide both transactional integrity and real-time latency monitoring.

In addition, key message parameters can be logged to a database for historical reporting.

Example uses:

• monitor the latency of orders sent from clients through to exchanges, and confirmations from exchanges to clients
• ensure orders are not held up by an order management server due to issues in resolving routing because of an incorrect instrument name
• find the history of propagation of an order request sent from a client, showing turnaround latency to a microsecond resolution

This product:

• monitors latencies and rates of messages at each defined checkpoint
• allows message flow to be captured using a number of methods
• provides an API for writing message capture adaptors
• stores key message attributes and arrival times at each checkpoint to a database that uses an open schema
• monitors at microsecond resolution