DOT CANNED DATA PLAYBACK
Record and Playback Market Data
from any Data Feed
Need to simulate a market data feed, as might occur in a wide range of development, test and validation activities? The DOT 'Canned Data' source provides an easy, cost-effective way of delivering reproducible test data directly into your application.
This lets developers and testers work with real data values at real update rates and in real data patterns, all without the cost of a Reuters or Bloomberg connection. It also avoids being limited to trading hours.
How it works
All DOT subscribers have an option to record data. When this is enabled, incoming data from the feed is logged to a set of files, one for each subscribed item. The recorded data includes the content of each update, its timing and state information. The data is recorded using a simple xml schema.
The DOT Canned Data source tool simply reads a set of these files and plays back the data into any of the DOT publishers. The playback makes use of the timing information in the files to generate a sequence of updates which precisely mirrors the original data stream.
In a typical developer or test use, regardless of what platform the data was recorded from, it is played back using the DOT Omdp publisher. The developer or tester can then configure their application to use the DOT Omdp subscriber to request the data. When the application is moved into a live environment, the Omdp subscriber can be replaced with a subscriber for whichever data feeds are required.
Alternatively, the Canned Data source could be configured to publish onto a distribution platform such as Reuters RMDS to provide a test data source for a whole team.
In either case data is simply recorded once on the live data feed and can be replayed on demand.
The use of easy to read, editable xml files allows recorded data to be modified. This can be useful in a number of test or debugging situations. - to inject specific field values, for example, into an application, or to generate certain timing conditions or altered states.
The ability to change the playback speed allows applications to be stress tested at artificially high update rates
