Method And System For Developing And Applying Market Data Scenarios

A method for developing and applying market data scenarios comprising:

• receiving market data from a market data distribution platform;
• storing said received market data;
• replaying said stored market data;
• changing said stored market data with respect to a specific asset included in said market data by applying in an automated manner a market activity scenario to said stored market data, including entering parameters directed to said specific asset, whereby performance of said specific asset is changed from performance of said asset in said stored received market data, said automated market activity scenario being selected from a plurality of different stored market activity scenarios, whereby values of said stored market data are changed to simulate market activity desired by a user;
• and
• transmitting said altered market data to a client application, whereby said client application is able to process said altered market data as if it were market data transmitted directly from a market data distribution platform.

A system for developing and applying market data scenarios comprising:

• a recording module for receiving a stream of market data over a network from a market data distribution platform;
• an interface module for enabling a user to specify changes to the market data stream to form a stream of altered market data;
• and
• a client application interface for transmitting said stream of altered market data to a client application whereby said stream of altered market data mimics said market data stream from said market data distribution platform such that said client application can process said stream of altered market data as if it were market data from said market data distribution platform.

A system for developing and applying market data scenarios comprising:

• a recording module for receiving a stream of market data over a network from a market data distribution platform;
• an interface module for enabling a user to specify changes to the market data stream to form a stream of altered market data;
• and
• a client application interface including a replay proxy that transmits said stream of altered market data to a client application for transmitting said stream of altered market data to a client application, a graphical user interface for controlling recording, replay and alteration of the market data to form said altered market data stream and a command line interface for controlling recording, replay and alteration of the market data to form said altered market data stream;
• non-volatile storage connected to said recording module for storing received market data;
• and
• a replay module for replaying market data from the storage in a replay stream wherein said storage includes a plurality of snapshots of a complete market data record at periodic intervals, whereby said client application interface transmits said snapshots to client applications, whereby said stream of altered market data mimics said market data stream from said market data distribution platform such that said client application can process said stream of altered market data as if it were market data from said market data distribution platform.