# US 2009/0132335 A1 · Method And System For Developing And Applying Market Data Scenarios > Agents: this data is available as JSON from the patentgrep API and MCP server — see https://patentgrep.com/llms.txt - Number: US 2009/0132335 A1 - Document ID: US20090132335A1 - Status: Published application - Kind: A1 - Application number: 11/942,372 - Filed: 2007-11-19 - Published: 2009-05-21 - Earliest claimed: 2007-11-19 - Assignees: Codestreet, LLC - Inventors: Howard Barry Pein - Web page: https://patentgrep.com/patent/US20090132335A1 ## CPC - G06Q 30/0202: Market predictions or forecasting for commercial activities - G06Q 10/04: Forecasting or optimisation specially adapted for administrative or management purposes, e.g. linear programming or "cutting stock problem" (market predictions or forecasting for commercial activities G06Q30/0202) - G06Q 20/201: {Price look-up processing, e.g. updating} - G06Q 30/02: Marketing; Price estimation or determination; Fundraising - G06Q 30/0201: Market modelling; Market analysis; Collecting market data - G06Q 40/00: Finance; Insurance; Tax strategies; Processing of corporate or income taxes - G06Q 40/04: Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange - G06Q 40/06: Asset management; Financial planning or analysis - G06Q: INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR ## Abstract A method and system for developing and applying market data scenarios in which market data is received from a market data distribution platform, the market data is stored, the stored market data is replayed, the replayed stored market data is changed with respect to a specific asset included in the market data by applying in an automated manner a market activity scenario to the stored market data, and transmitting the altered market data to a client application so that the client application processes the altered market data as if it were market data transmitted directly from the market data distribution platform. The system for performing the method may include 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 replayed stream to form a stream of altered market data and a client application interface for transmitting a stream of altered market data to a client application whereby the stream of altered market data mimics the market data stream from the market data distribution platform such that the client application can process the stream of altered market data as if it were market data from the market data distribution platform. ## Claims ### Claim 1 A method for developing and applying market data scenarios comprising: receiving market data containing values of market items from a market data distribution platform; changing selected values of said market data to create changed market data; and transmitting said changed market data to a client application, whereby said client application is able to process said changed market data as if it were unchanged market data transmitted directly from a market data distribution platform. ### Claim 2 (depends on 1) The method of claim 1 wherein said changing step includes the step of applying in an automated manner modifications to selected values of said market data, whereby values of said market data are changed to simulate market activity desired by a user. ### Claim 3 (depends on 2) The method of claim 2 wherein said applying step includes the step of applying in an automated manner market activity scenarios selected from a plurality of different stored market activity scenarios. ### Claim 4 (depends on 2) The method of claim 2 wherein said applying step includes the step of applying a market activity scenario created by a user in real time. ### Claim 5 (depends on 4) The method of claim 4 wherein said applying step includes the step of storing said user-created market activity scenario. ### Claim 6 (depends on 1) The method of claim 1 wherein the step of altering said stored market data includes the step of altering said market data in a manner most appropriate to a specific asset type included in said market data. ### Claim 7 (depends on 1) The method of claim 1 wherein said altering step includes the step of entering parameters appropriate for a specific asset, whereby update values of said specific asset type are changed from values of said asset in said received market data. ### Claim 8 (depends on 7) The method of claim 7 wherein said parameter entering step includes the step of shifting a yield curve for fixed income securities. ### Claim 9 (depends on 7) The method of claim 7 wherein said parameter entering step includes the step of changing a relationship between prices of two selected equities from said stored market data. ### Claim 10 (depends on 9) The method of claim 9 wherein said relationship changing step includes introducing a relationship between prices of two selected equities from said stored market data that varies over time a predetermined amount. ### Claim 11 (depends on 10) The method of claim 10 wherein said relationship introducing step includes the step of selecting a function from among a plurality of stored functions, each of said functions including varying a relationship between two equities over time a predetermined amount. ### Claim 12 (depends on 10) The method of claim 10 wherein said relationship introducing step includes the step of introducing a user-created relationship between prices of at least two equities, futures, options, bonds, structured products and commodities. ### Claim 13 (depends on 1) The method of claim 1 wherein said changing step includes the step of accelerating or decelerating an update rate of a replay stream of said market data in said replay step. ### Claim 14 (depends on 1) The method of claim 1 wherein said changing step includes the step of pausing and inserting custom updates in a replay stream of said market data in said replay step. ### Claim 15 (depends on 1) The method of claim 1 wherein said changing step includes the step of injecting error conditions in said replay stream of said market data. ### Claim 16 (depends on 1) The method of claim 1 further comprising the steps of storing said received market data and replaying said stored market data; and said changing step includes the step of changing said stored market data. ### Claim 17 (depends on 1) The method of claim 1 wherein said receiving step includes the step of receiving a stream of market data containing values of market items from a market data distribution platform in real time. ### Claim 18 (depends on 17) The method of claim 17 further comprising the step of storing said stream of market data in a data store. ### Claim 19 (depends on 18) The method of claim 18 wherein said changing step includes the step of changing selected values of said stored stream of market data. ### Claim 20 (depends on 19) The method of claim 19 wherein said changing step includes the step of changing selected values of less than entire stored stream of market data. ### Claim 21 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. ### Claim 22 (depends on 1) The system of claim 1 further comprising storing a plurality of snapshots of a complete market data record from said market data distribution platform. ### Claim 23 (depends on 22) The system of claim 22 further comprising the step of transmitting snapshots of said complete market data record to client applications, whereby said client applications are able to initialize themselves. ### Claim 24 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. ### Claim 25 (depends on 24) The system of claim 24 wherein said client application interface includes a replay proxy that transmits said stream of altered market data to a client application. ### Claim 26 (depends on 24) The system of claim 24 wherein said recording module includes said interface module. ### Claim 27 (depends on 24) The system of claim 24 wherein said client application interface includes a graphical user interface for controlling recording, replay and alteration of the market data to form said altered market data stream. ### Claim 28 (depends on 24) The system of claim 24 wherein said client application interface includes a command line interface for controlling recording, replay and alteration of the market data to form said altered market data stream. ### Claim 29 (depends on 24) The system of claim 24 further comprising storage connected to the 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. ### Claim 30 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. ### Claim 31 (depends on 30) The system of claim 30 wherein said client application interface includes a transformation screen that allows a user to specify changes of said market data to create said altered market data. ### Claim 32 (depends on 31) The system of claim 31 wherein said transformation screen includes a portion that allows a user to create a customized change to said market data. ### Claim 33 (depends on 32) The system of claim 32 wherein said transformation screen allows a user to store said customized change to said market data. ### Claim 34 (depends on 31) The system of claim 31 wherein said transformation screen includes a list of pre-existing transformations, and a portion having controls that allow a user to select a pre-existing transformation from among said list and apply said selected pre-existing transformation to said market data. ### Claim 35 (depends on 30) The system of claim 30 wherein said client application interface includes a screen displaying a recorded stream of market data received by said recording module. ### Claim 36 (depends on 30) The system of claim 30 wherein said client application interface includes a main dialog screen having controls that allow a user to store said recorded stream of market data in said storage. ### Claim 37 (depends on 30) The system of claim 30 wherein said client application interface includes a main dialog screen having controls that allow a user to store a selected segment of a recorded stream of market data in said storage. ### Claim 38 (depends on 36) The system of claim 36 wherein said main dialog screen includes controls that allow a user to replay said recorded stream of market data. ### Claim 39 (depends on 36) The system of claim 36 wherein said main dialog screen includes controls that allow a user to replay a stored stream of altered market data. ### Claim 40 (depends on 36) The system of claim 36 wherein said main dialog screen includes controls that allow a user to create an altered stream of market data directly from said recording module to said interface module to said client application interface, without storage, whereby a real-time stream of altered market data may be created and transmitted to a client application.