Method and system for developing and applying market data scenarios

A system for developing and applying market data scenarios comprising:

• a record and replay daemon executing on a computer system and configured to receive a stream of market data containing values of market items over a network from a market data distribution platform;
• a user interface executing on said computer system configured to receive instructions from a user to change at least one of said values of said market items to create a contrived market activity scenario, not indicative of actual market activity and separate from said stream of market data;
• a replay module executing on said computer system configured to change said at least one of said values of said market items in response to said instructions to apply said contrived market activity scenario to create a simulated market data stream containing contrived market data;
• and
• a client application interface executing on said computer system for transmitting said simulated market data stream containing contrived market data to a client application in a form that mimics said market data stream from said market data distribution platform such that said client application can process said stream of changed market data as if it were market data from said market data distribution platform.

A method for developing and applying market data scenarios comprising:

• receiving by a record and replay daemon executing on a computer system market data from a market data distribution platform;
• storing said received market data in a storage device operating on said computer system;
• replaying said stored market data on said computer system by said record and replay daemon;
• changing said stored market data by said record and replay daemon operating on said computer system with respect to at least one specific asset included in said market data by applying in an automated manner a contrived market activity scenario, not reflective of actual market activity, to said stored market data with respect to said at least one specific asset, including entering at least one parameter directed to said at least one specific asset, whereby performance of said at least one specific asset is changed from performance of said at least one specific asset in said stored received market data to a contrived performance of said at least one specific asset, said contrived market activity scenario being selected from a plurality of different contrived market activity scenarios stored on said computer system, whereby at least one value of said at least one stored specific asset are changed to simulate market activity desired by a user to create contrived market data with respect to said at least one specific asset;
• and
• transmitting by said record and replay daemon said contrived market data with respect to said at least one specific asset to a client application, whereby said client application is able to process said contrived market data with respect to said at least one specific asset 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 operating on a computer system and configured to receive a stream of market data over a network from a market data distribution platform;
• a replay module operating on said computer system and configured to enable a user to specify changes to the market data stream to create a market data stream containing a contrived market activity scenario not indicative of actual market activity;
• a client application interface operating on said computer system including a replay proxy that transmits said market data stream containing said contrived market activity scenario to a client application, a graphical user interface for controlling recording, replay and alteration of said market data to form said market data stream containing said contrived market activity scenario and a command line interface for controlling recording, replay and alteration of said market data to form said market data stream containing said contrived market activity scenario;
• non-volatile storage connected to said recording module and operating on said computer system for storing said market data from said stream of market data from said market data distribution platform;
• and
• said replay module being configured to replay said stored market data from said non-volatile storage in a replay stream, wherein said non-volatile storage includes a plurality of snapshots of a complete market data record at periodic intervals, whereby said client application interface transmits said snapshots to said client applications, and whereby said replay stream contains said contrived market activity scenario and mimics said market data stream from said market data distribution platform such that said client application can process said replay stream as if it were market data from said market data distribution platform.