Method and System for Developing and Applying Market Data Scenarios

A system for developing and applying market data scenarios, the system comprising:

• a computer system;
• a record module operating on the computer system and configured to receive a market data stream over a network from a market data distribution platform;
• a replay module operating on the computer system and configured to receive the market data stream from the record module in real time;
• a proxy server configured to receive the market data stream from the replay module in real time;
• an administration module operating on the computer system configured to receive instructions from one or both of a graphical user interface and a command line interface to alter the market data stream from the market data distribution platform and send transformation instructions to the proxy server, so that the real time market data received by the proxy server is changed by the proxy server to create a contrived market activity scenario, and the contrived market activity scenario is sent to a client application in real time in an automated manner by mimicking semantics of the market data distribution platform so that the client application is unable to distinguish between the replay module and the market data distribution platform.

A method for developing and applying market data scenarios, the method comprising:

• providing a computer system;
• receiving a market data stream over a network from a market data distribution platform by a record module, operating on the computer system;
• receiving by a replay module, operating on the computer system, user requests specifying changes to the market data stream received by the record module;
• creating a market data stream containing a contrived market activity scenario not indicative of actual market activity by the replay module in response to the user requests;
• and
• replaying by the replay module in an automated manner the market data stream containing the contrived market activity scenario, and communicating the market data stream containing the contrived market activity scenario to a client application over a network, by mimicking semantics of the market data distribution platform so that the client application is unable to distinguish between the replay module and the market data distribution platform.

A method for developing and applying market data scenarios, the method comprising:

• providing a computer system;
• receiving a market data stream by a record module, operating on the computer system, over a network from a market data distribution platform;
• receiving the market data stream by a replay module, operating on the computer system, from the record module in real time;
• receiving the market data stream from the replay module by a proxy server in real time;
• receiving instructions from one or both of a graphical user interface and a command line interface by an administration module, operating on the computer system, to alter the market data stream from the market data distribution platform;
• and
• sending transformation instructions to the proxy server so that the real time market data received by the proxy server is changed by the proxy server to create a contrived market activity scenario, and the contrived market activity scenario is sent to a client application in real time in an automated manner by mimicking semantics of the market data distribution platform so that the client application is unable to distinguish between the replay module and the market data distribution platform.