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Overview

VMXRetroAnalyzer assists to spot out misbehavior with application or mis-configuratoin latency monitoring appliance for tick to quote measurements.

Features

  • Ingest decoded packet capture written out as delimited text files into in memory database.

  • Customizable file and field names for ids of interest.

  • Ad hoc query via web browser at http://localhost:8082.

  • Break down correlation ids (tick and quote id pairs) into

    • One tick to one quote
    • One tick to multiple quote
    • Different tick to one quote (not expected and highlight application error)
    • One tick to no quote (not expected and highlight application error)
    • Repeating pairs (not expected and highlight application error)
  • Count total number of correlation id pairs (tick and quotie id pairs) that have its quote id found on the wire on its way to exchange.

Quirks

License

Apache License 2.0

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