VMXRetroAnalyzer assists to spot out misbehavior with application or mis-configuratoin latency monitoring appliance for tick to quote measurements.
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Ingest decoded packet capture written out as delimited text files into in memory database.
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Customizable file and field names for ids of interest.
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Ad hoc query via web browser at http://localhost:8082.
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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)
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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.
Apache License 2.0