Multicast Gap Detection
Market data is the lifeblood for modern traders. The integrity, accuracy and timeliness of feeds can have a material impact on trading performance. As feeds pass across networks and through different network elements its possible for them to get corrupted and/or delayed. The challenge for modern high-performance traders is to work out when it’s happening and to have remediation plans in place.
Endace Gap Detection is a powerful application that monitors multi-cast market data feeds for duplicate packets, out-of-sequence packets and other anomalies. The results are delivered via a multicast, streaming-fixed UDP format either via an extranet feed or directly into a data centre connection.
The Endace Gap Detection application helps traders proactively alert their service providers, venues and IT teams to issues, which speeds up the Mean Time to Resolution on faults. Endace Gap Detection currently supports more than fifty different feeds from trading venues and most of the major global exchanges, including NYSE, NASDAQ, NSX, ISE and BATS. More feeds will be added over time.
Core functionality
Gap Detection monitors for packet gaps or missing messages such as out-of-sequence and start-of-day messages, retransmissions, and duplicate packets. The application uses proprietary gap anomaly techniques developed originally by Verizon Business to quickly identify where an error has occurred. Detailed statistical information pertaining to the quality and integrity of each feed is sent to a central database which is hosted on the Endace Management Server and is available for viewing via a web dashboard. Available statistics include feed status, statistics and history, alert thresholds and custom reports.
Availability
Endace Gap Detection is available on any Endace System as part of the Endace Application Suite, but unlike the other features of the Application Suite, it is a premium application and is charged for accordingly.
Download the Endace Gap Detection datasheet
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