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Abstract
St. Louis, MO-based hardware ticker plant provider Exegy will this week launch Journal and Replay, an appliance that allows clients to capture, store and replay raw market data to support a broad range of requirements. The new appliance, which is available as a standalone appliance or as an add-on to the vendor's ticker plant, captures quote and trade data, updates and cancellation messages from exchanges, applies nanosecond-level timestamps, and stores the data for users -- including compliance groups, quantitative analysts and developers -- to replay via Exegy's ticker plant or other systems. In addition, quants can leverage the replay capability to look for potential correlations between different securities, or to find latency-dependent arbitrage opportunities.