DATA CAPTURE PLATFORM
Capture / Analyze / Transform
- Capture : Tick-by-Tick with gateaRecorder
- Analyze : gateaReplay / tapeDump utility
- Transform and Publish : gateaReplay
Capture
- Tick-by-tick capture from MDD or TREP*
- High-performance : > 500K msg/sec when writing to SSD
- Binary, indexed tape
- Seed recorder with ticker list, chain or Symbol List (BDS)
- Using BDS, you may record entire MDD or TREP* backbone
Analyze / Transform
- Embedded Python Interpreted to analyze tick-by-tick from tape
- Write your analysis or transformation code in Python
- Optimized in-memory Last Value Cache available to your code
Publish
- Run 24x7 service
- Develop or test when you want
- Analyze yesterday's market in development
Example Use Cases
- Vendor Compare : NASDAQ* Basic vs SIP
- OPRA Trade Feed : Record OPRA*; Publish only trades
- Daily Hi/Lo Feed : Publish update any time a ticker hits Daily Hi or Lo
- TWAP : Calculate Time-Weighted Bid/Ask and publish in 2 new fields in data stream
- Crossed Market Alert Engine : Noisy South American Feed from Major Vendor