Exegy Capture Replay

A Reliable Solution That’s Easy to Use

Your business requires complete market data history with high-precision timestamps for a wide variety of uses—from loading tick databases to testing new execution algorithms to proving best execution. Rapidly evolving licensing rules from exchanges and other feed sources compel you to capture the real-time market data that drives your trading infrastructure, rather than purchase historical data from a third party.

Exegy Capture Replay is a high-capacity, high-precision packet capture solution with a robust ticker plant function embedded in it, enabling it to deliver recorded data in a variety of formats. Applications using raw data receive packet capture (PCAP) files with nanosecond-precision timestamping. Applications requiring normalized market data can access structured, comma-separated-value (CSV) files or receive bespoke replays of market data via the Exegy Client API (XCAPI). This unique feature allows you to accurately simulate market data conditions and to quantify application performance and stability.

Thanks to its high capacity recording and lossless delivery of market data to applications, the XCR is an ideal solution for reliably and efficiently loading tick databases. By insulating database loading from unpredictable changes in market data rates, the XCR minimizes the computer resources required and avoids costly holes in your database.

The XCR offers flexible deployment, available as an appliance embedded in your environment or as a hosted solution accessible by cross connect in a data center.