Dynamic verification of input and output data streams for market data aggregation and quote dissemination systems (Ticker Plant)
Market data aggregation and quote dissemination systems (such as Ticker Plant) are widely used across the electronic trading industry. A Ticker Plant is responsible for distributing information about multiple execution venues over a normalized protocol. This paper presents a dynamic verification approach for such systems. Based on a set of programs developed by the authors, it allows processing large data sets, including those collected during non-functional testing of trading platforms and using them in real-live production. The paper also outlines benefits and shortcomings of the selected approach for real-time and historical transactions analysis.
Alyona Bulda, VP, Senior QA Project Manager, Exactpro, LSEG
Maria Orlova, QA Lead, Technology, FTSE, Exactpro, LSEG