Method and system for developing and applying market data scenarios

摘要

A method for developing and applying market data scenarios in which market data is received from a market data distribution platform, stored, changed with respect to a specific asset included in the market data, and the altered market data transmitted to a client application that processes the altered market data as if it were transmitted directly from the platform. The system may include a recording module for receiving a stream of market data from the platform, an interface module for specifying changes to the replayed stream to form a stream of altered market data and a client application interface for transmitting a stream of altered market data to a client application. The stream of altered market data mimics the market data stream such that the stream of altered market data can be processed as if it were market data from the market data distribution platform.