Features
Trade Latency Analysis
Provides forensics and automated workflows for rapid troubleshooting and resolution of trade latency issues across the entire trading plant, including trade order flow, market data, trading infrastructure and the execution venues
CorvilNet monitors the trade order flow, market data and the trading network and performs real-time analysis at nanosecond timescales. It uses this analysis to build a complete and continuous record of the state of the trading plant. This allows the user to identify both the underlying cause and resolution of latency issues. CorvilNet stores the per-packet and per-trading message performance measurements for later inspection using the system’s drill-down GUI for root-cause analysis.
Related Features
Benefits
- Identify and resolve trade performance issues before they impact customer relationships
- Reduce time and resources spent trawling through captured data to identify root causes
Key Features
- Trade, Market Data, TCP and Network Latency Comparison Analytics - Removes ambiguity and reduces time to resolve trading latency issues
- Microburst Detection – Programmable monitoring and analysis of trade order flow, market data and network microbursts with true peak rate detection
- Order State Tracking – Show all messages related to an order (modify, cancel, partial fill, etc.) helping to identify incomplete or unfilled orders
- Event Analysis – Deep drilldown analysis to individual trading messages, market data messages, and network packets with nanosecond time precision, flexible, quality filtering and full access to latency analytics suite
- Order-to-Tick Latency - Real-time reporting of the latency between Orders/Quotes submitted to a venue and the appearance of the resultant market-data update
- Algorithm Tick-to-Order Decision Latency - Real-time algorithm “tick-to-order” latency reported from the time the algorithm receives the market data to when the a corresponding trade order is emitted