Book Replay

Visualize and browse historical market states at the sub millisecond level
Read Use Case

Module Benefits

Order Book Consolidation

Consolidates order books from multiple sources per instrument symbol.

Comprehensive Statistics

Comprehensive suite of point-in-time market book statistics.

Ingestion Flexibility

Supports near real time, intraday or end of day data ingestion.  

Market Data Source

Works with any market data source and supports book by order and book by price market states.

How Does it Work?

01 | INGEST

Consolidate your firm’s market data. Our GOLD Platform can load all your files and/or feeds via real time connections, intraday file transfers, end of day batch files or on-demand.
Click Here

02 | WRANGLE


To make your data usable files and market data feeds are normalized to common formats. Varying market data events by exchange are also standardize into a single unified data schema.
Click Here

03 | DERIVE

Generation of data format for Book Replay module. This allows queries on any active instrument on a millisecond or nanosecond granularity.
Click Here

04 | MONITOR


Optimize cloud infrastructure. Apply data quality algorithms to detect anomalies or missing data in the normalized datasets and their derived analytics.
Click Here

05 | ENTITLE

Fully control your end user access to all of your data with role and attribute based permissioning.
Click Here

06 | ACCESS


The Book Replay module exists for equities, commodities, and can be made available for derivatives instruments. This information is pulled from optimized snapshots and reconciled in the front-end for fast visualization. Book Replay is built in the past with data from varying sources have returned data, on average, within 500 milliseconds.
Click Here

07 | DISTRIBUTE

Access all of your firm’s original data and Book Replay data via a web portal, web api, JDBC/ODBC and or REST API.​
Click Here
Play Video

Users

Electronic Trading Desks

Centralized and standardized price discovery and book replay tool. Core features specifically tuned to market making and analyzing order & trade flow.

Data Scientists

Programmatic access to data for backtesting trading algorithms. Execute queries in seconds rather than days.

Compliance Departments

Cross reference potential trading manipulations with the historical market state to assess market impact and intent.

TickSmith's Book Replay optimizes National Bank's
algorithms and trading calculations

Scroll to Top