ITRS Readies Market Data Integrity Monitor
The framework, dubbed Market Data Monitor, includes a data monitoring component that leverages the real-time monitoring capabilities of Geneos to analyze various parameters of the feeds, including accuracy, spikes where a prices fall outside expected distribution curves, and gaps or delays in the data.
The framework also includes a calculation engine that enables firms to set alerts to monitor when the level of missing data or price differences breach a preset threshold, after which Geneos sends
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