REPLAY Historical Market Data

Nanotick | Replay historical market data is formatted in the pre-amble and encoded chunk format to be directly Replayed using the standard log replay functionality that exists within the OnixS directConnect venue specific Market Data Handler .NET. C++ and Java implementations.

The Nanotick | CME Group | Replay data integrates with the OnixS directConnect: CME Market Data Handler implementations supporting the CME Market Data Platform (MDP 3.0) Market By Price (MBP) and Market By Order (MBO) data feeds.

It is intended to provide exact simulation of a replayed full depth Order Book for integration and back-testing automated trading strategies integrated with the OnixS directConnect: CME Market Data Handler implementations.


Nanotick Market Data Artefact Types