Usage of exchange simulators and test exchanges as tools for Ticker Plant systems testing

Author

Bulda, A.Y. ; Zverev, A.V. ; Buyanova, O.A.

Author_Institution

“Innovative Trading Syst.”, LLC, Kostroma, Russia

fYear

2013

fDate

10-12 Oct. 2013

Firstpage

44

Lastpage

56

Abstract

Ticker Plant systems are widely used in modern day trading. They allow collecting in real-time quotes from several markets, present the data in a unified format, and disseminate it electronically depending on requests and goals of external clients, traders. This paper presents a view on the possibility of using market simulators for testing such systems. A set of main functional and non-functional test scenarios required to control the quality of quote dissemination has been identified. A comparison of market simulators and real test markets has been presented.

Keywords

program testing; stock markets; Ticker Plant systems testing; exchange simulators; market simulators; modern day trading; nonfunctional test scenarios; quote dissemination quality control; test exchanges; Area measurement; Instruments; Loss measurement; Protocols; Real-time systems; Testing; Volume measurement; Market Data; Ticker Plant; exchange; functional testing; market simulator; non-functional testing; test market;

fLanguage

English

Publisher

ieee

Conference_Titel

Tools & Methods of Program Analysis (TMPA), 2013

Conference_Location

Kostroma

Print_ISBN

978-0-9860773-1-9

Type

conf

DOI

10.1109/TMPA.2013.7163720

Filename

7163720