Effortless market replay

With the Market Replay functionality within Millennium Surveillance, market activity of an instrument can be reconstructed for any period using market snapshots. This enables users to visualize order and trade activity, triggered patterns and other related activities during the selected period to determine whether any abusive behaviour has taken place. Also multiple instruments can be replayed simultaneously, if necessary.

Surveillance users can step through market activity either forwards or backwards, continuously replay activity at a user determined speed or freeze and replay from any selected point. All replays can be saved as files in a repository and can be reloaded and played whenever required.