PRODUCTS & TECHNOLOGY
DECODE, STORE, ANALYSE AND REPORT YOUR FINANCIAL MARKET AND TRADING MESSAGE DATA. TRADING: DECODED
P2D Analytics provides hugely detailed performance and business level analysis of trading flows and market data, for ultimate visibility. It enables you to use and benefit from the message data that is already on your network, and makes it easy to access, understand and report on this data. It provides the most wide-ranging and timely business information by monitoring real network traffic as it passes between business and client, from server to server, and through the whole network infrastructure.
What Does P2D Analytics do?
P2D Analytics is the complete solution. It receives and decodes timestamped messages and analyses data to correlate it and generate metrics. It stores data locally as well as providing multiple output options, and provides reports to users throughout the organisation, based on both real-time and historical data.
P2D Analytics brings in-depth network information to your attention, with the ability to show data in tables and graphs and also to analyse any data within the business messages. Do you want to see latency and congestion information? Do you want to understand the full details of a customer’s trading session? Do you want to export either raw data or enriched data? P2D Analytics does all this and more.
The decode functionality consumes inputs from multiple external sources and enables timestamped packets and messages to be consumed, filtered and decoded. Every market data message and every trading message can be fully decoded and the data made available to you.
The store functionality is the library for P2D Analytics. Decoded data can be analysed and provided for real-time reporting, stored locally on the P2D Analytics internal database or exported to any database. Both raw and enriched data can be stored and output in multiple formats.
The analyse functionality correlates and enriches the decoded market and trading message data, generating metrics that are provided as real-time or historical reports via the P2D Analytics GUI as well as making all data available for local storage or output to external databases.
The report functionality enables users to configure the reports that are required, whether in real-time or based on historical data. All users access the same underlying dataset via the P2D Analytics interactive dashboard, with ultimate flexibility in configuration and export options.
P2D Analytics Architecture
The diagram below shows how all the elements of P2D Analytics combine to provide a seamless solution incorporating users to flexibly decode, store, analyse, and output detailed timestamped market and trading data and make raw data, enriched data and reports accessible throughout and beyond the organisation in a variety of formats.
Inputs are received from multiple sources, enabling timestamped packets and messages to be consumed, filtered and decoded in real-time. With P2D Analytics:
• Inputs can be accepted from the network or PCAP and can use internal timestamping or external timestamp sources
• Every market data message and every trading message can be fully decoded
• All common market and timestamping protocols are accepted
• Support is provided for your own in-house protocols with your own unique data fields
• The most important data can be selected via filtering, for ultimate flexibility
• In-depth network information is easily and quickly accessed, reporting on any data that can be obtained from packets
• Full message detail is captured, not just IP, TCP or UDP, for maximum depth and quality of the data provided
With the P2D Analytics store and output management functionality, users are provided with extreme flexibility in the choice of what actions to take with their data, whether raw or enriched, whether in real-time or for historical purposes and whether for local or external storage. Just some of the functionality of P2D Analytics includes:
• Local storage of correlated data in SQL format
• Export of raw data in CSV or PCAP format to your chosen third-party database
• Export of timestamped enriched data to external third-party databases such as Maria or kDB
• Support for export to cloud-based storage, with exported data available via GUI, API, CSV, unicast or multicast feed
• Long term storage of timestamped message and trading data to conform to regulatory and compliance requirements
P2D Analytics filters, organises and transforms traffic in real-time, calculating latencies across devices, as well as server and end user experience latency, enabling you to rapidly and easily act on timely information. It interacts with both the store and the report functions of P2D Analytics, and provides:
• Correlation of received messages and generation of metrics for real-time reporting via the P2D Analytics GUI
• Provision of enriched data for both reporting and storage, whether in real-time or for historical analysis
• Generation of tickers, alerts and alarms that can be provided to the user in real-time
• The ability to rapidly act on timely information that is provided in real-time in an easily actionable manner
The reporting element of P2D Analytics is how you view all the data that has been received, filtered, correlated and turned into the metrics you need. The P2D Analytics web-based GUI, with its highly customisable dashboards and views by user and/or group, enables you to easily configure what you need.
P2D Analytics provides:
• The ability to configure any number of reports and real-time alarms, viewing high level data and drilling down into the detail
• Next generation graphics, including standard line, column, area and bar graphs as well as more complex ‘polar’ alternatives where the data goes around a point, such as pie, spider web or wind rose charts
• Support for all modern desktop browsers, through its use of HTML5 technology, including Google Chrome 23 or later, Internet Explorer 8 or later and Mozilla Firefox 17 or later
• Rapid and flexible creation and configuration of reports for any data stored within P2D Analytics or from previous historical data
• The ability to access exactly the detail you need, when and how you want it, all driven from the same dataset
MORE ABOUT OUR TECHNOLOGY
P2D Analytics has been designed from the ground up by the Packets2Disk team, combining multiple design and implementation techniques in order to deliver a solution that enables you to decode, store and analyse and report on timestamped packets and messages from multiple sources.
Just some of the things that make our technology special, and chosen by financial institutions around the world, include:
• It has been optimised to provide high performance on standard platforms and high bandwidth networks, with its multi-core, multi-threaded design
• Real-time is not optional: P2D Analytics has been optimised for real-time, without compromising on the metrics you need to access, store, view and analyse
• Future-proofing is essential: new protocols are constantly being added, in a matter of days rather than weeks or months. The Packets2Disk software-based approach also means that new features can easily be added as required
• Openness must be included: we do not lock you in to a limited range of functionality or hardware: you can use your own network protocols, timestamping protocols, databases for export and even your own analytics packages
• Openness extends to every element: our hardware, operating system and database are designed to enable you to access element of the system, including creating and including your own decodes as required
• It is your data: we use the data that is within your network and you can ‘slice and dice’ it in any way you choose. We focus on capturing all of the data and make it available to you, as opposed to just consuming it and delivering standard reports
We are always happy to discuss our solutions in more technical detail: just send an email to firstname.lastname@example.org and we will get right back to you.