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VMX EndToEnd features checklist


Looking for a checklist of the key VMX EndToEnd features? Here’s a summary of the solution’s main attributes

VMX EndToEnd offers the full spectrum of advanced functionality required to independently track and analyse all market data ticks, trades and payments traversing business critical processes in a single integrated solution.

Data Capture

  • High speed, passive, network packet capture to disk at a sustained rate of more than 40Gbps
  • Capture messages traversing middleware
  • Monitor files as they arrive at landing sites
  • High precision in-application instrumentation
  • Mix and match capture options at different locations to meet your firm’s exact requirements
  • Trace how data is flowing between tightly coupled components inside applications
  • Understand how data is flowing inside blade servers, without using hardware data capture techniques
  • Combine techniques to track and analyse trades and payments across end-to-end processes with complete visibility as they travel both on the network and through applications
  • Capture all business attributes enabling data to be immediately visualised as the payment or trading information it represents


Time stamping

  • Timestamp data captured on the network and inside applications to a resolution of 10 nanoseconds
  • Because both network and application time-stamping are precisely synchronised, latency at every stage across complete processes can be accurately assessed


Real-time transaction tracing capabilities

  • Trace the exact path taken by a piece of data such as a market data tick, order, trade or acknowledgement
  • Identify how different data elements interact to influence the decisions and direction taken by trades and payments at different points as they proceed through an end-to-end process – detecting, for instance, the exact market data tick that caused an algo engine to execute an order
  • Tie together all related information so the exact path taken by a trade or payment, from the moment it enters a process to the point it completes, can be analysed along with all contributing data
  • Accurately form complete end-to-end payment or trade flows even when complex parent and child trading relationships exist and unique IDs are not present throughout the journey
  • Accurately trace all trades and payments regardless of how complex or geographically distributed the process may be, or how high the data volumes are and how fast they are flowing
  • Identify the exact location of any monitored business item
  • Highlight items that have failed to complete their designated processing path


Real-time analysis

  • Continuously compare the current performance of trade and payment flows to pre-recorded historical statistics and expected behaviour, to generate effective predictive analytics
  • Gain hop-by-hop and end-to-end performance measurements
  • Generate tick-to-trade, trade-to-tick and origination-to-fill latency measurements
  • Conduct single and cross flow analysis
  • Gain detailed business-level, network and middleware analysis


Customisable user analysis

  • Generate completely customisable analytics
  • Analyse captured data from a technical, business or client perspective, enabling different teams across the business to gain the actionable insight they need to effectively manage a situation
  • Organise data so even extremely large data volumes can be easily examined in a manageable way


Real-time alerting

  • Real-time system and network degradation alerting
  • Set completely customisable alerts for both business and technical metrics
  • Be alerted to unusual behaviour, changing conditions, performance or threshold breaches
  • Set alerts based on business attributes included in the data, such as a payment’s cut-off time, enabling users to be notified of payments approaching their cut-off that will require manual intervention to avoid a SLA breach
  • View alerts via the VMX EndToEnd console or dovetail alerts into native client systems


Payment and trade reconstruction

  • Having traced and analysed the complete chain of events that form a trading or payment flow in real-time, the data is then stored in a structured form. This enables users to:
    • Rapidly reconstruct the exact path taken by any trade or payment, including all contributing factors, with detailed timings at every stage
    • Reconstruct items regardless of whether the trade or payment completed in nanoseconds or over multiple months
    • Search for the exact payment or trade you wish to reconstruct using multiple different attributes


Market data quality assessment

  • Understand if data is ticking as fast as expected on an instrument-by-instrument basis
  • Comprehend the impact that stale data or periodic congestion is having on an instrument-by-instrument basis
  • Detect sequence gaps and tick absence at a feed, market, instrument and field level
  • Compare direct and comparative feed performance
  • Identify abnormal price movements
  • Automatically detect exactly which market data streams are being consolidated, distributed or consumed by your firm


Testing functionality

  • Retransmit previously captured market data streams onto the network with the original packet timings and nanosecond precision
  • Retransmit market data streams at the original recorded rate or modify the stream to meet the needs of different types of testing scenarios


Capacity planning

  • Identify periods of system under or over utilisation for more effective capacity planning


Real-time, intra-day and scheduled reporting

  • Immediately generate reports on-demand and on a scheduled basis
  • Customisable reporting enables users to define the report’s selection criteria and what the report looks like
  • Produce PDF, CSV or XML versions of the chosen report
  • Set reports to be automatically emailed to a pre-loaded list of recipients


Deployment options

  • VMX EndToEnd is a modular and extensible solution
  • It is open to multiple integration possibilities
  • Software only and Appliance based deployment options are available
  • The appliance can be controlled remotely and will independently monitor itself
  • Adopters benefit from future-proof configuration through a user friendly GUI



  • Enrich tracked data with supplementary information for customisable insight
  • Integrate alerts into existing client systems such as SNMP systems to provide a consolidated alerting feed
  • Stream raw and analysed data into client applications such as enterprise infrastructure monitoring solutions
  • VMX EndToEnd is asset class and business use case agnostic
  • It is a very scalable solution, able to effectively track and analyse extremely high volumes of data traversing complex, trading and payment processing environments