Patent ID: 8671042

Claim:
A method for developing and applying market data scenarios, the method comprising: providing a computer system; receiving by a record and replay daemon executing on said computer system a stream of market data containing values of market items from a market data distribution platform; receiving from a user interface, separate from said stream of market data, instructions to change at least one of said values of said market items to create a contrived market activity scenario, differing from actual market activity; changing said at least one of said values of said market items by said record and replay daemon in response to said instructions to apply said contrived market activity scenario to create a simulated market data stream containing contrived market data by one or more of accelerating or decelerating an update rate, pausing and inserting custom updates, injecting error conditions, and manipulating an overall update stream programmatically; and transmitting said simulated market data stream containing contrived market data by said record and replay daemon to a client application in a form that mimics semantics of said stream of market data received from said market data distribution platform such that said client application can process said stream of changed market data as if it were market data from said market data distribution platform.