5. Test Application Stability Under Stress

Even systems that can easily handle today's rates under good conditions might have stability problems when things go wrong. Perhaps a new receiving application is added to the system, making more work for existing sources. Perhaps a network hardware failure causes some packet loss between a source and a receiver. These conditions and similar ones add stress to a system even when it's not dealing with peak market data rates. The more complex a system becomes, the more likely it is that a failure will cause trouble. The more often a system is changed, the more likely it is that a change will have unintended consequences that stress the system.

We recommend that systems be tested by playing back captured market data at its original speed while adding stress to the system and watching for stability problems or latency spikes. It may be impossible to think of every possible source of stress and to test for successfully tolerating it at today's rates. But the process of doing such stress testing ultimately leads to more robust systems that give the expected results, even under unexpected conditions.

The LBM and UME products from 29West have the ability to simulate packet loss in receivers. We use this in our internal product testing and encourage our customers to use it in conducting stability tests of the applications they build using our products.