DSAL's current product range includes:

• DQE - Data Quality Engine
• SDE - Spike Detection Engine
• TFD - Time Filtered Data
• LME - Latency Monitor Engine

tfd - time filtered data

The best source for Financial Market Data changes during the trading day, as markets or market makers open or close for business.

As a result trading institutions require an application that will provide the ability to assess the quality of each update received and determine the best source based on a configurable combination of time of day and results from the rules applied.

Based on DSAL's DQE (Data Quality Engine) product TFD provides the additional ability to take into account the time of day, with many variations in source and time windows, in determining the best record to publish to downstream consumers.

TFD incorporates a rules engine to determine the data to be filtered and the sources to be used. The configurability of the engine enables clients to define:

•   Sources - the sources of data available for filtering.
•   Rules - the rules to be applied to enable the data from the sources available to be filtered based on time of day, day of week, etc.

TFD provides a full audit trail of:

•   Configuration Data - the rules that are available within each module, the rules that have been configured to execute, the parameters utilized by each rule, etc.
•   Meta Data - data that defines the instrument classes and individual instruments, which is used to determine whether or not a rule should be executed for an update.
•   Tests Executed and Results - the tests executed and the result achieved for every update passed through the application.

TFD is currently available for Sun Solaris 9, Red Hat & SuSe Linux and Microsoft Windows 2003 & XP.