Anomalies

Anomalies are built-in thresholds for specific types of monitored data. You can create rules that combine anomalies. When data breaches the thresholds, VMX-Capture sends the anomaly to VMX-Analysis, which prompts an alert sent to VMX-Explorer. VMX-Explorer displays the alert on screen to the end user. In VMX-Explorer, users can also view details about the alert and search for alerts.

Which anomalies are supported currently?

Currently, Stack probes generate Market Data Gap anomalies.
When sequence numbers are missing or in the wrong order, this is a gap event that prompts an anomaly, which is then passed to VMX-Analysis. In VMX-Explorer, you can inspect the feed/venue/line in which the gap occurred, the start and finish sequence numbers, and the exact time it happened. See section Market Data Gap stats for further information.

VMX-Capture may also provide pre-aggregated stats about Market Data gaps.