Use Case

The end user wants to be notified if there is a significant gap in market data messages in the last 10 minutes. 

Dashboard

This Market Data Gaps Alert dashboard monitors the MD Stats ("Market Data Stats") aggregator time series, matching down to 3 nodepath levels (*/*/*) & pulling the mAv gaps/s field, for a time period of the last 10 minutes.

Screenshot: Market Data Gaps Alerts dashboard.

The following queries have been added to transform the query data or set up specific alert conditions:

  • Reduce expression "B"
    is a reduce transformation that provides the maximum value for each nodepath in the gap timeseries. 

  • Threshold expression "C"
    is a threshold check on the "B" transformation. This threshold state admits any nodepath whose "B" value (Max value transformation) is greater than 0. This expression has been made an Alert Condition (1), so an Alert will fire when a nodepath is showing Max gaps greater than 0.

In the example above, every nodepath is showing a max gap count of 0 in the last 10 minutes, i.e. a Normal state (3), so no alerts are firing (2).