Hello, we are using RFA 8.1 C++ api to consume Level2 market data using MBP and LL2(MP) domain.
We have seen few cases of stale data recently leading to crossed book. To be able to troubleshoot this issue we wanted couple of things from you
- Is it possible for you to provide us with replay able tick file for given duration?
- Do you have a utility tool that can replay this recorded file and our feed handler should be able to consume data from this utility. So our feed handler will connect to this utility instead of TREP server. Is it possible?