Market data · deployment planning

Redundant Market Data Feed

Redundancy needs an explicit failover policy and evidence that the backup remains usable when the primary path fails.

Independent failure domains

Review whether connections share a source, network route, host or downstream gateway. Two sockets on the same dependency do not necessarily protect against that dependency failing; document the actual topology and remaining single points.

Controlled failover

Check backup freshness and symbol coverage before switching. Test failback as well as failover, and decide how consumers handle a source change, a temporary gap and differences in price basis between providers.

Requirements to confirm

  • Failure-domain inventory
  • Backup freshness and coverage
  • Failover trigger and hysteresis
  • Failback and source-change handling

Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.

Integration brief

Redundant Market Data Feed: what to agree before connecting

Input identityRecord approved sources, instrument definitions and symbol mappings.
Selection policyAgree primary/backup, aggregation or distribution rules for each relevant consumer.
Health signalsDefine freshness, source status, outlier handling and recovery thresholds.
Operational evidenceRetain policy versions, source changes and the reason for fallback or rejection.

Treat source health as a per-instrument decision

A production workflow for your instrument universe needs explicit rules for admitting, selecting and excluding inputs. Normalize definitions before comparing prices. A source that remains connected can still be stale for an individual instrument; expose that distinction in operations.

What to test

  • Remove the primary input and observe the documented recovery state.
  • Keep a connection open while stopping updates for one symbol.
  • Verify that source changes are visible in operational records.

Related operational workflows

Review data-quality, resilience and source-management procedures.

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