I'm developing a program to receive and parse market data from a exchange. What's the best way to test my program during the development? The data was sent via a multicast socket, but I don't have access to the socket before the program's correctness and performance is "fully" tested.
The test methods I came up so far: 1. use the TCP recovery channel provided by the exchange (not suggested by the exchange since it's not for TEST) 2. save some data in binary format, then set up a multicast test channel locally to simulate the actual environment
Any better ideas?