Invention Grant
- Patent Title: System, method, and FPGA circuit for processing electronic messages in a distributed computer system
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Application No.: US15690698Application Date: 2017-08-30
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Publication No.: US10915953B2Publication Date: 2021-02-09
- Inventor: Greg J. Maynard
- Applicant: International Securities Exchange, LLC
- Applicant Address: US NY New York
- Assignee: International Securities Exchange, LLC
- Current Assignee: International Securities Exchange, LLC
- Current Assignee Address: US NY New York
- Agency: Nixon & Vanderhye P.C.
- Main IPC: G06Q40/04
- IPC: G06Q40/04

Abstract:
A distributed computer system includes a matcher server that stores an order book of pending orders and a gateway that routes an order message to the matcher server for matching. The gateway also receives individual quote messages bundled into a mass quote message, each individual quote message including a price value for one of a plurality of different instrument identifiers. The gateway routes the mass quote message to a field programmable gate array (FPGA) circuit without involving the matcher server. The FPGA parses and stores data for each individual quote message to a data structure located in the memory of the FPGA. The parsed data is organized in the data structure according to both the instrument identifier and a client identifier that corresponds to a client that sent the mass quote message. The FPGA receives away market feed messages that each include a price value and a corresponding instrument identifier without first being routed through the matcher server or the gateway and updates the data structure. The FPGA delivers, in response to a query sent as part of the matching process performed on the matcher server for the instrument, information stored in the data structure regarding the instrument.
Public/Granted literature
- US20170365002A1 SYSTEM, METHOD, AND FPGA CIRCUIT FOR PROCESSING ELECTRONIC MESSAGES IN A DISTRIBUTED COMPUTER SYSTEM Public/Granted day:2017-12-21
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