Invention Grant
- Patent Title: Systems and methods for generating customized filtered-and-partitioned market-data feeds
-
Application No.: US16196983Application Date: 2018-11-20
-
Publication No.: US10936597B2Publication Date: 2021-03-02
- Inventor: Robert James Walker
- Applicant: xCelor LLC
- Applicant Address: US IL Chicago
- Assignee: xCelor LLC
- Current Assignee: xCelor LLC
- Current Assignee Address: US IL Chicago
- Agency: Invention Mine LLC
- Main IPC: G06F16/30
- IPC: G06F16/30 ; G06F16/2455 ; G06Q40/04 ; G06F16/25 ; G06F16/27 ; G06F16/2458 ; H04L29/06 ; G06F12/0868 ; G06F13/12 ; G06F13/38 ; G06F13/42

Abstract:
Presently disclosed are systems and methods for generating customized filtered-and-partitioned market-data feeds. In an embodiment, an output-feed profile is maintained in data storage at a market-data-processing device (MDPD). The output-feed profile specifies a subset of ticker symbols and a ticker-symbol-based feed-partitioning scheme. An input feed of order-book updates to ticker symbols is received at the MDPD from an upstream device. At the MDPD, a customized market-data output feed is generated according to the maintained output-feed profile at least in part by filtering the input feed down to the order-book updates to ticker symbols in the specified subset and partitioning the filtered feed according to the specified ticker-symbol-based feed-partitioning scheme. The customized market-data output feed is transmitted from the MDPD to a downstream device.
Public/Granted literature
- US20190155932A1 SYSTEMS AND METHODS FOR GENERATING CUSTOMIZED FILTERED-AND-PARTITIONED MARKET-DATA FEEDS Public/Granted day:2019-05-23
Information query