Invention Grant
- Patent Title: Method and apparatus for high-speed processing of financial market depth data
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Application No.: US17181097Application Date: 2021-02-22
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Publication No.: US11676206B2Publication Date: 2023-06-13
- Inventor: David E. Taylor , Scott Parsons , Jeremy Walter Whatley , Richard Bradley , Kwame Gyang , Michael DeWulf
- Applicant: Exegy Incorporated
- Applicant Address: US MO St. Louis
- Assignee: Exegy Incorporated
- Current Assignee: Exegy Incorporated
- Current Assignee Address: US MO St. Louis
- Agency: Thompson Coburn LLP
- The original application number of the division: US13154804 2011.06.07
- Main IPC: G06Q40/04
- IPC: G06Q40/04 ; G06Q40/00

Abstract:
A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books and price books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order and price books.
Public/Granted literature
- US20210174445A1 Method and Apparatus for High-Speed Processing of Financial Market Depth Data Public/Granted day:2021-06-10
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