Invention Grant
- Patent Title: Method and apparatus for high-speed processing of financial market depth data
- Patent Title (中): 高速处理金融市场深度数据的方法和装置
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Application No.: US13154824Application Date: 2011-06-07
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Publication No.: US08762249B2Publication Date: 2014-06-24
- Inventor: David E. Taylor , Scott Parsons , Jeremy Walter Whatley , Richard Bradley , Kwame Gyang , Michael DeWulf
- Applicant: David E. Taylor , Scott Parsons , Jeremy Walter Whatley , Richard Bradley , Kwame Gyang , Michael DeWulf
- Applicant Address: US MO St. Louis
- Assignee: IP Reservoir, LLC
- Current Assignee: IP Reservoir, LLC
- Current Assignee Address: US MO St. Louis
- Agency: Thompson Coburn LLP
- Agent Benjamin L. Volk, Jr.
- Main IPC: G06Q40/00
- IPC: 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 based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to generate a quote event in response to a limit order event being determined to modify the top of an order book.
Public/Granted literature
- US20120089497A1 Method and Apparatus for High-Speed Processing of Financial Market Depth Data Public/Granted day:2012-04-12
Information query
