Invention Grant
- Patent Title: Dynamic market data filtering
-
Application No.: US11847954Application Date: 2007-08-30
-
Publication No.: US09639895B2Publication Date: 2017-05-02
- Inventor: Paul J Callaway , Dennis M Genetski , Adrien Gracia , James Krause , Vijay Menon
- Applicant: Paul J Callaway , Dennis M Genetski , Adrien Gracia , James Krause , Vijay Menon
- Applicant Address: US IL Chicago
- Assignee: Chicago Mercantile Exchange, Inc.
- Current Assignee: Chicago Mercantile Exchange, Inc.
- Current Assignee Address: US IL Chicago
- Agency: Banner & Witcoff, Ltd.
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; G06Q40/04 ; G06Q30/02 ; G06Q40/06

Abstract:
Networks, systems and methods for dynamically filtering market data are disclosed. Streams of market data may be buffered or stored in a queue when inbound rates exceed distribution or publication limitations. Inclusive messages in the queue may be removed, replaced or aggregated, reducing the number of messages to be published when distribution limitations are no longer exceeded.
Public/Granted literature
- US20090063360A1 DYNAMIC MARKET DATA FILTERING Public/Granted day:2009-03-05
Information query