Patent application number | Description | Published |
20090019305 | MARKET DATA RECOVERY - Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors. | 01-15-2009 |
20090059941 | DYNAMIC DATA FILTERING - Networks, systems and methods for dynamically filtering data are disclosed. Streams of 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. | 03-05-2009 |
20090063360 | DYNAMIC MARKET DATA FILTERING - 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. | 03-05-2009 |
20110016032 | MARKET DATA MESSAGE FORMAT - Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message. | 01-20-2011 |
20110251944 | TRADE ENGINE PROCESSING OF MASS QUOTE MESSAGES AND RESULTING PRODUCTION OF MARKET DATA - Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message. | 10-13-2011 |
20120072514 | Market Data Recovery - Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors. | 03-22-2012 |
20120221488 | Distribution of Market Data - Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message. | 08-30-2012 |
20130080533 | Distribution of Market Data - Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message. | 03-28-2013 |
20130110693 | Market Data Recovery | 05-02-2013 |
20140019329 | Distribution of Market Data - Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message. | 01-16-2014 |
20140089164 | TRADE ENGINE PROCESSING OF MASS QUOTE MESSAGES AND RESULTING PRODUCTION OF MARKET DATA - Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message. | 03-27-2014 |
Patent application number | Description | Published |
20090172305 | EFFICIENT NON-TRANSACTIONAL WRITE BARRIERS FOR STRONG ATOMICITY - A method and apparatus for providing optimized strong atomicity operations for non-transactional writes is herein described. Locks are acquired upon initial non-transactional writes to memory locations. The locks are maintained until an event is detected resulting in the release of the locks. As a result, in the intermediary period between acquiring and releasing the locks, any subsequent writes to memory locations that are locked are accelerated through non-execution of lock acquire operations. | 07-02-2009 |
20090319739 | DYNAMIC OPTIMIZATION FOR REMOVAL OF STRONG ATOMICITY BARRIERS - A method and apparatus for dynamic optimization of strong atomicity barriers is herein described. During runtime compilation, code including non-transactional memory accesses that are to conflict with transactional memory accesses is patched to insert transactional barriers at the conflicting non-transactional memory accesses to ensure isolation and strong atomicity. However, barriers are omitted or removed from non-transactional memory accesses that do not conflict with transactional memory accesses to reduce barrier execution overhead. | 12-24-2009 |
20100162249 | OPTIMIZING QUIESCENCE IN A SOFTWARE TRANSACTIONAL MEMORY (STM) SYSTEM - A method and apparatus for optimizing quiescence in a transactional memory system is herein described. Non-ordering transactions, such as read-only transactions, transactions that do not access non-transactional data, and write-buffering hardware transactions, are identified. Quiescence in weak atomicity software transactional memory (STM) systems is optimized through selective application of quiescence. As a result, transactions may be decoupled from dependency on quiescing/waiting on previous non-ordering transaction to increase parallelization and reduce inefficiency based on serialization of transactions. | 06-24-2010 |
20100162250 | OPTIMIZATION FOR SAFE ELIMINATION OF WEAK ATOMICITY OVERHEAD - A method and apparatus for optimizing weak atomicity overhead is herein described. A state table is maintained either during static or dynamic compilation of code to track data non-transactionally accessed. Within execution of a transaction, such as at transactional memory accesses or within a commit function, it is determined if data associated with memory access within the transaction is to be conflictingly accessed outside the transaction from the state table. If the data is not accessed outside the transaction, then the transaction potentially commits without weak atomicity safety mechanisms, such as privatization. Furthermore, even if data is accessed outside the transaction, optimized safety mechanisms may be performed to ensure isolation between the potentially conflicting accesses, while eliding the mechanisms for data not accessed outside the transaction. | 06-24-2010 |
20110271017 | EFFICIENT NON-TRANSACTIONAL WRITE BARRIERS FOR STRONG ATOMICITY - A method and apparatus for providing optimized strong atomicity operations for non-transactional writes is herein described. Locks are acquired upon initial non-transactional writes to memory locations. The locks are maintained until an event is detected resulting in the release of the locks. As a result, in the intermediary period between acquiring and releasing the locks, any subsequent writes to memory locations that are locked are accelerated through non-execution of lock acquire operations. | 11-03-2011 |