Patent application number | Description | Published |
20080243675 | High Speed Processing of Financial Information Using FPGA Devices - Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic. | 10-02-2008 |
20110178911 | High Speed Processing of Financial Information Using FPGA Devices - Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic. | 07-21-2011 |
20110178912 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) receive the financial market data messages, and (2) process each received financial market data message to update a stored record for the financial instrument associated with that message. | 07-21-2011 |
20110178917 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to map the symbols present in the financial market data messages to another symbology. | 07-21-2011 |
20110178918 | High Speed Processing of Financial Information Using FPGA Devices - A high speed system and method for processing financial instrument order data are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to monitor a financial instrument order based on a risk profile to determine whether the order is appropriate. If determined appropriate, a financial instrument order can be routed to a trading venue. With respect to another exemplary embodiment, a reconfigurable logic device is employed to maintain a financial instrument order book. | 07-21-2011 |
20110178919 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing financial instrument order books are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) process streaming financial market data, the streaming financial market data comprising a plurality of messages representative of a plurality of offers to buy and sell a plurality of financial instruments, and (2) maintain in real-time a plurality of financial instrument order books based on the messages | 07-21-2011 |
20110178957 | High Speed Processing of Financial Information Using FPGA Devices - Methods and systems for processing financial market data using a reconfigurable logic device are disclosed. Various operations such as basket calculation and volume weighted average price (VWAP) operations can be performed on the financial market data using firmware logic deployed on the reconfigurable logic device to accelerate the speed of processing. | 07-21-2011 |
20110179050 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) receive the financial market data messages, and (2) parse each received financial market data message into its constituent data fields. | 07-21-2011 |
20110184844 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a record memory is employed to store a plurality of records for a plurality of financial instruments, and a reconfigurable logic device is employed to (1) receive financial market data messages, (2) retrieve from the record memory the records for the messages' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record. | 07-28-2011 |
20130159449 | Method and Apparatus for Low Latency Data Distribution - Various techniques are disclosed for distributing data, particularly real-time data such as financial market data, to data consumers at low latency. Exemplary embodiments include embodiments that employ adaptive data distribution techniques and embodiments that employ a multi-class distribution engine. | 06-20-2013 |
20130290163 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing financial instrument order books are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to synthesize quote events associated with a plurality of financial instruments from a financial market data feed. | 10-31-2013 |
20140040109 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to generate a plurality of financial market data messages from a plurality of the data fields, each generated message having a specified message format. | 02-06-2014 |
20140089163 | High Speed Processing of Financial Information Using FPGA Devices - Methods and systems for processing financial market data using a reconfigurable logic device are disclosed. Various operations such as volume weighted average price (VWAP) operations can be performed on the financial market data using firmware logic deployed on the reconfigurable logic device to accelerate the speed of processing. | 03-27-2014 |
20140164215 | High Speed Processing of Financial Information Using FPGA Devices - A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to map the symbols present in the financial market data messages to another symbology. | 06-12-2014 |