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Method and apparatus for managing orders in financial markets

  • US 10,037,568 B2
  • Filed: 12/09/2011
  • Issued: 07/31/2018
  • Est. Priority Date: 12/09/2010
  • Status: Active Grant
First Claim
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1. An apparatus comprising:

  • a trading platform, the trading platform configured to receive and process streaming financial market data, the trading platform comprising;

    a host system, the host system comprising a host processor and host memory ;

    a ticker plant engine, the ticker plant engine configured to receive and normalize a stream of financial market data, wherein the ticker plant engine is deployed on a member of the group consisting of (1) a reconfigurable logic device, (2) a graphics processor unit (GPU), and (3) a chip multi-processor (CMP) ;

    an order management engine, the order management engine configured to manage a plurality of financial instrument orders based on the normalized financial market data, wherein the order management engine is deployed on a member of the group consisting of (1) a reconfigurable logic device, (2) a GPU, and (3) a CMP ;

    a shared memory, wherein the shared memory includes memory space that is read/write addressable by the ticker plant engine and the order management engine; and

    a peer-to-peer hardware interconnect configured to interconnect the ticker plant engine and the order management engine via the shared memory; and

    wherein the host processor and the host memory are configured to (1) process data in support of financial instrument trading based on normalized financial market data received from the ticker plant engine and (2) communicate with the order management engine regarding a plurality of the financial instrument orders; and

    wherein the ticker plant engine is configured to write the normalized financial market data to the shared addressable memory space to thereby communicate the normalized financial market data to the order management engine via the peer-to-peer hardware interconnect without using the host processor and without using the host memory.

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