System and method for coalescing market data at a client device
First Claim
Patent Images
1. A non-transitory computer readable medium having stored therein instructions executable by a processor of a client device, wherein the instructions are executable to:
- receive by an API running in an API thread of the client device a first market data update for a tradeable object from an electronic exchange;
store by the API running in the API thread the first market data update in a shared data structure in a memory of the client device, wherein the shared data structure is accessible by at least the API thread and a graphical user interface thread, wherein the graphical user interface thread is running a graphical user interface for the client device;
provide by the API running in the API thread a notification to the graphical user interface running in the graphical user interface thread that the shared data structure includes an update, wherein the notification to the graphical user interface running in the graphical user interface thread includes at least one of the group consisting of;
(i) setting a flag and (ii) placing a message in a message queue for the graphical user interface;
receive by the API running in the API thread at least one subsequent market data update for the tradeable object from the electronic exchange, wherein the subsequent market data update is received subsequent to providing the notification and prior to the graphical user interface running in the graphical user interface thread accessing the shared data structure responsive to the notification; and
overwrite by the API running in the API thread the first market data update in the shared data structure with the at least one subsequent market data update before the first market update is accessed by the graphical user interface running in the graphical user interface thread to create a coalesced market data update until the graphical user interface indicates to the API running in the API thread that the graphical user interface has retrieved the coalesced market data update responsive to the notification.
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Abstract
A client device coalesces data received from an exchange, and provides a client application such as a graphical user interface with the opportunity to process fewer, but up-to-date, data updates from an exchange when a large volume of prices becomes available. Accordingly, the trader can be assured of receiving updated information that are fed to the client applications at a rate that is cohesive with that client device'"'"'s processing speed.
41 Citations
13 Claims
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1. A non-transitory computer readable medium having stored therein instructions executable by a processor of a client device, wherein the instructions are executable to:
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receive by an API running in an API thread of the client device a first market data update for a tradeable object from an electronic exchange; store by the API running in the API thread the first market data update in a shared data structure in a memory of the client device, wherein the shared data structure is accessible by at least the API thread and a graphical user interface thread, wherein the graphical user interface thread is running a graphical user interface for the client device; provide by the API running in the API thread a notification to the graphical user interface running in the graphical user interface thread that the shared data structure includes an update, wherein the notification to the graphical user interface running in the graphical user interface thread includes at least one of the group consisting of;
(i) setting a flag and (ii) placing a message in a message queue for the graphical user interface;receive by the API running in the API thread at least one subsequent market data update for the tradeable object from the electronic exchange, wherein the subsequent market data update is received subsequent to providing the notification and prior to the graphical user interface running in the graphical user interface thread accessing the shared data structure responsive to the notification; and overwrite by the API running in the API thread the first market data update in the shared data structure with the at least one subsequent market data update before the first market update is accessed by the graphical user interface running in the graphical user interface thread to create a coalesced market data update until the graphical user interface indicates to the API running in the API thread that the graphical user interface has retrieved the coalesced market data update responsive to the notification. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13)
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Specification