Data packet processing methods, systems, and apparatus

• US 10,319,033 B2
• Filed: 09/01/2015
• Issued: 06/11/2019
• Est. Priority Date: 09/02/2014
• Status: Active Grant

• Current Assignee: Nasdaq, Inc.
• Original Assignee: Nasdaq, Inc.
• Inventors: Kreider, Brian, Cooper, Stephen
• Primary Examiner(s): Felten, Daniel S
• Application Number:
  US14/841,938
• Publication Number:
  US 20160063628A1
• Time in Patent Office: 1,379 Days
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 63/083 using passwords cryptographic mechanisms or cryptographic arrangements for entity authentication using a predetermined code H04L9/3226
• CPC Class Codes: H04L 63/20 for managing network security; network security policies in general filtering policies H04L63/0227

Abstract

The technology detects undesirable data packets. Data packets are received from multiple sources at one or more packet switches in a data communications network. The one or more packet switches route the data packets to one or more intended destination computing nodes and also transmit a copy of all the data packets received in the data communications network to a network capture device. The network capture device processes the data packets, detects financial data packets, and transmits the detected financial data packets for analysis by a risk exposure computer system that performs automatic financial risk analysis based on the detected financial data packets.

Claims

1. A method for detecting undesirable data packets, comprising:

receiving data packets from multiple sources at one or more packet switches in a data communications network;

the one or more packet switches routing the data packets to one or more intended destination computing nodes;

the one or more switches transmitting a copy of all the data packets received in the data communications network to a network capture device that is separate from the one or more intended destination computing nodes;

the network capture device processing the packets in the data packets and detecting financial data packets; and

the network capture device transmitting the detected financial data packets for analysis by a risk exposure computer system that performs automatic financial risk analysis based on the detected financial data packets.

2. The method in claim 1, further comprising:

the network capture device transmitting the detected financial data packets to a normalization data processor that eliminates duplicate data packets and converts remaining detected financial data packets to a standard data packet format, and

the normalization data processor transmitting the converted financial data packets for analysis by the risk exposure computer system.

3. The method in claim 1, wherein the data packets from multiple sources includes intraday security issue information involving potential disparate systems, multiple parties, and multiple liquidity destinations.

4. The method in claim 1, wherein the detected financial data packets include order information or order execution for financial instruments.

5. The method in claim 1, wherein the detected financial network data packets include data packets associated with computer securities trading algorithms and other order generators that are not expected, authorized, or configured for risk monitoring.

6. The method in claim 1, wherein the network capture device is a packet analyzer, a network analyzer, a protocol analyzer, or a packet sniffer that decodes each data packet'"'"'s header or other fields in the data packet to determine when the data packet relates to financial network data packets.

7. The method in claim 1, wherein the transmitting of a copy of all the data packets to the network capture device is done in parallel with the routing of the data packets to one or more intended destination computing nodes and does not impact desired data packet communications and processing.

8. The method in claim 1, further comprising the risk analysis system analyzing the financial data packets for predetermined patterns, trends, outages irregularities, and/or other indicators of possible financial risk.

9. The method in claim 8, wherein the financial network data packets includes pre-trade, at-trade, and post-trade data packets and the risk analysis system analyzes the financial data packets for pre-trade risks, at-trade risks, and post-trade risks.

10. The method in claim 8, wherein the risk analysis system analyzes the financial data packets using custom risk checks.

11. The method in claim 8, wherein the risk analysis system detects a risk and in response initiates an action to mitigate the detected risk.

12. A method for routing data packets, comprising:

receiving data packets from multiple sources at one or more packet switches in a data communications network;

the one or more packet switches routing the data packets to one or more intended destination computing nodes; and

the one or more switches transmitting a copy of all the data packets received in the data communications network to a network capture device that is separate from the one or more intended destination computing nodes for detecting financial data packets for automatic financial risk analysis.

13. The method in claim 12, wherein the data packets from multiple sources includes intraday security issue data packets involving potential disparate systems, multiple parties, and multiple liquidity destinations.

14. The method in claim 12, wherein the financial data packets include orders for financial instruments or information regarding execution of orders for financial instruments.

15. The method in claim 12, wherein the financial data packets include data packets associated with computer securities trading algorithms and other order generators that are not expected, authorized, or configured for risk monitoring.

16. A system for detecting undesirable data packets, comprising:

one or more receivers configured to receive data packets from multiple sources at one or more packet switches in a data communications network;

the one or more packet switches configured to route the data packets to one or more intended destination computing nodes;

the one or more switches configured to transmit a copy of all the data packets received in the data communications network to a network capture device that is separate from the one or more intended destination computing nodes;

the network capture device configured to process the packets in the data packets and detecting financial data packets; and

the network capture device configured to transmit the detected financial data packets for analysis by a risk exposure computer system that performs automatic financial risk analysis based on the detected financial data packets.