Method and Apparatus for Processing Financial Information at Hardware Speeds Using FPGA Devices

• US 20070078837A1
• Filed: 11/20/2006
• Published: 04/05/2007
• Est. Priority Date: 05/21/2002
• Status: Active Grant

• Current Assignee: Ip Reservoir, LLC
• Original Assignee: Washington University In St Louis
• Inventors: Chamberlain, Roger, Cytron, Ron, Indeck, Ronald, Franklin, Mark
• Granted Patent: US 8,069,102 B2
• Time in Patent Office: Days
• US Class Current: 1/1
• CPC Class Codes: G06F 16/2455 Query execution
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis
• CPC Class Codes: Y10S 707/99931 Database or file accessing
• CPC Class Codes: Y10S 707/99933 Query processing, i.e. searching
• CPC Class Codes: Y10S 707/99936 Pattern matching access

Abstract

A method and apparatus are disclosed for using decision logic deployed on a reconfigurable logic device to process a stream of financial information at hardware speeds. The decision logic can be configured to perform data reduction operations on the financial information stream. Examples of such data reductions operations include data processing operations to compute a latest stock price, a minimum stock price, and a maximum stock price.

Claims

1. A method for processing financial information, the method comprising:

streaming financial information through a reconfigurable logic device; and

performing a data processing operation on the financial information with the reconfigurable logic device as the financial information streams therethrough.

2. The method of claim 1 further comprising loading a template onto the reconfigurable logic device, wherein template defines the data processing operation.

3. The method of claim 2 further comprising:

storing a plurality of templates, each template defining a different data processing operation; and

selecting one of the stored templates for loading onto the reconfigurable logic device.

4. The method of claim 1 wherein the data processing operation comprises a data reduction operation.

5. The method of claim 4 wherein the data reduction operation comprises a latest stock price operation.

6. The method of claim 4 wherein the data reduction operation comprises a minimum stock price operation.

7. The method of claim 4 wherein the data reduction operation comprises a maximum stock price operation.

8. The method of claim 4 wherein the data reduction operation comprises a latest stock price operation, a maximum stock price operation, and a minimum stock price operation, and wherein the performing step comprises performing the latest stock price operation, the maximum stock price operation, and the minimum stock price operation in parallel on the financial information as the financial information streams through the reconfigurable logic device.

9. The method of claim 4 wherein the data reduction operation comprises a maximum stock price operation and a minimum stock price operation, and wherein the performing step comprises performing the maximum stock price operation and the minimum stock price operation in parallel on the financial information as the financial information streams through the reconfigurable logic device.

10. The method of claim 4 wherein the data reduction operation comprises a latest stock price operation and a minimum stock price operation, and wherein the performing step comprises performing the latest stock price operation and the minimum stock price operation in parallel on the financial information as the financial information streams through the reconfigurable logic device.

11. The method of claim 4 wherein the data reduction operation comprises a latest stock price operation and a maximum stock price operation, and wherein the performing step comprises performing the latest stock price operation and the maximum stock price operation in parallel on the financial information as the financial information streams through the reconfigurable logic device.

12. The method of claim 4 wherein the streaming step comprises;

reading the financial information into a data shift register from a mass storage medium; and

streaming the financial information out of the data shift register into decision logic deployed on the reconfigurable logic device, wherein the decision logic is configured to perform the data reduction operation.

13. The method of claim 12 wherein the data shift register is deployed on the reconfigurable logic device.

14. The method of claim 4 wherein the reconfigurable logic device comprises a field programmable gate array (FPGA).

15. The method of claim 1 wherein the performing step comprises (1) performing a matching operation on the streaming financial information to find a set of data within the streaming financial information that matches a key and (2) performing a data reduction operation on the data set.

16. An apparatus for processing financial information, the apparatus comprising:

a reconfigurable logic device, wherein the reconfigurable logic device is configured to receive a stream of financial information, and wherein the reconfigurable logic device is configured to perform a data processing operation on the financial information as it streams therethrough.

17. The apparatus of claim 16 wherein the reconfigurable logic device comprises a field programmable gate array (FPGA).

18. The apparatus of claim 16 wherein the data processing operation comprises a data reduction operation.

19. The apparatus of claim 18 wherein the data reduction operation comprises a maximum stock price operation.

20. The apparatus of claim 19 wherein the reconfigurable logic device comprises a data shift register, a comparator and a data register, wherein the data shift register is configured to receive the financial information and stream the received financial information through the comparator, wherein the comparator is configured to compare a current stock price within the financial information stream with a previous stock price within the financial information stream to determine which stock price is greater, and wherein the data register is configured to store the stock price that was determined by the comparator to be the greater of the current stock price and the previous stock price.

21. The apparatus of claim 20 wherein the apparatus further comprises a mass storage medium in communication with the reconfigurable logic device, wherein the data shift register is configured to receive the financial information from the mass storage medium.

22. The apparatus of claim 18 wherein the data reduction operation comprises a minimum stock price operation.

23. The apparatus of claim 22 wherein the reconfigurable logic device comprises a data shift register, a comparator and a data register, wherein the data shift register is configured to receive the financial information and stream the received financial information through the comparator, wherein the comparator is configured to compare a current stock price within the financial information stream with a previous stock price within the financial information stream to determine which stock price is lesser, and wherein the data register is configured to store the stock price that was determined by the comparator to be the lesser of the current stock price and the previous stock price.

24. The apparatus of claim 23 wherein the apparatus further comprises a mass storage medium in communication with the reconfigurable logic device, wherein the data shift register is configured to receive the financial information from the mass storage medium.

25. The apparatus of claim 18 wherein the data reduction operation comprises a latest stock price operation.

26. The apparatus of claim 25 wherein the reconfigurable logic device comprises a data shift register, a comparator and a data register, wherein the data shift register is configured to receive the financial information and stream the received financial information through the comparator, wherein the comparator is configured to compare a time value within the financial information stream with a current time value to determine which is greater, and wherein the data register is configured to store a stock price associated with the time value that was determined to be greater by the comparator.

27. The apparatus of claim 26 wherein the apparatus further comprises a mass storage medium in communication with the reconfigurable logic device, wherein the data shift register is configured to receive the financial information from the mass storage medium.

28. The apparatus of claim 18 wherein the data reduction operation comprises a latest stock price operation, a maximum stock price operation, and a minimum stock price operation, and wherein the reconfigurable logic device is configured to perform the latest stock price operation, the maximum stock price operation, and the minimum stock price operation in parallel on the financial information as the financial information streams therethrough.

29. The apparatus of claim 18 wherein the data reduction operation comprises a maximum stock price operation and a minimum stock price operation, and wherein the reconfigurable logic device is configured to perform the maximum stock price operation and the minimum stock price operation in parallel on the financial information as financial information streams therethrough.

30. The apparatus of claim 18 wherein the data reduction operation comprises a latest stock price operation and a minimum stock price operation, and wherein the reconfigurable logic device is configured to perform the latest stock price operation and the minimum stock price operation in parallel on the financial information as financial information streams therethrough.

31. The apparatus of claim 18 wherein the data reduction operation comprises a latest stock price operation and a maximum stock price operation, and wherein the reconfigurable logic device is configured to perform the latest stock price operation and the maximum stock price operation in parallel on the financial information as financial information streams therethrough.

32. The apparatus of claim 18 further comprising a mass storage medium in which the financial information is stored, wherein the mass storage medium is in communication with the reconfigurable logic device, and wherein the reconfigurable logic device is configured to (1) read the financial information out of the mass storage medium into a data shift register that is deployed on the reconfigurable logic device, and (2) stream the financial information out of the data shift register into decision logic deployed on the reconfigurable logic device, wherein the decision logic is configured to perform the data reduction operation.

33. The apparatus of claim 18 wherein the reconfigurable logic device comprises a field programmable gate array (FPGA).

34. The apparatus of claim 16 wherein the data processing operation comprises a matching operation followed by a data reduction operation on any matched data found by the matching operation.

35. A method for processing financial information, the method comprising:

receiving a stream of financial information within a reconfigurable logic device; and

summarizing the received financial information stream in an aggregate form using logic deployed on the reconfigurable logic device.

36. The method of claim 35 wherein the reconfigurable logic device comprises a field programmable gate array (FPGA).

37. The method of claim 36 wherein the summarizing step comprises continuously computing a maximum stock price, a minimum stock price and a latest stock price from the received financial information stream.

38. The method of claim 37 wherein the continuously computing step comprises continuously computing the maximum stock price, the minimum stock price and the latest stock price in parallel.