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METHOD AND SYSTEM FOR PROCESSING REAL-TIME, ASYNCHRONOUS FINANCIAL MARKET DATA EVENTS ON A PARALLEL COMPUTING PLATFORM

  • US 20100211519A1
  • Filed: 02/17/2009
  • Published: 08/19/2010
  • Est. Priority Date: 02/17/2009
  • Status: Abandoned Application
First Claim
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1. A method for real-time, asynchronous processing of financial market data events on a parallel computing platform having a plurality of computer processes executing on one or more computers, comprising:

  • (a) receiving a generally continuous stream of market data events from an electronic exchange over a computer network;

    (b) sequentially storing the market data events received in (a) in at least one data queue;

    (c) distributing the market data events among the plurality of computer processes on a first in, first out basis such that the market data events can be processed by the processes in a coordinated fashion;

    (d) processing the market data events distributed in (c) at the respective computer processes using financial models to generate trading information on one or more financial instruments; and

    (e) making the trading information generated in (d) available through a common API or a client application to a user.

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