SYNCHRONIZED PROCESSING OF DATA BY NETWORKED COMPUTING RESOURCES

• US 20100332650A1
• Filed: 06/08/2010
• Published: 12/30/2010
• Est. Priority Date: 12/10/2009
• Status: Active Grant

• Current Assignee: Royal Bank of Canada (The PNC Financial Services Group, Inc.)
• Original Assignee: Royal Bank of Canada (The PNC Financial Services Group, Inc.)
• Inventors: Park, Robert, Zhang, Allen, Aisen, Daniel, Katsuyama, Bradley, Schwall, John, Steiner, Richard
• Granted Patent: US 10,650,450 B2
• Time in Patent Office: Days
• US Class Current: 709/224
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 43/0852 Delays
• CPC Class Codes: H04L 43/0858 One way delays
• CPC Class Codes: H04L 43/0864 Round trip delays
• CPC Class Codes: H04L 47/283 in response to processing delays, e.g. caused by jitter or round trip time [RTT]
• CPC Class Codes: H04L 67/62 Establishing a time schedule for servicing the requests
• CPC Class Codes: H04L 67/63 Routing a service request depending on the request content or context

Abstract

Systems 100, 1000, methods, and machine-interpretable programming or other instruction products for the management of data processing by multiple networked computing resources 106, 1106. In particular, the disclosure relates to the synchronization of related requests for processing of data using distributed network resources.

Claims

1. A system for causing synchronized processing of data by multiple networked computing resources, the system comprising at least one processor configured to execute machine-interpretable instructions and causing the system to:

receive from one or more data sources signals representing instructions for execution of at least one data process executable by a plurality of networked computing resources;

divide the at least one data process into a plurality of data processing segments, each data processing segment to be routed to a different one of a plurality of networked execution processors;

based at least partly on latencies in execution of prior data processing requests routed by the system to each of the plurality of networked execution processors, determine a plurality of timing parameters, each of the plurality of timing parameters to be associated with a corresponding one of the plurality of data processing segments, the plurality of timing parameters determined to cause synchronized execution of the plurality of data processing segments by the plurality of networked execution processors; and

using the timing parameters associated with the plurality of data processing segments, route the plurality of data processing segments to the plurality of corresponding networked execution processors.

2. The system of claim 1, wherein at least one of the plurality of determined timing parameters is determined based at least partly on dynamically-monitored latency in execution of signal processing requests routed by the system to at least one of the plurality of networked execution processors.

3. The system of claim 1, wherein at least one of the plurality of determined timing parameters is determined based at least partly on at least one of:

communication delay and processing delay.

4. The system of claim 1, wherein at least one of the plurality of determined timing parameters is determined based at least partly on a latency probability model.

5. The system of claim 1, wherein the networked execution processors comprise exchange servers and the data processing segments represent requests for trades in financial interests.

6. The system of claim 5, wherein the financial interests include at least one of commodities and intangible interests.

7. The system of claim 5, wherein the financial interests include at least one of stocks, bonds, and options.

8. The system of claim 5, wherein the at least one processor is further configured to execute instructions for causing the system to:

associate with each of at least one of the plurality of data processing segments data representing at least one quantity term, the at least one quantity term representing at least one quantity of a financial interest to be traded in accordance with a request represented each of the at least one data processing segments, and at least one corresponding price term associated with each such quantity term, the quantity term representing at least one proposed price at which a trade represented by the at least one data processing segment is to be executed;

the at least one quantity term larger than at least one quantity of the financial interest publicly offered at a price equivalent to the corresponding associated price term, in a market associated with the networked execution processor(s) to which the at least one data processing segment is to be routed.

9. The system of claim 8, wherein the at least one quantity term is determined based at least partly on a trading history associated with the market associated with the networked execution processor to which the data processing segment is to be routed.

10. A system for causing synchronized processing of data by multiple networked computing resources, the system comprising at least one processor configured to execute machine-interpretable instructions and causing the system to:

monitor execution of signal processing execution requests by each of the plurality of networked computing resources;

determine at least one timing parameter associated with a latency in execution of signal processes between the system and each of the plurality of networked computing resources; and

store the at least one timing parameter in machine-readable memory accessible by the at least one processor.

11. The system of claim 10, wherein the at least one latency is associated with at least one of:

communication delay and processing delay.

12. The system of claim 10, wherein the execution of signal processing requests is monitored periodically.

13. The system of claim 10, wherein the execution of signal processing execution requests is monitored continually.

14. The system of claim 10, wherein the networked execution processors comprise exchange servers and the data processing segments represent requests for trades in financial interests.

15. A method of causing synchronized processing of data by multiple networked computing resources, the method performed by at least one processor executing machine-interpretable instructions configured to cause the at least one processor to:

receive from one or more data sources signals representing instructions for execution of at least one data process executable by a plurality of networked computing resources;

divide the at least one data process into a plurality of data processing segments, each data processing segment to be routed to a different one of a plurality of networked execution processors;

based at least partly on latencies in execution of prior data processing requests routed by the system to each of the plurality of networked execution processors, determine a plurality of timing parameters, each of the plurality of timing parameters to be associated with a corresponding one of the plurality of data processing segments, the plurality of timing parameters determined to cause synchronized execution of the plurality of data processing segments by the plurality of networked execution processors; and

using the timing parameters associated with the plurality of data processing segments, route the plurality of data processing segments to the plurality of corresponding networked execution processors.

16. The method of claim 15, wherein the machine-interpretable instructions are further configured to cause the at least one processor to:

associate with each of at least one of the plurality of data processing segments data representing at least one quantity term, the at least one quantity term representing at least one quantity of a financial interest to be traded in accordance with a request represented each of the at least one data processing segments, and at least one corresponding price term associated with each such quantity term, the quantity term representing at least one proposed price at which a trade represented by the at least one data processing segment is to be executed;

the at least one quantity term larger than at least one quantity of the financial interest publicly offered at a price equivalent to the corresponding associated price term, in a market associated with the networked execution processor(s) to which the at least one data processing segment is to be routed.

17. A method of causing synchronized processing of data by multiple networked computing resources, the method performed by at least one processor executing machine-interpretable instructions configured to cause the at least one processor to:

monitor execution of signal processing execution requests by each of the plurality of networked computing resources;

determine at least one timing parameter associated with a latency in execution of signal processes between the system and each of the plurality of networked computing resources; and

store the at least one timing parameter in machine-readable memory accessible by the at least one processor.

18. A computer-readable medium or media comprising non-transient machine-readable programming structures configured to cause synchronized processing of data by multiple networked computing resources, the programming structures configured to cause at least one processor to:

receive from one or more data sources signals representing instructions for execution of at least one data process executable by a plurality of networked computing resources;

divide the at least one data process into a plurality of data processing segments, each data processing segment to be routed to a different one of a plurality of networked execution processors;

based at least partly on latencies in execution of prior data processing requests routed by the system to each of the plurality of networked execution processors, determine a plurality of timing parameters, each of the plurality of timing parameters to be associated with a corresponding one of the plurality of data processing segments, the plurality of timing parameters determined to cause synchronized execution of the plurality of data processing segments by the plurality of networked execution processors; and

using the timing parameters associated with the plurality of data processing segments, route the plurality of data processing segments to the plurality of corresponding networked execution processors.

19. The medium or media of claim 18, wherein the machine-interpretable instructions are further configured to cause the at least one processor to:

associate with each of at least one of the plurality of data processing segments data representing at least one quantity term, the at least one quantity term representing at least one quantity of a financial interest to be traded in accordance with a request representing each of the at least one data processing segments, and at least one corresponding price term associated with each such quantity term, the quantity term representing at least one proposed price at which a trade represented by the at least one data processing segment is to be executed;

the at least one quantity term larger than at least one quantity of the financial interest publicly offered at a price equivalent to the corresponding associated price term, in a market associated with the networked execution processor(s) to which the at least one data processing segment is to be routed.

20. A computer-readable medium or media comprising non-transient machine-readable programming structures configured to cause synchronized processing of data by multiple networked computing resources, the programming structures configured to cause at least one processor to:

monitor execution of signal processing execution requests by each of the plurality of networked computing resources;

determine at least one timing parameter associated with a latency in execution of signal processes between the system and each of the plurality of networked computing resources; and

store the at least one timing parameter in machine-readable memory accessible by the at least one processor.