High Speed Processing of Financial Information Using FPGA Devices
First Claim
1. An apparatus for processing a plurality of financial market data messages, each financial market data message comprising financial market data and being associated with a financial instrument, the apparatus comprising:
- a record memory configured to store a plurality of records for a plurality of financial instruments;
a reconfigurable logic device in communication with the record memory, wherein the reconfigurable logic device is configured to (1) receive the financial market data messages, (2) retrieve from the record memory the records for the messages'"'"' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record.
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Accused Products
Abstract
A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a record memory is employed to store a plurality of records for a plurality of financial instruments, and a reconfigurable logic device is employed to (1) receive financial market data messages, (2) retrieve from the record memory the records for the messages'"'"' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record.
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Citations
13 Claims
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1. An apparatus for processing a plurality of financial market data messages, each financial market data message comprising financial market data and being associated with a financial instrument, the apparatus comprising:
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a record memory configured to store a plurality of records for a plurality of financial instruments; a reconfigurable logic device in communication with the record memory, wherein the reconfigurable logic device is configured to (1) receive the financial market data messages, (2) retrieve from the record memory the records for the messages'"'"' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record. - View Dependent Claims (2)
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3. An apparatus for processing financial market data messages, each financial market data message comprising financial market data and being associated with an interest list and entitlement list, each interest list identifying whether any of a plurality of entities have expressed an interest in being notified of data relating to its associated message, each entitlement list identifying whether any of a plurality of entities are entitled to be notified of data relating to its associated message, the apparatus comprising:
a reconfigurable logic device configured to (1) receive a plurality of the messages, and (2) perform interest and entitlement filtering on the received messages in response to each message'"'"'s associated interest list and entitlement list. - View Dependent Claims (4, 5, 6, 7, 8, 9, 10, 11, 12)
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13. A method for processing financial market data messages, each financial market data message comprising financial market data and being associated with an interest list and entitlement list, each interest list identifying whether any of a plurality of entities have expressed an interest in being notified of data relating to its associated message, each entitlement list identifying whether any of a plurality of entities are entitled to be notified of data relating to its associated message, the method comprising:
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receiving a plurality of the messages; and performing interest and entitlement filtering with reconfigurable logic on the received messages in response to each message'"'"'s associated interest list and entitlement list.
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Specification