SYNCHRONIZED PROCESSING OF DATA BY NETWORKED COMPUTING RESOURCES

• US 20120042080A1
• Filed: 10/26/2011
• Published: 02/16/2012
• 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, Schwall, John, Steiner, Richard, Zhang, Allen, AISEN, Daniel, Kabuyama, Bradley, Popejoy, Thomas L.
• Granted Patent: US 8,489,747 B2
• Time in Patent Office: Days
• US Class Current: 709/226
• 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 device comprising at least one processor configured to:

associate, with signals representing instructions for execution of at least a portion of a data process executable by a plurality of networked computing resources, the data process representing one or more proposed transactions in one or more financial interests, at least one timing parameter determined at least partly using one or more latencies associated with execution of signal processing requests by at least one of the networked computing resources; and

using the at least one associated timing parameter, route the signals representing instructions for execution of a portion of the one or more proposed transactions to a networked computer resource;

the at least one associated timing parameter determined so as to cause synchronized arrival or execution of signals representing instructions for execution of the portion of the one or more proposed transactions at the networked computer resource with other portions of the proposed transaction at one or more other networked computing resources.

2. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on dynamically-monitored latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

3. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on statistical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

4. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on historical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

5. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on predictive latency in execution of signal processing requests routed to at least one of the plurality of networked execution processors.

6. The device of claim 1, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is simultaneous.

7. The device of claim 1, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a non-simultaneous sequence.

8. The device of claim 1, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a determined relative timing.

9. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on at least one of:

communication delay or processing delay.

10. The device of claim 1, wherein the at least one timing parameter is determined based at least partly on a latency probability model.

11. The s device of claim 1, wherein the financial interests include at least one of commodities or currency interests.

12. The device of claim 1, wherein the financial interests include at least one of equity or non-equity interests, or derivatives thereof.

13. A method performed by at least one data processor executing machine-interpretable instructions configured to cause the at least one processor to:

associate, with signals representing instructions for execution of at least a portion of a data process executable by a plurality of networked computing resources, the data process representing one or more proposed transactions in one or more financial interests, at least one timing parameter determined at least partly using one or more latencies associated with execution of signal processing requests by at least one of the networked computing resources; and

using the at least one associated timing parameter, route the signals representing instructions for execution of a portion of the one or more proposed transactions to a networked computer resource;

the at least one associated timing parameter determined so as to cause synchronized arrival or execution of signals representing instructions for execution of the portion of the one or more proposed transactions at the networked computer resource with other portions of the proposed transaction at one or more other networked computing resources.

14. The method of claim 13, wherein the at least one timing parameter is determined based at least partly on dynamically-monitored latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

15. The method of claim 13, wherein the at least one timing parameter is determined based at least partly on statistical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

16. The method of claim 13, wherein the at least one timing parameter is determined based at least partly on historical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

17. The method of claim 13, wherein the at least one timing parameter is determined based at least partly on predictive latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

18. The method of claim 13, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is simultaneous.

19. The method of claim 13, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a non-simultaneous sequence.

20. The method of claim 13, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a determined relative timing.

21. A computer-readable medium or media comprising non-transient machine-readable programming structures configured to cause at least one processor to:

associate, with signals representing instructions for execution of at least a portion of a data process executable by a plurality of networked computing resources, the data process representing one or more proposed transactions in one or more financial interests, at least one timing parameter determined at least partly using one or more latencies associated with execution of signal processing requests by at least one of the networked computing resources; and

using the at least one associated timing parameter, route the signals representing instructions for execution of a portion of the one or more proposed transactions to a networked computer resource;

the at least one associated timing parameter determined so as to cause synchronized arrival or execution of signals representing instructions for execution of the portion of the one or more proposed transactions at the networked computer resource with other portions of the proposed transaction at one or more other networked computing resources.

22. The medium or media of claim 21, wherein the at least one timing parameter is determined based at least partly on dynamically-monitored latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

23. The medium or media of claim 21, wherein the at least one timing parameter is determined based at least partly on statistical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

24. The medium or media of claim 21, wherein the at least one timing parameter is determined based at least partly on historical latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

25. The medium or media of claim 21, wherein the at least one timing parameter is determined based at least partly on predictive latency in execution of signal processing requests routed to at least one of the plurality of networked computing resources.

26. The medium or media of claim 21, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is simultaneous.

27. The medium or media of claim 21, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a non-simultaneous sequence.

28. The medium or media of claim 21, wherein the at least one timing parameter is determined such that the synchronized arrival or execution is according to a determined relative timing.

29. A method performed by at least one processor executing machine-interpretable instructions configured to cause the at least one processor to:

generate signals representing a plurality of data processing segments, each data processing segment representing instructions for execution of a portion of a data process executable by a plurality of networked computing resources;

based at least partly on latencies in execution of prior data processing requests routed to each of the plurality of networked computing resources, 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 computing resources; 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.

30. The method of claim 29, wherein the machine-interpretable instructions are further configured to cause the at least one processor to:

associate with each 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 by the corresponding data processing segment, and at least one corresponding price term, the price term representing at least one proposed price at which a trade represented by the at least one data processing segment is to be executed.