Line handler
First Claim
Patent Images
1. A method executed in a market surveillance computer system, the method comprising:
- receiving, in the computer system, a message in a receiver object from one of a plurality of feed lines;
attaching, in the computer system, timing data from a timing object to the received message, the timing data including a time extracted from the received message and a stamp indicating a receipt time at the receiver object and;
activating, in the computer system, a translator object to translate the received message into a market event object;
assigning, in the computer system, the market event object to an entry in a queue object;
validating, in the computer system, the market event object entry; and
publishing, in the computer system, the validated market event object entry in a sender object to a plurality of alert engines that process the market event objects to detect possible alert conditions.
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Abstract
A method receives incoming messages from data feed lines. The incoming messages have data on associated market events. The method includes receiving incoming messages from a feed line, translating the received incoming messages into market event messages having a common format, and publishing a portion of the translated messages on a network. Each market event message includes data on a market event and time data. The network has multiple devices capable of receiving the translated messages.
53 Citations
20 Claims
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1. A method executed in a market surveillance computer system, the method comprising:
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receiving, in the computer system, a message in a receiver object from one of a plurality of feed lines; attaching, in the computer system, timing data from a timing object to the received message, the timing data including a time extracted from the received message and a stamp indicating a receipt time at the receiver object and; activating, in the computer system, a translator object to translate the received message into a market event object; assigning, in the computer system, the market event object to an entry in a queue object; validating, in the computer system, the market event object entry; and publishing, in the computer system, the validated market event object entry in a sender object to a plurality of alert engines that process the market event objects to detect possible alert conditions. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 11)
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10. An apparatus comprising:
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a processor; and a memory, the memory comprising; a receiver object for receiving a message form one of a plurality of feed lines; a timing object for attaching timing data to the received message, the timing data including a time extracted from the received message, a stamp indicating a receipt time at the receiver object and timing data corresponding to the time extracted from the received message and the time from a previously received message from the same feed line, to provide an estimate of an actual event time to associate with the market event; a translator object to translate the received message into a market event object; a queue object for receiving the market event object; a validation object for validating the market event object entry; and a sender object to send the validated market event object entry to a plurality of alert engines.
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12. A computer program product, tangibly embodied in an information carrier, for line handling, the computer program product being operable to cause data processing apparatus to:
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receive a message in a receiver object form one of a plurality of feed lines; attach timing data from a timing object to the received message, the timing data including a time extracted from the received message, a stamp indicating a receipt time at the receiver object and timing data corresponding to the time extracted from the received message and the time from a previously received message from the same feed line, to provide an estimate of an actual event time to associate with the market event; activate a translator object to translate the received message into a market event object; assign the market event object to an entry in a queue object; validate the market event object entry; and publish the validated market event object entry in a sender object to a plurality of alert engines. - View Dependent Claims (13, 14, 15, 16, 17, 18, 19, 20)
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Specification