Synchronized processing of data by networked computing resources

• US 8,984,137 B2
• Filed: 07/14/2013
• Issued: 03/17/2015
• 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: Aisen, Daniel, Katsuyama, Bradley, Park, Robert, Schwall, John, Steiner, Richard, Zhang, Allen, Popejoy, Thomas L.
• Primary Examiner(s): NGUYEN, THU HA T
• Application Number:
  US13/941,513
• Publication Number:
  US 20130304626A1
• Time in Patent Office: 611 Days
• Field of Search: 709/223, 709/226, 707/602, 718/104
• 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 a plurality of portions of a data process executable by a plurality of networked computing resources, the data process representing a plurality of 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

route, in accordance with a timing sequence, the signals representing instructions for execution of the plurality of portions of the plurality of proposed transactions to a plurality of networked computer resources;

the timing sequence for routing the signals based on the at least one associated timing parameter so as to cause synchronized execution of the plurality of proposed transactions by the plurality of networked computer 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 execution is simultaneous.

7. The device of claim 1, wherein the at least one timing parameter is determined such that the synchronized 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 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 and 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 device of claim 1, wherein the financial interests include at least one of commodities and currency interests.

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

13. The device of claim 1, wherein the synchronized execution causes the plurality of proposed transactions to be executed before terms associated with one or more proposed counterparty transactions can be changed.

14. A method performed by at least one data processor, comprising:

associating with signals representing instructions for execution of a plurality of portions of a data process executable by a plurality of networked computing resources, the data process representing a plurality of 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

route, in accordance with a timing sequence, the signals representing instructions for execution of the plurality of portions of the plurality of proposed transactions to a plurality of networked computer resources;

the timing sequence for routing the signals based on the at least one associated timing parameter so as to cause synchronized execution of the plurality of proposed transactions by the plurality of networked computer resources.

15. The method of claim 14, 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.

16. The method of claim 14, 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.

17. The method of claim 14, 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.

18. The method of claim 14, 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.

19. The method of claim 14, wherein the at least one timing parameter is determined such that the synchronized execution is simultaneous.

20. The method of claim 14, wherein the at least one timing parameter is determined such that the synchronized execution is according to a non-simultaneous sequence.

21. The method of claim 14, wherein the at least one timing parameter is determined such that the synchronized execution is according to a determined relative timing.

22. The method of claim 14, wherein the synchronized execution causes the plurality of proposed transactions to be executed before terms associated with one or more proposed counterparty transactions can be changed.

23. 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 a plurality of portions of a data process executable by a plurality of networked computing resources, the data process representing a plurality of 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

route, in accordance with a timing sequence, the signals representing instructions for execution of the plurality of portions of the plurality of proposed transactions to a plurality of networked computer resources;

the timing sequence for routing the signals based on the at least one associated timing parameter so as to cause synchronized execution of the plurality of proposed transactions by the plurality of networked computer resources.

24. The medium or media of claim 23, 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.

25. The medium or media of claim 23, 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.

26. The medium or media of claim 23, 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.

27. The medium or media of claim 23, 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.

28. The medium or media of claim 23, wherein the at least one timing parameter is determined such that the synchronized execution is simultaneous.

29. The medium or media of claim 23, wherein the at least one timing parameter is determined such that the synchronized execution is according to a non-simultaneous sequence.

30. The medium or media of claim 23, wherein the at least one timing parameter is determined such that the synchronized execution is according to a determined relative timing.

31. The medium or media of claim 23, wherein the synchronized execution causes the plurality of proposed transactions to be executed before terms associated with one or more proposed counterparty transactions can be changed.

32. 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, the data process representing one or more proposed transactions in one or more financial interests;

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 timing sequence for routing the plurality of data processing segments, the timing sequence determined to cause synchronized execution of the plurality of data processing segments by the plurality of networked computing resources; and

route the plurality of data processing segments in accordance with the timing sequence to the plurality of corresponding networked execution processors.

33. The method of claim 32, 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.

34. The method of claim 32, wherein the synchronized execution causes the plurality of proposed transactions to be executed before terms associated with one or more proposed counterparty transactions can be changed.

35. A method performed by at least one data processor comprising:

associating with signals representing instructions for execution of a plurality of portions 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

route, in accordance with a timing sequence, the signals representing instructions for execution of the plurality of portions of the plurality of proposed transactions to a plurality of networked computer resources;

the timing sequence for routing the signals based on the at least one associated timing parameter so as to cause synchronized execution of the plurality of proposed transactions by the plurality of networked computer resources.

36. The method of 35, wherein the synchronized execution causes the plurality of proposed transactions to be executed before terms associated with one or more proposed counterparty transactions can be changed.