Methods and apparatus for detecting gaps in a sequence of messages, requesting missing messages and/or responding to requests for messages
First Claim
1. A method of operating a message processing system, the method comprising:
- receiving at a first device including a processor, said first device being in the message processing system, a first message from a first system which sends messages to said message processing system, said first message being communicated via a first communications path, said first communications path including a shared high speed low latency link in said message processing system over which new transaction messages are communicated, said shared high speed low latency link being shared with other systems which send transaction messages to the message processing system;
determining, in the first device, that said first system requires a message gap fill to fill a message gap; and
in response to determining that said first system requires a message gap fill, sending, from the first device, a signal to a second device to trigger said second device to supply one or more previously transmitted messages to the first system via a second communications path to fill said message gap, said second device being separate from said first system, said second communications path being used to communicate previously transmitted messages to said first system to fill said message gap, said second communications path avoiding the shared high speed low latency link over which new transaction messages are communicated.
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Accused Products
Abstract
Features are directed to detecting a loss of message synchronization and/or messages e.g., between a trader system and an exchange system. Synchronization loss may be due to a connection being terminated for a period of time, a lost connection, etc., while a trading session is being maintained with the exchange system. Loss of message synchronization may relate to messages or other communication over a shared high speed low latency path within the exchange that is used for communicating transaction messages, e.g., order messages to be processed. To avoid introducing delays into communication with other traders who'"'"'s transaction messages share the same high speed communications path within the exchange as the trader system with which message synchronization is lost, message gap fill to restore message synchronization with a trader system that lost synchronization is performed via a different communications path than the shared communications path used for communicating new transaction messages.
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Citations
25 Claims
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1. A method of operating a message processing system, the method comprising:
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receiving at a first device including a processor, said first device being in the message processing system, a first message from a first system which sends messages to said message processing system, said first message being communicated via a first communications path, said first communications path including a shared high speed low latency link in said message processing system over which new transaction messages are communicated, said shared high speed low latency link being shared with other systems which send transaction messages to the message processing system; determining, in the first device, that said first system requires a message gap fill to fill a message gap; and in response to determining that said first system requires a message gap fill, sending, from the first device, a signal to a second device to trigger said second device to supply one or more previously transmitted messages to the first system via a second communications path to fill said message gap, said second device being separate from said first system, said second communications path being used to communicate previously transmitted messages to said first system to fill said message gap, said second communications path avoiding the shared high speed low latency link over which new transaction messages are communicated. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 20, 22, 23)
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11. A message processing system comprising:
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a first device in said message processing system; and a second device in said message processing system; wherein said first device includes; a receiver module configured to receive a first message from a first system which sends messages to said message processing system, said first message being communicated via a first communications path, said first communications path including a shared high speed low latency link in said message processing system over which new transaction messages are communicated, said shared high speed low latency link being shared with other systems which send transaction messages to the message processing system; a determination module configured to determine that said first system requires a message gap fill to fill a message gap in response to a number of received messages indicated in said received message being less than a number of messages that were previously sent to the first system; and a transmission module configured to send, in response to determining that said trader system requires a message gap fill, a signal to said second device to trigger said second device to supply one or more previously transmitted messages to the trader system via a second communications path to fill said message gap, said second device being separate from said first system, said second communications path being used to communicate previously transmitted messages to said first system to fill said message gap, said second communications path avoiding the shared high speed low latency link over which new transaction messages are communicated. - View Dependent Claims (12, 13, 14, 15, 16, 17, 21)
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18. A message processing system comprising:
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a shared high speed low latency link; a first processor configured to; receive at a first device in the message processing system, a first message from a first system which sends messages to said message processing system, said first message being communicated via a first communications path, said first communications path including said shared high speed low latency link in said message processing system over which new transaction messages are communicated, said shared high speed low latency link being shared with other systems which send transaction messages to the message processing system; determine that said first system requires a message gap fill to fill a message gap in response to a number of received messages indicated in said received message being less than a number of messages that were previously sent to the first system; and send, in response to determining that said first system requires a message gap fill, a signal to a second device to trigger said second device to supply one or more previously transmitted messages to the first system via a second communications path to fill said message gap, said second device being separate from said first system, said second communications path being used to communicate previously transmitted messages to said first system to fill said message gap, said second communications path avoiding the shared high speed low latency link over which new transaction messages are communicated; and a first memory coupled to said first processor. - View Dependent Claims (19, 24, 25)
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Specification