Merging data downloads with real-time data feeds

• US 9,813,518 B2
• Filed: 11/20/2014
• Issued: 11/07/2017
• Est. Priority Date: 11/20/2014
• Status: Active Grant

• Current Assignee: Trading Technologies International, Inc.
• Original Assignee: Trading Technologies International, Inc.
• Inventors: Singer, Scott F.
• Primary Examiner(s): Srivastava, Vivek
• Assistant Examiner(s): Garcia-Ching, Karina J
• Application Number:
  US14/548,425
• Publication Number:
  US 20160150045A1
• Time in Patent Office: 1,083 Days
• Field of Search: 709203
• CPC Class Codes: H04L 65/612 for unicast
• CPC Class Codes: H04L 65/764 at the destination reformatting of additional data in video clients H04N21/4355
• CPC Class Codes: H04L 67/01 Protocols
• CPC Class Codes: H04L 67/565 Conversion or adaptation of application format or content adding application control or application functional data H04L67/561

Abstract

Methods and apparatuses for merging downloaded data with a real-time data are disclosed. An example includes receiving downloaded item of data from a download connection with a data repository and real-time item of data from a real-time data feed with a data publisher. In response to determining that the downloaded item of data includes the most recent downloaded item of data from the download connection, the downloaded item of data is stored as the last downloaded item of data. In response to determining that the real-time item of data is the most recent real-time item of data received from the real-time data feed, the real-time item of data is stored as the last real-time item of data from the real-time data feed. In response to determining a match between the last downloaded item of data and the last real-time item of data the download connection is ended.

Claims

1. A method for merging downloaded data with a real-time data, the method comprising:

receiving via a client device, a real-time item of data from a real-time data feed of a data publisher, the real-time item of data having a message identifier identifying a position of the real-time item of data relative to other item in the real-time data feed;

receiving via the client device a downloaded item of data from a download connection with a data repository, the downloaded item of data received at and stored in the data repository from the data publisher and having the message identifier;

comparing via the client device the downloaded item of data with a last downloaded item of data to determine whether the downloaded item of data comprises a most recent downloaded item of data received from the download connection;

in response to determining that the downloaded item of data comprises the most recent downloaded item of data received from the download connection, storing via the client device the downloaded item of data as the last downloaded item of data from the download connection;

comparing via the client device the real-time item of data with a last real-time item of data to determine a most recent downloaded item of data received from the real-time data feed;

in response to determining that the real-time item of data is the most recent real-time item of data received from the real-time data feed, storing the real-time item of data as the last real-time item of data from the real-time data feed;

comparing the last downloaded item of data from the download connection with the last real-time item of data from the real-time data feed to determine a match according to the message identifier of the real-time item of data matching the message identifier of the downloaded item of data; and

in response to determining that the last item of data from the download connection matches the last real-time item of data from the real-time data feed, ending the download connection.

2. The method of claim 1 further comprising establishing via the client device the download connection with a data repository.

3. The method of claim 1 where the data repository comprises an order repository.

4. The method of claim 1 further comprising establishing via the client device a connection with the real-time data feed.

5. The method of claim 4 where establishing comprises subscribing to the real-time data feed.

6. The method of claim 1 where the data publisher comprises an electronic exchange.

7. The method of claim 6 where the downloaded item of data and the real-time item of data comprise market data.

8. The method of claim 1 further comprising receiving at the data repository the real-time item of data from the real data feed.

9. The method of claim 1 where the downloaded item of data comprises a previous real-time item of data stored by the order repository.

10. A non-transitory computer readable medium having instructions stored thereon for carrying out acts for merging downloaded data with a real-time data, the acts comprising:

receiving via a client device a real-time item of data from a real-time data feed of a data publisher, the real-time item of data having a message identifier identifying a position of the real-time item of data relative to other item in the real-time data feed;

receiving via the client device a downloaded item of data from a download connection with a data repository, the downloaded item of data received at and stored in the data repository from the data publisher and having the message identifier;

comparing via the client device the downloaded item of data with a last downloaded item of data to determine whether the downloaded item of data comprises a most recent downloaded item of data received from the download connection;

in response to determining that the downloaded item of data comprises the most recent downloaded item of data received from the download connection, storing via the client device the downloaded item of data as the last downloaded item of data from the download connection;

comparing via the client device the real-time item of data with a last real-time item of data to determine a most recent downloaded item of data received from the real-time data feed;

in response to determining that the real-time item of data is the most recent real-time item of data received from the real-time data feed, storing the real-time item of data as the last real-time item of data from the real-time data feed;

comparing the last downloaded item of data from the download connection with the last real-time item of data from the real-time data feed to determine a match according to the message identifier of the real-time item of data matching the message identifier of the downloaded item of data; and

in response to determining that the last item of data from the download connection matches the last real-time item of data from the real-time data feed, ending the download connection.

11. The non-transitory computer readable medium of claim 10 where the acts further comprise establishing via the client device the download connection with a data repository.

12. The non-transitory computer readable medium of claim 10 where the data repository comprises an order repository.

13. The non-transitory computer readable medium of claim 10 where the acts further comprise establishing via the client device a connection with the real-time data feed.

14. The non-transitory computer readable medium of claim 13 where establishing comprises subscribing to the real-time data feed.

15. The non-transitory computer readable medium of claim 10 where the data publisher comprises an electronic exchange.

16. The non-transitory computer readable medium of claim 15 where the downloaded item of data and the real-time item of data comprise market data.

17. The non-transitory computer readable medium of claim 10 where the acts further comprising receiving at the data repository the real-time item of data from the real data feed.

18. The non-transitory computer readable medium of claim 10 where the downloaded item of data comprises a previous real-time item of data stored by the order repository.

19. A client device comprising:

a data receiver configured to receive a downloaded item of data from a download connection with a data repository and a real-time item of data from a real-time data feed with a data publisher, the real-time item of data having a message identifier identifying a position of the real-time item of data relative to other item in the real-time data feed and the downloaded item of data received at and stored in the data repository from the data publisher and having the message identifier;

an electronic storage medium configured to store the downloaded item of data and the real-time item of data; and

an electronic processor configured to compare the downloaded item of data with a last downloaded item of data to determine whether the downloaded item of data comprises a most recent downloaded item of data received from the download connection and the real-time item of data with a last real-time item of data to determine a most recent downloaded item of data received from the download connection, where in response to determining that the downloaded item of data comprises the most recent downloaded item of data received from the download connection, the electronic processor is configured to cause the electronic storage medium to record the downloaded item of data as the last downloaded item of data from the download connection, where in response to determining that the real-time item of data is the most recent real-time item of data received from the real-time data feed, the electronic processor is configured to cause the electronic storage medium to store the real-time item of data as the last real-time item of data from the real-time data feed and where in response to determining that the last item of data from the download connection matches the last real-time item of data from the real-time data feed according to the message identifier of the real-time item of data matching the message identifier of the downloaded item of data, the electronic processor is configured to cause the data receiver to end the download connection.

20. The client device of claim 19 where the data repository comprises an order repository and the data publisher comprises an electronic exchange.