Synchronized processing of data by networked computing resources

• US 9,940,670 B2
• Filed: 12/09/2014
• Issued: 04/10/2018
• 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:
  US14/565,043
• Publication Number:
  US 20150088726A1
• Time in Patent Office: 1,218 Days
• Field of Search: 709223, 709224, 709201, 709202, 709203, 705 37
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 45/22 Alternate routing
• CPC Class Codes: H04L 67/1095 Replication or mirroring of data, e.g. scheduling or transport for data synchronisation between network nodes
• CPC Class Codes: H04L 67/62 Establishing a time schedule for servicing the requests

Abstract

Systems 100, 1000, methods, and machine-interpretable programming or other instruction products for the management of data transmission by multiple networked computing resources 106, 1106. In particular, the disclosure relates to the synchronization of related requests for transmitting data using distributed network resources.

Claims

1. A system for coordinating transmission of one or more data sets comprising market data to a plurality of subscribers, the system comprising at least one processor configured to:

parse source instructions to prepare 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 including one or more data sets comprising market data and information content and one or more networking parameters for communicating the market data and information content from one or more computer systems associated with one or more of the subscribers associated with respective networked computing resources;

associate, with the signals representing the instructions for execution of at least a portion of the data process, 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, in accordance with a timing sequence, the signals representing instructions for execution of a portion of the data process to a networked computer resource;

wherein the timing sequence for routing the signals is based on the at least one associated timing parameter so as to cause synchronized arrival or execution of signals representing instructions for execution of the portion of the data process at the networked computer resource with other portions of the proposed transaction at one or more other networked computing resources.

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

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

11. The system 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:

parse source instructions to prepare 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 including one or more data sets comprising market data and information content;

associate, with the signals representing the instructions for execution of at least a portion of the data process, 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 a portion of the one or more proposed transactions to a networked computer resource;

wherein the timing sequence for routine the signals is based on the at least one associated timing parameter 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:

parse source instructions to prepare 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 including one or more data sets comprising market data and information content;

associate, with the signals representing the instructions for execution of at least a portion of the data process, 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 a portion of the one or more proposed transactions to a networked computer resource;

wherein the timing sequence for routing the signals is based on the at least one associated timing parameter 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 transmission 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 timing sequence for routing the plurality of data processing segments, the timing sequence determined to cause synchronized receipt of the plurality of data processing segments by the plurality of networked computing resources; and

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