High Speed Processing of Financial Information Using FPGA Devices

  • US 20140164215A1
  • Filed: 02/17/2014
  • Published: 06/12/2014
  • Est. Priority Date: 06/19/2006
  • Status: Active Grant
First Claim
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1. An apparatus for processing streaming financial market data, the apparatus comprising:

  • a symbol index memory configured to store a plurality of record keys, each record key corresponding to a financial instrument and identifying a memory address for data about the corresponding financial instrument; and

    a reconfigurable logic device configured with a plurality of firmware application modules (FAMs) arranged in a pipeline, the FAMs including a symbol mapping FAM, the symbol mapping FAM configured to (1) process a plurality of ticker symbol character strings within a plurality of streaming financial market data messages, the ticker symbol character strings configured to identify a plurality of financial instruments corresponding to the messages, (2) map the processed ticker symbol character strings to the record keys in the symbol index memory that correspond to the financial instruments identified by the processed ticker symbol character strings, and (3) output the mapped record keys.

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