DETERMINISTIC AND EFFICIENT MESSAGE PACKET MANAGEMENT

• US 20150178832A1
• Filed: 12/19/2013
• Published: 06/25/2015
• Est. Priority Date: 12/19/2013
• Status: Active Grant

• Current Assignee: Chicago Mercantile Exchange, Inc. (CME Group Incorporated)
• Original Assignee: Chicago Mercantile Exchange, Inc. (CME Group Incorporated)
• Inventors: Bonig, Zachary, Zheng, Haifeng, Mendelson, Don, Donaghy, Mike, Lin, Akrapong
• Granted Patent: US 10,885,583 B2
• Time in Patent Office: Days
• US Class Current: 1/1
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 49/9026 Single buffer per packet

Abstract

Methods, devices, and systems for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, and storing, upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application.

Claims

1. A method for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources, the method comprising:

receiving each of the plurality of electronic message packets from the network; and

storing, by a processor upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application to access the electronic message packets stored therein.

2. The method of claim 1, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

3. The method of claim 1, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

4. The method of claim 1, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the common destination application.

5. The method of claim 1, wherein the plurality of message sources are each indicated on a list of sources, and wherein receiving further comprises determining whether each message of the plurality of messages originated from a source included on the list of sources.

6. The method of 5, wherein storing further comprises only storing in the single buffer electronic message packets determined to have a source indicated on the list of sources.

7. The method of 1, wherein the receiving and the storing are handled by a network layer, and the application accesses the singular buffer via a transport layer coupled with the network layer.

8. A system for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources, the system comprising:

a first logic stored in a memory and configured to be executed by a processor to cause the system to receive each of the plurality of electronic message packets from the network; and

a second logic stored in a memory and configured to be executed by a processor to cause the system to store, upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application to access the electronic message packets stored therein.

9. The system of claim 8, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

10. The system of claim 8, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

11. The system of claim 8, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the common destination application.

12. The system of claim 8, wherein the plurality of message sources are each indicated on a list of sources, and wherein the first logic is further configured to determine whether each message of the plurality of messages originated from a source included on the list of sources.

13. The system of 12, wherein second logic is further configured to only store in the single buffer electronic message packets determined to have a source indicated on the list of sources.

14. The system of 8, wherein the first logic and the second logic are handled by a network layer, and the application accesses the singular buffer via a transport layer coupled with the network layer.

15. A system for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources, the system comprising:

at least one memory operable to store the plurality of electronic message packets; and

at least one processor configured to cause the system to;

receive each of the plurality of electronic message packets from the network; and

store, upon receipt thereof, each of the received electronic message packets in a single buffer in the memory irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application to access the electronic message packets stored therein.

16. The system of claim 15, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

17. The system of claim 15, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

18. The system of claim 15, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the common destination application.

19. The system of claim 15, wherein the plurality of message sources are each indicated on a list of sources, and wherein the processor is further configured to cause the system to determine whether each message of the plurality of messages originated from a source included on the list of sources.

20. The method of 19, wherein the processor is further configured to cause the system to only store in the single buffer electronic message packets determined to have a source indicated on the list of sources.

21. The method of 15, wherein processor is further configured to cause the system to receive and store each of the plurality of electronic message packets using a network layer of the system, and the application accesses the singular buffer via a transport layer coupled with the network layer.