Methods and apparatus for requesting message gap fill requests and responding to message gap fill requests

• US 9,197,428 B1
• Filed: 11/04/2011
• Issued: 11/24/2015
• Est. Priority Date: 11/24/2010
• Status: Active Grant

• Current Assignee: NYSE Arca Incorporated (Intercontinental Exchange, Inc.)
• Original Assignee: NYSE Arca Incorporated (Intercontinental Exchange, Inc.)
• Inventors: Lebedev, Alexei, Parizhsky, Vladimir
• Primary Examiner(s): Gillis, Brian J
• Assistant Examiner(s): Keller, Michael A
• Application Number:
  US13/289,777
• Time in Patent Office: 1,481 Days
• Field of Search: 709201-207, 709227-231, 379/93.01, 37920101-21801, 370259-267, 348 1401- 1416
• US Class Current: 1/1
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 12/1804 for stock exchange and similar applications
• CPC Class Codes: H04L 12/1818 Conference organisation arrangements, e.g. handling schedules, setting up parameters needed by nodes to attend a conference, booking network resources, notifying involved parties
• CPC Class Codes: H04L 12/1822 Conducting the conference, e.g. admission, detection, selection or grouping of participants, correlating users to one or more conference sessions, prioritising transmission
• CPC Class Codes: H04L 12/185 with management of multicast group membership
• CPC Class Codes: H04L 45/16 Multipoint routing
• CPC Class Codes: H04L 49/201 Multicast operation; Broadcast operation
• CPC Class Codes: H04L 65/4038 with floor control
• CPC Class Codes: H04L 67/14 Session management for real-time applications in data packet communications networks H04L65/1066
• CPC Class Codes: H04L 67/56 Provisioning of proxy services store-and-forward switching systems in data switching networks H04L12/54

Abstract

Various embodiments are directed to gap fill methods and apparatus. In an exchange system a device in the exchange may request a message gap fill when it detects that it may be missing one or more messages. The gap fill message may include a range of message identifiers or message counter values identifying the messages which are being requested by the multicast gap fill message. A message logging system included in the exchange may include a plurality of message logging devices. A multicast gap fill message may specify a set of messages to be provided which is very large. Multiple devices may respond to the requesting device with the responding device providing one, multiple or all the messages. Replies to multicast gap fill request messages are sent in the form of unicast messages from directed to the device which sent the multicast gap fill request message.

Claims

1. A method for use in an exchange system, the method comprising:

receiving a first multicast message including a first multicast address as a destination address, said first multicast message further including a message identifier,

determining if the message identifier matches an expected message identifier;

when it is determined that the received message identifier does not match the expected message identifier transmitting a multicast gap fill request message requesting a message gap fill, said multicast gap fill request message including, as a destination address, a second multicast address corresponding to a first multicast group including a plurality of message logging devices;

updating preferred lamina device information based on which lamina device is the quickest to respond to the clap fill request message; and

using a response to a clap fill request message to identify a message logging device that was added to the exchange system.

2. The method of claim 1,

wherein said multicast gap fill request message is addressed to said second multicast address corresponding to the first multicast group including the plurality of message logging devices;

and

wherein said plurality of message logging devices are members of a second multicast group which receives transmitted multicast messages which include said first multicast address as a destination address and which log the received messages by storing them.

3. The method of claim 1, further comprising:

receiving at least one unicast response message in response to said multicast gap fill request message.

4. The method of claim 2, wherein said multicast gap fill request message includes preference information identifying one or no preferred responders.

5. The method of claim 4, wherein a message logging device which receives the multicast gap fill message responds with a unicast message if the message logging device is indicated in the received message to be a preferred responder.

6. The method of claim 5, where, if there is no preference indicated and the message logging device receives the multicast gap fill request message, the logging device which receives the multicast gap fill request message responds to it.

7. The method of claim 3, wherein if there is an indicated preference and a receiving logging device is not a preferred responder, operating the received logging device to respond if a predetermined constraint is satisfied, said predetermined constraint including the logging device determining that it has requested messages which the indicated preferred responder does not have.

8. The method of claim 3, wherein different message logging devices provide different ones of said requested messages in response to said multicast gap fill request message.

9. An apparatus for use in an exchange system, comprising:

a receiver configured to receive a first multicast message including a first multicast address as a destination address, said first multicast message further including a message identifier;

a matching module configured to determine if the message identifier matches an expected message identifier; and

a transmitter configured to transmit a multicast gap fill request message requesting a message gap fill, when it is determined that the received message identifier does not match the expected message identifier, said multicast gap fill request message including, as a destination address, a second multicast address corresponding to a first multicast group including a plurality of message logging devices; and

a processor configured to;

update preferred logging device information based on which logging device is the quickest to respond to the gap fill request message; and

use a response to a gap fill request message to identify a message logging device that was added to the exchange system.

10. The apparatus of claim 9, wherein said multicast gap fill request message is addressed to said second multicast address corresponding to the first multicast group including the plurality of message logging devices;

wherein said receiver is further configured to receive at least one unicast response message in response to said multicast gap fill request message;

wherein said multicast gap fill request message includes preference information identifying one or no preferred responders; and

wherein a message logging device which receives the multicast gap fill request message responds with a unicast message if the message logging device is indicated in the received message to be a preferred responder.

11. The apparatus of claim 9, wherein said plurality of message logging devices are members of a second multicast group which receive transmitted multicast messages which include said first multicast address as a destination address and which store the received messages including said first multicast address as a destination address.

12. An apparatus for use in an exchange system, comprising:

means for receiving a first multicast message including a first multicast address as a destination address, said first multicast message further including a message identifier;

means for determining if the message identifier matches an expected message identifier; and

means for transmitting a multicast gap fill request message requesting a message gap fill when it is determined that the received message identifier does not match the expected message identifier, said multicast gap fill request message including, as a destination address, a second multicast address corresponding to a first multicast group including a plurality of message logging devices;

means for updating preferred logging device information based on which logging device is the quickest to respond to the gap fill request message; and

means for using a response to a gap fill request message to identify a message logging device that was added to the exchange system.

13. The apparatus of claim 12,

wherein said apparatus is second message logging device;

and

wherein said plurality of message logging devices are members of a second multicast group which receive transmitted multicast messages which include said first multicast address as a destination address and which store the received messages including said first multicast address as a destination address,

said plurality of message logging device including said second message logging device.

14. A method of operating a message logging device, the method comprising:

receiving a multicast gap fill request message sent by a requesting device requesting one or more messages, said multicast gap fill request message including, as a destination address, a first multicast address corresponding to a first multicast group including a plurality of message logging devices, said plurality of message logging devices including said message logging device;

determining if response criteria are satisfied, said determining if the response criteria are satisfied including determining if the multicast clap fill request message indicates a preferred message storage device for supplying the requested one or more messages, said response criteria being satisfied if is determined that said gap fill request message does not indicate a preferred message storage device and said message logging device includes a requested message; and

if it is determined that response criteria are satisfied,

generating a unicast response message communicating at least one requested message; and

transmitting the unicast response message to the requesting device.

15. The method of claim 14,

wherein said multicast gap fill request message requests one or more previously communicated multicast messages that were transmitted to the requesting device and said message logging device, each of the one or more previously communicated multicast messages included a multicast destination address corresponding to a second multicast group, said message logging device and said requesting device being members of said second multicast group.

16. The method of claim 14, wherein determining if response criteria are satisfied further includes:

determining that said gap fill request message indicates a preferred message storage device and said message logging device is the indicated preferred message storage device.

17. The method of claim 16, wherein determining if response criteria are satisfied further includes:

checking to determine if said message logging device is faster than the preferred message storage device,

wherein said response criteria are satisfied if is determined that said message logging device is faster than the preferred message storage device;

checking to determining if the preferred message storage device is unavailable, and

wherein said response criteria are satisfied if is determined that said preferred message storage device is unavailable.

18. A message logging device, comprising:

a receiver configured to receive a multicast gap fill request message sent by a requesting device requesting one or more messages, said multicast gap fill request message including, as a destination address, a first multicast address corresponding to a first multicast group including a plurality of message logging devices, said plurality of message logging devices including said message logging device;

a determination module configured to determine if response criteria are satisfied, said determination module being configured to determine if the multicast clap fill request message indicates a preferred message storage device for supplying the requested one or more messages as part of being configured to determine if the response criteria are satisfied, said response criteria being satisfied if is determined that said clap fill request message does not indicate a preferred message storage device and said message logging device includes a requested message;

a response message generation module configured to generate, if it is determined that response criteria are satisfied, a unicast response message communicating at least one requested message; and

a transmitter configured to transmit the unicast response message to the requesting device.

19. The message logging device of claim 18,

wherein said multicast gap fill request messages requests one or more previously communicated multicast messages that were transmitted to the requesting device and said message logging device, each of the one or more previously communicated multicast messages included a multicast destination address corresponding to a second multicast group, said message logging device and said requesting device being members of said second multicast group.

20. The message logging device of claim 18, wherein said requesting device is another message logging device.