High speed processing of financial information using FPGA devices

US10169814B2 · kind B2 · utility

Assignee

• IP Reservoir, LLC · US

Inventors

• Scott Parsons · Holden, US
• David E. Taylor · Chesterfield, US
• David Vincent Schuehler · Chesterfield, US
• Mark Allen Franklin · Chesterfield, US
• Roger D. Chamberlain · Chesterfield, US

Key dates

• Filing date: Jul 1, 2013
• Grant date: Jan 1, 2019
• Expiry date: Mar 5, 2034

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A high speed apparatus and method for processing financial instrument order books are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to synthesize quote events associated with a plurality of financial instruments from a financial market data feed.