Systems and methods for generating customized filtered-and-partitioned market-data feeds
US10936597B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Nov 20, 2018 |
| Grant date | Mar 2, 2021 |
| Priority date | — |
| Expiry date | Mar 5, 2039 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH04L69/165
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
Presently disclosed are systems and methods for generating customized filtered-and-partitioned market-data feeds. In an embodiment, an output-feed profile is maintained in data storage at a market-data-processing device (MDPD). The output-feed profile specifies a subset of ticker symbols and a ticker-symbol-based feed-partitioning scheme. An input feed of order-book updates to ticker symbols is received at the MDPD from an upstream device. At the MDPD, a customized market-data output feed is generated according to the maintained output-feed profile at least in part by filtering the input feed down to the order-book updates to ticker symbols in the specified subset and partitioning the filtered feed according to the specified ticker-symbol-based feed-partitioning scheme. The customized market-data output feed is transmitted from the MDPD to a downstream device.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.