System and method for low latency market data
US8130758B2 · kind B2 · utility
10Cited by
10References
73Claims
0Family size
Assignee
Inventor
Key dates
| Filing date | Apr 24, 2006 |
| Grant date | Mar 6, 2012 |
| Priority date | — |
| Expiry date | May 6, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F2209/544
- WIPO fieldDigital communication
- WIPO sectorElectrical engineering
Abstract
A method for low latency data comprises receiving a data stream comprising data from a data source, receiving the data via one or more queues, where each of the one or more queues is associated with one or more filters adapted to filter the data based at least upon a time predicate to create filtered data. Each of the one or more filters is established by one or more subscribers. The method also comprises receiving a portion of the filtered data that was filtered by a filter established by a particular one or more subscribers, and publishing the portion of the filtered data for the particular one or more subscribers.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.