High speed processing of financial information using FPGA devices

US8478680B2 · kind B2 · utility

Assignee

• Exegy Incorporated · 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: Mar 31, 2011
• Grant date: Jul 2, 2013
• Expiry date: Mar 31, 2031

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 (1) process streaming financial market data, the streaming financial market data comprising a plurality of messages representative of a plurality of offers to buy and sell a plurality of financial instruments, and (2) maintain in real-time a plurality of financial instrument order books based on the messages.