High speed processing of financial information using FPGA devices

US8595104B2 · 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: Mar 31, 2011
• Grant date: Nov 26, 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 a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a record memory is employed to store a plurality of records for a plurality of financial instruments, and a reconfigurable logic device is employed to (1) receive financial market data messages, (2) retrieve from the record memory the records for the messages' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record.