High speed processing of financial information using FPGA devices

US8600856B2 · 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: Dec 3, 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

Methods and systems for processing financial market data using a reconfigurable logic device are disclosed. Various operations such as basket calculation and volume weighted average price (VWAP) operations can be performed on the financial market data using firmware logic deployed on the reconfigurable logic device to accelerate the speed of processing.