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    • 2. 发明申请
    • METHOD AND SYSTEM FOR ACCELERATING THE DECODING AND FILTERING OF FINANCIAL MESSAGE DATA ACROSS ONE OR MORE MARKETS WITH INCREASED RELIABILITY
    • 用于加速在一个或多个市场上解码和过滤财务信息数据的方法和系统,具有增加的可靠性
    • WO2011045619A1
    • 2011-04-21
    • PCT/GB2010/051752
    • 2010-10-18
    • ODDIE, JohnTREGIDGO, KenMORRIS, Gareth
    • ODDIE, JohnTREGIDGO, KenMORRIS, Gareth
    • G06Q40/00G06Q10/00
    • G06Q40/04G06Q10/06G06Q10/10G06Q40/02G06Q40/06H04L67/2838H04L69/12H04L69/22
    • A method and system for accelerating the decoding and filtering of market data to provide reduced latency of the message data while maintaining or increasing throughput and mining market data for subsequent reporting. One or more financial market data streams are directed to one or more portals for introduction to a multiplexing switch. The financial market data streams are combined at the multiplexing switch and provided to a hardware line handler to de-multiplex the combined data stream into first and second streams. The first and second data streams are processed in first and second filter stacks in parallel to identify packets originating from sources of market data. The first and second streams comprising data packets originating from the sources of market data are combined and then decoded to obtain a financial data stream. The financial data stream may be further processed. The financial data stream may then be evaluated in accordance with rules established by a user. A hardware based smart router may be used to facilitate the execution of trades based on embedded routing rules.
    • 一种用于加速市场数据的解码和过滤的方法和系统,以提供消息数据的延迟,同时维持或增加吞吐量和挖掘市场数据用于后续报告。 一个或多个金融市场数据流被引导到一个或多个入口以引入复用交换机。 金融市场数据流在复用开关处组合并提供给硬件线路处理器以将组合的数据流解复用为第一和第二流。 第一和第二数据流在第一和第二滤波器堆栈中并行处理以识别源自市场数据源的分组。 包括源自市场数据源的数据包的第一和第二流被组合,然后被解码以获得财务数据流。 可以进一步处理财务数据流。 然后可以根据用户建立的规则来评估财务数据流。 基于硬件的智能路由器可以用于基于嵌入式路由规则促进交易的执行。