- 专利标题: Method and apparatus for high-speed processing of financial market depth data
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申请号: US16111530申请日: 2018-08-24
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公开(公告)号: US10929930B2公开(公告)日: 2021-02-23
- 发明人: David E. Taylor , Scott Parsons , Jeremy Walter Whatley , Richard Bradley , Kwame Gyang , Michael DeWulf
- 申请人: IP Reservoir, LLC
- 申请人地址: US MO St. Louis
- 专利权人: IP Reservoir, LLC
- 当前专利权人: IP Reservoir, LLC
- 当前专利权人地址: US MO St. Louis
- 代理机构: Thompson Coburn LLP
- 主分类号: G06Q40/04
- IPC分类号: G06Q40/04 ; G06Q40/00
摘要:
A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books.
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