SYSTEM FOR AGGREGATING FIXED INCOME SECURITIES DATA

摘要

Aggregating fixed income securities data from multiple market venues. Sets of data describing one or more fixed income securities are received from each of multiple market venues by a computer processor. Data contained within each of the sets of data is filtered to identify key/value data common to each set of data, the key/value data comprising, for each of the fixed income securities, securities industry identifier codes; a bid price; an ask price; a bid size; an ask size; a bid yield; an ask yield; a last trade price and quantity for executed trades; an execution time stamp; and a reference price. The filtered data is stored in a data repository.