SYSTEM AND METHOD FOR AGGREGATING MARKET DATA OF FINANCIAL INTERESTS

摘要

Embodiments described herein relate to systems, methods, and computer readable instructions for processing data in financial interests, using automated electronic systems configured for aggregating market data relating to financial interests across multiple networked venues, including order books, venues, marketplaces, exchanges, alternative trading systems, and/or other markets, and/or various types thereof. Embodiments described herein may provide a consolidated view of market data specific to a market participant that may include generic data visible and accessible to other market participants and specific data visible and accessible only by the market participant.

主权项

1. A method for aggregating market data relating to financial interests comprising:
receiving a market participant identifier for a market participant; receiving, using a receiver, market data from a plurality of electronic trading venues, wherein the market data comprises market data visible and accessible to the market participant; receiving, using the receiver, drop copy order management system and execution management system data from market participant processors; storing the market data and the drop copy order management system and execution management system data in a persistent store; generating a set of market participant specific data, using a consolidated market view processor, by aggregating and parsing data from the market data and the drop copy order management system and execution management system data based on the market participant identifier, wherein the set of market participant specific data includes generic data visible and accessible to other market participants and specific data visible and accessible only by the market participant; storing the set of market participant specific data in the persistent store; and transmitting, using a transmitter, a consolidated view of the set of market participant specific data.