| 发明名称 | Order feed message stream integrity | ||
| 摘要 | Systems, methods, and computer-readable storage media are provided for improving order feed message stream integrity. Certain embodiments provide a method including sending, by a computing device, a first data message; sending a first stop message; clearing a message stream state; and sending a second data message. The first data message includes data related to an order for a tradeable object, a first sequence number with a value of a predefined initial sequence number, and a first phase number. The second data message includes data related to an order, a second sequence number with a value of the predefined initial sequence number, and a second phase number, wherein the second phase number is different than the first phase number. The message stream state is associated with the order. | ||
| 申请公布号 | US9154393(B2) | 申请公布日期 | 2015.10.06 |
| 申请号 | US201414260768 | 申请日期 | 2014.04.24 |
| 申请人 | Trading Technologies International, Inc. | 发明人 | Bradnick Erica Joan Grant;Brody Leslie Michael;Singer Scott F. |
| 分类号 | G06F15/16;G06F15/173;H04L12/26;H04L1/16;G06Q40/04;G06Q40/06 | 主分类号 | G06F15/16 |
| 代理机构 | McDonnell Boehnen Hulbert & Berghoff LLP | 代理人 | McDonnell Boehnen Hulbert & Berghoff LLP |
| 主权项 | 1. A system including: a computing device, wherein the computing device is configured to send a first data message, wherein the first data message includes data related to an order for a tradeable object, wherein the first data message includes a first data message sequence number with a value of a predefined initial sequence number, wherein the first data message includes a first data message phase number; wherein the computing device is configured to send a first stop message, wherein the first stop message includes a stop message phase number, wherein the stop message phase number is the same as the first data message phase number, wherein the stop message indicates that no heartbeat messages will be sent after the stop message is sent and before another data message is sent; and wherein the computing device is configured to send a second data message, wherein the second data message is sent after the first stop message, wherein the second data message includes data related to the order, wherein the second data message includes a second data message sequence number with a value of the predefined initial sequence number, wherein the second data message includes a second data message phase number, wherein the second data message phase number is different than the first data message phase number. | ||
| 地址 | Chicago IL US | ||