Offload Processing of Data Packets Containing Financial Market Data

摘要

Various techniques are disclosed for offloading the processing of data packets. For example, incoming data packets can be processed through an offload processor to generate a new stream of outgoing data packets that organize data from the data packets in a manner different than the incoming data packets. Furthermore, in an exemplary embodiment, the offloaded processing can be resident in an intelligent switch, such as an intelligent switch upstream or downstream from an electronic trading platform.

主权项

1. A method for processing data, the method comprising:
receiving, in an offload processor, a plurality of data packets corresponding to a plurality of financial market data feeds, a plurality of the received data packets comprising transmission control protocol (TCP) data packets, each of a plurality of the received TCP data packets comprising a plurality of financial market data messages that are grouped into the received TCP data packets according to the a criterion, the financial market data messages comprising a plurality of data fields describing financial market data for a plurality of financial instruments; the offload processor processing the received TCP data packets, wherein the processing includes performing a TCP termination on the received TCP data packets and sorting the financial market data messages according to a second criterion, the second criterion being different than the first criterion; and grouping the sorted financial market data messages into a plurality of outgoing data packets to thereby generate outgoing data packets where each outgoing data packet comprises financial market data messages that were commonly sorted according to the second criterion.