| 摘要 |
The present invention relates to a method for enhancing the efficiency of digitally communicated data exchanges and to a computer system that implements such a method. The invention particularly concerns the use of adaptive custom compression techniques, binary integers (“bits”), massively parallel processing, database optimization techniques and/or calculation optimization techniques to achieve such enhanced efficiency. The invention is applicable to any digitally communicated data exchange, but is particularly applicable to exchanges of financial information such as financial market buy/sell orders, market making, etc. |
| 主权项 |
1. A computer-implemented method for enhancing the efficiency of digitally communicating a message from a first computer to a second computer of an interconnected computer system, wherein:
each of said first and second computers is a device having means for sending and receiving data, and means for storing data in computer memory; and wherein said method comprises: (A) causing said computer system to apply a data compression technique to an unencoded version of a message communicated, or to be communicated, between said first and second computers, thereby establishing a coding scheme database that is available to both said first computer and second computer; wherein:
(1) said data compression technique is customized so that said coding scheme allocates shorter codes to order-units having a higher p-value in said unencoded version of said message and longer codes to order-units having a lower p-value present in said unencoded version of said message; and (2) said p-value is a metric of the moving average of the frequency of said order-unit, weighted by its assigned importance, relative to other order-units in said message(s), such that an order-unit having a higher importance-weighted frequency is assigned a higher p-value than an order-unit having a lesser importance-weighted frequency;
(B) causing said first computer to encode said message to be communicated using said coding scheme database to thereby produce an encoded version of such message; and(C) digitally communicating said encoded version of said such message from said first computer to said second computer, directly or via one or more intermediate computers, wherein the message length of said encoded version of such message is shorter than the message length of the unencoded version of such message, and wherein said second computer, upon receiving said encoded version of such message, employs said coding scheme database to decode said encoded version of such message.
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