发明名称 |
Method and Apparatus for High-Speed Processing of Financial Market Depth Data |
摘要 |
A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books. |
申请公布号 |
US2012089496(A1) |
申请公布日期 |
2012.04.12 |
申请号 |
US201113154804 |
申请日期 |
2011.06.07 |
申请人 |
TAYLOR DAVID E.;PARSONS SCOTT;WHATLEY JEREMY WALTER;BRADLEY RICHARD;GYANG KWAME;DEWULF MICHAEL;EXEGY INCORPORATED |
发明人 |
TAYLOR DAVID E.;PARSONS SCOTT;WHATLEY JEREMY WALTER;BRADLEY RICHARD;GYANG KWAME;DEWULF MICHAEL |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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