A METHOD AND SYSTEM FOR RECEIVING MARKET DATA ACROSS MULTIPLE MARKETS AND ACCELERATING THE EXECUTION OF ORDERS

摘要

Systems and methods for utilizing a hardware acceleration solution that are capable of providing ultra-low latency with ultra-high throughput while maintaining consistent performance under a diverse range of market conditions. One or more data packets arrive at a network interface are read and passed through a protocol processing pipeline. At each protocol layer, the headers of the received data packets are inspected to assess whether the source IP address is a known source of financial message data. When the inspected data packet is not from a source of financial data, the inspected data packet may be discarded or processed as if received by a standard network interface. When the inspected packet is from a source of financial data, the data packet is forwarded to a filter. The packet is filtered in accordance with parameters established by a system user to select specific information of relevance to the system user. A low-latency data transfer application programming interface is used to transfer the relevant data through a high speed peripheral bus to a software subsystem of a host system.