<p>Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.</p>
申请公布号
WO2009009513(A1)
申请公布日期
2009.01.15
申请号
WO2008US69381
申请日期
2008.07.08
申请人
CHICAGO MERCANTILE EXCHANGE, INC.;GENETSKI, DENNIS;MENON, VIJAY;SIMPSON, MATT;MALBRE, FRED;ACHANTA, SREENIVAS