SYSTEM AND METHOD FOR PRIORITIZED DATA DELIVERY IN AN ELECTRONIC TRADING ENVIRONMENT

摘要

A system and method for prioritized data delivery in an electronic tradin g environment are described herein. According to one example embodiment, by prioritizing the messages associated with a tradeable object, the bandwidth and system resource usage may be optimally reduced, and any loss of priority content in the messages sent between the network device and the client devi ce may be reduced. An example method includes associating different priority levels with messages comprising market data. Messages containing market inf ormation related to the inside market may be associated to a higher priority level. Whereas messages containing market information relating to the quant ities at prices outside the inside market may be associated with a lower pri ority level. Based on the priority level associated with a message, a networ k device may send the message directly to the client device or store the mes sage in a data structure until a pre-defined condition is satisfied.