Patent ID: 11907207
Assignee: CHICAGO MERCANTILE EXCHANGE INC.
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 15:
16. A data compression system including:
means for monitoring an amount of data stored in a memory corresponding to a plurality of data elements to automatically reduce the amount of data when a threshold is exceeded, wherein each data element includes first and second parameters associated with a corresponding electronic transaction, where the first parameter comprises a fixed rate and the second parameter comprises a spread value;
means for determining that the amount of data exceeds the threshold and based thereon:
means for selecting at least a subset of the plurality of data elements;
means for calculating an adjusted first parameter as a function of the second parameter for each of the selected subset of the plurality of data elements, and identify a maximum adjusted first parameter value and minimum adjusted first parameter value;
means for calculating a net weighted notional amount for each of the selected subset of the plurality of data elements based on the associated adjusted first parameter;
means for generating first and second remnant data elements and assign the maximum adjusted first parameter value to the first remnant data element and the minimum adjusted first parameter value to the second remnant data element;
means for computing the notional value of the first remnant data element based on the maximum adjusted first parameter value and the minimum adjusted first parameter value;
means for computing the notional value of the second remnant data element as a difference of the net weighted notional and the first remnant data element;
means for computing, based on a pre-compression flow amount for a period of the corresponding electronic transaction and a remnant flow amount for the period, a remnant spread value for the second remnant data element to correct for loss from zero-spread-value compression applied to the plurality of data elements, the loss from the zero-spread-value compression changes an apportionment between a fixed flow and a float flow for the plurality of data elements; and
means for replacing, in the memory, the plurality of data elements with the first and second remnant data elements.