Patent ID: 11922412
Assignee: CHICAGO MERCANTILE EXCHANGE INC.
Field: Digital communication (Electrical engineering)
Classification: CPC G  H | IPC G

Claim 12:
13. A computer-implemented method for data object compression and reduction, the method comprising:
obtaining, by a processor, a set of data objects from a plurality of data sources, each data object of the set of data objects specifying a data object type, a size, a polarity, and identification data, each data object is representative of a currency exchange transaction, the identification data specifies two data sources as a party and counterparty to the currency exchange transaction, the data object type is indicative of base and counter currencies of the currency exchange transaction, the size is indicative of a notional amount of the base currency for the currency exchange transaction, and the polarity is indicative of whether the party is buying or selling in the currency exchange transaction;
obtaining, by the processor and via a respective configuration file provided from each data source of the plurality of data sources, optimization constraint data for each data source of the plurality of data sources;
identifying, by the processor, those data objects of the plurality of data objects for which the identification data matches;
maximizing reduction of both a data set aggregate magnitude and a data link composite magnitude for at least one pair of the plurality of data sources by implementing, by the processor, in accordance with the obtained optimization constraint data, an optimization procedure configured to determine an optimal set of adjustments to the set of data objects, the optimal set of adjustments comprising an offset of multiple data objects of the identified data objects of same data object type and opposite polarity thereby a total number of data objects in the set of data objects being reduced without information loss; and
storing, by the processor, data indicative of the optimal set of adjustments to the set of data objects thereby applying data compression the set of data objects;
wherein the data set aggregate magnitude is indicative of a sum of the size of each data object of the set of data objects, and
wherein the data link composite magnitude is indicative of a sum of the sizes of those data objects of the set of data objects linked to the pair of data sources.