Patent ID: 8407122
Filing Date: 2013-03-26
Classification: G06Q

Abstract:
1. A method for processing a plurality of financial market data messages, each message corresponding to a financial instrument and comprising financial market data for its corresponding financial instrument, the method comprising: storing a plurality of first memory financial instrument records in a first memory at a plurality of first memory addresses, each first memory financial instrument record corresponding to a financial instrument and comprising a plurality of fields for storing financial market data for their corresponding financial instruments; storing a plurality of second memory financial instrument records in a second memory at a plurality of second memory addresses, each second memory financial instrument record corresponding to a financial instrument and comprising pointer information for locating a first memory financial instrument record in the first memory that corresponds to the same financial instrument; and processing streaming data corresponding to a plurality of the messages through a reconfigurable logic device, the processed data comprising (1) a plurality of symbol identifiers for the messages' corresponding financial instruments, and (2) a plurality of message fields having financial market data for the messages' corresponding financial instruments, the reconfigurable logic device comprising a plurality of pipelined data processing blocks deployed in firmware logic on the reconfigurable logic device, the pipelined data processing blocks comprising (1) an address resolution block, (2) a record retrieval block downstream from the address resolution block, and (3) a field updating block downstream from the record retrieval block, and wherein the processing step comprises: