Patent ID: 7127422
Filing Date: 2006-10-24
Classification: G06Q

Abstract:
1. A method of displaying latency, the method implemented in a broker-dealer computer system, the system being engaged in automated processing of orders for securities including sending messages to markets and receiving from markets responses to messages, the method comprising: recording for messages sent to at least two different markets the time when each message is sent and the identity of the market to which each message is sent, the messages comprising orders; recording for responses received from said markets the time when each response is received, wherein each response corresponds to a particular message of said messages; calculating for at least a first market a first latency dependent upon at least one recorded time when at least one message is sent to the first market and at least one recorded time when a corresponding response is received from the first market; calculating for a second market a second latency dependent upon at least one recorded time when at least one message is sent to the second market and at least one recorded time when a corresponding response is received from the second market; displaying on a device the identity of the first market and the latency for the first market; and displaying the identity of the second market and the latency for the second market.