Patent ID: 8346646
Filing Date: 2013-01-01
Classification: G06F,G06Q

Abstract:
1. A method for replicating activity occurring in connection with at least one financial market comprising: receiving a market data stream with an electronic receiver over a network interface containing a set of symbols that are traded over the at least one financial market, wherein: the symbol set includes a plurality of symbols as to which a user of the system receives financial market data as the financial market data becomes available; and the market data stream includes market activity data items for the symbols in the symbol set; analyzing each data item within the data stream and maintaining a time order of time values associated with each data item so that the time order of the data items replicates a time order of market events represented by the data items with respect to that at least one financial market; encoding the data items of the market data stream into a plurality of data blocks that each comprises functionally integrated sets of information pertaining to market data for the symbol set at any point in time of the market data stream and for defining parameters for the playback of the market data; and recording all of the encoded data blocks onto a computer readable medium so that the recorded data blocks, when played back, represent a playback of the entirety of the market data pertaining to the symbol set.