Patent ID: 10929405

Abstract:
A market-data processing device (MDPD) includes a line-rate processing module (LRPM) and a host. The LRPM is connected to an LRPM external-communication interface having a first port configured to receive a market-data input feed from an upstream device and a second port configured to transmit a market-data output feed to a downstream device. The LRPM includes a programmable logic circuit (PLC) configured to generate the output feed based on the input feed and transmit an archival copy of the input feed to the host via a communication bus. The host is connected to the LRPM via the communication bus and to a host external-communication interface. The host has a host processor configured to cache the archival copy of the input feed and use the cached archival copy of the input feed to provide, to the downstream device via the host external-communication interface, a gap-fill service for the output feed.