Patent ID: 8655764

Claim:
An apparatus for processing a stream of financial market data messages, the apparatus comprising: a first memory configured to store a plurality of financial instrument records, each financial instrument record corresponding to a financial instrument, wherein each financial instrument record is indexed in the first memory by a record key; a second memory configured to store the record keys for the financial instrument records; and a reconfigurable logic device configured with a plurality of firmware application modules (FAMs) arranged in a pipeline, at least one of the FAMs comprising a symbol mapping FAM, wherein the symbol mapping FAM is configured to (1) receive at least a plurality of financial market data messages corresponding to financial instruments for which there is a record in the first memory, each received financial market data message comprising a symbol identifier for identifying that message's corresponding financial instrument, (2) generate a hash key for each received financial market data message based on the symbol identifier within each financial market data message, and (3) map each generated hash key to a record key in the second memory using a hash function in combination with open addressing.