Patent ID: 8285617

Claim:
A method for processing Financial Information eXchange (FIX) messages implemented by a computer comprising a processor, comprising: (a) receiving by the processor a FIX message; (b) for each of a plurality of subscription filters received from a client computer, calculating by the processor a True/False value indicating whether the FIX message satisfies the subscription filter, wherein each subscription filter indicates FIX message content of interest, wherein the received plurality of subscription filters each comprise a Boolean combination of clauses, wherein the calculating (b) comprises: (b1) obtaining values for fields of interest in the plurality of subscription filters; (b2) for each clause in each of the plurality of subscription filters, calculating a True/False value for the clause, wherein each clause in each of the plurality of subscription filters is stored in a clause database, wherein for each clause in the clause database that is unique, the calculating (b2) is performed once; and (b3) for each of the plurality of subscription filters, calculating a True/False value for the subscription filter using the True/False values calculated in (b2); (c) storing the True/False values for the plurality of subscription filters in a True/False array; and (d) returning the True/False array to the client computer.