Patent Document ID: 7831491
Application ID: 10982535

Base Claim:
1. A method of processing a market data messages sent from an exchange, the method comprising: (a) receiving a first template at a computer, the first template defining a plurality of fields; (b) receiving a first market data message having a plurality of fields separated by delimiters, the first template received from the same source as the first market data message; (c) parsing the first market data message to extract the fields separated by the delimiters; (d) interpreting the plurality of fields in the first market data message at the computer based on their order and information included in the first template; (e) receiving a second template at the computer, the second template defining a plurality of fields and being different from the first template; (f) receiving a second market data message having a plurality of fields separated by delimiters, the second template received from the same source as the first market data message; (g) parsing the second market data message to extract the fields separated by the delimiters; (h) interpreting the plurality of fields in the second market data message at the computer based on their order and information included in the second template.

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Claim 3:
3. The method of processing market data messages sent from an exchange of claim 1 further including the step of: storing the parsed fields from the first and second market data messages.