Invention Grant
- Patent Title: High speed processing of financial information using FPGA devices
- Patent Title (中): 使用FPGA器件高速处理财务信息
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Application No.: US13077036Application Date: 2011-03-31
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Publication No.: US08478680B2Publication Date: 2013-07-02
- Inventor: Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
- Applicant: Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
- Applicant Address: US MO St. Louis
- Assignee: Exegy Incorporated
- Current Assignee: Exegy Incorporated
- Current Assignee Address: US MO St. Louis
- Agency: Thompson Coburn LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A high speed apparatus and method for processing financial instrument order books are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) process streaming financial market data, the streaming financial market data comprising a plurality of messages representative of a plurality of offers to buy and sell a plurality of financial instruments, and (2) maintain in real-time a plurality of financial instrument order books based on the messages.
Public/Granted literature
- US20110178919A1 High Speed Processing of Financial Information Using FPGA Devices Public/Granted day:2011-07-21
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