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US08478680B2 High speed processing of financial information using FPGA devices 有权
使用FPGA器件高速处理财务信息

High speed processing of financial information using FPGA devices
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.
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