System and method for low latency market data
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United States of America Patent
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Mar 6, 2012
Grant Date -
Feb 1, 2007
app pub date -
Apr 24, 2006
filing date -
Jun 27, 2005
priority date (Note) -
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status (Latency Note)
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Abstract
A method for low latency data comprises receiving a data stream comprising data from a data source, receiving the data via one or more queues, where each of the one or more queues is associated with one or more filters adapted to filter the data based at least upon a time predicate to create filtered data. Each of the one or more filters is established by one or more subscribers. The method also comprises receiving a portion of the filtered data that was filtered by a filter established by a particular one or more subscribers, and publishing the portion of the filtered data for the particular one or more subscribers.
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