Abstract: A computer system is provided that stores reference data records and event data records that each correspond to one of the reference data records. Tokens are generated from the reference data records and sorted into subsets. Each reference data record that has a given token is included in the corresponding subset. A correlation value is calculated between members (e.g., the reference data records) of the subsets. The correlation values are calculated by determining a common time, calculating a reference value, calculating a percentage difference from the reference value, and then determining a correlation value (e.g., a correlation coefficient) using the percentage difference.

Abstract: A user terminal for communicating with a computer server is operated on behalf of a first user (a second user terminal is operated on behalf of a second user). The user terminal transmits to the computer server pre-trade information including an order and receives first offset information that indicates a first price offset value, which is different from a second price offset value sent to the second user terminal. The terminals receive a single message from the server that indicates a market price but does not include the first price offset value or the second price offset value. The user terminal modifies the market price using the first price offset value to obtain a first actual price different from a second actual price corresponding to a modification of the market price based on the second price offset value.

Abstract: A computer-implemented monitoring system receives an input data stream of electronic data messages and processes the input data stream using a current set of computer instructions to determine a monitoring status. In response to receiving information for modifying the current set of computer instructions, the system dynamically modifies the current set of computer instructions using the received information by injecting one or more modifying computer instructions into the current set of computer instructions resulting in a modified current set of computer instructions. The modified current set of computer instructions are executed to generate a new monitoring status for output.

Abstract: The technology described herein relates to a system for managing order data for improved latency. In particular, the technology described herein relates to, among other aspects, a system for processing certain types of orders so that the orders may re-attempt matching against orders in an orderbook memory thereby preventing different disparate terminal devices from having to resubmit the order data messages.

Abstract: A computer system is provided for retrospectively processing a data structure that includes a plurality of entries. The computer system determines if certain data transactions requests that have been recorded in the data structure could have been executed differently (e.g., by being processed at an earlier point in time). For a given entry in the data structure, the system determines if data transaction request could have at least partly succeeded against a prior recorded state of at least one of two ordered lists of pending data transaction requests. Another entry is then found that caused the initial entry to fail in execution and a time delta is stored between the timestamp of the another entry and the timestamp of the initial entry.

Abstract: A computer system includes a memory that stores two lists of electronic data transaction requests. Stored and received data transaction requests are associated with a size value and a counter-size requirement value. When data transaction requests are received they are added to one of the two lists and list to which the data transaction request is added is set to a working side. A working order is selected from the working side and a first sum of size values of data transaction requests is calculated from the working side. A second sum of size values is calculated from the non-working side from data transaction requests that have a counter-size requirement value that is less than the first sum. If the counter-size requirement value is less than or equal to the second sum, the electronic data requests from the respective lists are matched.

Abstract: Example embodiments of a data processing method, system, and non-transitory computer-readable medium are described.