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: A cloud computer system is provided that includes a plurality of computer devices and a database. The plurality of computer devices execute a plurality of virtual machines, with one of the virtual machines serving as a controller node and the remainder serving as worker instances. The controller node is programmed to accept a request to initiate a distributed process that includes a plurality of data jobs, determine a number of worker instances to create across the plurality of computer devices, and cause the number of worker instances to be created on the plurality of computer devices. The worker instances are programmed to create a unique message queue for the corresponding worker instance, and store a reference for the unique message queue that was created for the corresponding worker to the database. The controller node retrieves the reference to the unique message queues and posts jobs to the message queues for execution by the worker instances.
Abstract: The present technology relates to distributed computerized exchange systems for trading of financial instruments. In particular it relates to a passive matching engine and an active matching engine that cooperates in handling data messages such that less bandwidth is used and so that improvement in latency can be achieved.
Abstract: The described technology relates to systems and techniques for providing efficient and easy-to-use user-customizable extract templates for running queries against databases. The user-customizable extract templates enable customization of the same predefined query according to the requirements and privileges of respective users. In particular, embodiments enable customization of queries by users themselves, reducing or altogether eliminating having developers to modify the query or associated extract templates while still allowing the data owners or administrators to control access to the data.
Type:
Grant
Filed:
November 22, 2023
Date of Patent:
March 18, 2025
Assignee:
NASDAQ TECHNOLOGY AB
Inventors:
Magnus Norrby, Saker Asllan, Yulia Havriuk, Mikael R. Nilsson