Patents Assigned to Parallel Trading Systems, Inc.
  • Publication number: 20100211519
    Abstract: A method and system are provided for real-time, asynchronous processing of financial market data events on a parallel computing platform having a plurality of computer processes executing on one or more computers. The method includes: (a) receiving a generally continuous stream of market data events from an electronic exchange over a computer network; (b) sequentially storing the market data events received in (a) in at least one data queue; (c) distributing the market data events among the plurality of computer processes on a first in, first out basis such that the market data events can be processed by the processes in a coordinated fashion; (d) processing the market data events distributed in (c) at the respective computer processes using financial models to generate trading information on one or more financial instruments; and (e) making the trading information generated in (d) available through a common API or a client GUI to the a user.
    Type: Application
    Filed: February 17, 2009
    Publication date: August 19, 2010
    Applicant: Parallel Trading Systems, Inc.
    Inventor: Alberto E. Giannetti