Method and system for facilitating access to recorded data

A method of facilitating access of recorded data implemented using an information processing system having at least a processor and a memory, the method comprising:

• receiving a volume of data;
• separating the received volume of data into data subsets;
• compressing each data subset by applying a compression technique to data within each respective data subset thereby generating compressed payload data;
• assigning an identifier identifiers to each compressed data subset thereby creating data units each comprising the generated compressed payload data and an associated identifier;
• establishing an index on the basis of the identifiers assigned to each compressed data subset, the index having one or more index entries and each index entry comprising an identifier from the assigned identifiers and timing parameters corresponding to at least a point in time when an order was placed at an exchange and a point in time when a deal associated with the order closed;
• using the established index to selectively process one or more of the created data units and search the memory of the information processing system;
• presenting, using the timing parameters, a complete order book view by decompressing transactions within a window of time of interest associated with the timing parameters;
• and
• searching in both a cache memory, by accessing the cache memory for real-time analysis, and a persistent storage memory, by accessing the persistent storage memory for historical analysis, using the established index, the established index configured to indicate a physical location of each data unit in the cache memory and the persistent storage memory.

A non-transitory computer-readable medium comprising computer-executable instructions which, when executed by at least one processor of an information processing system, cause the information processing system to:

• receive a volume of data;
• separate the received volume of data into data subsets;
• compress each data subset by applying a compression technique to data within each respective data subset thereby generating compressed payload data;
• assign identifiers to each compressed data subset thereby creating data units each comprising the generated compressed payload data and an associated identifier;
• establish an index on the basis of the identifiers assigned to each compressed data subset, the index having one or more index entries and each index entry comprising an identifier from the assigned identifiers and timing parameters corresponding to at least a point in time when an order was placed at an exchange and a point in time when a deal associated with the order closed;
• use the established index to selectively process one or more of the created data units and search a memory of the information processing system;
• present, using the timing parameters, a complete order book view by decompressing transactions within a window of time of interest associated with the timing parameters;
• and
• search in both a cache memory, by accessing the cache memory for real-time analysis, and a persistent storage memory, by accessing the persistent storage memory for historical analysis, using the established index, the established index configured to indicate a physical location of each data unit in the cache memory and the persistent storage memory.