Data access and processing system
AssigneeBMLL Technologies, Ltd.
InventorHUGH L. CHRISTENSEN
Life of this patent
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Abstract
This invention provides a distributed data analysis system for use in analysing Limit Order Book (LOB) data. The system include a virtual machine interface module for creating at least one virtual machine. Each virtual machine is configured to create at least one compute unit for processing the LOB data. Each compute unit and the LOB data is collocated. The system includes an update module for updating the LOB data from at least one electronic trading venue. A monitoring module for tracking the activity of at least one user on the system is also provided. A software library module having at least one algorithm for processing and/or analysing the LOB data, is also provided. The system is implemented in a cloud computing environment.
Claims28
A distributed data analysis system for use in analyzing Limit Order Book (LOB) data, said system including:
- a processor system having at least one processor and a memory system;
- a virtual machine interface module for creating, by the processor system, at least one virtual machine, wherein the at least one virtual machine is configured to create, by the system at least one compute unit for processing the LOB data, the at least one compute unit and the LOB data being collocated in the system, and;
- an update module for updating, by the system, LOB data from at least one electronic trading venue, and;
- a monitoring module for tracking, by the system, the activity of at least one user on the system, and;
- a software library having at least one algorithm for processing and/or analyzing the LOB data;
- wherein the system is implemented in a cloud computing environment.
A distributed data analysis method, for use in analyzing Limit Order Book (LOB) data, comprising:
- creating, via a virtual machine interface of a system having on a machine having at least one processor and memory, at least one virtual machine, creating, via the at least one virtual machine, at least one compute unit, wherein the at least one compute unit and the LOB data are collocated, the at least one virtual machine, and
- processing, via the compute unit the LOB data;
- updating, via an update module of the system, the LOB data from at least one electronic trading venue, and;
- monitoring, via a monitoring module of the system, activity of at least one user on the system, and;
- the memory storing a software library having at least one algorithm, which when implemented, the at least one algorithm processes and/or analyzes the LOB data;
- implementing the system in a cloud computing environment.
A distributed data analysis system for use in analyzing Limit Order Book (LOB) data, said system comprising:
- one or more machines, each machine including at least one or more processors;
- and
- memory storing one or more machine instructions, which when implemented, cause the one or more machines to implement, via the one or more processors, a method including at least
- creating, via a virtual machine interface of the system, at least one virtual machine, creating, via the at least one virtual machine, at least one compute unit, wherein the at least one compute unit and the LOB data are collocated within the system, and
- processing, via the compute unit the LOB data;
- updating, via an update module of the system, the LOB data from at least one electronic trading venue, and;
- tracking, via a monitoring module of the system, activity of at least one user on the system, and;
- the memory storing a software library having at least one algorithm, which when implemented the at least one algorithm processes and/or analyzes the LOB data;
- implementing the system in a cloud computing environment.
Dependencies are inferred from the claim text.