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US 2022/0045979 A1Published application
Apparatus, system, and method of elastically processing message information from multiple sources
AssigneeNasdaq Technology AB
InventorsTristan BLAKERS, Chuin Nee OOI, Max Roy PRAKOSO
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Abstract
Elastic message tracking apparatus and methods are provided that opportunistically improve on the latency of a message processing system and increase the accuracy of a consolidated message stream generated from message streams received from multiple message sources. The elastic message tracking apparatus and methods reduce that latency in situations where the actual latency of all the message streams is lower than a predetermined latency value.
Claims21
(canceled)
An electronic data message processing apparatus comprising:
- gateway interface circuitry comprising data message feed ports comprising a first feed port and a second feed port and configured to receive source data messages from source entities, each source module having generated a respective chronological sequence of source data messages, where some of the source data messages received at the data message feed ports are received out of chronological sequence;
- and
- processing circuitry coupled to the gateway interface circuitry and configured to:
- compare a next message time associated with one of the source data messages received from the first feed port and waiting to be processed, to a current feed time of a latest processed source data message from the second feed port;
- in response to the next message time for the source data message from the first feed port exceeding the current feed time for the latest processed source data message from the second feed port, (i) set the current feed time to the next message time and (ii) adapt a data message processing latency time corresponding to a difference between the current feed time for the latest processed data message from the second feed port and a reference time;
- order the source data messages received at ones of the data message feed ports in a chronological sequence of destination data messages;
- and
- generate, within the adapted data message processing latency time, a combined data message stream that includes the chronological sequence of destination data messages;
- and
- transmit circuitry configured to transmit the combined data message stream to one or more destination entities,
- wherein in response to a determination that one of the data message feed ports in an inactive state, the processing circuitry is configured to (a) process data messages in the combined data message stream in chronological order in response to a determination that the one of the data message feed ports changed to an active state within a predetermined recovery time period, and (b) process the data messages in the combined data message stream out of chronological order in response to a determination that the one of the data message feed ports changed to an active state outside of the predetermined recovery time period.
8 more elements
An electronic data message processing apparatus comprising:
- gateway interface circuitry comprising data message feed ports comprising a first feed port and a second feed port and configured to receive source data messages from source entities, each source module having generated a respective chronological sequence of source data messages, where some of the source data messages received at the data message feed ports are received out of chronological sequence;
- and
- processing circuitry coupled to the gateway interface circuitry and configured to:
- compare a next message time associated with one of the source data messages received from the first feed port and waiting to be processed, to a current feed time of a latest processed source data message from the second feed port;
- in response to the next message time for the source data message from the first feed port exceeding the current feed time for the latest processed source data message from the second feed port, (i) set the current feed time to the next message time and (ii) adapt a data message processing latency time;
- order the source data messages received at ones of the data message feed ports in a chronological sequence of destination data messages;
- and
- generate, within the adapted data message processing latency time, a combined data message stream that includes the chronological sequence of destination data messages;
- and
- transmit circuitry configured to transmit the combined data message stream to one or more destination entities,
- wherein in response to a determination that one of the data message feed ports in an inactive state, the processing circuitry is configured to (a) process data messages in the combined data message stream in chronological order if the one of the data message feed ports is determined to change to an active state within a predetermined recovery time period, and (b) process the data messages in the combined data message stream out of chronological order in response to a determination that the one of the data message feed ports changed to an active state outside of the predetermined recovery time period.
8 more elements
An electronic data message processing apparatus comprising:
- gateway interface circuitry comprising data message feed ports comprising a first feed port and a second feed port and configured to receive source data messages from source entities, each source module having generated a respective chronological sequence of source data messages, where some of the source data messages received at the data message feed ports are received out of chronological sequence;
- and
- processing circuitry coupled to the gateway interface circuitry and configured to:
- compare a next message time associated with one of the source data messages received from the first feed port and waiting to be processed, to a current feed time of a latest processed source data message from the second feed port;
- in response to the next message time for the source data message from the first feed port exceeding the current feed time for the latest processed source data message from the second feed port, (i) set the current feed time to the next message time and (ii) adapt a data message processing latency time;
- order the source data messages received at ones of the data message feed ports in a chronological sequence of destination data messages;
- and
- generate, within the adapted data message processing latency time, a combined data message stream that includes the chronological sequence of destination data messages;
- and
- transmit circuitry configured to transmit the combined data message stream to one or more destination entities.
7 more elements
Dependencies are inferred from the claim text.