US 8,285,617 B1Granted

Pub/Sub engine for automated processing of FIX messages

OwnerRichard A Rossinventor

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Abstract

A computer implemented method for automated content-based processing of FIX messages to facilitate the selective delivery of Financial Information eXchange (FIX) messages, includes: receiving a FIX message; for each of a plurality of subscription filters received from a client computer, calculating a True/False (T/F) value indicating whether the FIX message satisfies the subscription filter, where each subscription filter indicates FIX message content of interest; storing the T/F values for the plurality of subscription filters in a T/F array; and returning the T/F array to the client computer. The T/F array is an array of elements, where each element corresponds to a subscription filter. Once the client computer receives the T/F array, the client computer uses the array to determine to which subscribers the FIX message is to be sent. In this manner, the method facilitates the selective delivery of FIX messages by the client computer.

Claims24

Dependent claims

A method for processing Financial Information eXchange (FIX) messages implemented by a computer comprising a processor, comprising:

(a) receiving by the processor a FIX message;
(b) for each of a plurality of subscription filters received from a client computer, calculating by the processor a True/False value indicating whether the FIX message satisfies the subscription filter, wherein each subscription filter indicates FIX message content of interest, wherein the received plurality of subscription filters each comprise a Boolean combination of clauses, wherein the calculating (b) comprises:
(b1) obtaining values for fields of interest in the plurality of subscription filters;
(b2) for each clause in each of the plurality of subscription filters, calculating a True/False value for the clause, wherein each clause in each of the plurality of subscription filters is stored in a clause database, wherein for each clause in the clause database that is unique, the calculating (b2) is performed once;
and
(b3) for each of the plurality of subscription filters, calculating a True/False value for the subscription filter using the True/False values calculated in (b2);
(c) storing the True/False values for the plurality of subscription filters in a True/False array;
and
(d) returning the True/False array to the client computer.

6 more elements

A computer program product comprising a non-transitory computer useable medium having a computer readable program for processing Financial Information eXchange (FIX) messages, wherein the computer readable program when executed on a computer causes the computer to:

(a) receive a FIX message;
(b) for each of a plurality of subscription filters received from a client computer, calculate a True/False value indicating whether the FIX message satisfies the subscription filter, wherein each subscription filter indicates FIX message content of interest, wherein the received plurality of subscription filters each comprise a Boolean combination of clauses, wherein the calculate (b) comprises:
(b1) obtain values for fields of interest in the plurality of subscription filters;
(b2) for each clause in each of the plurality of subscription filters, calculate a True/False value for the clause, wherein each clause in each of the plurality of subscription filters is stored in a clause database, wherein for each clause in the clause database that is unique, the calculate (b2) is performed once;
and
(b3) for each of the plurality of subscription filters, calculate a True/False value for the subscription filter using the True/False values calculated in (b2);
(c) store the True/False values for the plurality of subscription filters in a True/False array;
and
(d) return the True/False array to the client computer.

6 more elements

A system, comprising:

a client computer;
and
a computer operatively coupled to the client computer for processing Financial Information eXchange (FIX) message, wherein the computer comprises a computer useable medium having a computer readable program, wherein the computer readable program when executed on a computer causes the computer to:
(a) receive a FIX message;
(b) for each of a plurality of subscription filters received from the client computer, calculate a True/False value indicating whether the FIX message satisfies the subscription filter, wherein each subscription filter indicates FIX message content of interest, wherein the received plurality of subscription filters each comprise a Boolean combination of clauses, wherein the calculate (b) comprises:
(b1) obtain values for fields of interest in the plurality of subscription filters;
(b2) for each clause in each of the plurality of subscription filters, calculate a True/False value for the clause, wherein each clause in each of the plurality of subscription filters is stored in a clause database, wherein for each unique clause in the clause database, the calculate (b2) is performed once;
and
(b3) for each of the plurality of subscription filters, calculate a True/False value for the subscription filter using the True/False values calculated in (b2);
(c) store the True/False values for the plurality of subscription filters in a True/False array;
and
(d) return the True/False array to the client computer.

9 more elements

Dependencies are inferred from the claim text.