Transforming and storing messages in a database

A non-transitory computer readable medium comprising logic for storing messages in an on-disk database (ODDB), the logic, when executed by a processor, operable to:

• receive a first message comprising first data from an execution venue, wherein the first message is one of a group of associated messages related to a financial transaction;
• load the first message into an in-memory database (IMDB), wherein the IMDB is stored on a semiconductor memory that utilizes integrated circuits to store data;
• determine whether the first data from the first message contains new data for the group of associated messages;
• identify an associated message in the group of associated messages;
• transform the associated message with the first data from the first message in the IMDB;
• determine whether all messages in the associated group of messages have been loaded into the IMDB;
• transfer the first message to the ODDB, wherein the ODDB is stored on a disk memory that mechanically orients a storage medium in relation to a write head to store data;
• maintain, in a memory, a table;
• receive a second message comprising second data from the execution venue, wherein the second message is one of the group of associated messages related to the financial transaction;
• store the second data in the table;
• determine a short form of the second data, wherein the short form requires less memory to store than the second data;
• associate the short form with the second data in the table;
• replace the second data with the short form in the second message;
• determine whether the first message is in a standard format;
• select a portion of the first data to transform into the standard format;
• and
• transform the selected portion of the first data in the first message to third data in the standard format.

A method for storing messages in an on-disk database

• (ODDB), comprising:
• receiving a first message comprising first data from an execution venue, wherein the first message is one of a group of associated messages related to a financial transaction;
• loading the first message into an in-memory database (IMDB), wherein the IMDB is stored on a semiconductor memory that utilizes integrated circuits to store data;
• determining whether the first data from the first message contains new data for the group of associated messages;
• identifying an associated message in the group of associated messages;
• transforming, using a processor, the associated message with the first data from the first message in the IMDB;
• determining whether all messages in the associated group of messages have been loaded into the IMDB;
• transferring the first message to the ODDB, wherein the ODDB is stored on a disk memory that mechanically orients a storage medium in relation to a write head to store data;
• maintaining, in a memory, a table;
• receiving a second message comprising second data from the execution venue, wherein the second message is one of the group of associated messages related to the financial transaction;
• storing the second data in the table;
• determining a short form of the second data, wherein the short form requires less memory to store than the second data;
• associating the short form with the second data in the table;
• replacing the second data with the short form in the second message;
• determining whether the first message is in a standard format;
• selecting a portion of the first data to transform into the standard format;
• and
• transforming the selected portion of the first data in the first message to third data in the standard format.