公开(公告)号：US08762249B2

公开(公告)日：2014-06-24

申请号：US13154824

申请日：2011-06-07

申请人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

发明人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to generate a quote event in response to a limit order event being determined to modify the top of an order book.

摘要翻译： 公开了用于加速金融市场深度数据处理的硬件的各种实施例。 可以驻留在代码工厂中的协处理器可以被配置为以极低延迟基于金融市场深度数据来更新订单。 这样的协处理器还可以被配置为响应于确定限制订单事件来修改订单的顶部而生成报价事件。

公开(公告)号：US08768805B2

公开(公告)日：2014-07-01

申请号：US13154804

申请日：2011-06-07

申请人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

发明人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books.

摘要翻译： 公开了用于加速金融市场深度数据处理的硬件的各种实施例。 可以驻留在代码工厂中的协处理器可以被配置为以极低延迟基于金融市场深度数据来更新订单。 这样的协处理器还可以被配置为利用来自多个更新的订单簿的数据来丰富与金融工具有关的限制订单事件流。

公开(公告)号：US08515682B2

公开(公告)日：2013-08-20

申请号：US13046395

申请日：2011-03-11

申请人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

发明人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

IPC分类号： G06F7/00

CPC分类号： G06F19/28 ,  G06F17/3033 ,  G06F19/22

摘要： A system and method for performing similarity searching is disclosed. This includes a programmable logic device configured to include a pipeline that comprises a matching stage, the matching stage being configured to receive a data stream comprising a plurality of possible matches between a plurality of data strings and a plurality of substrings of a query string. The pipeline may further include an ungapped extension prefilter stage located downstream from the matching stage, the prefilter stage being configured to shift through pattern matches between the data strings and the plurality of substrings of a query string and provide a score so that only pattern matches that exceed a user defined score will pass downstream from the prefilter stage. The matching stage may include at least one Bloom filter.

摘要翻译： 公开了一种用于执行相似性搜索的系统和方法。 这包括被配置为包括包括匹配级的流水线的可编程逻辑装置，所述匹配级被配置为接收包括多个数据串与查询串的多个子串之间的多个可能匹配的数据流。 流水线还可以包括位于匹配阶段下游的无间隙扩展预滤器级，预滤器级被配置为通过数据串与查询串的多个子串之间的模式匹配进行移位，并提供分数，使得只有模式匹配 超过用户定义的分数将从预过滤器阶段下游传递。 匹配阶段可以包括至少一个布隆过滤器。

公开(公告)号：US20120095893A1

公开(公告)日：2012-04-19

申请号：US13132408

申请日：2009-12-14

申请人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael Dewulf

发明人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael Dewulf

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books.

摘要翻译： 公开了用于加速金融市场深度数据处理的硬件的各种实施例。 可以驻留在代码工厂中的协处理器可以被配置为以极低延迟基于金融市场深度数据来更新订单。 这样的协处理器还可以被配置为利用来自多个更新的订单簿的数据来丰富与金融工具有关的限制订单事件流。

公开(公告)号：US20120089497A1

公开(公告)日：2012-04-12

申请号：US13154824

申请日：2011-06-07

申请人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

发明人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to generate a quote event in response to a limit order event being determined to modify the top of an order book.

摘要翻译： 公开了用于加速金融市场深度数据处理的硬件的各种实施例。 可以驻留在代码工厂中的协处理器可以被配置为以极低延迟基于金融市场深度数据来更新订单。 这样的协处理器还可以被配置为响应于确定限制订单事件来修改订单的顶部而生成报价事件。

公开(公告)号：US07917299B2

公开(公告)日：2011-03-29

申请号：US11359285

申请日：2006-02-22

申请人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

发明人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

IPC分类号： G06F7/00

CPC分类号： G06F19/28 ,  G06F17/3033 ,  G06F19/22

摘要： An apparatus and method for performing similarity searching on a data stream with respect to a query string are disclosed, where the data stream comprises a plurality of data substrings, and where the query string comprises a plurality of query substrings. A programmable logic device is used to filter the data stream to find a plurality of possible matches between the data substrings and a plurality of the query substrings, wherein the data substrings and the query substrings comprise a plurality of characters. From these possible matches, a determination can be made as to a similarity between the query string and at least a portion of the data stream.

摘要翻译： 公开了一种用于相对于查询串对数据流执行相似性搜索的装置和方法，其中数据流包括多个数据子串，并且其中查询串包括多个查询子串。 可编程逻辑设备用于过滤数据流以在数据子串和多个查询子串之间找到多个可能的匹配，其中数据子串和查询子串包括多个字符。 从这些可能的匹配中，可以确定查询串与数据流的至少一部分之间的相似度。

公开(公告)号：US20120089496A1

公开(公告)日：2012-04-12

申请号：US13154804

申请日：2011-06-07

申请人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

发明人： David E. Taylor ,  Scott Parsons ,  Jeremy Walter Whatley ,  Richard Bradley ,  Kwame Gyang ,  Michael DeWulf

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books.

摘要翻译： 公开了用于加速金融市场深度数据处理的硬件的各种实施例。 可以驻留在代码工厂中的协处理器可以被配置为以极低延迟基于金融市场深度数据来更新订单。 这样的协处理器还可以被配置为利用来自多个更新的订单簿的数据来丰富与金融工具有关的限制订单事件流。

公开(公告)号：US20110231446A1

公开(公告)日：2011-09-22

申请号：US13046395

申请日：2011-03-11

申请人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

发明人： Jeremy Daniel Buhler ,  Roger Dean Chamberlain ,  Mark Allen Franklin ,  Kwame Gyang ,  Arpith Chacko Jacob ,  Praveen Krishnamurthy ,  Joseph Marion Lancaster

IPC分类号： G06F17/30

CPC分类号： G06F19/28 ,  G06F17/3033 ,  G06F19/22

摘要： A system and method for performing similarity searching is disclosed. This includes a programmable logic device configured to include a pipeline that comprises a matching stage, the matching stage being configured to receive a data stream comprising a plurality of possible matches between a plurality of data strings and a plurality of substrings of a query string. The pipeline may further include an ungapped extension prefilter stage located downstream from the matching stage, the prefilter stage being configured to shift through pattern matches between the data strings and the plurality of substrings of a query string and provide a score so that only pattern matches that exceed a user defined score will pass downstream from the prefilter stage. The matching stage may include at least one Bloom filter.

摘要翻译： 公开了一种用于执行相似性搜索的系统和方法。 这包括被配置为包括包括匹配级的流水线的可编程逻辑装置，所述匹配级被配置为接收包括多个数据串与查询串的多个子串之间的多个可能匹配的数据流。 流水线还可以包括位于匹配阶段下游的无间隙扩展预滤器级，预滤器级被配置为通过数据串与查询串的多个子串之间的模式匹配进行移位，并提供分数，使得只有模式匹配 超过用户定义的分数将从预过滤器阶段下游传递。 匹配阶段可以包括至少一个布隆过滤器。

公开(公告)号：US20070067108A1

公开(公告)日：2007-03-22

申请号：US11359285

申请日：2006-02-22

申请人： Jeremy Buhler ,  Roger Chamberlain ,  Mark Franklin ,  Kwame Gyang ,  Arpith Jacob ,  Praveen Krishnamurthy ,  Joseph Lancaster

发明人： Jeremy Buhler ,  Roger Chamberlain ,  Mark Franklin ,  Kwame Gyang ,  Arpith Jacob ,  Praveen Krishnamurthy ,  Joseph Lancaster

IPC分类号： G06F19/00

CPC分类号： G06F19/28 ,  G06F17/3033 ,  G06F19/22

摘要： A system and method for performing biological sequence similarity searching is disclosed. This includes a programmable logic device configured to include a pipeline that comprises a matching stage, the matching stage being configured to receive a data stream comprising a plurality of possible matches between a plurality of biological sequence data strings and a plurality of substrings of a query string. The pipeline may further include a ungapped extension prefilter stage located downstream from the matching stage, the prefilter stage being configured to shift through pattern matches between the biological sequence data strings and the plurality of substrings of a query string and provide a score so that only pattern matches that exceed a user defined score will pass downstream from the prefilter stage. The matching stage may include at least one Bloom filter.

摘要翻译： 公开了一种用于进行生物序列相似性搜索的系统和方法。 这包括被配置为包括包括匹配级的流水线的可编程逻辑设备，所述匹配级被配置为接收包括多个生物序列数据串与查询字符串的多个子串之间的多个可能匹配的数据流 。 流水线还可以包括位于匹配阶段下游的无间隙扩展预滤器级，预滤器级被配置为通过生物序列数据串与查询串的多个子串之间的模式匹配移位，并提供分数，使得只有模式 超过用户定义分数的匹配将从预过滤器阶段下游传递。 匹配阶段可以包括至少一个布隆过滤器。