摘要:
Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.
摘要:
Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.
摘要:
Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.
摘要:
Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.
摘要:
The field of the present invention relates generally to a microstructure apparatus which may be used in a high-throughput screening context to monitor the rate of reaction of an enzyme with its substrate in cases where the product of the reaction has an altered net charge. For example, the systems and methods disclosed herein may be used to detect the activity of phosphatase enzymes, proteases and kinases on charged peptide substrates. The microstructure devices of the present invention comprise a plurality of microstructures, wherein each microstructure comprises a capture matrix located between two electrodes.
摘要:
The disclosed embodiments relate to reducing, minimizing or otherwise optimizing margin requirements for a trader having both an interest rate (IR) futures and over-the-counter (OTC) interest rate swaps (IRS) accounts by efficiently allocating IR futures across both accounts.
摘要:
The field of the present invention relates generally to a microstructure apparatus which may be used in a high-throughput screening context to monitor the rate of reaction of an enzyme with its substrate in cases where the product of the reaction has an altered net charge. For example, the systems and methods disclosed herein may be used to detect the activity of phosphatase enzymes, proteases and kinases on charged peptide substrates. The microstructure devices of the present invention comprise a plurality of microstructures, wherein each microstructure comprises a capture matrix located between two electrodes.