Volume control for mass quote messages

Details Volume control for mass quote messages Volume control for mass quote messages

2011-03-01

2011-03-01

Cheung, Mary (Department: 3694)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S035000

Reexamination Certificate

active

07899738

ABSTRACT:
Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message.

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