A data processing system comprising: a processing subsystem supporting a plurality of consumers, each consumer being arranged to process messages received into a corresponding receive queue; a network interface device supporting a virtual interface for each of the receive queues; and a hardware accelerator coupled to the processing subsystem by the network interface device and configured to parse one or more streams of data packets received from a network so as to, for each consumer: identify in the data packets messages having one or more of a set of characteristics associated with the consumer; and frame the identified messages in a new stream of data packets addressed to a network endpoint associated with the virtual interface of the consumer so as to cause said new stream of data packets to be delivered into the receive queue of the consumer.

A data processing system comprising: a processing subsystem supporting a plurality of consumers, each consumer being arranged to process messages received into a corresponding receive queue; a network interface device supporting a virtual interface for each of the receive queues; and a hardware accelerator coupled to the processing subsystem by the network interface device and configured to parse one or more streams of data packets received from a network so as to, for each consumer: identify in the data packets messages having one or more of a set of characteristics associated with the consumer; and frame the identified messages in a new stream of data packets addressed to a network endpoint associated with the virtual interface of the consumer so as to cause said new stream of data packets to be delivered into the receive queue of the consumer.

Methods and apparatus for generating and using multicast transaction messages in an exchange system are described. A unicast transaction message is received, e.g., by a gateway device which interacts with devices outside the exchange system. The gateway device generates a multicast transaction message from the unicast transaction message and sends transmits it to other devices in the exchange system. A multicast transaction message is received by the gateway device. The gateway generates a unicast transaction response message and sends it to the trader system which sent the transaction message to which the response corresponds. Traders are permitted to include information in a transaction message field which is not interpreted or used by the exchange to control message processing. The information in the uninterpreted field is echoed back to the trader system and allows the trader to correlate the transaction messages to one or more clients or to perform other operations.

A method for more efficient structural parsing of binary representations of text based objects within a data distribution system. Clients subscribe to a topic maintained by the data distribution system server that publishers can publish to. Clients receive an original binary representation of a text based object describing the state of the topic to which the client is subscribed. In response to the state of the topic changing at the data distribution system server, clients receive a binary delta representing the change of the state of the topic. Based on the received binary representation and the binary delta, clients calculate an updated binary representation of the text based object. Using the original binary representation, the updated binary representation, and the binary delta, the client generates a structural delta representing the structural differences between data structures of the original text based object and data structures of the updated text based object.

A method for more efficient structural parsing of binary representations of text based objects within a data distribution system. Clients subscribe to a topic maintained by the data distribution system server that publishers can publish to. Clients receive an original binary representation of a text based object describing the state of the topic to which the client is subscribed. In response to the state of the topic changing at the data distribution system server, clients receive a binary delta representing the change N of the state of the topic. Based on the received binary representation and the binary delta, clients calculate an updated binary representation of the text based object. Using the original binary representation, the updated binary representation, and the binary delta, the client generates a structural delta representing the structural differences between data structures of the original text based object and data structures of the updated text based object.

A method to reduce the computation and bandwidth costs for a broadcasting incremental changes to the states of topics in a data distribution system. Publishers transmit updated states to the data distribution system server and the data distribution system server calculates a binary delta between the received updated state and the current state of the topic. The data distribution system server publishes the updated state to the topic in a topic tree maintained on the data distribution system server and broadcasts the binary delta to clients that are subscribed to the topic. Using the received binary delta, the subscribed clients calculate the updated state.

A network processor is described. This network processor determines a context for a message based on information in one or more fields in a payload of the message. For example, the context may be based on a message type and an identifier of the network connection on which the message was received. Then, the network processor calculates one or more trigger values based on one or more trigger expressions that perform checks on the information in the one or more fields. Moreover, the network processor determines one or more actions to be taken for the message based on the context and the one or more trigger values. In particular, the network processor determines whether the message is forwarded and one or more forwarding destinations.

The present disclosure relates to systems for creating an improved futures spread exchange for trading futures and futures option spread products. The present disclosures may include an exchange computer, vendors, customers, and a conversion device. The conversion device may convert quotes from various exchanges to a single denomination. The exchange, and its matching engine, may be accessed via a cloud network using an API interface. Multiple routes are provided for controlling the speed at which the matching engine may be accessed.

The disclosed embodiments relate to implementation, such as by a message processing system architecture, of a message handling system and/or protocol which mitigates optimistic messaging behavior. As used herein optimistic messaging behavior may at least refer to the transmission, in whole or in part, of a message, or of one or more messages of a sequence thereof, to a receiving system, such as the system implemented by the disclosed embodiments, prior to the sender determining that the message(s) is/are desired, alone or in conjunction with subsequently canceling or otherwise invalidating the message(s) once it has been determined that it is not desired. The disclosed embodiments mitigate such behavior by detecting and taking action with respect to these types of messages to deter optimizing behavior which may or may not be manipulative, while maintaining reliable message handling under increasing processing loads with minimal impact on users being able to send messages to the system.

An apparatus is provided with a first receiver for receiving changing information relating to a plurality of different sets of data such as financial data and a second receiver for receiving said changing information in synchronism with said first receiver means. A data base is provided to store information received by the first receiver and a subscriber profile store stores information associating a subscriber with a group of said different sets of data. The apparatus is arranged to supply, via the mobile telecommunications network, information from the data base for the group of data sets associated in the subscriber profile store with a subscriber when communication with that subscriber is first established and thereafter to supply changing information relating to the group of data sets associated with that subscriber directly to the subscriber from the second receiver.