US 11,869,078 B2
Systems and methods for calculating a latency of a transaction processing system
Jose Antonio Acuña-Rohter, Des Plaines, IL (US); Paul Callaway, Evanston, IL (US); Kyle D. Kavanagh, Chicago, IL (US); Christopher Walsh, Blue Island, IL (US); Sherry Bryant, Chicago, IL (US); Elisa Lugo, Chicago, IL (US); and Joshua Hoffberg, Chicago, IL (US)
Assigned to Chicago Mercantile Exchange Inc., Chicago, IL (US)
Filed by Chicago Mercantile Exchange Inc., Chicago, IL (US)
Filed on Apr. 15, 2021, as Appl. No. 17/231,407.
Application 17/231,407 is a continuation of application No. 14/879,614, filed on Oct. 9, 2015, granted, now 11,010,833.
Prior Publication US 2021/0233173 A1, Jul. 29, 2021
This patent is subject to a terminal disclaimer.
Int. Cl. G06Q 40/10 (2023.01); G06Q 40/04 (2012.01); G06Q 20/10 (2012.01)
CPC G06Q 40/04 (2013.01) [G06Q 20/10 (2013.01)] 23 Claims
OG exemplary drawing
 
1. A computer implemented method comprising:
generating, by a processor, a plurality of latency tables based upon characteristics and processing times of at least a subset of a first plurality of messages, each having been previously processed by a transaction processing system comprising a serial arrangement of a plurality of stages, each of which comprises a queue coupled with an input of a transaction component and asynchronously processes inputs from the input queues, wherein each of the first plurality of messages is characterized by a characteristic and a calculated processing time of the message with respect to each of the plurality of stages, and storing the plurality of latency tables in a memory, wherein each of the latency tables comprises data uniquely indicative of processing times of messages having a particular characteristic; receiving, by the processor subsequent to the storing of the plurality of latency tables, a second plurality of messages not yet processed by the transaction processing system, each of which is characterized by a characteristic;
configuring, dynamically, a prediction of latency of the transaction processing system by: selecting, by the processor for each of the second plurality of messages and based upon the characteristic thereof, a latency table from the stored plurality of latency tables; simulating, by the processor, a processing time for each of the second plurality of messages based upon the selected latency table; and generating, by the processor, a latency prediction for the transaction processing system for the second plurality of messages based upon the simulated processing times for each of the second plurality of messages; and distributing, by the processor, the generated latency prediction to a corresponding participant of a plurality of participants via a data feed via a network coupled with the processor.