US 12,289,246 B2
Dynamic market data filtering
Paul J. Callaway, Chicago, IL (US); Dennis M. Genetski, Porter, IN (US); Adrien Gracia, Chicago, IL (US); James Krause, Palatine, IL (US); and Vijay Menon, Chicago, IL (US)
Assigned to Chicago Mercantile Exchange Inc., Chicago, IL (US)
Filed by Chicago Mercantile Exchange Inc., Chicago, IL (US)
Filed on Feb. 23, 2024, as Appl. No. 18/585,645.
Application 18/585,645 is a continuation of application No. 17/582,141, filed on Jan. 24, 2022, granted, now 11,949,600.
Application 17/582,141 is a continuation of application No. 17/080,463, filed on Oct. 26, 2020, granted, now 11,329,929, issued on May 10, 2022.
Application 17/080,463 is a continuation of application No. 15/468,957, filed on Mar. 24, 2017, granted, now 10,855,613, issued on Dec. 1, 2020.
Application 15/468,957 is a continuation of application No. 11/847,954, filed on Aug. 30, 2007, granted, now 9,639,895, issued on May 2, 2017.
Prior Publication US 2024/0195748 A1, Jun. 13, 2024
This patent is subject to a terminal disclaimer.
Int. Cl. G06Q 30/02 (2023.01); G06F 16/9535 (2019.01); G06Q 30/0201 (2023.01); G06Q 40/04 (2012.01); G06Q 40/06 (2012.01); H04L 43/0894 (2022.01); H04L 43/16 (2022.01); H04L 47/62 (2022.01); H04L 47/6275 (2022.01)
CPC H04L 47/62 (2013.01) [G06F 16/9535 (2019.01); G06Q 30/0201 (2013.01); G06Q 40/04 (2013.01); G06Q 40/06 (2013.01); H04L 43/0894 (2013.01); H04L 43/16 (2013.01); H04L 47/6275 (2013.01)] 21 Claims
OG exemplary drawing
 
1. A computer implemented method comprising:
receiving, by a processor from a computing system coupled via a computer network coupled therebetween, a data message generated based on an event by the computing system for immediate transmission to a recipient via the processor;
determining, by the processor, that previously received messages for immediate transmission are currently stored in a memory coupled with the processor awaiting transmission thereby, the memory storing data messages awaiting transmission in an order in which they were received by the processor, indicative of a rate of receipt at which data messages from the computing system are being received by the processor exceeds a rate at which messages can be transmitted to the recipient;
based on the determination that previously received messages for immediate transmission are currently stored in the memory awaiting transmission, determining, by the processor, that the received data message is related to a previously received, but not yet transmitted, data message stored in the memory;
one of aggregating or replacing, by the processor in the memory, the previously received data message with the received data message, the aggregation or replacement assuming the same stored order despite being later received; and
transmitting, by the processor, any data messages as stored in the memory to the recipient in the order in which they are stored upon a determination, by the processor, that data messages are able to be transmitted.