US 12,412,213 B2
Methods and systems for generating derived summaries of trading signals
David Edward Taylor, St. Louis, MO (US); Andy Young Lee, Ballwin, MO (US); and David Vincent Schuehler, St. Louis, MO (US)
Assigned to Exegy Incorporated, St. Louis, MO (US)
Filed by Exegy Incorporated, St. Louis, MO (US)
Filed on Jan. 19, 2023, as Appl. No. 18/099,134.
Application 18/099,134 is a continuation of application No. 17/682,063, filed on Feb. 28, 2022, granted, now 11,562,430.
Application 17/682,063 is a continuation of application No. 16/874,474, filed on May 14, 2020, granted, now 11,263,695, issued on Mar. 1, 2022.
Claims priority of provisional application 62/847,641, filed on May 14, 2019.
Prior Publication US 2023/0162280 A1, May 25, 2023
Int. Cl. G06Q 40/00 (2023.01); G06F 17/18 (2006.01); G06N 20/00 (2019.01); G06Q 30/0201 (2023.01); G06Q 40/04 (2012.01)
CPC G06Q 40/04 (2013.01) [G06F 17/18 (2013.01); G06N 20/00 (2019.01); G06Q 30/0201 (2013.01)] 41 Claims
OG exemplary drawing
 
1. A multi-processor system for derivations of trading signals with respect to financial instruments, the system comprising:
one or more first processors; and
one or more second processors, wherein the one or more second processors comprises at least one field programmable gate array (FPGA);
the at least one FPGA configured to receive data representing a plurality of financial market data messages, the messages pertaining to a plurality of financial instruments and comprising information about orders to buy and/or sell the financial instruments;
wherein the at least one FPGA comprises (1) feature compute stage circuitry arranged in parallel and configured to compute, in parallel via parallelized hardware logic on the at least one FPGA, a plurality of features of the financial market data messages in parallel based on the received data and (2) combine stage circuitry connected to the parallel feature compute stage circuitry and configured to generate real-time estimator trading signals for a plurality of the financial market data messages based on the computed features; and
wherein the one or more first processors is configured to (1) receive data comprising (i) the information about a plurality of orders to buy and/or sell a plurality of the financial instruments and (ii) the real-time estimator trading signals, (2) summarize the real-time estimator trading signals over a time duration to create a derived summary of the real-time estimator trading signals that serves as a non-real time summary of the real-time estimator trading signals for the time duration, and (3) communicate the derived summary of the real-time estimator trading signals to one or more data consumers.