Novasparks, Inc.

Guillaume Taba

Pierre Gardrat

Elena Pugliese

Julien Girard

Daniel Strul

Fei Li

Camille Ribet

Jonathan Clairembault

The present disclosure provides techniques and associated systems for low-latency integrated circuit-based feed handler circuits and multi-market order book consolidator circuits. In some embodiments, integrated circuit-based feed handler circuits described herein can be configured to store aggregate quantities of instruments and/or determine round-lot price levels in a parallel hardware configuration. In some embodiments, integrated circuit-based order book consolidator circuits described herein can be configured to determine consolidated prices across multiple market data feeds and/or for different groups of markets in parallel hardware configurations. According to various embodiments, aspects of the present disclosure can be implemented using one or more FPGAs, ASICs, and/or combinations thereof.

System and method for low latency multi-market order book consolidation

Growing community of inventors

Saint Selve, France

Guillaume Taba