Chicago Mercantile Exchange Inc.

Michael Patrick King

Jacob Doornebos

James P Moran

Charles Patrick Nugent

Gareth Albert McCarter

Gareth Albert Mccarter

A streaming platform reader includes: a reader thread configured to retrieve messages from a plurality of partitions of a streaming platform, wherein each message in the plurality of partitions is associated with a unique identifier; a plurality of queues coupled to the reader thread configured to store messages or an end of partition signal from the reader thread, wherein each queue includes a first position that stores the earliest message stored by a queue; an extraction thread controlled by gate control logic that: compares the identifiers of all of the messages in the first positions of the queues of the plurality of queues, and forwards, to a pool of queues associated with a pool of processing threads, the message content of the message associated with the earliest identifier; and wherein the gate control logic blocks the extraction thread unless each of the queues contains a message or an end of partition signal.

Distributed threaded streaming platform reader

Systems and methods for delivering a plurality of trading data messages to a server in connection with the monitoring the trading of financial instruments are provided. A listener subscribes to a subset of the plurality of trading data messages generated by market participants or components within the trading platform. A buffer receives the subset of the plurality of trading data messages and stores the subset of the plurality of trading data messages. A server, such as a live alerts server, receives the subset of the plurality of trading data messages stored from the buffer and analyzes the subset of the plurality of trading data.

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Naperville, IL, United States of America

Michael Patrick King