Chicago Mercantile Exchange Inc.

Pritesh Soni

Pearce Peck-Walden

José Antonio Acuña-Rohter

Dileep Chakravarthi Konduru

Melissa Ann Jenner

Rosa Frenkel

Frederic Malabre

Systems and methods are provided for an electronic match engine of an exchange that distributes a minimum data set to an external market data generation (MDG) processor. The electronic match engine derives a minimum data set from data already known to the electronic match engine. The MDG processor, which may be outside of the electronic match engine, may extract the minimum data set and uses it to generate market data. The electronic match engine may append the minimum data set to an order entry message sent to the MDG processor.

Electronic match engine with external generation of market data using a minimum data set

Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.

Optimized electronic match engine with external generation of market data using a minimum data set

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Naperville, IL, United States of America

Pritesh Soni