Gto LLC

Xcelor LLC

Arista Networks, Inc.

Metamako General Pty Ltd Acn 163 573 331 in Its Capacity As General Partner of Metamako Technology LP Abn 11 872 058 101

Robert James Walker

Sergey Sardaryan

Vahan Sardaryan

Stefan Josef Gratzl

A digital crosspoint switch of a network switching system (NSS) replicates input data received via a first network interface to a first data processing port of a data processing card. The input data includes a digital market data feed comprising market-data packets. The crosspoint switch has internal crosspoint ports and external crosspoint ports. The data processing card includes a programmable logic device and a plurality of data processing ports connected to the internal crosspoint ports. The NSS includes a plurality of network interfaces connected to the external crosspoint ports. The data processing card processes the input data and generates processed data on the second data processing port at least in part by only including market-data packets that meet a first predetermined filtering criterion in the processed data. The crosspoint switch replicates the processed data from the second data processing port to the second network interface.

System and method for low-latency network data switching

Presently disclosed are systems and methods for generating customized filtered-and-partitioned market-data feeds. In an embodiment, an output-feed profile is maintained in data storage at a market-data-processing device (MDPD). The output-feed profile specifies a subset of ticker symbols and a ticker-symbol-based feed-partitioning scheme. An input feed of order-book updates to ticker symbols is received at the MDPD from an upstream device. At the MDPD, a customized market-data output feed is generated according to the maintained output-feed profile at least in part by filtering the input feed down to the order-book updates to ticker symbols in the specified subset and partitioning the filtered feed according to the specified ticker-symbol-based feed-partitioning scheme. The customized market-data output feed is transmitted from the MDPD to a downstream device.

Systems and methods for generating customized filtered-and-partitioned market-data feeds

A market data processing device (MDPD) receives, from an upstream device, an input feed of order-book updates to ticker symbols. A first market-data feed is generated at the MDPD at least in part by: filtering the input feed down to order-book updates to a ticker-symbol subset; and inserting a sequence number into each such order-book update. Also generated at the MDPD is a second market-data feed that includes the order-book updates of the first market-data feed having the same sequence numbers inserted into the same order-book updates. The first market-data feed is transmitted to an arbitration device via a first communication path. The second market-data feed is transmitted to the arbitration device via a second communication path that is separate and distinct from the first communication path for use by the arbitration device in conducting sequence-number-based arbitration between the first and second market-data feeds.

Systems and methods for generating and arbitrating among multiple market-data feeds

Presently disclosed are systems and methods for targeted exchange emulation. In an embodiment, an output-feed profile that specifies a ticker-symbol subset is maintained at a market data processing device (MDPD). An input feed of order-book updates to respective ticker symbols is received at the MDPD from an upstream device. An output feed is generated at the MDPD at least in part by filtering the received input feed down to order-book updates to the ticker-symbol subset and generating output-feed messages that convey the remaining order-book updates. The generated output feed (including the generated output-feed messages) is transmitted from the MDPD to a downstream device. Cached copies of at least the order-book updates from the input feed that correspond with output-feed messages in the output feed are stored at the MDPD. A gap-fill service for the output feed is provided from the MDPD to the downstream device using the cached copies.

Systems and methods for targeted exchange emulation

A market-data processing device (MDPD) includes a line-rate processing module (LRPM) and a host. The LRPM is connected to an LRPM external-communication interface having a first port configured to receive a market-data input feed from an upstream device and a second port configured to transmit a market-data output feed to a downstream device. The LRPM includes a programmable logic circuit (PLC) configured to generate the output feed based on the input feed and transmit an archival copy of the input feed to the host via a communication bus. The host is connected to the LRPM via the communication bus and to a host external-communication interface. The host has a host processor configured to cache the archival copy of the input feed and use the cached archival copy of the input feed to provide, to the downstream device via the host external-communication interface, a gap-fill service for the output feed.

Systems and methods for distributed architecture of market-data processing device

Method and systems for data switching, including receiving first input data at a network switching system comprising a crosspoint switch and a data processing card; transmitting the first input data from the crosspoint switch to the data processing card; making a first determination, by the data processing card, that the first input data meets a first pre-determined filtering criterion; and transmitting, based on the first determination, the first input data from a first crosspoint switch port of the crosspoint switch towards a first client.

A physical-layer cross connect (PLCC) includes a system-bus interface; a switching circuit having multiple externally accessible data ports, an internal-only PLCC-controller port, and a data bus that is dynamically configurable among the externally accessible data ports and the internal-only PLCC-controller port; transceivers connected to the externally accessible data ports and to a signal bus; data jacks connected to the transceivers; and a PLCC controller interfaced with the system-bus interface, the data bus, the signal bus, and the internal-only PLCC-controller port and configured to: receive path-configuration commands from a communication-path-management controller and responsively configure connections on the data bus; receive mirrored copies of inbound data by selectively configuring connections on the data bus between the internal-only PLCC-controller port and the various externally accessible data ports; analyze the mirrored copies of inbound data to determine at least one informational characteristic; and report the determined informational characteristic(s) to the communication-path-management controller.

Systems and methods for implementing a physical-layer cross connect

Presently disclosed are systems and methods for monitoring and managing communication paths in data centers. One embodiment takes the form of a method that includes associating an end-to-end communication path with one or more service-level parameters, where a plurality of PLCCs are interconnected along the end-to-end communication path. The method also includes receiving a low-signal-level indication from at least one PLCC on the communication path, and responsively (i) selecting at least one responsive action based at least in part on the one or more service-level parameters and (ii) taking the at least one selected responsive action with respect to the end-to-end communication path.

Systems and methods for monitoring and managing communication paths

Presently disclosed are systems and methods for identifying interconnections among physical-layer cross-connect switches. One embodiment takes the form of a method of discovering external connections among a plurality of interconnected physical-layer cross connects (PLCCs). The method includes maintaining external-link mapping data for the plurality of PLCCs, which each include a plurality of ports. The method further includes determining that a first data sequence that was transmitted outbound via a first port of a first PLCC matches a second data sequence that was received inbound via a second port of the second PLCC, and responsively updating the external-link mapping data to indicate an external connection between the first port of the first PLCC and the second port of the second PLCC.

Systems and methods for identifying interconnections among physical-layer cross-connect switches

A digital networking system includes a digital crosspoint switch, a host controller, and a data processing card that includes a programmable logic device such as a field-programmable gate array (FPGA). The host controller is operative to configure both the data processing card and the digital crosspoint switch in accordance with commands received over a user interface. The system is configurable to direct incoming data through the crosspoint switch to the data processing card for processing, and then back through the crosspoint switch for distribution to one or more network ports. The processing performed by the data processing card may include, among other options, feed filtering of a digital market data feed for use in high-frequency trading applications.

Growing community of inventors

Chicago, IL, United States of America

Robert James Walker