Barclays Capital Inc.

Yukun Gou

David Tazartes

Martin Zinkin

Jie Li

Liam Hudson

A system includes a data store and a server in communication with the data store. The server includes formatting modules having a plurality of formatters, validation modules having a plurality of validators, and a streaming module. The server is configured to receive messages containing financial transaction data from one or more electronic communication networks or one or more client devices. The formatters are configured for each of the electronic communication networks or client devices and convert the messages into an internal format of the streaming system. The validation modules are configured to perform a validation check on the one or more formatted messages.

Method and system for data formatting

Processing pricing data can be provided by receiving first data associating a first price source, a first market condition, and an instrument; receiving second data from at least one of a plurality of price sources, the second data comprising a first price quote for the instrument; determining that the at least one of the plurality of price sources matches the first price source; and generating a second price quote for the instrument based on the second data. Time data may be used for synchronizing the first data and the second data. The first price source may be changed to a second price source and/or the first market condition may be changed to a second market condition; and a third price quote generated for the instrument based on the associated second price source. Cached data may be used for processing the pricing data.

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Wayne, PA, United States of America

Yukun Gou