Inventors:
- Princeton NJ, US
David BLACKMAN - Elkins Park PA, US
Oleksandr BREZITSKYY - Lansdale PA, US
Paul FOST - Pound Ridge NY, US
Bharat KARIA - Edison NJ, US
Anatoly KHUSID - Cherry Hill NJ, US
David LEHMANN - Lumberton NJ, US
Matthew MINTEL - Williamstown NJ, US
Kevin MUELLER - Yardley PA, US
Vinay Rao - Collegeville PA, US
Douglas SCHAFER - Rose Valley PA, US
lIya SHNAYDER - Milltown NJ, US
Muna TANG - Dayton NJ, US
Assignee:
Miami International Securities Exchange, LLC - Princeton NJ
International Classification:
G06Q 40/04
Abstract:
A computerized trading system having a plurality of independent trading environments for trading quotes relating to financial instruments received from quoting firms. A multicast data bus provides communication between a matching engine, a plurality of edge applications operating in each independent trading environment, and an order gateway which is common to the plurality of independent trading environments. Quotes are received from the quoting firms at the respective quote interface applications. The quotes are placed in the respective assigned areas of the shared memory. The matching engine matches the received quotes by polling and processing each area of the shared memory. The matching engine, upon completion of polling all areas of the shared memory, checks a port of the multicast data bus to receive messages transmitted by the edge applications and to receive incoming orders for financial instruments from the order gateway.