US 9,813,518 B2
Merging data downloads with real-time data feeds
Scott F. Singer, Green Oaks, IL (US)
Assigned to Trading Technologies International, Inc., Chicago, IL (US)
Filed by TRADING TECHNOLOGIES INTERNATIONAL, INC., Chicago, IL (US)
Filed on Nov. 20, 2014, as Appl. No. 14/548,425.
Prior Publication US 2016/0150045 A1, May 26, 2016
Int. Cl. G06F 15/16 (2006.01); H04L 29/08 (2006.01); H04L 29/06 (2006.01)
CPC H04L 67/2823 (2013.01) [H04L 65/604 (2013.01); H04L 67/42 (2013.01)] 20 Claims
OG exemplary drawing
 
1. A method for merging downloaded data with a real-time data, the method comprising:
receiving via a client device, a real-time item of data from a real-time data feed of a data publisher, the real-time item of data having a message identifier identifying a position of the real-time item of data relative to other item in the real-time data feed;
receiving via the client device a downloaded item of data from a download connection with a data repository, the downloaded item of data received at and stored in the data repository from the data publisher and having the message identifier;
comparing via the client device the downloaded item of data with a last downloaded item of data to determine whether the downloaded item of data comprises a most recent downloaded item of data received from the download connection;
in response to determining that the downloaded item of data comprises the most recent downloaded item of data received from the download connection, storing via the client device the downloaded item of data as the last downloaded item of data from the download connection;
comparing via the client device the real-time item of data with a last real-time item of data to determine a most recent downloaded item of data received from the real-time data feed;
in response to determining that the real-time item of data is the most recent real-time item of data received from the real-time data feed, storing the real-time item of data as the last real-time item of data from the real-time data feed;
comparing the last downloaded item of data from the download connection with the last real-time item of data from the real-time data feed to determine a match according to the message identifier of the real-time item of data matching the message identifier of the downloaded item of data; and
in response to determining that the last item of data from the download connection matches the last real-time item of data from the real-time data feed, ending the download connection.