Distributed data processing

Abstract

A computer system includes a front end interface configured for data communications over a network with data producer terminals, multiple distributed data processors coupled to the front end interface by a data messaging infrastructure, the multiple distributed data processors including a first distributed data processor and a second distributed data processor, and an information bus coupled to the multiple distributed data processors and to multiple independent consumer modules. The first processor receives and processes data order messages for the first security, and maintains a first order book that stores outstanding orders for the first security. The second processor receives and processes received data order messages for the second security, and maintains a second order book that stores outstanding orders for the second security.

1 . A computer-implemented method comprising:
 receiving, at a first one of multiple distributed data processors, data order messages from a data messaging infrastructure including an order for a first security;   processing, at the first distributed data processor, data order messages specific to the first security;   storing, in a first order book in random access memory associated with the first distributed data processor, outstanding orders for the first security;   receiving, at a second one of multiple distributed data processors, data order messages from data messaging infrastructure including an order for a second security different from the first security;   processing, at the second distributed data processor, data order messages specific to the second security; and   storing, in a second order book in random access memory associated with the second distributed data processor, outstanding orders for the second security.