Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of...http://www.google.de/patents/US20050096999?utm_source=gb-gplus-sharePatent US20050096999 - Trade engine processing of mass quote messages and resulting production of market data
