Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.

High Speed Processing of Financial Information Using FPGA Devices

A microcontroller with a mixed analog/digital architecture including multiple digital programmable blocks and multiple analog programmable blocks in a communication array having a programmable interconnect structure. The single chip design is implemented by integration of programmable digital and analog circuit blocks that are able to communicate with each other. Robust analog and digital blocks that are flash memory programmable can be utilized to realize complex design applications that otherwise would require multiple chips and/or separate applications. The programmable chip architecture includes a novel array having programmable digital blocks that can communicate with programmable analog blocks using a programmable interconnect structure. The programmable analog array contains a complement of Continuous Time (CT) blocks and a complement of Switched Capacitor (SC) blocks that can communicate together. The analog blocks consist of multi-function circuits programmable for one or more different analog functions, and fixed function circuits programmable for a fixed function with variable parameters. The digital blocks include standard multi-function circuits and enhanced circuits having functions not included in the standard digital circuits. The programmable array is programmed by flash memory and programming allows dynamic reconfiguration. That is, “on-the-fly” reconfiguration of the programmable blocks is allowed. The programmable analog array with both Continuous Time analog blocks and Switched Capacitor analog blocks are offered on a single chip along with programmable digital blocks. The programmable interconnect structure provides for communication of input/output data between all analog and digital blocks.

Programmable microcontroller architecture(mixed analog/digital)

A method is disclosed for manufacturing a wireless transceiver ( 5008 ) having a low power radio frequency (LPRF) component ( 5010 ) that powers down to conserve energy and powers up in response to a signal; and a second receiver ( 5014 ) that provides the signal via line ( 5018 ) in response to receipt of a radio frequency broadcast. The broadcast is targeted to activate particular transceivers by including in the broadcast identifications such as class designations, in which case the transceivers power up and form networks. A transceiver may include one or more identifications and may include a unique identification of the transceiver itself. The LPRF component is a Bluetooth radio, but the overall transceiver itself only draws about 10 to 15 μA while actively awaiting and screening for a targeted broadcast.

Manufacture of LPRF device wake up using wireless tag

A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order books.

Method and Apparatus for High-Speed Processing of Financial Market Depth Data

Embodiments of the present invention are directed to a microcontroller device having a microprocessor, programmable memory components, and programmable analog and digital blocks. The programmable analog and digital blocks are configurable based on programming information stored in the memory components. Programmable interconnect logic, also programmable from the memory components, is used to couple the programmable analog and digital blocks as needed. The advanced microcontroller design also includes programmable input/output blocks for coupling selected signals to external pins. The memory components also include user programs that the embedded microprocessor executes. These programs may include instructions for programming the digital and analog blocks “on-the-fly,” e.g., dynamically. In one implementation, there are a plurality of programmable digital blocks and a plurality of programmable analog blocks.

Microcontroller Programmable System on a Chip

A rapid silicon processing arrangement significantly decreases the time from initial design to market introduction. Consistent with one embodiment of the present invention, the rapid silicon processing arrangement uses a deconfigurable and extendible reference-chip development platform that includes a programmable device such as an electronically reconfigurable gate array and an off-platform bus for communicating with external devices. The reference-chip development platform can be deconfigured by deselecting communicative activity by one or more of functional block macros. The external devices can be used with the reference-chip development platform to test a hardware representation of the synthesized subset of the functional block macros in the programmable device within the reference-chip development platform as extended by the off-platform bus. The approach significantly decreases the development time, from initial design to market introduction.

Method and arrangement for rapid silicon prototyping

A method and arrangement of passing data from a source clock domain to a non-synchronous receive clock domain are provided. A first processing circuit, located in the source clock domain, links write-address information with the data, and a clock generator generates a transmit clock signal in the source clock domain synchronous with a source clock. The first processing circuit transmits the clock signal and the data with the linked write-address information to a second processing circuit in the receive clock domain. In the receive clock domain, the second processing circuit writes the data at an address designating a storage element corresponding to the linked write-address information. The second processing circuit clocks the data into the storage element synchronous with the accompanying transmit clock signal responsive to a write enable signal from the source clock domain, and reads the data out of the storage element synchronous with a receive domain clock.

Clock domain crossing fifo

Various aspects of the present invention are directed to design modeling and/or processing of streaming data. According to an example embodiment, a system to model a hardware specification includes a platform (106) arranged to receive an input data stream and transmit an output data stream. The system also includes a source (102) for a streaming application adapted to provide the input data stream at a source data rate, a destination (104) for the streaming application adapted to consume the output data stream at a destination data rate, and a data channel (110) coupling the platform and a computer (108). The computer uses the hardware specification to generate intermediate data streams, which, in turn, are used to streamline the modeling for the platform.

Data processing with circuit modeling

A communication protocol provides high-speed transfers of parallel data between an origination end and a destination end. The protocol involves regularly transmitting data from the origination end to the destination end, including transmitting idle data from the origination end when the destination end is busy and during periods when no commands, data or statuses are pending. When the destination end is not busy, data is sent from the origination end to the destination end by: sequentially transferring read or write commands and, according to a write protocol, pending write data; and transmitting idle packets during periods when no commands are pending. When the origination end is not busy, data is sent from the destination end to the origination end by: sequentially transferring pending end-of-write statuses; sequentially transferring pending read data and read statuses packets according to a read protocol during periods when no end-of-write statuses are pending; and transmitting idle packets during periods when no read data or read status are pending.

L. Robert Payne

Papers

Method and arrangement for rapid silicon prototyping

Clock domain crossing fifo

Data processing with circuit modeling

High-speed interchip interface protocol