Non-indexed in-memory data storage and retrieval
Systems, methods and user interfaces that allow rapid storage and retrieval of trading data are provided. Trading data records are arranged as a non-indexed collection of data records. The physical location of trading data records stored in a computer-readable medium corresponds to the order that queries are performed. Queries may be performed by analyzing attributes of all of the trading data records, without speed limitations associated with indexed databases.
1. A computer-implemented method of processing trading data stored on a computer-readable medium comprising:
(a) receiving a first trading record comprising trading data;
(b) storing at least a portion of the trading data from the first trading record on a computer-readable medium;
(c) receiving a second trading record comprising trading data;
(d) storing sequentially at least a portion of the trading data from the second trading record on the computer-readable medium in a reception order of the first and second trading records, wherein the trading data from the second trading record is stored substantially physically adjacent to the trading data received from the first trading record and wherein neither the trading data from the first trading record nor the trading data from the second trading record is associated with an index;
(e) receiving a search query; and
(f) sequentially comparing, by a computer, at least a portion of the search query with the non-indexed collection of substantially sequential trading data located on the computer-readable medium beginning at a commencing location on the computer readable medium and continuing in a substantially physically adjacent sequential manner through all of the trading data stored on the computer readable medium to retrieve information from the trading records responsive to the search query.
2. The method of claim 1 , wherein the computer-readable medium comprises a hard-disk drive.
3. The method of claim 2 , wherein the computer-readable medium comprises a plurality of physical drives.
4. The method of claim 1 , wherein the computer-readable medium comprises a solid-state memory module.
5. The method of claim 1 , wherein the trading data is both received in step (a) and stored in step (b) substantially simultaneous to being generated.
6. The method of claim 1 , wherein the trading data of both the first trading record and the second trading record is of a fixed length.
7. The method of claim 6 , wherein the fixed length of the trading data of both the first and second trading record is substantially of equal length.
8. The method of claim 1 , wherein (d) comprises:
(i) determining the trading data of the first trading record received in step (a) and the trading data of the second trading record received in step (c) comprises more than one field;
(ii) parsing a first field from the trading data of both the first trading record and the second trading record;
(iii) storing the first field obtained from the first trading record in a first location on the computer-readable medium; and
(iv) storing sequentially the first field obtained from the second trading record on the computer-readable medium, wherein the first field obtained from the second trading record is substantially physically adjacent to the first field obtained from the first trading record.
9. The method of claim 8 , wherein at least a portion of the trading data that is not parsed in step (ii) is stored in a physically separate computer readable medium.
10. The method of claim 8 , further comprising:
(v) determining the trading data received in the first trading record or the second trading record comprises a new field that is not currently stored on the computer readable medium;
(vi) allocating a portion of the computer readable medium to store the data within the new field; and
(vii) storing the data of the new field in the portion allocated in step (j), wherein the data of the new field is stored sequentially as it is received, whereby successive trading records comprising data within the field received in (i), are stored sequentially in a substantially physically adjacent manner.