Realtime currency updating application

The interface caches the most recent data values for a set of items identified by the application, it ignores updates not relating to the identified items, and it sends only the most recent data values for the identified items when polled by the application for updates.This relieves the application of the burden of having to process all updates arriving from a data feed for selected items and of having to filter out those updates for which it has no interest.Furthermore, the caching means includes means for recording for each cached item whether it has been updated by the data feed since data values for those cached items were last sent to the application.

The interface also includes logic for sending at least some of the cached data values to the application in response to a request for updates.

Often it is also desirable, if not necessary, to perform the analysis of the data from the data feeds as rapidly as possible, even on a time scale approaching the speed at which the data changes.

To accomplish this, others have provided interfaces which funnel the data coming from the data feed directly into the application where it can be analyzed.

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