A network device coalesces data received from an exchange, and provides a user with the opportunity to receive fewer, but up-to-date, data updates from an exchange when duplicate prices become available or a large volume of prices becomes available suddenly. Accordingly, the trader can be assured of...http://www.google.co.uk/patents/US7567930?utm_source=gb-gplus-sharePatent US7567930 - System and method for coalescing market data at a network device
