1. A method for processing financial market data from at least one financial market data feed, the method comprising: receiving, in an offload processor, a plurality of data packets corresponding to at least one financial market data feed, each data packet of the plurality of received data packets comprising at least one financial market data message, the financial market data messages being included in the received data packets according to a first criterion, the financial market data messages comprising a plurality of data fields describing financial market data for a plurality of financial instruments; the offload processor processing the received data packets to select a plurality of the financial market data messages according to a second criterion, the second criterion being different than the first criterion; and grouping the selected financial market data messages into a plurality of outgoing data packets to thereby generate outgoing data packets where each outgoing data packet comprises financial market data messages that were commonly selected according to the second criterion.