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1. 发明申请

US20220156831A1 ELECTRONIC MATCH ENGINE WITH EXTERNAL GENERATION OF MARKET DATA USING A MINIMUM DATA SET 有权
公开(公告)号：US20220156831A1
公开(公告)日：2022-05-19
申请号：US17552105
申请日：2021-12-15
申请人： Chicago Mercantile Exchange Inc.
发明人： Pearce Peck-Walden , Rosa Frenkel , José Antonio Acuña-Rohter , Pritesh Soni , Dileep Konduru , Melissa Jenner , Frederic Malabre
IPC分类号： G06Q40/04 , G06Q30/02
摘要： Systems and methods are provided for an electronic match engine of an exchange that distributes a minimum data set to an external market data generation (MDG) processor. The electronic match engine derives a minimum data set from data already known to the electronic match engine. The MDG processor, which may be outside of the electronic match engine, may extract the minimum data set and uses it to generate market data. The electronic match engine may append the minimum data set to an order entry message sent to the MDG processor.

2. 发明授权

US10853879B2 Systems and methods for reducing data lookups within a set of queues 有权
公开(公告)号：US10853879B2
公开(公告)日：2020-12-01
申请号：US15048578
申请日：2016-02-19
申请人： Chicago Mercantile Exchange Inc.
发明人： Dileep Konduru , Eric Schuldt , José Antonio Acuña-Rohter , Akira Yamaguchi , Kevin Bulman
IPC分类号： G06Q40/04 , G06Q30/06
摘要： A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.

3. 发明申请

US20170243291A1 SYSTEMS AND METHODS FOR REDUCING DATA LOOKUPS WITHIN A SET OF QUEUES 审中-公开
公开(公告)号：US20170243291A1
公开(公告)日：2017-08-24
申请号：US15048578
申请日：2016-02-19
申请人： Chicago Mercantile Exchange Inc.
发明人： Dileep Konduru , Eric Schuldt , Josê Antonio Acuña-Rohter , Akira Yamaguchi , Kevin Bulman
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q30/0605
摘要： A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.

4. 发明申请

US20140081826A1 Smart Trade Template Based Matching 审中-公开
标题翻译：基于智能交易模板的配对
公开(公告)号：US20140081826A1
公开(公告)日：2014-03-20
申请号：US14030639
申请日：2013-09-18
申请人： Chicago Mercantile Exchange, Inc.
发明人： Jose Antonio Acuna-Rohter , Pearce Peck-Walden , Dileep Konduru
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/06
摘要： Systems and methods for matching orders are provided. One or more trade templates are created. The trade templates define groups of orders for financial instruments that may be combined such that all of the orders are matched. A collection of tradable price levels is also created for each template. New orders and resting orders are analyzed using one or more trade templates and tradable price levels to determine whether a combination of orders satisfies all of the elements of a trade template with a required price level. When all of the elements of a trade template are satisfied and an order with a tradable price level is received, the corresponding orders may be matched contemporaneously.
摘要翻译：提供了匹配订单的系统和方法。创建一个或多个交易模板。交易模板定义可以组合的金融工具的订单组，使得所有订单都匹配。还为每个模板创建了可交易价格水平的集合。使用一个或多个交易模板和可交易价格水平来分析新订单和休息订单，以确定订单的组合是否满足具有所需价格水平的交易模板的所有元素。当交易模板的所有元素都被满足并且接收到具有可交易价格水平的订单时，相应的订单可以同时匹配。

5. 发明授权

US11501373B2 Systems and methods for reducing data lookups within a set of queues 有权
公开(公告)号：US11501373B2
公开(公告)日：2022-11-15
申请号：US17078679
申请日：2020-10-23
申请人： Chicago Mercantile Exchange Inc.
发明人： Dileep Konduru , Eric Schuldt , José Antonio Acuña-Rohter , Akira Yamaguchi , Kevin Bulman
IPC分类号： G06Q40/04 , G06Q30/06
摘要： A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.

6. 发明申请

US20220172292A1 CENTRAL LIMIT ORDER BOOK AUTOMATIC TRIANGULATION SYSTEM 有权
公开(公告)号：US20220172292A1
公开(公告)日：2022-06-02
申请号：US17672185
申请日：2022-02-15
申请人： Chicago Mercantile Exchange Inc.
发明人： Pearce Peck-Walden , Ryan Eavy , Dileep Konduru , Zachary Bonig , Ari Studnitzer
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.

7. 发明授权

US11288739B2 Central limit order book automatic triangulation system 有权
公开(公告)号：US11288739B2
公开(公告)日：2022-03-29
申请号：US15135112
申请日：2016-04-21
申请人： Chicago Mercantile Exchange Inc.
发明人： Pearce Peck-Walden , Ryan Eavy , Dileep Konduru , Zachary Bonig , Ari Studnitzer
IPC分类号： G06Q40/00 , G06Q40/04
摘要： The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.

8. 发明申请

US20210042832A1 SYSTEMS AND METHODS FOR REDUCING DATA LOOKUPS WITHIN A SET OF QUEUES 有权
公开(公告)号：US20210042832A1
公开(公告)日：2021-02-11
申请号：US17078679
申请日：2020-10-23
申请人： Chicago Mercantile Exchange Inc.
发明人： Dileep Konduru , Eric Schuldt , José Antonio Acuña-Rohter , Akira Yamaguchi , Kevin Bulman
IPC分类号： G06Q40/04 , G06Q30/06
摘要： A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.

9. 发明申请

US20170103462A1 CENTRAL LIMIT ORDER BOOK AUTOMATIC TRIANGULATION SYSTEM 审中-公开
公开(公告)号：US20170103462A1
公开(公告)日：2017-04-13
申请号：US15135112
申请日：2016-04-21
申请人： Chicago Mercantile Exchange Inc.
发明人： Pearce Peck-Walden , Ryan Eavy , Dileep Konduru , Zachary Bonig , Ari Studnitzer
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.

10. 发明申请

US20170053349A1 Optimized Electronic Match Engine With External Generation Of Market Data Using a Minimum Data Set 审中-公开
标题翻译：优化的电子匹配引擎，使用最小数据集外部生成市场数据
公开(公告)号：US20170053349A1
公开(公告)日：2017-02-23
申请号：US14830166
申请日：2015-08-19
申请人： Chicago Mercantile Exchange Inc.
发明人： Pearce Peck-Walden , Rosa Frenkel , José Antonio Acuña-Rohter , Pritesh Soni , Dileep Konduru , Melissa Jenner , Frederic Malabre
IPC分类号： G06Q40/04 , G06Q30/02
CPC分类号： G06Q40/04 , G06Q30/0201
摘要： Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.
摘要翻译：提供了一种用于交换机的优化电子匹配引擎的系统和方法，其将最小数据集分发到外部市场数据生成（MDG）处理器。优化的电子匹配引擎从优化的电子匹配引擎已知的数据中导出最小数据集。 MDG处理器可以提取最小数据集，并使用它来生成优化的电子匹配引擎外的市场数据。在一些示例中，从优化的电子匹配引擎发送的订单输入（OE）消息可以以简单的二进制编码（SBE）格式附加最小数据集。

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