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1. 发明公开

US20240104655A1 SYSTEMS AND METHODS FOR CALCULATING A LATENCY OF A TRANSACTION PROCESSING SYSTEM 审中-公开
公开(公告)号：US20240104655A1
公开(公告)日：2024-03-28
申请号：US18519904
申请日：2023-11-27
申请人： Chicago Mercantile Exchange Inc.
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
IPC分类号： G06Q40/04 , G06Q20/10
CPC分类号： G06Q40/04 , G06Q20/10
摘要： A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.

2. 发明申请

US20150262298A1 MARKET OPERATION THROUGH REGULATION OF INCOMING ORDER MATCH ALLOCATION AND/OR DYNAMIC RESTING ORDER MATCH ALLOCATION PRIORITIES 审中-公开
公开(公告)号：US20150262298A1
公开(公告)日：2015-09-17
申请号：US14644525
申请日：2015-03-11
申请人： Chicago Mercantile Exchange Inc.
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , Jose Antonio Acuña-Rohter , Pearce Peck-Walden , Zachary Bonig
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems and methods which match or otherwise allocate an incoming order to trade with “resting,” i.e. previously received but not yet matched (fully satisfied), orders, recognizing that the algorithm or rules by which the incoming order is matched/allocated may affect the operation of the market for the financial product being traded. In particular, the disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.

3. 发明授权

US11869078B2 Systems and methods for calculating a latency of a transaction processing system 有权
公开(公告)号：US11869078B2
公开(公告)日：2024-01-09
申请号：US17231407
申请日：2021-04-15
申请人： Chicago Mercantile Exchange Inc.
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
IPC分类号： G06Q40/10 , G06Q40/04 , G06Q20/10
CPC分类号： G06Q40/04 , G06Q20/10
摘要： A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.

4. 发明授权

US11532043B2 Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities 有权
公开(公告)号：US11532043B2
公开(公告)日：2022-12-20
申请号：US14644525
申请日：2015-03-11
申请人： Chicago Mercantile Exchange Inc.
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , Jose Antonio Acuña-Rohter , Pearce Peck-Walden , Zachary Bonig
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.

5. 发明申请

US20210233173A1 SYSTEMS AND METHODS FOR CALCULATING A LATENCY OF A TRANSACTION PROCESSING SYSTEM 有权
公开(公告)号：US20210233173A1
公开(公告)日：2021-07-29
申请号：US17231407
申请日：2021-04-15
申请人： Chicago Mercantile Exchange Inc.
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
IPC分类号： G06Q40/04 , G06Q20/10
摘要： A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.

6. 发明申请

US20150262297A1 MARKET OPERATION THROUGH REGULATION OF INCOMING ORDER MATCH ALLOCATION AND/OR DYNAMIC RESTING ORDER MATCH ALLOCATION PRIORITIES 审中-公开
标题翻译：市场运作通过调整订单匹配分配和/或动态订单配对优先权
公开(公告)号：US20150262297A1
公开(公告)日：2015-09-17
申请号：US14644460
申请日：2015-03-11
申请人： Chicago Mercantile Exchange Inc.
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , Jose Antonio Acuña-Rohter , Pearce Peck-Walden , Zachary Bonig
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems and methods which match or otherwise allocate an incoming order to trade with “resting,” i.e. previously received but not yet matched (fully satisfied), orders, recognizing that the algorithm or rules by which the incoming order is matched/allocated may affect the operation of the market for the financial product being traded. In particular, the disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.
摘要翻译：所公开的实施例涉及与“休息”（即先前接收但尚未匹配（完全满足））顺序匹配或以其他方式分配进入订单进行交易的系统和方法，其认识到输入订单匹配的算法或规则 /分配可能影响正在交易的金融产品的市场运作。特别地，所公开的实施例涉及通过在收到订单时将订单缓冲或以其他方式批量订单来调节进入订单的速率，并且随后将批次的订单转发到匹配引擎以进行处理，从而可以使来自具有不同的快速提交订单或以其他方式利用市场活动的能力。所公开的实施例还涉及将休息命令的匹配与输入顺序进行优先级排列。特别地，所公开的实施例改变了给定休息次序的优先级，以便相对于其他适当匹配的休息次序与输入顺序相匹配，作为订单已经搁置在订单簿上的时间的函数。

7. 发明授权

US11544785B2 Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities 有权
公开(公告)号：US11544785B2
公开(公告)日：2023-01-03
申请号：US14644460
申请日：2015-03-11
申请人： Chicago Mercantile Exchange Inc.
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , Jose Antonio Acuña-Rohter , Pearce Peck-Walden , Zachary Bonig
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.

8. 发明授权

US11010833B2 Systems and methods for calculating a latency of a transaction processing system 有权
公开(公告)号：US11010833B2
公开(公告)日：2021-05-18
申请号：US14879614
申请日：2015-10-09
申请人： Chicago Mercantile Exchange Inc.
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
IPC分类号： G06Q40/04 , G06Q20/10
摘要： A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.

9. 发明申请

US20170103457A1 SYSTEMS AND METHODS FOR CALCULATING A LATENCY OF A TRANSACTION PROCESSING SYSTEM 审中-公开
公开(公告)号：US20170103457A1
公开(公告)日：2017-04-13
申请号：US14879614
申请日：2015-10-09
申请人： Chicago Mercantile Exchange Inc.
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
IPC分类号： G06Q40/04 , G06Q20/10
CPC分类号： G06Q40/04 , G06Q20/10
摘要： A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.

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