Invention Grant
- Patent Title: Dynamic market data filtering
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Application No.: US15468957Application Date: 2017-03-24
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Publication No.: US10855613B2Publication Date: 2020-12-01
- Inventor: Paul J. Callaway , Dennis M. Genetski , Adrien Gracia , James Krause , Vijay Menon
- Applicant: Chicago Mercantile Exchange Inc.
- Applicant Address: US IL Chicago
- Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee Address: US IL Chicago
- Agency: Lempia Summerfield Katz LLC
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; H04L12/863 ; G06Q30/02 ; G06F16/9535 ; G06Q40/04 ; G06Q40/06 ; H04L12/26

Abstract:
Networks, systems and methods for dynamically filtering market data are disclosed. Streams of market data may be buffered or stored in a queue when inbound rates exceed distribution or publication limitations. Inclusive messages in the queue may be removed, replaced or aggregated, reducing the number of messages to be published when distribution limitations are no longer exceeded.
Public/Granted literature
- US20170195244A1 Dynamic Market Data Filtering Public/Granted day:2017-07-06
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