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公开(公告)号：US20240233023A1
公开(公告)日：2024-07-11
申请号：US18616805
申请日：2024-03-26
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , José 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 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.
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公开(公告)号：US20240127340A1
公开(公告)日：2024-04-18
申请号：US18495198
申请日：2023-10-26
发明人： Paul Callaway , Fritz Caskey , Dennis Genetski , Pearce Peck-Walden , José Antonio Acuña-Rohter , Priteshkumar Soni , Rosa Frenkel
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to communication of messages from a database to participants whereby messages, or at least a portion of the content thereof, indicative of changes in the database, due to one or more transactions between two or more participants, are structured so as to reduce redundant data therein and prioritize the transmission of that portion of the message which summarizes the event and result thereof. Further, these event reporting messages may further consolidate, or otherwise be combined with, the corresponding directed reporting messages communicated to the particular participants participating in the reported transaction while preserving the anonymity of those participants to which messages are particularly directed.
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公开(公告)号：US11875405B2
公开(公告)日：2024-01-16
申请号：US17977395
申请日：2022-10-31
发明人： Paul Callaway , Sean Castette , Kireeti Reddy , Akira Yamaguchi , José 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 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.
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公开(公告)号：US11544785B2
公开(公告)日：2023-01-03
申请号：US14644460
申请日：2015-03-11
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.
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公开(公告)号：US20220414779A1
公开(公告)日：2022-12-29
申请号：US17939106
申请日：2022-09-07
发明人： Ari Studnitzer , Zachary Bonig , Ryan Eavy , Frank Kmiec , Barry Galster , Paul Callaway
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.
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公开(公告)号：US11308557B2
公开(公告)日：2022-04-19
申请号：US17097065
申请日：2020-11-13
发明人： Ari Studnitzer , Zachary Bonig , Ryan Eavy , Frank Kmiec , Barry Galster , Paul Callaway
摘要： The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.
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公开(公告)号：US11295386B2
公开(公告)日：2022-04-05
申请号：US17015219
申请日：2020-09-09
发明人： Paul Callaway , Fritz Caskey , Dennis Genetski , Pearce Peck-Walden , José Antonio Acuña-Rohter , Priteshkumar Soni , Rosa Frenkel
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to communication of financial messages from an exchange to market participants whereby messages, or at least a portion of the content thereof, indicative of changes in the market, due to one or more trades between two or more market participants, are structured so as to reduce redundant data therein and prioritize the transmission of that portion of the message which summarizes the event and result thereof. Further, these event reporting messages may further consolidate, or otherwise be combined with, the corresponding directed reporting messages communicated to the particular market participants participating in the reported trade while preserving the anonymity of those market participants to which messages are particularly directed.
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公开(公告)号：US11010833B2
公开(公告)日：2021-05-18
申请号：US14879614
申请日：2015-10-09
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
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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公开(公告)号：US20210065298A1
公开(公告)日：2021-03-04
申请号：US17097065
申请日：2020-11-13
发明人： Ari Studnitzer , Zachary Bonig , Ryan Eavy , Frank Kmiec , Barry Galster , Paul Callaway
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.
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公开(公告)号：US20170103457A1
公开(公告)日：2017-04-13
申请号：US14879614
申请日：2015-10-09
发明人： Jose Antonio Acuña-Rohter , Paul Callaway , Kyle D. Kavanagh , Christopher Walsh , Sherry Bryant , Elisa Lugo , Joshua Hoffberg
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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