DISTRIBUTION OF ELECTRONIC MARKET DATA
    11.
    发明申请
    DISTRIBUTION OF ELECTRONIC MARKET DATA 有权
    电子市场数据的分配

    公开(公告)号:US20140249981A1

    公开(公告)日:2014-09-04

    申请号:US14152061

    申请日:2014-01-10

    Abstract: A system and method are provided that, among other things, can reduce the burden on receiving computers, increase data throughput, reduce system failure, and provide components of a scalable and flexible network architecture. Specifically, the system and method provide a multichannel-multicast network environment for use in dynamically assigning data to channels. This configuration is particularly useful in a trading network environment, as it effectively performs channel reassignments in a way not to disturb the receipt of the underlying data. While the example embodiments described herein pertain to electronic trading, the principles of the present invention may be equally applied in other environments where the advantages presented herein are beneficial.

    Abstract translation: 提供了一种系统和方法,其特征在于可以减少接收计算机的负担,增加数据吞吐量,减少系统故障,并提供可扩展和灵活的网络架构的组件。 具体地说,该系统和方法提供了一个多通道组播网络环境,用于向通道动态分配数据。 这种配置在交易网络环境中特别有用,因为它以不干扰底层数据的接收的方式有效地执行信道重新分配。 虽然这里描述的示例性实施例涉及电子交易,但是本发明的原理可以同样地应用于其中在此呈现的优点是有益的其它环境中。

    SYSTEM AND METHOD FOR USE OF FRACTIONAL PAY-UP TICKS IN RELATION TO TRADING STRATEGIES IN AN ELECTRONIC TRADING ENVIRONMENT
    12.
    发明申请
    SYSTEM AND METHOD FOR USE OF FRACTIONAL PAY-UP TICKS IN RELATION TO TRADING STRATEGIES IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开
    与电子交易环境中的交易策略相关的分支付款票据的使用系统和方法

    公开(公告)号:US20140236797A1

    公开(公告)日:2014-08-21

    申请号:US14185519

    申请日:2014-02-20

    CPC classification number: G06Q40/04 G06Q40/00

    Abstract: A system and associated methods are provided for use of fractional pay-up ticks in relation to offset orders being sent for a trading strategy that involves trading a first tradeable object and at least a second tradeable object. According to one example method, when an indication is received that a quantity at a first price for the first tradeable object is filled, a plurality of offset orders for the second tradeable object is sent to an electronic order book of the second tradeable object. The plurality of offset orders is placed at a plurality of price levels determined based on at least one fractional pay-up tick value, the first price, and the desired spread price. A quantity for each order is determined based on a quantity divider rule that is applied to an offset quantity to offset the fill.

    Abstract translation: 提供了一种系统和相关联的方法,用于使用与针对涉及交易第一可交易对象和至少第二可交易对象的交易策略发送的偏移订单相关的分数支付蜱。 根据一个示例性方法,当接收到针对第一可交易对象的第一价格的数量被填充的指示时,将第二可交易对象的多个偏移顺序发送到第二可交易对象的电子订单簿。 多个偏移顺序被放置在基于至少一个分数支付蜱值,第一价格和期望的差价的确定的多个价格水平。 根据应用于偏移量的数量分配器规则来确定每个订单的数量以抵消填充。

    System and method for reducing the risks involved in trading multiple spread trading strategies
    13.
    发明授权
    System and method for reducing the risks involved in trading multiple spread trading strategies 有权
    减少交易策略交易风险的制度和方法

    公开(公告)号:US08712905B2

    公开(公告)日:2014-04-29

    申请号:US14045782

    申请日:2013-10-03

    CPC classification number: G06Q40/04

    Abstract: System and methods for reducing the risks involved in trading multiple spread trading strategies in an electronic trading environment are provided. Specifically, reducing the risks involved in trading multiple spreads that share a leg by, among other things, quoting a single order in the shared leg instead of quoting orders for each of the corresponding spread legs. Based on the computed quote price for the single order, associating the single order with the leaned on price that results in the price closest to the inside market in the shared leg. The single quote order is based on the market conditions in the spread legs and the desired spread price. Once the single order fills, a hedge order is sent to the leg that obtains the most advantageous price for the spread based on the other spread options.

    Abstract translation: 提供了减少电子交易环境中交易多种交易策略交易风险的系统和方法。 具体来说,减少交易多股利差所涉及的风险,除其他事项外,在共享分支中引用单一订单,而不是为每个相应的分支线引用订单。 根据单一订单的计算报价,将单一订单与倾向的价格相关联,导致价格最接近共享分支中的内部市场。 单笔报价单是根据摊位的市场情况和所需的价差。 一旦单一订单填写,就会将一个对冲订单发送给该支票,该交易根据其他差价期权获得最有利的价差。

    DISTRIBUTION OF ELECTRONIC MARKET DATA

    公开(公告)号:US20140006246A1

    公开(公告)日:2014-01-02

    申请号:US13855843

    申请日:2013-04-03

    Abstract: A system and method are provided that, among other things, can reduce the burden on receiving computers, increase data throughput, reduce system failure, and provide components of a scalable and flexible network architecture. Specifically, the system and method provide a multichannel-multicast network environment for use in dynamically assigning data to channels. This configuration is particularly useful in a trading network environment, as it effectively performs channel reassignments in a way not to disturb the receipt of the underlying data. While the example embodiments described herein pertain to electronic trading, the principles of the present invention may be equally applied in other environments where the advantages presented herein are beneficial.

    Distribution of electronic market data
    15.
    发明授权
    Distribution of electronic market data 有权
    电子市场数据分布

    公开(公告)号:US08433646B2

    公开(公告)日:2013-04-30

    申请号:US13628445

    申请日:2012-09-27

    Abstract: A system and method are provided that, among other things, can reduce the burden on receiving computers, increase data throughput, reduce system failure, and provide components of a scalable and flexible network architecture. Specifically, the system and method provide a multichannel-multicast network environment for use in dynamically assigning data to channels. This configuration is particularly useful in a trading network environment, as it effectively performs channel reassignments in a way not to disturb the receipt of the underlying data. While the example embodiments described herein pertain to electronic trading, the principles of the present invention may be equally applied in other environments where the advantages presented herein are beneficial.

    Abstract translation: 提供了一种系统和方法,其特征在于可以减少接收计算机的负担,增加数据吞吐量,减少系统故障,并提供可扩展和灵活的网络架构的组件。 具体地说,该系统和方法提供了一个多通道组播网络环境,用于向通道动态分配数据。 这种配置在交易网络环境中特别有用,因为它以不干扰底层数据的接收的方式有效地执行信道重新分配。 虽然这里描述的示例性实施例涉及电子交易,但是本发明的原理可以同样地应用于其中在此呈现的优点是有益的其它环境中。

    Distribution of electronic market data

    公开(公告)号:US10185991B2

    公开(公告)日:2019-01-22

    申请号:US14495841

    申请日:2014-09-24

    Abstract: A system and method are provided that, among other things, can reduce the burden on receiving computers, increase data throughput, reduce system failure, and provide components of a scalable and flexible network architecture. Specifically, the system and method provide a multichannel-multicast network environment for use in dynamically assigning data to channels. This configuration is particularly useful in a trading network environment, as it effectively performs channel reassignments in a way not to disturb the receipt of the underlying data. While the example embodiments described herein pertain to electronic trading, the principles of the present invention may be equally applied in other environments where the advantages presented herein are beneficial.

    System and Method for Management and Analysis of Electronic Trade Orders
    20.
    发明申请
    System and Method for Management and Analysis of Electronic Trade Orders 有权
    电子贸易订单管理与分析系统与方法

    公开(公告)号:US20140156490A1

    公开(公告)日:2014-06-05

    申请号:US14078583

    申请日:2013-11-13

    CPC classification number: G06Q40/04 G06Q40/00 G06Q40/025 G06Q40/06

    Abstract: A system and methods are provided for using order descriptor identifiers in relation to orders being used in trading strategies. According to one example method, when a hedge order is submitted upon detecting a fill of another order, the hedge order includes one or more order descriptor identifiers conveying a purpose of the hedge order to a user. The order descriptor identifiers can be used to search for desired orders and perform more effective order management and post trade analysis.

    Abstract translation: 提供了一种使用与在交易策略中使用的订单相关的订单描述符标识符的系统和方法。 根据一个示例性方法,当在检测到另一个订单的填充时提交套期订单时,套期订单包括一个或多个向用户传达对冲订单的目的的订单描述符标识符。 订单描述符标识符可用于搜索所需的订单并执行更有效的订单管理和交易后分析。

Patent Agency Ranking