公开(公告)号：US09830658B2

公开(公告)日：2017-11-28

申请号：US15218649

申请日：2016-07-25

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Theodore Renalds

IPC: G06F15/16 ,  G06Q40/04 ,  H04L29/08 ,  H04L12/46 ,  H04L12/741

CPC classification number: G06Q40/04 ,  H04L12/4633 ,  H04L45/74 ,  H04L67/2823

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

公开(公告)号：US20160335721A1

公开(公告)日：2016-11-17

申请号：US15218649

申请日：2016-07-25

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Theodore Renalds

IPC: G06Q40/04 ,  H04L12/46 ,  H04L12/741

CPC classification number: G06Q40/04 ,  H04L12/4633 ,  H04L45/74 ,  H04L67/2823

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

Abstract translation: 某些实施例提供了根据交易系统中的FIX协议变体执行消息内容的在线翻译的系统和方法。 示例性方法包括在计算设备处接收根据FIX协议格式化的消息，所述消息包括消息内容和消息包装器，所述消息包装器向所述消息提供所述消息的会话和递送信息。 示例性方法包括执行所接收消息的消息内容的在线转换，以根据预定义的规则集来调整消息内容，而不影响消息包装器（可能的除了消息大小）和消息路由会话。 示例性方法包括基于消息包装来促进消息到目标的路由。

公开(公告)号：US09426245B2

公开(公告)日：2016-08-23

申请号：US13732064

申请日：2012-12-31

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Theodore Renalds

IPC: G06F15/16 ,  H04L29/08

CPC classification number: G06Q40/04 ,  H04L12/4633 ,  H04L45/74 ,  H04L67/2823

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

Abstract translation: 某些实施例提供了根据交易系统中的FIX协议变体执行消息内容的在线翻译的系统和方法。 示例性方法包括在计算设备处接收根据FIX协议格式化的消息，所述消息包括消息内容和消息包装器，所述消息包装器向所述消息提供所述消息的会话和递送信息。 示例性方法包括执行所接收消息的消息内容的在线转换，以根据预定义的规则集来调整消息内容，而不影响消息包装器（可能的除了消息大小）和消息路由会话。 示例性方法包括基于消息包装来促进消息到目标的路由。

公开(公告)号：US20150186995A1

公开(公告)日：2015-07-02

申请号：US14140952

申请日：2013-12-26

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Theodore Renalds ,  Sun Joong Yoo

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: Example methods, systems, and computer-readable media are disclosed to monitor risk of trading strategies. An example method for algorithmic trading in an electronic trading environment includes receiving a definition for a spread trading strategy including a strategy activation event. The trading strategy is between a first tradeable object and a second tradeable object. The example method includes defining a position risk limit. The example method includes detecting an occurrence of the strategy activation event within one or more markets. The example method includes calculating a first quantity for the first tradeable object. The example method includes determining a second quantity including the first quantity and a third quantity associated with an open trade. The example method includes comparing the second quantity to the position risk limit. The example method includes sending a first order for the first tradeable object if the second quantity does not exceed the position risk limit.

Abstract translation: 披露示例性方法，系统和计算机可读介质来监测交易策略的风险。 电子交易环境中的算法交易的示例方法包括接收包括策略激活事件在内的传播交易策略的定义。 交易策略在第一可交易对象和第二可交易对象之间。 示例方法包括定义位置风险限制。 示例性方法包括检测在一个或多个市场内的战略激活事件的发生。 示例性方法包括计算第一可交易对象的第一数量。 示例性方法包括确定包括与开放交易相关联的第一数量和第三数量的第二数量。 该示例方法包括将第二数量与位置风险限制进行比较。 所述示例方法包括：如果所述第二数量不超过所述位置风险限制，则发送所述第一可交易对象的第一订单。

公开(公告)号：US11663665B2

公开(公告)日：2023-05-30

申请号：US16728512

申请日：2019-12-27

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard Baker ,  Andrew Theodore Renalds ,  Iliar Mangutov

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.

公开(公告)号：US11587168B2

公开(公告)日：2023-02-21

申请号：US17696478

申请日：2022-03-16

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： Andrew Theodore Renalds

IPC: G06F15/16 ,  G06Q40/04 ,  H04L67/565 ,  H04L12/46 ,  H04L45/74

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

公开(公告)号：US11587167B2

公开(公告)日：2023-02-21

申请号：US17358940

申请日：2021-06-25

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： Andrew Theodore Renalds

IPC: G06Q40/04

Abstract: A trade order may be submitted to an electronic exchange and updated, according to pay-up parameter values, in an attempt to receive a complete fill within a period of time. The trade order may comprise an order price and an order quantity when submitted to the electronic exchange. The pay-up parameters may include a pay-up interval, a pay-up amount, a pay-up counter, or a combination thereof. The price of the trade order may continue to be updated after the expiration of pay-up interval in an attempt to receive a complete fill of the trade order. The price of the trade order may be increased or decreased by the pay-up amount. The trade order may continue to be updated until a complete fill is received, the pay-up counter expires, and/or an ending time expires for which the pay-up parameters may be implemented.

公开(公告)号：US11334946B2

公开(公告)日：2022-05-17

申请号：US17067309

申请日：2020-10-09

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： Andrew Theodore Renalds

IPC: G06F15/16 ,  G06Q40/04 ,  H04L67/565 ,  H04L12/46 ,  H04L45/74

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

公开(公告)号：US20210027376A1

公开(公告)日：2021-01-28

申请号：US17067309

申请日：2020-10-09

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： Andrew Theodore Renalds

IPC: G06Q40/04 ,  H04L29/08 ,  H04L12/46 ,  H04L12/741

Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

公开(公告)号：US10255634B2

公开(公告)日：2019-04-09

申请号：US14244590

申请日：2014-04-03

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： William Tigard Baker ,  Andrew Theodore Renalds ,  Iliar Mangutov

IPC: G06Q40/04

Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.