Method and Apparatus for Message Flow and Transaction Queue Management
    11.
    发明申请
    Method and Apparatus for Message Flow and Transaction Queue Management 审中-公开
    消息流和事务队列管理的方法和装置

    公开(公告)号:US20150178838A1

    公开(公告)日:2015-06-25

    申请号:US14460337

    申请日:2014-08-14

    CPC classification number: G06Q40/04 G06F9/546

    Abstract: Management of transaction message flow utilizing a transaction message queue. The system and method are for use in financial transaction messaging systems. The system is designed to enable an administrator to monitor, distribute, control and receive alerts on the use and status of limited network and exchange resources. Users are grouped in a hierarchical manner, preferably including user level and group level, as well as possible additional levels such as account, tradable object, membership, and gateway levels. The message thresholds may be specified for each level to ensure that transmission of a given transaction does not exceed the number of messages permitted for the user, group, account, etc.

    Abstract translation: 使用事务消息队列管理事务消息流。 该系统和方法用于金融交易信息系统。 该系统旨在使管理员能够监视,分发,控制和接收有限网络和交换资源的使用和状态的警报。 用户以分级方式进行分组,优选地包括用户级别和组级别,以及可能的附加级别,例如帐户,可交易对象,成员资格和网关级别。 可以为每个级别指定消息阈值,以确保给定事务的传输不超过用户,组,帐户等允许的消息数量。

    System and Method for Estimating Order Position
    12.
    发明申请
    System and Method for Estimating Order Position 审中-公开
    用于估算订单头寸的系统和方法

    公开(公告)号:US20140351111A1

    公开(公告)日:2014-11-27

    申请号:US14279323

    申请日:2014-05-16

    CPC classification number: G06Q40/04 G06Q40/06

    Abstract: A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradeable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.

    Abstract translation: 公开了一种用于提供订单队列位置信息的系统和方法。 在本申请中,从至少一个交换所接收到可交易对象的市场更新。 在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下,可以使用估计。 因此,生成订单队列以近似交易价格订单队列中的交易者的订单位置。 接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

    System and Method for Reducing the Risks Involved in Trading Multiple Spread Trading Strategies

    公开(公告)号:US20140297501A1

    公开(公告)日:2014-10-02

    申请号:US14200019

    申请日:2014-03-07

    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.

    Method and System for Internal Matching

    公开(公告)号:US20210004903A1

    公开(公告)日:2021-01-07

    申请号:US17025540

    申请日:2020-09-18

    Abstract: A system and method for internal matching of electronic trading orders is provided. Orders for electronic trading are reviewed for potential matches in an internal order book of an internal matching system. If no potential matches are available, the order is listed on both the internal order book for the internal matching system and on the book of orders for the electronic exchange. If a potential match is available, the order is tentatively matched with a resting order on the internal order book. A message is sent to the electronic exchange to cancel the resting order on the book of exchange order book. If the deletion is successful, the order and the resting order are matched. If the deletion is unsuccessful, the internal order book on the internal matching system is checked again for a potential match.

    Method and apparatus for message flow and transaction queue management

    公开(公告)号:US10540719B2

    公开(公告)日:2020-01-21

    申请号:US16152915

    申请日:2018-10-05

    Abstract: Management of transaction message flow utilizing a transaction message queue. The system and method are for use in financial transaction messaging systems. The system is designed to enable an administrator to monitor, distribute, control and receive alerts on the use and status of limited network and exchange resources. Users are grouped in a hierarchical manner, preferably including user level and group level, as well as possible additional levels such as account, tradable object, membership, and gateway levels. The message thresholds may be specified for each level to ensure that transmission of a given transaction does not exceed the number of messages permitted for the user, group, account, etc.

    System and method for reducing the risks involved in trading multiple spread trading strategies

    公开(公告)号:US10037571B2

    公开(公告)日:2018-07-31

    申请号:US14200019

    申请日:2014-03-07

    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.

    Method and apparatus for message flow and transaction queue management
    18.
    发明授权
    Method and apparatus for message flow and transaction queue management 有权
    消息流和事务队列管理的方法和装置

    公开(公告)号:US08839269B2

    公开(公告)日:2014-09-16

    申请号:US14056463

    申请日:2013-10-17

    CPC classification number: G06Q40/04 G06F9/546

    Abstract: Management of transaction message flow utilizing a transaction message queue. The system and method are for use in financial transaction messaging systems. The system is designed to enable an administrator to monitor, distribute, control and receive alerts on the use and status of limited network and exchange resources. Users are grouped in a hierarchical manner, preferably including user level and group level, as well as possible additional levels such as account, tradable object, membership, and gateway levels. The message thresholds may be specified for each level to ensure that transmission of a given transaction does not exceed the number of messages permitted for the user, group, account, etc.

    Abstract translation: 使用事务消息队列管理事务消息流。 该系统和方法用于金融交易信息系统。 该系统旨在使管理员能够监视,分发,控制和接收有限网络和交换资源的使用和状态的警报。 用户以分级方式进行分组,优选地包括用户级别和组级别,以及可能的附加级别,例如帐户,可交易对象,成员资格和网关级别。 可以为每个级别指定消息阈值,以确保给定事务的传输不超过用户,组,帐户等允许的消息数量。

    Method and Apparatus for Message Flow and Transaction Queue Management
    19.
    发明申请
    Method and Apparatus for Message Flow and Transaction Queue Management 有权
    消息流和事务队列管理的方法和装置

    公开(公告)号:US20140108225A1

    公开(公告)日:2014-04-17

    申请号:US14056463

    申请日:2013-10-17

    CPC classification number: G06Q40/04 G06F9/546

    Abstract: Management of transaction message flow utilizing a transaction message queue. The system and method are for use in financial transaction messaging systems. The system is designed to enable an administrator to monitor, distribute, control and receive alerts on the use and status of limited network and exchange resources. Users are grouped in a hierarchical manner, preferably including user level and group level, as well as possible additional levels such as account, tradable object, membership, and gateway levels. The message thresholds may be specified for each level to ensure that transmission of a given transaction does not exceed the number of messages permitted for the user, group, account, etc.

    Abstract translation: 使用事务消息队列管理事务消息流。 该系统和方法用于金融交易信息系统。 该系统旨在使管理员能够监视,分发,控制和接收有限网络和交换资源的使用和状态的警报。 用户以分级方式进行分组,优选地包括用户级别和组级别,以及可能的附加级别,例如帐户,可交易对象,成员资格和网关级别。 可以为每个级别指定消息阈值,以确保给定事务的传输不超过用户,组,帐户等允许的消息数量。

    SYSTEM AND METHOD FOR LINKING AND MANAGING LINKED ORDERS IN AN ELECTRONIC TRADING ENVIRONMENT
    20.
    发明申请
    SYSTEM AND METHOD FOR LINKING AND MANAGING LINKED ORDERS IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开
    在电子交易环境中链接和管理链接订单的系统和方法

    公开(公告)号:US20140164212A1

    公开(公告)日:2014-06-12

    申请号:US14178379

    申请日:2014-02-12

    CPC classification number: G06Q40/04

    Abstract: A system and method for linking and managing linked orders are described. According to one method, a trader may first link two or more orders into a linked order, and then one or more parameters associated with one of the orders may be dynamically changed based on user inputs or information being received from an exchange. For example, a trader may link any two orders as an order cancel order, and each linked order may be associated with the same or different tradable objects, order quantities, and may be submitted to one or more exchanges. The order quantities may be then dynamically updated based on updates being received from the one or more exchanges and further based on a quantity ratio between the two orders. Further, the linked order may be submitted upon detecting a fill for another order.

    Abstract translation: 描述用于链接和管理链接订单的系统和方法。 根据一种方法,交易者可以首先将两个或多个订单链接成链接的订单,然后可以基于从交换机接收的用户输入或信息来动态地改变与订单之一相关联的一个或多个参数。 例如,交易者可以将任何两个订单链接为订单取消订单,并且每个链接订单可以与相同或不同的可交易对象,订单数量相关联,并且可以被提交给一个或多个交易所。 然后,可以基于从一个或多个交换机接收到的更新并且还基于两个订单之间的数量比率动态地更新订单数量。 此外,可以在检测到另一订单的填充时提交链接订单。

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