-
21.
公开(公告)号:US20150006356A1
公开(公告)日:2015-01-01
申请号:US14488974
申请日:2014-09-17
Applicant: Trading Technologies International, Inc.
Inventor: Alexander V. Foygel , Bharat Mittal , Douglas R. Duquette
IPC: G06Q40/04 , H04L12/841 , H04L12/801
CPC classification number: G06Q40/04 , H04L29/06 , H04L29/08072 , H04L47/10 , H04L47/28 , H04L47/29 , H04L67/2842 , H04L67/303 , H04L67/325
Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.
Abstract translation: 动态管理消息流的系统和方法。 根据示例实施例,中间网络设备或客户端设备通过分析客户端设备的能力(例如CPU利用率)动态地管理从电子交换机接收的消息流。 基于占总CPU利用率的百分比,动态调整节流水平,以便如果CPU利用率或负载的百分比增加,则节流从较低级别增加到较高级别。 类似地,如果CPU利用率的百分比显着降低,则节流被降低到较低的水平。
-
公开(公告)号:US11769203B2
公开(公告)日:2023-09-26
申请号:US17575293
申请日:2022-01-13
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor: Alexander V. Foygel , Bharat Mittal , Douglas R. Duquette
IPC: H04L47/10 , G06Q40/04 , H04L47/28 , H04L69/329 , H04L9/40 , H04L67/62 , H04L67/303 , H04L67/568
CPC classification number: G06Q40/04 , H04L9/40 , H04L47/10 , H04L47/28 , H04L47/29 , H04L67/303 , H04L67/62 , H04L69/329 , H04L67/568
Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.
-
公开(公告)号:US11151649B2
公开(公告)日:2021-10-19
申请号:US16502304
申请日:2019-07-03
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor: Douglas R. Duquette
Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.
-
公开(公告)号:US20190325520A1
公开(公告)日:2019-10-24
申请号:US16502304
申请日:2019-07-03
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor: Douglas R. Duquette
IPC: G06Q40/04
Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.
-
公开(公告)号:US20190311435A1
公开(公告)日:2019-10-10
申请号:US16448897
申请日:2019-06-21
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor: Alexander V. Foygel , Bharat Mittal , Douglas R. Duquette
IPC: G06Q40/04 , H04L12/841 , H04L29/08 , H04L12/801 , H04L29/06
Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.
-
公开(公告)号:US10304134B2
公开(公告)日:2019-05-28
申请号:US15633234
申请日:2017-06-26
Applicant: Trading Technologies International, Inc.
Inventor: Michael J. Burns , Douglas R. Duquette , Brian J. Buck
IPC: G06Q40/04
Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.
-
公开(公告)号:US20180308170A1
公开(公告)日:2018-10-25
申请号:US16025353
申请日:2018-07-02
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor: Douglas R. Duquette , Robert A. West
Abstract: A system and method for prioritized data delivery in an electronic trading environment are described herein. According to one example embodiment, by prioritizing the messages associated with a tradeable object, the bandwidth and system resource usage may be optimally reduced, and any loss of priority content in the messages sent between the network device and the client device may be reduced. An example method includes associating different priority levels with messages comprising market data. Messages containing market information related to the inside market may be associated to a higher priority level. Whereas messages containing market information relating to the quantities at prices outside the inside market may be associated with a lower priority level. Based on the priority level associated with a message, a network device may send the message directly to the client device or store the message in a data structure until a pre-defined condition is satisfied.
-
公开(公告)号:US10032222B2
公开(公告)日:2018-07-24
申请号:US15634661
申请日:2017-06-27
Applicant: Trading Technologies International, Inc.
Inventor: Douglas R. Duquette
Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.
-
公开(公告)号:US09734535B2
公开(公告)日:2017-08-15
申请号:US13838444
申请日:2013-03-15
Applicant: Trading Technologies International, Inc.
Inventor: Michael J. Burns , Douglas R. Duquette , Brian J. Buck
IPC: G06Q40/04
CPC classification number: G06Q40/04
Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.
-
30.
公开(公告)号:US20140379552A1
公开(公告)日:2014-12-25
申请号:US14314250
申请日:2014-06-25
Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.
Inventor: Douglas R. Duquette
IPC: G06Q40/04
CPC classification number: G06Q40/04
Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.
Abstract translation: 某些实施例提供用于分析输入数据消息并创建市场信息构造的系统,装置和方法。 示例性方法包括接收包括启动市场事件的指令的数据消息。 示例性方法包括评估指令以确定其是否与两个或多个因果关联的市场事件相关联。 该示例方法还包括基于作为因果关联市场事件序列的一部分的评估或作为单个市场事件来分类指令。 该示例方法包括排列因果关联的市场事件序列。 该示例方法还包括检测因果关联的市场事件序列的结束。 示例性方法包括构建描述由排队的因果链接事件序列表示的一个或多个市场事件的逻辑上减少的市场数据消息结构。
-
-
-
-
-
-
-
-
-