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：US20140040110A1

公开(公告)日：2014-02-06

申请号：US14053930

申请日：2013-10-15

Applicant: Trading Technologies International, Inc.

Inventor： Patricia A. Messina ,  Bharat Mittal

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A quantity modifier and a price modifier are provided for a spread trading strategy having a desired spread price and a desired spread quantity. According to an example embodiment, a quantity modifier divides the desired spread quantity into a plurality of disclosed spread quantities. Once the disclosed quantities are determined, a plurality of disclosed spread orders having the disclosed spread quantities are sequentially submitted to the market until the full desired spread order quantity is executed or until a predefined condition is detected. A price modifier determines a price level for each disclosed spread quantity, such that each disclosed spread order may be submitted at a different price level.

Abstract translation: 为具有期望的价差和期望的差价量的传播交易策略提供数量修正器和价格修正器。 根据示例性实施例，数量修改器将期望的扩展量分成多个公开的扩展量。 一旦确定了所公开的数量，则将具有所公开的扩展数量的多个公开的扩展订单顺序地提交给市场，直到执行完全所需的扩展订单数量或者直到检测到预定义的条件为止。 价格修正器确定每个公开的差价数量的价格水平，使得每个公开的差价订单可以以不同的价格水平提交。

公开(公告)号：US20130151396A1

公开(公告)日：2013-06-13

申请号：US13765940

申请日：2013-02-13

Applicant: Trading Technologies International, Inc.

Inventor： Alexander V. Foygel ,  Bharat Mittal

IPC: G06Q40/04

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

Abstract: Various systems and methods for trade order processing in an electronic trading environment are provided. The order processing includes initiating a first thread of instructions at a computing device to send a first trade order onto an electronic exchange. However, if one or more trade orders are identified during the process to send the first trade order, then the one or more orders are queued. When the first trade order is sent to the electronic exchange, then a second thread of instructions is initiated at the computing device to send the queued one or more trade orders (substantially together, if there is more than one) on to the electronic exchange.

Abstract translation: 提供了电子交易环境中用于交易订单处理的各种系统和方法。 订单处理包括在计算设备处启动第一指令线程以将第一交易订单发送到电子交换机上。 然而，如果在发送第一交易订单的过程中识别出一个或多个交易订单，则一个或多个订单排队。 当第一个交易订单被发送到电子交易所时，在计算设备处启动第二个指令线程，以将排队的一个或多个交易订单（基本上一起，如果存在多于一个）发送到电子交换机。

公开(公告)号：US20130138549A1

公开(公告)日：2013-05-30

申请号：US13745287

申请日：2013-01-18

Applicant: Trading Technologies International, Inc.

Inventor： Alexander V. Foygel ,  Bharat Mittal

IPC: G06Q40/04

Abstract: Various systems and methods are provided for prioritized sending of transaction messages to an electronic exchange. According to one embodiment, a system determines a priority level for each transaction message based on a potential monetary reward or risk associated with sending or delaying the message. Once the priority levels are determined, the messages may be sent based on the priority levels. Additionally, each priority level may be associated with a predetermined threshold level. If a message threshold is reached, a new message corresponding to that priority level is queued until the message may be transmitted without exceeding the threshold limit.

Abstract translation: 提供各种系统和方法用于优先发送交易消息到电子交换机。 根据一个实施例，系统基于与发送或延迟消息相关联的潜在的货币回报或风险来确定每个交易消息的优先级。 一旦确定了优先级，则可以基于优先级发送消息。 另外，每个优先级可以与预定的阈值水平相关联。 如果达到消息阈值，则对应于该优先级的新消息进行排队，直到消息可以不超过阈值限制被发送。