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公开(公告)号：US11551302B2
公开(公告)日：2023-01-10
申请号：US17673442
申请日：2022-02-16
申请人： Exegy Incorporated
摘要： Disclosed herein are automated trading engine embodiments that operate on market data and re-engineer trading logic to operate on computational resources that are capable of providing highly parallelized and pipelined processing operations to improve tick to trade latency. As an example, logic resources for the automated trading engine can implement aggressing strategies to place aggressing orders on markets when defined conditions are met. Further still, the aggressing strategies can be driven by low latency derivative pricing.
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公开(公告)号：US20220414778A1
公开(公告)日：2022-12-29
申请号：US17903236
申请日：2022-09-06
申请人： Exegy Incorporated
发明人： Scott Parsons , David E. Taylor , Ronald S. Indeck
摘要： Various techniques are disclosed for offloading the processing of data packets. For example, the offloaded processing can be resident in an intelligent switch, such as an intelligent switch upstream or downstream from an electronic trading platform. The data packets processed through the intelligent switch can be unreliable datagram protocol (UDP) data packets from multiple feeds of financial market data, and the offloaded processing can include line arbitration, gap detection, and/or gap mitigation of redundant copies of UDP data packets from one or more financial market data feeds.
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3.发明申请公开(公告)号：US20220277393A1
公开(公告)日：2022-09-01
申请号：US17682120
申请日：2022-02-28
申请人： Exegy Incorporated
摘要： Systems and methods are disclosed herein that compute trading signals with low latency and high throughput using highly parallelized compute resources such as integrated circuits, reconfigurable logic devices, graphics processor units (GPUs), multi-core general purpose processors, and/or chip multi-processors (CMPs). For example, an estimation that estimates a quote price direction for a quote on a financial instrument can be generated from streaming financial market data.
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公开(公告)号：US20220261904A1
公开(公告)日：2022-08-18
申请号：US17673610
申请日：2022-02-16
申请人： Exegy Incorporated
摘要： Disclosed herein are automated trading engine embodiments that operate on market data and re-engineer trading logic to operate on computational resources that are capable of providing highly parallelized and pipelined processing operations to improve tick to trade latency. As an example, logic resources for the automated trading engine can implement hedging strategies to place hedging orders on markets when defined conditions are met. Such hedging strategies can be combined with aggressing strategies to hedge against aggressing orders placed by the automated trading engine.
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公开(公告)号：US20210174445A1
公开(公告)日：2021-06-10
申请号：US17181097
申请日：2021-02-22
申请人： Exegy Incorporated
发明人： David E. Taylor , Scott Parsons , Jeremy Walter Whatley , Richard Bradley , Kwame Gyang , Michael DeWulf
摘要： Method and Apparatus for High-Speed Processing of Financial Market Depth Data A variety of embodiments for hardware-accelerating the processing of financial market depth data are disclosed. A coprocessor, which may be resident in a ticker plant, can be configured to update order books and price books based on financial market depth data at extremely low latency. Such a coprocessor can also be configured to enrich a stream of limit order events pertaining to financial instruments with data from a plurality of updated order and price books.
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公开(公告)号：US08478680B2
公开(公告)日：2013-07-02
申请号：US13077036
申请日：2011-03-31
申请人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
发明人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
IPC分类号： G06Q40/00
摘要： A high speed apparatus and method for processing financial instrument order books are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) process streaming financial market data, the streaming financial market data comprising a plurality of messages representative of a plurality of offers to buy and sell a plurality of financial instruments, and (2) maintain in real-time a plurality of financial instrument order books based on the messages.
摘要翻译： 公开了一种用于处理金融工具订单的高速装置和方法。 对于示例性实施例，采用可重构逻辑设备来（1）处理流媒体金融市场数据，流媒体金融市场数据包括代表多个要购买和销售多个金融工具的多个消息的多个消息，以及 （2）基于消息实时维护多个金融工具订单。
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公开(公告)号：US08374986B2
公开(公告)日：2013-02-12
申请号：US12121473
申请日：2008-05-15
CPC分类号： H03M13/00 , G06F9/542 , G06F17/30466 , G06F17/30516 , G06N5/025
摘要： Disclosed herein is a method and system for hardware-accelerating various data processing operations in a rule-based decision-making system such as a business rules engine, an event stream processor, and a complex event stream processor. Preferably, incoming data streams are checked against a plurality of rule conditions. Among the data processing operations that are hardware-accelerated include rule condition check operations, filtering operations, and path merging operations. The rule condition check operations generate rule condition check results for the processed data streams, wherein the rule condition check results are indicative of any rule conditions which have been satisfied by the data streams. The generation of such results with a low degree of latency provides enterprises with the ability to perform timely decision-making based on the data present in received data streams.
摘要翻译： 这里公开了一种用于硬件加速在诸如业务规则引擎，事件流处理器和复杂事件流处理器的基于规则的决策系统中的各种数据处理操作的方法和系统。 优选地，根据多个规则条件检查输入数据流。 在硬件加速的数据处理操作中包括规则条件检查操作，过滤操作和路径合并操作。 规则条件检查操作为处理的数据流生成规则条件检查结果，其中规则条件检查结果表示数据流已经满足的任何规则条件。 以低延迟等级生成这种结果为企业提供了基于接收数据流中存在的数据及时做出决策的能力。
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公开(公告)号：US20120246052A1
公开(公告)日：2012-09-27
申请号：US13316332
申请日：2011-12-09
申请人： David Taylor , Scott Parsons
发明人： David Taylor , Scott Parsons
IPC分类号： G06Q40/04
摘要： An integrated order management engine is disclosed that reduces the latency associated with managing multiple orders to buy or sell a plurality of financial instruments. Also disclosed is an integrated trading platform that provides low latency communications between various platform components. Such an integrated trading platform may include a trading strategy offload engine.
摘要翻译： 公开了一种集成的订单管理引擎，其减少与管理多个订单以购买或销售多个金融工具相关联的延迟。 还公开了一种集成交易平台，其提供各种平台组件之间的低延迟通信。 这种综合交易平台可能包括交易策略卸货引擎。
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公开(公告)号：US20110178918A1
公开(公告)日：2011-07-21
申请号：US13076968
申请日：2011-03-31
申请人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
发明人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
IPC分类号： G06Q40/00
摘要： A high speed system and method for processing financial instrument order data are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to monitor a financial instrument order based on a risk profile to determine whether the order is appropriate. If determined appropriate, a financial instrument order can be routed to a trading venue. With respect to another exemplary embodiment, a reconfigurable logic device is employed to maintain a financial instrument order book.
摘要翻译： 公开了一种用于处理金融工具订单数据的高速系统和方法。 对于示例性实施例，采用可重构逻辑设备来基于风险简档来监视金融工具订单，以确定订单是否合适。 如果确定适当，金融工具订单可以路由到交易场所。 关于另一示例性实施例，采用可重构逻辑器件来维护金融工具订单簿。
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公开(公告)号：US20110178911A1
公开(公告)日：2011-07-21
申请号：US13076906
申请日：2011-03-31
申请人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
发明人： Scott Parsons , David E. Taylor , David Vincent Schuehler , Mark A. Franklin , Roger D. Chamberlain
IPC分类号： G06Q40/00
摘要： Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.
摘要翻译： 公开了使用可重构逻辑来处理金融市场数据的方法和系统。 可以在固件管道中实施对金融市场数据执行的各种功能操作，以加速处理速度。 此外，可以使用软件逻辑和固件逻辑的组合来有效地控制和管理来自可重配置逻辑的金融市场数据的高速流。
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