公开(公告)号：US12216630B2

公开(公告)日：2025-02-04

申请号：US18596187

申请日：2024-03-05

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Paul Oglesby ,  Kalle Tomas Thurin ,  Carl Erik Thornberg

IPC: G06F16/00 ,  G06F16/22 ,  G06F16/28 ,  H03M7/30

Abstract: A system implements data compression for a plurality of data objects each having a respective fixed data constituent and a variable data constituent. The data compression includes selecting a first subset of the fixed data constituents and a second subset of the variable data constituents. The second subset of the variable data constituents having an end date in common and event timing in common. The system compresses the first subset of the fixed data constituents and the second subset of the variable data constituents by defining a representative data object for the fixed data constituent subset and the variable data constituent subset.

公开(公告)号：US20250028583A1

公开(公告)日：2025-01-23

申请号：US18908119

申请日：2024-10-07

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Charles Patrick Nugent ,  Gareth Albert McCarter ,  Michael Patrick King

IPC: G06F9/54 ,  G06F9/48 ,  G06Q40/04

Abstract: A streaming platform reader includes: a reader thread configured to retrieve messages from a plurality of partitions of a streaming platform, wherein each message in the plurality of partitions is associated with a unique identifier; a plurality of queues coupled to the reader thread configured to store messages or an end of partition signal from the reader thread, wherein each queue includes a first position that stores the earliest message stored by a queue; an extraction thread controlled by gate control logic that: compares the identifiers of all of the messages in the first positions of the queues of the plurality of queues, and forwards, to a pool of queues associated with a pool of processing threads, the message content of the message associated with the earliest identifier; and wherein the gate control logic blocks the extraction thread unless each of the queues contains a message or an end of partition signal.

公开(公告)号：US12197426B2

公开(公告)日：2025-01-14

申请号：US18408208

申请日：2024-01-09

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Dhiraj Bawadhankar ,  Fateen Sharaby ,  Naresha Chari ,  Romil Parekh

IPC: G06F7/00 ,  G06F16/23

Abstract: The disclosed embodiments relate to a system/apparatus for reducing a data size of a database/data structure stored in a memory of a data transaction processing system, which stores a plurality of data records, each of the plurality of data records being characterized by a record data size and storing data indicative of a position (of one or more portfolios) in one or more financial instruments, such as interest rate swaps, futures contracts, etc. The system/apparatus may be referred to as an architecture which enables post-trade processing of portfolio/position databases/data structures, or subsets thereof, to reduce the data size thereof for storage, communication and/or processing and may further reduce other aspects or characteristics such as gross notional value, total risk, etc. More particularly, the disclosed embodiments implement a compression module which, as described above, may be a part of the exchange computer system or an adjunct service provided thereto, and which processes a select subset of data records to effect an optimized reduction thereof as described.

公开(公告)号：US20240386424A1

公开(公告)日：2024-11-21

申请号：US18786831

申请日：2024-07-29

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Carl Erik Thornberg ,  Kalle Tomas Thurin ,  Jonas Christoffer Klemming ,  David Sebastian Rydberg

IPC: G06Q20/38 ,  G06F16/2455 ,  G06Q10/04 ,  G06Q20/40

Abstract: A system includes first logic to obtain a plurality of constituent data streams for each data object of a plurality of objects, second logic to analyze the plurality of constituent data streams to allocate each constituent data stream to one of a set of primary groups, third logic to assign the constituent data streams within each primary group of the set of primary groups having aligned timing to a netting group of the primary group, fourth logic to generate, for each netting group of each primary group of the set of primary groups, a plurality of continuous data streams by combining two or more of the constituent data streams within the netting groups, fifth logic to define a plurality of new data objects from the generated plurality of continuous data streams, each new data object of the plurality of new data objects specifying a plurality of continuous data streams associated with a pair of primary groups of the set of primary groups, sixth logic to incorporate at least one new data object of the plurality of new data objects into the set of data objects to effectuate adjustments to the set of data objects, and seventh logic to cause the processor to incorporate store, the adjustments to the set of data objects.

公开(公告)号：US12131381B2

公开(公告)日：2024-10-29

申请号：US18367682

申请日：2023-09-13

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Panagiotis Xythalis ,  Jay Zhu ,  Fateen Sharaby ,  Dhiraj Bawadhankar ,  Molang Dong

IPC: G06Q40/04 ,  G06Q20/38 ,  G06Q40/02

CPC classification number: G06Q40/04 ,  G06Q20/381 ,  G06Q40/02

Abstract: The disclosed embodiments relate to improving the efficiency of an electronic trading system for interest rate swaps (“IRS”) by allowing for IRS contracts to be funded in a base currency while the cash flows, e.g. coupon payments, price alignment interest, variation margin, are denominated in a local currency different from the base currency. Thereby cash flows may be netted and offset minimizing the magnitude of funds needed to be moved and reducing the number of transactions processed by the electronic trading system as well as the consumption of computational resources thereby. Furthermore, the disclosed embodiments facilitate entering into IRS transactions is a currency different from the currency of cash flows while eliminating Herstatt risk due to volatility of foreign exchange rates, which allows for increased off shore participation and thereby increased transaction volume.

公开(公告)号：US12131343B2

公开(公告)日：2024-10-29

申请号：US18204526

申请日：2023-06-01

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Ari L. Studnitzer ,  David John Geddes ,  Inderdeep Singh ,  Steven Hutt ,  Bernard Pieter Hosman

IPC: G06Q30/0201 ,  G06F16/28 ,  G06N3/044 ,  G06N3/08 ,  G06N20/00 ,  G06Q40/04 ,  G06Q40/06

CPC classification number: G06Q30/0201 ,  G06F16/285 ,  G06N3/044 ,  G06N3/08 ,  G06N20/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: Systems and methods for pre-processing data to facilitate efficient and accurate machine learning are provided. The data may include market data. The pre-processing may include partitioning the data into windows assigning categories to windows generate a series of vectors. The series of vectors then being input into a computer system that executes a machine learning algorithm to efficiently train a neural network used to identify structure or patterns therein.

公开(公告)号：US12124415B2

公开(公告)日：2024-10-22

申请号：US18212370

申请日：2023-06-21

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Kyle D. Kavanagh

IPC: G06F7/00 ,  G06F12/02 ,  G06F16/13 ,  G06F16/17 ,  G06F16/176

CPC classification number: G06F16/1774 ,  G06F12/0284 ,  G06F16/13 ,  G06F16/1734 ,  G06F2212/1016

Abstract: A data storage system for use with a multi-threaded processing system receives concurrent requests to store data to a common data store, and efficiently and securely swaps an active data store for a new data store while avoiding conflicts arising from multiple threads attempting to swap a same data store and minimizing reliance on operations that re-attempt actions upon failure of an attempted action, thereby improving performance of the data storage system and also the multi-threaded processing system.

公开(公告)号：US12113762B2

公开(公告)日：2024-10-08

申请号：US17841104

申请日：2022-06-15

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Pearce Peck-Walden ,  Rosa Frenkel ,  Arkadiusz Koziol ,  José Antonio Acuña-Rohter ,  Fred Malabre ,  Melissa Jenner ,  Priteshkumar Soni

IPC: G06Q40/04 ,  G06F16/00 ,  H04L12/58 ,  H04L51/18 ,  G06Q40/06

CPC classification number: H04L51/18 ,  G06F16/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: The disclosed embodiments relate generally to efficient data transmission and receipt. Specifically, the disclosed embodiments provide systems and methods for selectively combining multiple, disparate message types and transmitting same via one data feed. A consolidation system determines whether data resulting from an event can be combined or merged based on pre-determined message characteristics and state or environment information or should be sent via two separate feeds. The merged message may be backwards-compatible so that data recipient computing systems can easily and selectively decide which portion of the merged data is relevant to the data recipient computing system, only read the relevant portions. Thus, multiple data receivers, which typically consume different message types, can receive and consume the same merged or consolidated message.

公开(公告)号：US12106367B2

公开(公告)日：2024-10-01

申请号：US17571813

申请日：2022-01-10

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Mohandas Ayikara Kizhakayil ,  Graham Robert McDannel ,  Lakshmi Sameera Peyyalamitta ,  Hersh Mukesh Chaudhari ,  Anna-Lisa Suarez Vu ,  Makenzie June Billings Quinn ,  Robert Jason Timberlake

IPC: G06Q40/04 ,  G06Q30/0601 ,  H04L47/2475 ,  H04L51/046 ,  H04L51/18 ,  G06Q10/107 ,  G06Q40/02

CPC classification number: G06Q40/04 ,  G06Q30/0601 ,  H04L47/2475 ,  H04L51/046 ,  H04L51/18 ,  G06Q10/107 ,  G06Q40/02

Abstract: A computer system configured to facilitate communications over a plurality of communication platforms includes a chat monitor configured to monitor communications over a plurality of communication platforms; a parser coupled to the chat monitor and configured to detect whether a communication entered into a communication client corresponds to a communication protocol, the communication protocol including a protocol identifier and a plurality of primary protocol elements including a first user identifier and an instrument identifier; a protocol validator coupled to the parser and configured to validate communications corresponding to the communication protocol; and a database coupled to the protocol validator for storing validated communications. Each communication platform may be associated with a plurality of communication clients, and each communication platform may be configured to transmit communications between communication clients associated with the communication platform.

公开(公告)号：US20240265452A1

公开(公告)日：2024-08-08

申请号：US18640697

申请日：2024-04-19

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Dileep Chakravarthi Konduru

IPC: G06Q40/04 ,  G06Q40/06

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A routing system rapidly determines whether messages received by a data transaction processing system related to data objects in a computing system should be routed through or bypass integrity modules designed to detect and mitigate undesirable object conditions. The routing system may, in one embodiment, rely upon previous decisions made by the integrity modules. The routing system may also access data structures storing information about a current environment state to determine whether a message should be routed through the time consuming integrity modules. The routing system may additionally determine and specify which values associated with a message should be checked against integrity module logic.