Methods and systems for partitioning data in parallel processing systems
    1.
    发明申请
    Methods and systems for partitioning data in parallel processing systems 有权
    并行处理系统中数据分区的方法和系统

    公开(公告)号:US20070226744A1

    公开(公告)日:2007-09-27

    申请号:US11388159

    申请日:2006-03-23

    IPC分类号: G06F9/46

    CPC分类号: G06F9/5083 G06F9/5027

    摘要: Techniques are disclosed for processing requests in a data processing system. While the principles of the invention are not limited to a particular domain, they are particularly suitable for use in an electronic trading system. By way of example of one aspect of the invention, a method for directing requests to at least one node in a system comprising multiple nodes and a plurality of requests comprises associating a number to each request, assigning at least one number to each node so as to balance a load across the nodes, and sending a request to a node based on the number associated to the request. Various other aspects are disclosed.

    摘要翻译: 公开了用于在数据处理系统中处理请求的技术。 虽然本发明的原理不限于特定领域,但是它们特别适用于电子交易系统。 作为本发明的一个方面的示例,用于将请求定向到包括多个节点和多个请求的系统中的至少一个节点的方法包括将数字与每个请求相关联,向每个节点分配至少一个数字,以便 以平衡节点之间的负载,并根据与请求相关联的数量向节点发送请求。 公开了各种其它方面。

    Multiple quote risk management
    2.
    发明申请
    Multiple quote risk management 有权
    多报价风险管理

    公开(公告)号:US20070118453A1

    公开(公告)日:2007-05-24

    申请号:US11600984

    申请日:2006-11-17

    IPC分类号: G06Q40/00

    摘要: The disclosed systems and methods relate to allowing trading of over the counter (“OTC”) foreign exchange (“FX”) contracts on a centralized matching and clearing mechanism, such as that of the Chicago Mercantile Exchange's (“CME”'s) futures exchange system (the “Exchange”). The disclosed systems and methods allow for anonymous transactions, centralized clearing, efficient settlement and the provision of risk management/credit screening mechanisms to lower risk, reduce transaction costs and improve the liquidity in the FX market place. In particular, the disclosed embodiments increase speed of execution facilitating growing demand for algorithmic trading, increased price transparency, lower cost of trading, customer to customer trading, and automated asset allocations, recurring trades as well as clearing and settlement efficiencies.

    摘要翻译: 所披露的系统和方法涉及允许在集中式配对清算机制(例如芝加哥商品交易所(CME))期货交易柜台(“OTC”)外汇交易(“外汇”)合约 交换系统(“交换”)。 所披露的系统和方法允许匿名交易,集中清算,有效结算和提供风险管理/信用审查机制,降低风险,降低交易成本,提高外汇市场的流动性。 特别地,所公开的实施例增加执行速度,促进对算法交易的日益增长的需求,增加的价格透明度,降低交易成本,客户到客户交易以及自动资产分配,经常性交易以及结算和结算效率。

    MARKET DRIVEN IMPLIED TRADE RESOLUTION
    3.
    发明申请
    MARKET DRIVEN IMPLIED TRADE RESOLUTION 审中-公开
    市场驱动隐含的贸易决​​议

    公开(公告)号:US20130110694A1

    公开(公告)日:2013-05-02

    申请号:US13281782

    申请日:2011-10-26

    IPC分类号: G06Q40/04

    CPC分类号: G06Q40/00

    摘要: An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. The disclosed embodiments relate to detection of market conditions where identification of implied opportunities may, for example, subvert real orders resulting in undesirable effects. Under circumstances where such undesirable effects are likely to occur, identification of implied opportunities may be delayed thereby allowing market forces to attempt to resolve the aberrant market conditions and avoid the undesirable effects.

    摘要翻译: 电子交易系统使用匹配引擎来接收订单,在内部存储,计算可交易的组合,并以市场数据的形式公布真实和隐含的订单的可用性。 定义为其他可交易项目组合的新交易项目可能包括在可交易组合的计算中。 所公开的实施例涉及检测市场状况,其中隐含机会的识别可能例如颠覆实际订单而导致不期望的效果。 在可能发生不良影响的情况下,隐含机会的识别可能会延迟,从而允许市场力量尝试解决异常的市场状况并避免不良影响。

    Market driven implied trade resolution

    公开(公告)号:US10453123B2

    公开(公告)日:2019-10-22

    申请号:US13281782

    申请日:2011-10-26

    IPC分类号: G06Q40/00

    摘要: An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. The disclosed embodiments relate to detection of market conditions where identification of implied opportunities may, for example, subvert real orders resulting in undesirable effects. Under circumstances where such undesirable effects are likely to occur, identification of implied opportunities may be delayed thereby allowing market forces to attempt to resolve the aberrant market conditions and avoid the undesirable effects.

    Cross-currency implied spreads
    7.
    发明申请
    Cross-currency implied spreads 有权
    跨货币暗示利差

    公开(公告)号:US20070118454A1

    公开(公告)日:2007-05-24

    申请号:US11600993

    申请日:2006-11-17

    IPC分类号: G06Q40/00

    摘要: The disclosed systems and methods relate to allowing trading of over the counter (“OTC”) foreign exchange (“FX”) contracts on a centralized matching and clearing mechanism, such as that of the Chicago Mercantile Exchange's (“CME”'s) futures exchange system (the “Exchange”). The disclosed systems and methods allow for anonymous transactions, centralized clearing, efficient settlement and the provision of risk management/credit screening mechanisms to lower risk, reduce transaction costs and improve the liquidity in the FX market place. In particular, the disclosed embodiments increase speed of execution facilitating growing demand for algorithmic trading, increased price transparency, lower cost of trading, customer to customer trading, and automated asset allocations, recurring trades as well as clearing and settlement efficiencies.

    摘要翻译: 所披露的系统和方法涉及允许在集中式配对清算机制(例如芝加哥商品交易所(CME))期货交易柜台(“OTC”)外汇交易(“外汇”)合约 交换系统(“交换”)。 所披露的系统和方法允许匿名交易,集中清算,有效结算和提供风险管理/信用审查机制,降低风险,降低交易成本,提高外汇市场的流动性。 特别地,所公开的实施例增加执行速度,促进对算法交易的日益增长的需求,增加的价格透明度,降低交易成本,客户到客户交易以及自动资产分配,经常性交易以及结算和结算效率。

    IMPLIED VOLUME ANALYZER
    9.
    发明申请
    IMPLIED VOLUME ANALYZER 审中-公开
    暗含分析仪

    公开(公告)号:US20110066537A1

    公开(公告)日:2011-03-17

    申请号:US12560145

    申请日:2009-09-15

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A volume analyzer is provided. The volume analyzer includes an input, a processor, and an output. The input is operable to receive market data and a calculation policy. The processor is coupled with the input. The processor is operable to identify an available implied pattern based on the market data and the calculation policy. The available implied pattern has not been calculated by a match engine. The output is coupled with the processor. The processor is operable to provide the available implied pattern to the output.

    摘要翻译: 提供音量分析仪。 音量分析仪包括输入,处理器和输出。 该输入可操作以接收市场数据和计算策略。 处理器与输入端相连。 处理器可操作以基于市场数据和计算策略来识别可用的隐含模式。 匹配引擎尚未计算可用的隐含模式。 输出与处理器耦合。 处理器可操作以向输出提供可用的隐含图案。

    Detection of intra-firm matching and response thereto
    10.
    发明申请
    Detection of intra-firm matching and response thereto 审中-公开
    检测公司内部匹配和响应

    公开(公告)号:US20070118460A1

    公开(公告)日:2007-05-24

    申请号:US11601489

    申请日:2006-11-17

    IPC分类号: G06Q40/00

    摘要: The disclosed systems and methods relate to allowing trading of over the counter (“OTC”) foreign exchange (“FX”) contracts on a centralized matching and clearing mechanism, such as that of the Chicago Mercantile Exchange's (“CME”'s) futures exchange system (the “Exchange”). The disclosed systems and methods allow for anonymous transactions, centralized clearing, efficient settlement and the provision of risk management/credit screening mechanisms to lower risk, reduce transaction costs and improve the liquidity in the FX market place. In particular, the disclosed embodiments increase speed of execution facilitating growing demand for algorithmic trading, increased price transparency, lower cost of trading, customer to customer trading, and automated asset allocations, recurring trades as well as clearing and settlement efficiencies.

    摘要翻译: 所披露的系统和方法涉及允许在集中式配对清算机制(例如芝加哥商品交易所(CME))期货交易柜台(“OTC”)外汇交易(“外汇”)合约 交换系统(“交换”)。 所披露的系统和方法允许匿名交易,集中清算,有效结算和提供风险管理/信用审查机制,降低风险,降低交易成本,提高外汇市场的流动性。 特别地,所公开的实施例增加执行速度,促进对算法交易的日益增长的需求,增加的价格透明度,降低交易成本,客户到客户交易以及自动资产分配,经常性交易以及结算和结算效率。