公开(公告)号：US20210089075A1

公开(公告)日：2021-03-25

申请号：US16576743

申请日：2019-09-19

Applicant: FMR LLC

Inventor： James Wong ,  Rohan Vaswani ,  Nan LI ,  Boris Kalinichenko ,  Anton Aboukhalil

IPC: G06F1/14 ,  H03M13/00 ,  G06F16/906 ,  G06F16/9535

Abstract: The Tactic Tracking, Evaluation and Identification Engine Apparatuses, Methods and Systems (“TTEIE”) transforms subscription request, tick notification request inputs via TTEIE components into subscription response, identified tactic store request, user interface update notification outputs. A subscription request datastructure from a client is obtained. A set of tactic definition datastructures is retrieved. A tick notification comprising tick data for a tick associated with a target is obtained. A contact datastructure corresponding to each retrieved tactic definition datastructure is added to a tracking list of contact datastructures for the target. The tick data for the tick is appended for each contact datastructure in the tracking list. A contact datastructure's time series of ticks is evaluated with regard to the respective contact datastructure's corresponding time series of rules to classify the respective contact datastructure, for each contact datastructure in the tracking list. The client is notified regarding identified tactic contact datastructures.

公开(公告)号：US11580086B2

公开(公告)日：2023-02-14

申请号：US16576743

申请日：2019-09-19

Applicant: FMR LLC

Inventor： James Wong ,  Rohan Vaswani ,  Nan Li ,  Boris Kalinichenko ,  Anton Aboukhalil

IPC: G06F16/23 ,  G06F16/9535 ,  G06F16/906 ,  G06Q40/06

Abstract: The Tactic Tracking, Evaluation and Identification Engine Apparatuses, Methods and Systems (“TTEIE”) transforms subscription request, tick notification request inputs via TTEIE components into subscription response, identified tactic store request, user interface update notification outputs. A subscription request datastructure from a client is obtained. A set of tactic definition datastructures is retrieved. A tick notification comprising tick data for a tick associated with a target is obtained. A contact datastructure corresponding to each retrieved tactic definition datastructure is added to a tracking list of contact datastructures for the target. The tick data for the tick is appended for each contact datastructure in the tracking list. A contact datastructure's time series of ticks is evaluated with regard to the respective contact datastructure's corresponding time series of rules to classify the respective contact datastructure, for each contact datastructure in the tracking list. The client is notified regarding identified tactic contact datastructures.

公开(公告)号：US20210312546A1

公开(公告)日：2021-10-07

申请号：US16842718

申请日：2020-04-07

Applicant: FMR LLC

Inventor： Man Hei Raymond Yim ,  Rohan Vaswani ,  Ankush Patel ,  Derrick Chan

IPC: G06Q40/04 ,  H04L9/08 ,  G06Q20/38 ,  G06Q10/06

Abstract: The Secret Key-Based Counterparty Matching Engine Apparatuses, Methods and Systems (“SKCME”) transforms client key message, order placement input inputs via SKCME components into order placement output outputs. A matched key is determined and used to generate a set of cross times and a set of cross venues for a security identifier. Orders associated with the security identifier are obtained from counterparties and are assigned a scheduled cross time from the generated set of cross times and a scheduled cross venue from the generated set of cross venues. The orders are sent for execution at the scheduled cross venue at the scheduled cross time.