公开(公告)号：US20190197623A1

公开(公告)日：2019-06-27

申请号：US16287164

申请日：2019-02-27

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard BAKER ,  Andrew Theodore RENALDS ,  Iliar MANGUTOV

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.

公开(公告)号：US20230252567A1

公开(公告)日：2023-08-10

申请号：US18303696

申请日：2023-04-20

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard BAKER ,  Andrew Theodore RENALDS ,  Iliar MANGUTOV

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.

公开(公告)号：US20170193601A1

公开(公告)日：2017-07-06

申请号：US14984582

申请日：2015-12-30

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Iliar MANGUTOV ,  Sanju VARGHESE ,  Patricia A. MESSINA ,  Sun Joong YOO

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: An allocation manager may be implemented to reallocate the order quantities that are pending in an order queue at different exchanges according to a definition of a trading strategy. To reallocate the order quantities across the different exchanges, a minimum position-in-queue value for each leg in the trading strategy may be determined by the allocation manager. The minimum position-in-queue value may be the minimum or target value to be pending at an order queue for each leg of the trading strategy. A quantity allocation amount may be determined for one or more of the legs of the trading strategy to reallocate a quantity of a tradeable object from one exchange to another to meet the minimum position-in-queue value at each exchange. A quantity allocation amount may be communicated to each exchange to transfer the quantity allocation amount between the exchanges.

公开(公告)号：US20200151819A1

公开(公告)日：2020-05-14

申请号：US16728512

申请日：2019-12-27

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard BAKER ,  Andrew Theodore RENALDS ,  Iliar MANGUTOV

IPC: G06Q40/04

Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.

公开(公告)号：US20170193600A1

公开(公告)日：2017-07-06

申请号：US14984327

申请日：2015-12-30

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： Iliar MANGUTOV ,  Sanju VARGHESE

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: The disclosed embodiments provide an order balancing tool for modifying one or more components of an aggregated order in response to a change in quantity of the aggregated order. As used herein, the phrase “aggregated order” refers to two or more trade orders for a same tradeable object at a same price that may be distributed between two or more electronic exchanges. Aggregating trade order quantities may be useful, for example, for trading groups to improve the likelihood of the total number of contracts being filled by placing one trade order rather than two separate trade orders that may be separated by additional trade orders received from different accounts.