SYSTEM AND METHOD FOR ACTIVE ORDER MANAGEMENT IN AN ELECTRONIC TRADING ENVIRONMENT

    公开(公告)号:US20250037202A1

    公开(公告)日:2025-01-30

    申请号:US18913240

    申请日:2024-10-11

    Abstract: A trade order may be submitted to an electronic exchange and updated, according to pay-up parameter values, in an attempt to receive a complete fill within a period of time. The trade order may comprise an order price and an order quantity when submitted to the electronic exchange. The pay-up parameters may include a pay-up interval, a pay-up amount, a pay-up counter, or a combination thereof. The price of the trade order may continue to be updated after the expiration of pay-up interval in an attempt to receive a complete fill of the trade order. The price of the trade order may be increased or decreased by the pay-up amount. The trade order may continue to be updated until a complete fill is received, the pay-up counter expires, and/or an ending time expires for which the pay-up parameters may be implemented.

    Dynamic Slicer Order Scheduling and Analysis Tool
    2.
    发明申请
    Dynamic Slicer Order Scheduling and Analysis Tool 审中-公开
    动态切片机订单调度和分析工具

    公开(公告)号:US20130246241A1

    公开(公告)日:2013-09-19

    申请号:US13737715

    申请日:2013-01-09

    CPC classification number: G06Q40/04

    Abstract: A tool and method for dynamically managing and executing slicer order is disclosed. The tool and method provide a mechanism by which component parts of the slicer order such as the parent order and one or more child orders can be modified while the slicer order is executing according to a slicer plan. Modification of the executing slicer order results in an analysis and recalculation of the slicer plan to accommodate the requested modification(s).

    Abstract translation: 公开了一种用于动态管理和执行切片器顺序的工具和方法。 该工具和方法提供了一种机制,通过该机制,可以根据切片器计划在限制器顺序执行期间修改切片器顺序的组成部分,例如父命令和一个或多个子命令。 执行切片器顺序的修改导致分片和重新计算切片器计划以适应所请求的修改。

    Slicer order quantity reduction tool

    公开(公告)号:US12154172B2

    公开(公告)日:2024-11-26

    申请号:US18303696

    申请日:2023-04-20

    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.

    System and method for active order management in an electronic trading environment

    公开(公告)号:US12154171B2

    公开(公告)日:2024-11-26

    申请号:US18156501

    申请日:2023-01-19

    Abstract: A trade order may be submitted to an electronic exchange and updated, according to pay-up parameter values, in an attempt to receive a complete fill within a period of time. The trade order may comprise an order price and an order quantity when submitted to the electronic exchange. The pay-up parameters may include a pay-up interval, a pay-up amount, a pay-up counter, or a combination thereof. The price of the trade order may continue to be updated after the expiration of pay-up interval in an attempt to receive a complete fill of the trade order. The price of the trade order may be increased or decreased by the pay-up amount. The trade order may continue to be updated until a complete fill is received, the pay-up counter expires, and/or an ending time expires for which the pay-up parameters may be implemented.

    System and method for active order management in an electronic trading environment

    公开(公告)号:US10424018B2

    公开(公告)日:2019-09-24

    申请号:US15416796

    申请日:2017-01-26

    Abstract: A trade order may be submitted to an electronic exchange and updated, according to pay-up parameter values, in an attempt to receive a complete fill within a period of time. The trade order may comprise an order price and an order quantity when submitted to the electronic exchange. The pay-up parameters may include a pay-up interval, a pay-up amount, a pay-up counter, or a combination thereof. The price of the trade order may continue to be updated after the expiration of pay-up interval in an attempt to receive a complete fill of the trade order. The price of the trade order may be increased or decreased by the pay-up amount. The trade order may continue to be updated until a complete fill is received, the pay-up counter expires, and/or an ending time expires for which the pay-up parameters may be implemented.

    In-line FIX packet translator
    6.
    发明授权

    公开(公告)号:US10275830B2

    公开(公告)日:2019-04-30

    申请号:US15792283

    申请日:2017-10-24

    Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

    In-Line FIX Packet Translator
    7.
    发明申请
    In-Line FIX Packet Translator 有权
    在线FIX数据包转换器

    公开(公告)号:US20140189161A1

    公开(公告)日:2014-07-03

    申请号:US13732064

    申请日:2012-12-31

    CPC classification number: G06Q40/04 H04L12/4633 H04L45/74 H04L67/2823

    Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

    Abstract translation: 某些实施例提供了根据交易系统中的FIX协议变体执行消息内容的在线翻译的系统和方法。 示例性方法包括在计算设备处接收根据FIX协议格式化的消息,所述消息包括消息内容和消息包装器,所述消息包装器向所述消息提供所述消息的会话和递送信息。 示例性方法包括执行所接收消息的消息内容的在线转换,以根据预定义的规则集来调整消息内容,而不影响消息包装器(可能的除了消息大小)和消息路由会话。 示例性方法包括基于消息包装来促进消息到目标的路由。

    In-Line FIX Packet Translator
    8.
    发明公开

    公开(公告)号:US20240005405A1

    公开(公告)日:2024-01-04

    申请号:US18470027

    申请日:2023-09-19

    CPC classification number: G06Q40/04 H04L67/565 H04L12/4633 H04L45/74

    Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

    In-Line FIX Packet Translator
    9.
    发明公开

    公开(公告)号:US20230153909A1

    公开(公告)日:2023-05-18

    申请号:US18156197

    申请日:2023-01-18

    CPC classification number: G06Q40/04 H04L67/565 H04L12/4633 H04L45/74

    Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

    In-Line FIX Packet Translator
    10.
    发明申请

    公开(公告)号:US20190213682A1

    公开(公告)日:2019-07-11

    申请号:US16355310

    申请日:2019-03-15

    CPC classification number: G06Q40/04 H04L12/4633 H04L45/74 H04L67/2823

    Abstract: Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.

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