公开(公告)号：US20210125279A1

公开(公告)日：2021-04-29

申请号：US17121368

申请日：2020-12-14

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard Baker ,  Andrew Gottemoller ,  Filip Fracz

IPC: G06Q40/04

Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

公开(公告)号：US11861701B2

公开(公告)日：2024-01-02

申请号：US17121368

申请日：2020-12-14

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard Baker ,  Andrew Gottemoller ,  Filip Fracz

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

公开(公告)号：US10896464B2

公开(公告)日：2021-01-19

申请号：US14852877

申请日：2015-09-14

Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.

Inventor： William Tigard Baker ,  Andrew Gottemoller ,  Filip Fracz

IPC: G06Q40/00 ,  G06Q40/04

Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

公开(公告)号：US12282961B2

公开(公告)日：2025-04-22

申请号：US18511402

申请日：2023-11-16

Applicant: Trading Technologies International, Inc.

Inventor： William Tigard Baker ,  Andrew Gottemoller ,  Filip Fracz

IPC: G06Q40/04

Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity.

公开(公告)号：US20240095825A1

公开(公告)日：2024-03-21

申请号：US18511402

申请日：2023-11-16

Applicant: Trading Technologies International, Inc.

Inventor： William Tigard Baker ,  Andrew Gottemoller ,  Filip Francz

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity.

公开(公告)号：US20180342011A1

公开(公告)日：2018-11-29

申请号：US16052071

申请日：2018-08-01

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Gottemoller ,  Patricia A. Messina

IPC: G06Q40/04

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradeable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

公开(公告)号：US10068290B2

公开(公告)日：2018-09-04

申请号：US13664164

申请日：2012-10-30

Applicant: Trading Technologies International, Inc.

Inventor： Andrew Gottemoller ,  Patricia A. Messina

IPC: G06Q40/04

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

公开(公告)号：US20140122314A1

公开(公告)日：2014-05-01

申请号：US13664164

申请日：2012-10-30

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Andrew Gottemoller ,  Patricia A. Messina

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradeable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

Abstract translation: 披露了稳定报价数量的确定。 示例性方法包括基于与交易策略的可交易对象相关联的分配来设置交易策略的报价数量; 基于分布来定义具有第一和第二边界的范围; 根据分布的变化更新第一个跟踪值; 并且响应于第一跟踪值落在范围之外来改变报价量。