公开(公告)号：WO2010042317A1

公开(公告)日：2010-04-15

申请号：PCT/US2009/057986

申请日：2009-09-23

Applicant: CHICAGO MERCANTILE EXCHANGE INC. ,  CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

Inventor： CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q40/00 ,  G06Q40/06

Abstract: A method of order allocation, including the steps of receiving an incoming order, establishing a quantity cap related to a quantity of lots and if the plurality of lots associated with the received at least one order is less than or equal to the quantity cap, designating at least a portion of the plurality of lots as a priority portion, allocating the priority portion with a first allocation algorithm, and allocating any remaining portions with a second allocation algorithms, utilizing algorithms such as FIFO and pro-rata algorithms

Abstract translation: 一种订单分配的方法，包括接收进入订单的步骤，建立与批量相关的数量上限，以及如果与接收到的至少一个订单相关联的多个批次小于或等于数量上限，则指定 将所述多个批中的至少一部分作为优先部分，利用第一分配算法分配优先级部分，并且利用诸如FIFO和比例算法的算法来分配具有第二分配算法的任何剩余部分

公开(公告)号：WO2010042368A1

公开(公告)日：2010-04-15

申请号：PCT/US2009/059067

申请日：2009-09-30

Applicant: CHICAGO MERCANTILE EXCHANGE INC. ,  CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

Inventor： CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A method of order allocation is disclosed. The method includes receiving an incoming order, establishing an inner market representing a first portion of an order book which may be defined as a function of an inner market parameter, designating the first portion of the order book as a priority and allocating the first portion of the received incoming order based on the priority, establishing an outer market that represents a second portion of the order book that includes the remainder of the order book not represented by the inner market of the order book, assigning the received incoming order to one of the inner or outer markets as a function of the inner market parameter, allocating a first portion of the incoming order to the inner market utilizing a first-in, first-out (FIFO) algorithm, and allocating a second portion, in excess of the first portion, of the incoming order to the outer market using a pro-rata algorithm.

Abstract translation: 公开了一种订单分配的方法。 该方法包括接收进入订单，建立表示可以被定义为内部市场参数的函数的订单的第一部分的内部市场，指定订单的第一部分作为优先级，并且分配第一部分 基于优先级接收到的进入订单，建立代表订单簿的第二部分的外部市场，该第二部分包括没有由订单簿的内部市场表示的订单的剩余部分，将接收的进入订单分配给 内部或外部市场作为内部市场参数的函数，使用先进先出（FIFO）算法将输入订单的第一部分分配给内部市场，并且分配超过第一部分的第一部分 输入订单的部分，使用比例算法到外部市场。

公开(公告)号：WO2006047627A3

公开(公告)日：2007-08-23

申请号：PCT/US2005038648

申请日：2005-10-25

Applicant: TRADE OF THE CITY OF CHICAGO I ,  DURKIN BRYAN T ,  MCCABE THOMAS G ,  BENNETT JAMES G ,  COLLINS DENNIS M ,  KEMP MELISSA H ,  LYNCH ANITA OLIVIA ,  OWENS JACQUELINE B ,  RATNER LAURENCE M ,  ROONEY MARY BETH E

Inventor： DURKIN BRYAN T ,  MCCABE THOMAS G ,  BENNETT JAMES G ,  COLLINS DENNIS M ,  KEMP MELISSA H ,  LYNCH ANITA OLIVIA ,  OWENS JACQUELINE B ,  RATNER LAURENCE M ,  ROONEY MARY BETH E

IPC: G06Q40/00

CPC classification number: G06Q30/06 ,  G06Q40/04

Abstract: A system and method that provides a message engine to facilitate intra-day receiving of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction; sending a message to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing; and monitoring a message queue for a response and sending a message to at least one of the parties based on the response.

Abstract translation: 一种系统和方法，其提供消息引擎以代表所述交易交易的一方促进日内相对于所述交易交易接收第一数据，其中所述第一数据包括识别所述交易的对方的代码; 在交易结束前提交交易交易之前，向指定的对方发送消息; 以及监视用于响应的消息队列，并且基于所述响应向至少一方发送消息。

公开(公告)号：WO2006047624A2

公开(公告)日：2006-05-04

申请号：PCT/US2005038645

申请日：2005-10-25

Applicant: TRADE OF THE CITY OF CHICAGO I ,  DURKIN BRYAN T ,  MCCABE THOMAS G ,  BENNETT JAMES G ,  COLLINS DENNIS M ,  KEMP MELISSA H ,  LYNCH ANITA OLIVIA ,  OWENS JACQUELINE B ,  RATNER LAURENCE M ,  ROONEY MARY BETH E

Inventor： DURKIN BRYAN T ,  MCCABE THOMAS G ,  BENNETT JAMES G ,  COLLINS DENNIS M ,  KEMP MELISSA H ,  LYNCH ANITA OLIVIA ,  OWENS JACQUELINE B ,  RATNER LAURENCE M ,  ROONEY MARY BETH E

IPC: G06Q40/00

CPC classification number: G06Q30/06 ,  G06Q40/04

Abstract: A system and method that provides intra-day confirmation of non-anonymous trade transactions made at an exchange includes the entry into a computer system of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction. A message is sent to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing. The trade transaction is matched to second data relative to the trade transaction entered into the system based on identity between certain elements of the first data and the second data, and a confirmation is sent to at least one of the parties to the trade transaction.

Abstract translation: 提供在交易所进行的非匿名交易交易的日内确认的系统和方法包括代表交易交易的一方进入计算机系统的第一数据相对于交易交易，其中第一数据包括 识别交易对方的代码。 在提交交易交易之前，在结束清算之前，向指定的对方发送消息。 交易交易与根据第一数据的某些元素与第二数据之间的身份相对于输入到系统的交易交易的第二数据相匹配，并且向交易交易的至少一方发送确认。

公开(公告)号：WO2010042322A1

公开(公告)日：2010-04-15

申请号：PCT/US2009/058181

申请日：2009-09-24

Applicant: CHICAGO MERCANTILE EXCHANGE INC. ,  CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

Inventor： CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A method of order allocation is disclosed. The method includes receiving an incoming order, establishing an inner market representing a first portion of an order book which may be defined as a function of an inner market parameter, designating the first portion of the order book as a priority and allocating the first portion of the received incoming order based on the priority, establishing an outer market that represents a second portion of the order book that includes the remainder of the order book not represented by the inner market of the order book, assigning the received incoming order to one of the inner or outer markets as a function of the inner market parameter, allocating a first portion of the incoming order to the inner market utilizing a first-in, first-out (FIFO) algorithm, and allocating a second portion, in excess of the first portion, of the incoming order to the outer market using a pro-rata algorithm.

Abstract translation: 公开了一种订单分配的方法。 该方法包括接收进入订单，建立表示可以被定义为内部市场参数的函数的订单的第一部分的内部市场，指定订单的第一部分作为优先级，并且分配第一部分 基于优先级接收到的进入订单，建立代表订单簿的第二部分的外部市场，该第二部分包括没有由订单簿的内部市场表示的订单的剩余部分，将接收的进入订单分配给 内部或外部市场作为内部市场参数的函数，使用先进先出（FIFO）算法将输入订单的第一部分分配给内部市场，并且分配超过第一部分的第一部分 输入订单的部分，使用比例算法到外部市场。

公开(公告)号：WO2008121230A1

公开(公告)日：2008-10-09

申请号：PCT/US2008/003538

申请日：2008-03-18

Applicant: BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ,  CZUPEK, Andrew ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan ,  MATHE, Troy, C.

Inventor： CZUPEK, Andrew ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan ,  MATHE, Troy, C.

IPC: G06Q30/00

CPC classification number: G06Q10/00 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q99/00

Abstract: A method of allocating a quantity of an incoming order for a product develops a value that indicates a portion of the incoming order this is to be allocated using a FIFO algorithm and allocates a first portion of the incoming order to standing orders using the FIFO algorithm. The method further allocates a second portion of the incoming order to standing orders using a pro-rata algorithm, wherein the step of allocating the second portion leaves a remaining quantity of the incoming order. In addition, the method allocates the remaining portion to the standing orders using a FIFO algorithm.

Abstract translation: 为产品分配输入订单的数量的方法产生指示使用FIFO算法分配的输入订单的一部分的值，并且使用FIFO算法将入站订单的第一部分分配给常规订单。 该方法使用比例算法进一步分配入站次序的第二部分，其中分配第二部分的步骤留下了进入订单的剩余数量。 此外，该方法使用FIFO算法将剩余部分分配给常规命令。

公开(公告)号：WO2006047627A2

公开(公告)日：2006-05-04

申请号：PCT/US2005/038648

申请日：2005-10-25

Applicant: BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ,  DURKIN, Bryan, T. ,  McCABE, Thomas, G. ,  BENNETT, James, G. ,  COLLINS, Dennis, M. ,  KEMP, Melissa, H. ,  LYNCH, Anita, Olivia ,  OWENS, Jacqueline, B. ,  RATNER, Laurence, M. ,  ROONEY, Mary, Beth, E.

Inventor： DURKIN, Bryan, T. ,  McCABE, Thomas, G. ,  BENNETT, James, G. ,  COLLINS, Dennis, M. ,  KEMP, Melissa, H. ,  LYNCH, Anita, Olivia ,  OWENS, Jacqueline, B. ,  RATNER, Laurence, M. ,  ROONEY, Mary, Beth, E.

IPC: G06Q40/00

CPC classification number: G06Q30/06 ,  G06Q40/04

Abstract: A system and method that provides a message engine to facilitate intra-day receiving of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction; sending a message to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing; and monitoring a message queue for a response and sending a message to at least one of the parties based on the response.

Abstract translation: 一种系统和方法，其提供消息引擎以代表所述交易交易的一方促进日内相对于所述交易交易接收第一数据，其中所述第一数据包括识别所述交易的对方的代码; 在交易结束前提交交易交易之前，向指定的对方发送消息; 以及监视用于响应的消息队列，并且基于所述响应向至少一方发送消息。

公开(公告)号：WO2010042357A1

公开(公告)日：2010-04-15

申请号：PCT/US2009/058926

申请日：2009-09-30

Applicant: CHICAGO MERCANTILE EXCHANGE INC. ,  CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

Inventor： CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

IPC: G06Q40/00

CPC classification number: G06Q10/087 ,  G06Q40/04

Abstract: A method of order allocation is disclosed. The method includes receiving an incoming order, establishing an inner market representing a first portion of an order book which may be defined as a function of an inner market parameter, designating the first portion of the order book as a priority and allocating the first portion of the received incoming order based on the priority, establishing an outer market that represents a second portion of the order book that includes the remainder of the order book not represented by the inner market of the order book, assigning the received incoming order to one of the inner or outer markets as a function of the inner market parameter, allocating a first portion of the incoming order to the inner market utilizing a first-in, first-out (FIFO) algorithm, and allocating a second portion, in excess of the first portion, of the incoming order to the outer market using a pro-rata algorithm.

Abstract translation: 公开了一种订单分配的方法。 该方法包括接收进入订单，建立表示可以被定义为内部市场参数的函数的订单的第一部分的内部市场，指定订单的第一部分作为优先级，并且分配第一部分 基于优先级接收到的进入订单，建立代表订单的第二部分的外部市场，该第二部分包括没有由订单簿的内部市场表示的订单的剩余部分，将接收的进入订单分配给 作为内部市场参数的函数的内部或外部市场，使用先进先出（FIFO）算法将输入订单的第一部分分配给内部市场，并且分配超过第一部分的第一部分 输入订单的部分，使用比例算法到外部市场。

公开(公告)号：WO2010042324A1

公开(公告)日：2010-04-15

申请号：PCT/US2009/058187

申请日：2009-09-24

Applicant: CHICAGO MERCANTILE EXCHANGE INC. ,  CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

Inventor： CZUPEK, Andrew, P. ,  DURKIN, Bryan, T. ,  MCCABE, Thomas, G. ,  WOLF, Brian, M. ,  CUBA, Donald, M. ,  KRONSTEIN, Jonathan, G. ,  KANE, Troy, C.

IPC: G06Q40/00

CPC classification number: G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: A method of order allocation, including the steps of receiving an incoming order, establishing an inner market representing a first portion of an order which may be defined as a function of an inner market parameter, designating the first portion of the order as a priority, allocating the first portion of the received incoming order based on the priority, establishing an outer market that represents a second portion of the order that includes the remainder of the order not represented by the inner market of the order book, assigning the received incoming order to one of the inner or outer markets as a function of the inner market parameter, allocating a first portion of the incoming order to the inner market utilizing a FIFO algorithm, and allocating a second portion, in excess of the first portion, of the incoming order to the outer market using a pro-rata algorithm

Abstract translation: 一种订单分配的方法，包括接收进入订单的步骤，建立表示可以被定义为内部市场参数的函数的订单的第一部分的内部市场，将订单的第一部分指定为优先级， 基于优先级分配接收到的进入订单的第一部分，建立代表订单的第二部分的外部市场，该第二部分包括订单的内部市场未表示的订单的其余部分，将接收到的进入订单分配给 作为内部市场参数的函数的内部或外部市场之一，使用FIFO算法将输入订单的第一部分分配给内部市场，以及分配超过第一部分的输入订单的第二部分 使用比例算法对外部市场

公开(公告)号：WO2006047624A3

公开(公告)日：2006-05-04

申请号：PCT/US2005/038645

申请日：2005-10-25

Applicant: BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ,  DURKIN, Bryan, T. ,  McCABE, Thomas, G. ,  BENNETT, James, G. ,  COLLINS, Dennis, M. ,  KEMP, Melissa, H. ,  LYNCH, Anita, Olivia ,  OWENS, Jacqueline, B. ,  RATNER, Laurence, M. ,  ROONEY, Mary, Beth, E.

Inventor： DURKIN, Bryan, T. ,  McCABE, Thomas, G. ,  BENNETT, James, G. ,  COLLINS, Dennis, M. ,  KEMP, Melissa, H. ,  LYNCH, Anita, Olivia ,  OWENS, Jacqueline, B. ,  RATNER, Laurence, M. ,  ROONEY, Mary, Beth, E.

IPC: G06Q40/00

Abstract: A system and method that provides intra-day confirmation of non-anonymous trade transactions made at an exchange includes the entry into a computer system of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction. A message is sent to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing. The trade transaction is matched to second data relative to the trade transaction entered into the system based on identity between certain elements of the first data and the second data, and a confirmation is sent to at least one of the parties to the trade transaction.