Invention Grant
- Patent Title: Systems and methods for providing real-time pre-trade risk assessment
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Application No.: US17473585Application Date: 2021-09-13
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Publication No.: US11599944B2Publication Date: 2023-03-07
- Inventor: Marcus Perrett , Paul Ellis , Hugh Hughes
- Applicant: Fixnetix Limited
- Applicant Address: GB Aldershot
- Assignee: Fixnetix Limited
- Current Assignee: Fixnetix Limited
- Current Assignee Address: GB Aldershot
- Main IPC: G06Q40/04
- IPC: G06Q40/04

Abstract:
Systems and methods are disclosed that provide real-time pre-trade risk assessments for multiple parties. In one embodiment, a Programmable Logic Device (PLD) may be embedded within an Automated Trading Systems (ATS) architecture by utilizing the Intel socket G or the PCIe interface to provide pre-trade risk functionality. The system may also provide a method for interacting with the ATS DRAM or L1 cache to provide faster access to orders in ATS memory for PLDs. The system may use the Quick Path Interconnect between an embedded processor and a PLD to transfer memory maps. The system may also add additional libraries to an ATS processor to accelerate the transfer or memory maps to a PLD. The system also may use system interrupts to cancel erroneous orders within an ATS processor from a PLD housed within the same physical architecture.
Public/Granted literature
- US20220076336A1 SYSTEMS AND METHODS FOR PROVIDING REAL-TIME PRE-TRADE RISK ASSESSMENT Public/Granted day:2022-03-10
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