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公开(公告)号：US11593881B2
公开(公告)日：2023-02-28
申请号：US17525380
申请日：2021-11-12
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Paul Alan Millhuff , John Paul Scheerer , Neil Andrew Lustyk , Supreet Dhillon , James Allen Bailey , Julie Holzrichter
IPC: G06Q30/00 , G06Q40/04 , G06Q20/10 , G06Q30/0601
Abstract: A computer implemented method for controlling operational states of a hardware matching processor includes monitoring, by a circuit breaker, incoming electronic data transaction request messages to the hardware matching processor; dynamically defining a range of values as a function of values included with electronic data transaction request messages received during a rolling lookback window; detecting that an incoming electronic data transaction request message contains a value outside the range of values; transitioning the electronic data transaction processing system into a pre-open state for a predetermined period, thereby preventing the hardware matching processor from matching incoming electronic data transaction request messages; calculating a pre-open value at an end of the pre-open state; and re-opening the electronic data transaction processing system at the calculated pre-open value, thereby allowing the hardware matching processor to match incoming electronic data transaction request messages.
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公开(公告)号：US20220391984A1
公开(公告)日：2022-12-08
申请号：US17887840
申请日：2022-08-15
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Zachary Bonig , Matthew Morano , Francis Bernard Bakalar , Baris Mestanogullari , James Allen Bailey , Frank Kmiec , Ari L. Studnitzer , Pearce Ian Peck-Walden
Abstract: Systems and methods for controlling use of a credit pool in connection with electronic trading in a plurality of product groups via a set of match engines are described. Credit data indicative of a current magnitude of the credit pool is obtained. A plurality of allocations of the credit pool are determined, based on the credit pool, across the plurality of product groups. For each allocation of the plurality of allocations, allocation data indicative of the allocation is provided to a respective credit controller of a set of credit controllers. The respective credit controller is disposed at a respective match engine to which a respective product group of the plurality of product groups is assigned. The use of the credit pool for an incoming order in a respective product group is thus limited in accordance with the allocation data provided to the credit controller at the respective match engine.
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公开(公告)号：US20220076339A1
公开(公告)日：2022-03-10
申请号：US17525380
申请日：2021-11-12
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Paul Alan Millhuff , John Paul Scheerer , Neil Andrew Lustyk , Supreet Dhillon , James Allen Bailey , Julie Holzrichter
Abstract: A computer implemented method for controlling operational states of a hardware matching processor includes monitoring, by a circuit breaker, incoming electronic data transaction request messages to the hardware matching processor; dynamically defining a range of values as a function of values included with electronic data transaction request messages received during a rolling lookback window; detecting that an incoming electronic data transaction request message contains a value outside the range of values; transitioning the electronic data transaction processing system into a pre-open state for a predetermined period, thereby preventing the hardware matching processor from matching incoming electronic data transaction request messages; calculating a pre-open value at an end of the pre-open state; and re-opening the electronic data transaction processing system at the calculated pre-open value, thereby allowing the hardware matching processor to match incoming electronic data transaction request messages.
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公开(公告)号：US20240013297A1
公开(公告)日：2024-01-11
申请号：US18372172
申请日：2023-09-25
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Paul Alan Millhuff , John Paul Scheerer , Neil Andrew Lustyk , Supreet Dhillon , James Allen Bailey , Julie Holzrichter
IPC: G06Q40/04
CPC classification number: G06Q40/04
Abstract: A computer implemented method for controlling operational states of a hardware matching processor includes monitoring, by a circuit breaker, incoming electronic data transaction request messages to the hardware matching processor; dynamically defining a range of values as a function of values included with electronic data transaction request messages received during a rolling lookback window; detecting that an incoming electronic data transaction request message contains a value outside the range of values; transitioning the electronic data transaction processing system into a pre-open state for a predetermined period, thereby preventing the hardware matching processor from matching incoming electronic data transaction request messages; calculating a pre-open value at an end of the pre-open state; and re-opening the electronic data transaction processing system at the calculated pre-open value, thereby allowing the hardware matching processor to match incoming electronic data transaction request messages.
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公开(公告)号：US20220284513A1
公开(公告)日：2022-09-08
申请号：US17824340
申请日：2022-05-25
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Aditya Arun Kapur , Pearce Ian Peck-Walden , Arkadiusz Koziol , Manmathasivaram Nagarajan , James Allen Bailey , Dileep Chakravarthi Konduru
Abstract: A optimization processor in a data transaction processing system receives an electronic data multiple transaction request message including multiple electronic data transaction requests, and determines whether some of the electronic data transaction requests should be routed through or bypass transaction integrity modules designed to detect and mitigate undesirable object conditions. The optimization processor may also determine whether some of the electronic data transaction requests should be routed through or bypass transaction processing modules designed to match or attempt to match electronic data transaction requests. The optimization processor may, in one embodiment, rely upon previous decisions made by the modules. The optimization processor may also access data structures storing information about a current environment state to determine whether an electronic data transaction request should be routed through the time consuming transaction integrity and transaction processing modules.
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Patent Agency Ranking
公开(公告)号：US11373242B2
公开(公告)日：2022-06-28
申请号：US15637877
申请日：2017-06-29
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Aditya Arun Kapur , Pearce Ian Peck-Walden , Arkadiusz Koziol , Manmathasivaram Nagarajan , James Allen Bailey , Dileep Chakravarthi Konduru
Abstract: A optimization processor in a data transaction processing system receives an electronic data multiple transaction request message including multiple electronic data transaction requests, and determines whether some of the electronic data transaction requests should be routed through or bypass transaction integrity modules designed to detect and mitigate undesirable object conditions. The optimization processor may also determine whether some of the electronic data transaction requests should be routed through or bypass transaction processing modules designed to match or attempt to match electronic data transaction requests. The optimization processor may, in one embodiment, rely upon previous decisions made by the modules. The optimization processor may also access data structures storing information about a current environment state to determine whether an electronic data transaction request should be routed through the time consuming transaction integrity and transaction processing modules.
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公开(公告)号：US20240386493A1
公开(公告)日：2024-11-21
申请号：US18775220
申请日：2024-07-17
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Paul Alan Millhuff , John Paul Scheerer , Neil Andrew Lustyk , Supreet Dhillon , James Allen Bailey , Julie Holzrichter
IPC: G06Q40/04 , G06Q20/10 , G06Q30/0601
Abstract: A computer implemented method for controlling operational states of a hardware matching processor includes monitoring, by a circuit breaker, incoming electronic data transaction request messages to the hardware matching processor; dynamically defining a range of values as a function of values included with electronic data transaction request messages received during a rolling lookback window; detecting that an incoming electronic data transaction request message contains a value outside the range of values; transitioning the electronic data transaction processing system into a pre-open state for a predetermined period, thereby preventing the hardware matching processor from matching incoming electronic data transaction request messages; calculating a pre-open value at an end of the pre-open state; and re-opening the electronic data transaction processing system at the calculated pre-open value, thereby allowing the hardware matching processor to match incoming electronic data transaction request messages.
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公开(公告)号：US12056769B2
公开(公告)日：2024-08-06
申请号：US17887840
申请日：2022-08-15
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Zachary Bonig , Matthew Morano , Francis Bernard Bakalar , Baris Mestanogullari , James Allen Bailey , Frank Kmiec , Ari L. Studnitzer , Pearce Ian Peck-Walden
CPC classification number: G06Q40/04 , G06N20/00 , G06Q40/125
Abstract: Systems and methods for controlling use of a credit pool in connection with electronic trading in a plurality of product groups via a set of match engines are described. Credit data indicative of a current magnitude of the credit pool is obtained. A plurality of allocations of the credit pool are determined, based on the credit pool, across the plurality of product groups. For each allocation of the plurality of allocations, allocation data indicative of the allocation is provided to a respective credit controller of a set of credit controllers. The respective credit controller is disposed at a respective match engine to which a respective product group of the plurality of product groups is assigned. The use of the credit pool for an incoming order in a respective product group is thus limited in accordance with the allocation data provided to the credit controller at the respective match engine.
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公开(公告)号：US20210192616A1
公开(公告)日：2021-06-24
申请号：US16719252
申请日：2019-12-18
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Paul Alan Millhuff , John Paul Scheerer , Neil Andrew Lustyk , Supreet Dhillon , James Allen Bailey , Julie Holzrichter
Abstract: A computer implemented method for controlling operational states of a hardware matching processor includes monitoring, by a circuit breaker, incoming electronic data transaction request messages to the hardware matching processor; dynamically defining a range of values as a function of values included with electronic data transaction request messages received during a rolling lookback window; detecting that an incoming electronic data transaction request message contains a value outside the range of values; transitioning the electronic data transaction processing system into a pre-open state for a predetermined period, thereby preventing the hardware matching processor from matching incoming electronic data transaction request messages; calculating a pre-open value at an end of the pre-open state; and re-opening the electronic data transaction processing system at the calculated pre-open value, thereby allowing the hardware matching processor to match incoming electronic data transaction request messages.
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公开(公告)号：US20190005582A1
公开(公告)日：2019-01-03
申请号：US15637877
申请日：2017-06-29
Applicant: Chicago Mercantile Exchange Inc.
Inventor： Aditya Arun Kapur , Pearce Ian Peck-Walden , Arkadiusz Koziol , Manmathasivaram Nagarajan , James Allen Bailey , Dileep Chakravarthi Konduru
IPC: G06Q40/06
Abstract: A optimization processor in a data transaction processing system receives an electronic data multiple transaction request message including multiple electronic data transaction requests, and determines whether some of the electronic data transaction requests should be routed through or bypass transaction integrity modules designed to detect and mitigate undesirable object conditions. The optimization processor may also determine whether some of the electronic data transaction requests should be routed through or bypass transaction processing modules designed to match or attempt to match electronic data transaction requests. The optimization processor may, in one embodiment, rely upon previous decisions made by the modules. The optimization processor may also access data structures storing information about a current environment state to determine whether an electronic data transaction request should be routed through the time consuming transaction integrity and transaction processing modules.
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