公开(公告)号：US20220156831A1

公开(公告)日：2022-05-19

申请号：US17552105

申请日：2021-12-15

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Pearce Peck-Walden ,  Rosa Frenkel ,  José Antonio Acuña-Rohter ,  Pritesh Soni ,  Dileep Konduru ,  Melissa Jenner ,  Frederic Malabre

IPC: G06Q40/04 ,  G06Q30/02

Abstract: Systems and methods are provided for an electronic match engine of an exchange that distributes a minimum data set to an external market data generation (MDG) processor. The electronic match engine derives a minimum data set from data already known to the electronic match engine. The MDG processor, which may be outside of the electronic match engine, may extract the minimum data set and uses it to generate market data. The electronic match engine may append the minimum data set to an order entry message sent to the MDG processor.

公开(公告)号：US20170053349A1

公开(公告)日：2017-02-23

申请号：US14830166

申请日：2015-08-19

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Pearce Peck-Walden ,  Rosa Frenkel ,  José Antonio Acuña-Rohter ,  Pritesh Soni ,  Dileep Konduru ,  Melissa Jenner ,  Frederic Malabre

IPC: G06Q40/04 ,  G06Q30/02

CPC classification number: G06Q40/04 ,  G06Q30/0201

Abstract: Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.

Abstract translation: 提供了一种用于交换机的优化电子匹配引擎的系统和方法，其将最小数据集分发到外部市场数据生成（MDG）处理器。 优化的电子匹配引擎从优化的电子匹配引擎已知的数据中导出最小数据集。 MDG处理器可以提取最小数据集，并使用它来生成优化的电子匹配引擎外的市场数据。 在一些示例中，从优化的电子匹配引擎发送的订单输入（OE）消息可以以简单的二进制编码（SBE）格式附加最小数据集。

公开(公告)号：US11238533B2

公开(公告)日：2022-02-01

申请号：US14830166

申请日：2015-08-19

Applicant: Chicago Mercantile Exchange Inc.

Inventor： Pearce Peck-Walden ,  Rosa Frenkel ,  José Antonio Acuña-Rohter ,  Pritesh Soni ,  Dileep Konduru ,  Melissa Jenner ,  Frederic Malabre

IPC: G06Q40/04 ,  G06Q30/02

Abstract: Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.