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1. 发明公开

EP4270294A1 LOW LATENCY REGULATION OF DISTRIBUTED TRANSACTION PROCESSING IN ACCORDANCE WITH CENTRALIZED DEMAND-BASED DYNAMICALLY REALLOCATED LIMITS 审中-公开
公开(公告)号：EP4270294A1
公开(公告)日：2023-11-01
申请号：EP23170150.9
申请日：2023-04-26
申请人： Chicago Mercantile Exchange Inc.
发明人： MEROLD, Michael S. , HEDGE, Venkatesh , MORANO, Matthew , BAKALAR, Francis B. , DUGDALE, Brian G. , SINHA, Indira P. , LIBERMAN, Stanislav , SHEVES, Michal , BUCAJ, Mark
IPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems/methods for low latency regulation of distributed, e.g., geographically and/or logically, transaction processing, such as trading of financial instruments, in accordance with centralized demand-based dynamically reallocated post-trade-based limits, e.g., credit/risk limits. In particular, the disclosed embodiments relate to monitoring credit demand across execution venues, as opposed to actual utilization, and, based thereon, modifying execution specific limits to reallocate of portions of a credit/risk allotment, such as a credit/risk limit, to multiple execution venues for use in approving transactions, which may implement order driven and/or quote driven markets, so as to dynamically rebalance the allocations to the execution venues based on demand/need, rather than utilization, thereby avoiding having to mitigate latencies in determining and responding to utilization. In addition, the disclosed embodiments may maximize the total available amount for reallocation by recognizing inter-execution venue limit offsetting positions, i.e., trades, during the rebalancing process.

2. 发明公开

EP4232987A1 HIGH EFFICIENCY INTER-PORTFOLIO OPTIMIZER 审中-公开
公开(公告)号：EP4232987A1
公开(公告)日：2023-08-30
申请号：EP21810476.8
申请日：2021-10-19
申请人： Chicago Mercantile Exchange Inc.
发明人： LOPATIN, Andrey , YIN, Jingbin , SHAH, Jalpan
IPC分类号： G06Q40/04

3. 发明公开

EP3840337A1 DATA OBJECT COMPRESSION AND REDUCTION 审中-公开
公开(公告)号：EP3840337A1
公开(公告)日：2021-06-23
申请号：EP20214954.8
申请日：2020-12-17
申请人： Chicago Mercantile Exchange Inc.
发明人： PALM, Peter Mattias , HERMODSSON, Jesper Lars Wilhelm , DAHLIN, Sven Marcus , THORNBERG, Carl Erik
IPC分类号： H04L29/08
摘要： A system for data object compression and reduction includes a processor, a memory coupled with the processor, and first through fifth logic stored in the memory and executable by the processor to cause the processor to obtain a set of data objects from a plurality of data sources, each data object of the set of data objects specifying a data object type, a size, a polarity, and identification data, to obtain optimization constraint data for each data source of the plurality of data sources, to identify those data objects of the plurality of data objects for which the identification data matches, to implement, in accordance with the obtained optimization constraint data, an optimization procedure configured to determine an optimal set of adjustments to the set of data objects that maximizes reduction of both a data set aggregate magnitude and a data link composite magnitude for at least one pair of the plurality of data sources, the optimal set of adjustments including an offset of multiple data objects of the identified data objects of same data object type and opposite polarity, and to store data indicative of the optimal set of adjustments to the set of data objects. The data set aggregate magnitude is indicative of a sum of the size of each data object of the set of data objects, and the data link composite magnitude is indicative of a sum of the sizes of those data objects of the set of data objects linked to the pair of data sources.

4. 发明公开

EP3813004A1 CLIENT SPECIFIC DATA DISTRIBUTION 审中-公开
公开(公告)号：EP3813004A1
公开(公告)日：2021-04-28
申请号：EP20203281.9
申请日：2020-10-22
申请人： Chicago Mercantile Exchange Inc. , NEX Services Limited
发明人： SONI, Priteshkumar , MATTHEWS, Joshua , ATKINSON, Alexis
IPC分类号： G06Q40/04
摘要： Systems and methods are provided for managing electronic messages to ensure fair and equitable distribution of information. Two electronic messages are generated by an electronic trading system. A first message includes relevant details of a change of state in an electronic order book due to a received order from a participant. The second message only includes an order identifier corresponding to the first message. The first message is multicast to all market participants. The second message is privately transmitted only to market participants that may access or act upon the received order as a result of a prior relationship with the participant that submitted the received order. After receiving both messages, market participants that may access or act upon the received order may screen an entire order book so that they may identify which orders in the market are available for that market participant to access or act upon.

5. 发明公开

EP3712835A1 RANGE-LIMITED DATA OBJECT LINKING AND EQUIVALENCE 审中-公开
公开(公告)号：EP3712835A1
公开(公告)日：2020-09-23
申请号：EP20163898.8
申请日：2020-03-18
申请人： Chicago Mercantile Exchange Inc.
发明人： JOHNSON, OWAIN JAMES , McHICH, ADILA
IPC分类号： G06Q40/04 , G06Q40/00
摘要： A method for data object linking and equivalence includes collecting a plurality of data objects, each data object having a respective quantity falling within a predetermined range of acceptable data object quantities, implementing an optimization procedure to link pairs of opposing data objects of the plurality of data objects with one another, the optimization procedure having a constraint that the respective quantities of each pair of opposing data objects fall within a predetermined offset magnitude of one another, determining, for each linked pair, an offset amount for the linked pair of opposing data objects, and applying, for each linked pair, the offset amount to a record associated with one of the linked pair of opposing data objects to attain equivalence of the linked pair of opposing data objects.

6. 发明公开

EP3671616A1 MESSAGE ELIMINATION IN MULTI-MODEL RISK CORRELATION SYSTEM 审中-公开
公开(公告)号：EP3671616A1
公开(公告)日：2020-06-24
申请号：EP19217371.4
申请日：2019-12-18
申请人： Chicago Mercantile Exchange Inc.
发明人： HUCHEDE, Florian , HAYES, Robert , GORY, Adboulaye , NICOLAY, David Henri
IPC分类号： G06Q40/06
摘要： A computer implemented method for cross asset correlation includes receiving, by a processor, portfolio data for a plurality of portfolios, determining, by the processor, a single portfolio performance vector for each of the plurality of portfolios based on a portfolio specific model, determining, by the processor, a joint portfolio performance vector for the plurality of portfolios based on portfolio specific models, determining, by the processor, for each portfolio, a portfolio specific scalar based on the single portfolio performance vector and the joint portfolio performance vector; and modifying, by the processor, a portfolio risk based on the portfolio specific model and the portfolio specific scalar.

7. 发明公开

EP3596690A1 DATA COMPRESSION OF ELECTRONIC DATA TRANSACTION REQUEST MESSAGES 审中-公开
公开(公告)号：EP3596690A1
公开(公告)日：2020-01-22
申请号：EP18717147.5
申请日：2018-03-12
申请人： Chicago Mercantile Exchange Inc.
发明人： ACUNA-ROHTER, Jose Antonio , STUDNITZER, Ari , KAVANAGH, Kyle , PECK-WALDEN, Pearce , SCHULDT, Eric
IPC分类号： G06Q40/04

8. 发明公开

EP3567541A1 ENFORCEMENT OF LATENCY DETERMINISM ACROSS A COMPUTER NETWORK 审中-公开
公开(公告)号：EP3567541A1
公开(公告)日：2019-11-13
申请号：EP19173381.5
申请日：2019-05-08
申请人： Chicago Mercantile Exchange Inc.
发明人： BONIG, Zachary , LARIVIERE, David Alan , VASUDEVAN, Suchith , BOURN, Brian Alvin
IPC分类号： G06Q40/02 , G06Q40/04
摘要： The disclosed embodiments relate to implementation of a transaction processing system having improved equity among the communications paths between the ingress/egress points of the trading system network, where electronic data transaction messages originated from, or are destined, for different sources/destinations, effectively enter or exit the trading system, to/from the transaction processing component thereof, i.e., the match engine, market data feed generator, where those messages are ultimately processed and outbound messages reflective thereof are generated. The disclosed embodiments attempt to compensate for variances in latencies as between different network communications routes between the electronic ingress/egress points of the electronic trading system and the internal processing components which implement the functions of the trading system.

9. 发明公开

EP3507758A1 MESSAGE PATTERN DETECTION AND PROCESSING SUSPENSION 审中-公开
公开(公告)号：EP3507758A1
公开(公告)日：2019-07-10
申请号：EP17737105.1
申请日：2017-06-21
申请人： Chicago Mercantile Exchange, Inc.
发明人： MILLHUFF, Paul , LUSTYK, Neil , SCHEERER, John , BAILEY, James , DHILLON, Supreet
IPC分类号： G06Q40/04

10. 发明公开

EP3467660A2 DYNAMIC TRACER MESSAGE LOGGING BASED ON BOTTLENECK DETECTION 审中-公开
公开(公告)号：EP3467660A2
公开(公告)日：2019-04-10
申请号：EP18198441.0
申请日：2018-10-03
申请人： Chicago Mercantile Exchange, Inc.
发明人： KAVANAGH, Kyle Dennis , ACUNA-ROTHER, José Antonio , WONG, David Michael
IPC分类号： G06F11/34
摘要： A monitoring system monitors processing of incoming messages by an application, and logs data related to performance of the application. The application includes a plurality of checkpoints, and the monitoring system logs data upon each message traversing the checkpoints in the application. The monitoring system is configured to dynamically modify checkpoints within the application based on latency detection of portions of the application, resulting in improved granularity/resolution of the data collected from congested portions of the application, and reducing the performance penalty of the monitoring system from portions of the application that are not congested.

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