Real Time Touch



new TOP 200 Companies filing patents this week

new Companies with the Most Patent Filings (2010+)




Real Time Touch

Similar
Filing Names

Chicago Mercantile Exchange Inc
Chicago Mercantile Exchange Inc_20100121
Chicago Mercantile Exchange Inc_20131212

Chicago Mercantile Exchange Inc patents


Recent patent applications related to Chicago Mercantile Exchange Inc. Chicago Mercantile Exchange Inc is listed as an Agent/Assignee. Note: Chicago Mercantile Exchange Inc may have other listings under different names/spellings. We're not affiliated with Chicago Mercantile Exchange Inc, we're just tracking patents.

ARCHIVE: New 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 | Company Directory "C" | Chicago Mercantile Exchange Inc-related inventors


Data pre-processing and searching systems

Systems and methods for pre-processing data to facilitate efficient and accurate machine learning are provided. The data may include market data. The pre-processing may include partitioning the data into windows assigning categories to windows generate a series of vectors.... Chicago Mercantile Exchange Inc

Derivative contracts that settle based on transaction data

The disclosed systems and methods make derivatives contracts based on an underlying virtual currency available for trading. Certain derivatives contracts have a settlement value based on the transaction fees associated with recording and/or performing transactions for the selected virtual currency. The contracts can be used, for example, by virtual currency... Chicago Mercantile Exchange Inc

Dynamic valuation system using object relationships and composite object data

The disclosed embodiments relate to systems and methods for generating an optimal solution for determining a value for one or more base data objects. A plurality of solutions include one or more composite data objects transacted by a transaction system processor. The composite data objects include the one or more... Chicago Mercantile Exchange Inc

Data payment and authentication via a shared data structure

The disclosed embodiments relate generally to complex data stream control and entitlement. Specifically, the disclosed embodiments provide systems and methods for ensuring that only authenticated/verified participants receive data streams. A third party, e.g., a party other than the data provider or the data recipient, who is nevertheless associated with both... Chicago Mercantile Exchange Inc

Systems and methods for consolidating multiple feed data

The disclosed embodiments relate generally to efficient data transmission and receipt. Specifically, the disclosed embodiments provide systems and methods for selectively combining multiple, disparate message types and transmitting same via one data feed. A consolidation system determines whether data resulting from an event can be combined or merged based on... Chicago Mercantile Exchange Inc

Bilateral assertion model and ledger implementation thereof

A computer implemented method for implementing a real time reconciling shared data structure is disclosed. The shared data structure may be stored in a memory, and a portion of the shared data structure may be coupled with a processor. The computer implemented method may be used for interacting with the... Chicago Mercantile Exchange Inc

Detection and mitigation of effects of high velocity value changes based upon match event outcomes

A processing module may be centralized and coupled to multiple inputs from customers, and behave deterministically, e.g., programmed to depend on state, inputs and outputs. The rapid speed of automated trading systems implementing such a centralized, deterministic module, where all users can access a central limit order object, can quickly... Chicago Mercantile Exchange Inc

Multi-path routing system including an integrity mechanism

A routing system rapidly determines whether messages received by a data transaction processing system related to data objects in a computing system should be routed through or bypass integrity modules designed to detect and mitigate undesirable object conditions. The routing system may, in one embodiment, rely upon previous decisions made... Chicago Mercantile Exchange Inc

Bilateral assertion model and ledger implementation thereof

A computer implemented method for implementing a real time reconciling shared data structure is disclosed. The shared data structure may be stored in a memory, and a portion of the shared data structure may be coupled with a processor. The computer implemented method may be used for interacting with the... Chicago Mercantile Exchange Inc

Exchange feed for trade reporting having reduced redundancy

The disclosed embodiments relate to communication of financial messages from an Exchange to market participants whereby messages, or at least a portion of the content thereof, indicative of changes in the market, due to one or more trades between two or more market participants, are structured so as to reduce... Chicago Mercantile Exchange Inc

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and... Chicago Mercantile Exchange Inc

Efficient pricing system with product interdependencies

Systems and methods are provided for efficiently determining prices of futures, spreads and swaps by considering product interdependencies. The disclosed systems and methods use interpolation, extrapolation and backward propagation to produce accurate results.... Chicago Mercantile Exchange Inc

Systems and methods for reducing data lookups within a set of queues

A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the... Chicago Mercantile Exchange Inc

Systems and methods for controlling electronic data transaction request messages for correlated objects having values deviating outside of a dynamic range

A method for halting, e.g., automatically, processing of electronic data transaction request messages having values outside of a range for a data object in a data transaction processing system includes: receiving, by a processor, a first electronic data transaction request message to perform a transaction on a first data object;... Chicago Mercantile Exchange Inc

Distribution of market data

Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data... Chicago Mercantile Exchange Inc

Computer methodology providing as-of-day volatility surface construction for pricing

A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology,... Chicago Mercantile Exchange Inc

Deterministic and efficient message packet management

Methods, devices, and systems for facilitation of deterministic management of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves an electronic message packet from the network, determining data indicative of order the electronic message packet was received... Chicago Mercantile Exchange Inc

Systems and methods for iterative optimization of related objects

A computer implemented method for assigning values to objects includes receiving a plurality of values for each of a plurality of base objects including a first and second base object; receiving a plurality of values for a first composite object associated with the first and second base objects; generating and... Chicago Mercantile Exchange Inc

Futures margin modeling system

A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records... Chicago Mercantile Exchange Inc

Order risk management for derivative products

Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade,... Chicago Mercantile Exchange Inc

Execution of co-dependent transactions in a transaction processing system

Systems and methods are disclosed for ensuring execution of multiple inter-dependent transactions in an electronic data transaction processing system in which a plurality of data items are transacted by one or more hardware matching processors associated therewith that match a combined electronic data transaction request comprising a conditional execution instruction... Chicago Mercantile Exchange Inc

Controlling implied markets during a stop loss trigger

A system mitigates the effects of a market spike caused by the triggering and the election of a conditional order in an automated matching system. Conditional orders submitted to a trading engine are evaluated to compare a price of an order to a predetermined price range. Matching of the orders... Chicago Mercantile Exchange Inc

Dynamic market data filtering

Networks, systems and methods for dynamically filtering market data are disclosed. Streams of market data may be buffered or stored in a queue when inbound rates exceed distribution or publication limitations. Inclusive messages in the queue may be removed, replaced or aggregated, reducing the number of messages to be published... Chicago Mercantile Exchange Inc

Liquidation cost calculation

A set of estimated allocations Nest(X1) through Nest(Xk) of portfolio positions to products X1 through Xk may be determined, with products X1 through Xk including portfolio products and spread-traded products based on some of the portfolio products. Utilizing the set of estimated allocations, an optimized liquidation cost LCopt may be... Chicago Mercantile Exchange Inc

Clustered fault tolerance systems and methods using load-based failover

A computer implemented method for providing fault tolerance to a plurality of instances in a system including a plurality of surviving instances includes: determining, for each of the surviving instances, an aggregate load by: retrieving a job load of each job assigned to the respective surviving instance; and summing the... Chicago Mercantile Exchange Inc

System for physically delivering virtual currencies

Systems and methods are disclosed for settling futures contracts that are based on virtual currencies. A clearing counter-party operates a clearing counter-party computer that may oversee physical delivery of virtual currency between a buyer and seller. The clearing counter-party computer does not take possession of the virtual currency and monitors... Chicago Mercantile Exchange Inc

Systems and methods for calculating a latency of a transaction processing system

A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating... Chicago Mercantile Exchange Inc

Derivative contracts that settle based on a virtual currency difficulty factor or an index of virtual currency generation yield

The disclosed systems and methods make derivatives contracts based on an underlying virtual currency available for trading. Certain derivatives contracts have a settlement value based on the difficulty factor associated with generating the selected virtual currency. Other disclosed derivatives contracts have a settlement value based on the expected yield that... Chicago Mercantile Exchange Inc

Multi-modal trade execution with smart order routing

The disclosed embodiments relate to systems and methods for matching orders for a financial product. A first order for a financial product is received. The first order includes a preference for a first order book. An order processer selects a first hardware match processor based on the preference. A first... Chicago Mercantile Exchange Inc

Central limit order book automatic triangulation system

The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying... Chicago Mercantile Exchange Inc

Virtual payment processing system

A system, apparatus, and method for resolving a data transaction is provided in which a data transaction request and a counter data transaction request are received asynchronously in time by a data transaction processing system. A data transaction request includes data indicative of the data transaction and a transaction identifier... Chicago Mercantile Exchange Inc

Virtual payment processing system

A system, apparatus, and method for resolving a data transaction is provided in which data transactions are resolved by a hardware matching processor that identifies data transaction requests received from client devices over a data communication network, matches incoming transaction requests with previously received transaction requests, and, based thereon, transmits... Chicago Mercantile Exchange Inc

Margin requirements for multi-currency cds portfolios

A computer system may calculate margin component values for a multi-currency credit default swap (CDS) portfolio. The portfolio may include a portion having positions corresponding to CDSs denominated in a first currency and a portion having positions corresponding to CDSs denominated in a second currency. Some of the calculated margin... Chicago Mercantile Exchange Inc

Margin requirement based on intrinsic value of index cds

A computer system may access data describing positions in a portfolio. The portfolio positions may include a position in an index credit default swap corresponding to K separate credit entities. The computer system may calculate at least one margin component based on intrinsic values of the index credit default swap... Chicago Mercantile Exchange Inc

Guarantee fund calculation with allocation for self-referencing risk

Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.... Chicago Mercantile Exchange Inc

02/23/17 / #20170053349

Optimized electronic match engine with external generation of market data using a minimum data set

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.... Chicago Mercantile Exchange Inc

02/16/17 / #20170046783

Mitigation of latency disparity in a transaction processing system

Systems and methods are disclosed which match or otherwise allocate an incoming transaction with previously received but not yet fully satisfied transactions counter thereto as well as to mitigation of disparities in latencies between the client devices of the market participants and the electronic data transaction processing system which may... Chicago Mercantile Exchange Inc

02/09/17 / #20170039651

Dataset intersection determination

An item is determined to exist in a dataset by arranging the dataset into a plurality of subsets, each bounded by the minimum amount of memory that may be transferred between levels of memory in a memory configuration. The item and the subsets have attributes that allow for a determination... Chicago Mercantile Exchange Inc

01/19/17 / #20170018031

Facilitation of deterministic interaction with a dynamically changing transaction processing environment

The disclosed embodiments relate to ensuring that a selected value, selected, for example, via interaction with a graphic user interface, of a dynamically changing parameter, such as a price, is used when generating an electronic data transaction request message in a data transaction processing system, such as an electronic trading... Chicago Mercantile Exchange Inc

01/12/17 / #20170011459

System for processing options contracts with deferred setting of strike price

Systems and methods are described for processing financial instruments are disclosed. An option on a calendar spread index futures contract allows market participants to manage risks associated with the volatility associated with the calendar spread market for index futures. The options contract has a deferred setting of the strike price... Chicago Mercantile Exchange Inc

01/12/17 / #20170013123

Customer service controller

Information about a request from a caller is provided in a customer service call center. In one embodiment, a customer service processor selects an agent based on the type of request and routes the call to the agent. The types of requests including one or more of cancelling all orders... Chicago Mercantile Exchange Inc

01/05/17 / #20170004575

Dissemination of order status information present on an electronic exchange

The disclosed embodiments relate to facilitating the dissemination of order status information to market participants from an Exchange. According to one or more disclosed embodiments, a system or method is provided for monitoring one or more thinly traded products and/or markets and converting the exchange-based order information of a given... Chicago Mercantile Exchange Inc

01/05/17 / #20170004592

Facilitation of accrual based payments between counterparties by a central counterparty

A system for moving money between accounts of traders by a central counterparty to facilitate a plurality of payments, i.e. the movement of funds, there between is disclosed which provides a flexible mechanism which supports simpler accounting, new types of derivatives contracts as well new types fees. The disclosed futures... Chicago Mercantile Exchange Inc








ARCHIVE: New 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009



###

This listing is an abstract for educational and research purposes is only meant as a recent sample of applications filed, not a comprehensive history. Freshpatents.com is not affiliated or associated with Chicago Mercantile Exchange Inc in any way and there may be associated servicemarks. This data is also published to the public by the USPTO and available for free on their website. Note that there may be alternative spellings for Chicago Mercantile Exchange Inc with additional patents listed. Browse our Agent directory for other possible listings. Page by FreshPatents.com

###