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
Chicago Mercantile Exchange Inc_20100121
Chicago Mercantile Exchange Inc_20131212
Chicago Mercantile Exchange inc

Chicago Mercantile Exchange patents


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

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


 new patent  Derivatives trading methods that use a variable order price

Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. ... Chicago Mercantile Exchange

Resource allocation based on transaction processor classification

A data transaction processing system including multiple transaction processors also includes a resource allocation system that characterizes the transaction processors based on input output electronic data transaction request message patterns associated with the transaction processors. The resource allocation system dynamically allocates computing resources, such as data path bandwidth, processor priority, cpu cores, memory, and processing threads to the various transaction processors and components therein based upon the transaction processor characterizations, improving the overall processing throughput, resource utilization, and efficiency of the multi-transaction processor system.. ... Chicago Mercantile Exchange

Adaptive traffic dynamics prediction

The disclosed embodiments relate to prediction of traffic dynamics. A descriptive model is provided that uses historical probe data to create “tidal-like” patterns for the usual dynamics on the road network and creates a framework for taking a future time, e.g. ... Chicago Mercantile Exchange

Object value range optimization based on inter-object relationships

A range reduction system reduces the range and size of possible values for a target object within an exchange computing system by identifying all possible routes from known object values to the target object. Each route may include a pair of high and low values, and each route may expand the target object range. ... Chicago Mercantile Exchange

Market data recovery

Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. ... Chicago Mercantile Exchange

Context based messaging

Systems and methods are provided for monitoring a plurality of chat messages. Values are extracted from multiple chat messages between a first party and a second party. ... Chicago Mercantile Exchange

Message cancelation based on data transaction processing system latency

A data transaction processing system includes a latency detection system that determines whether an observed latency associated with an incoming message exceeds a specified latency threshold for that message. In an embodiment, a message that exceeds, or will exceed, its specified latency threshold is automatically canceled, or modified to be expired, from the data transaction processing system memory, so that the data transaction processing system does not perform the transaction requested in the electronic data transaction request message, reducing the processing cycles performed by the data transaction processing system and its memory footprint.. ... Chicago Mercantile Exchange

Message pattern detection and processing suspension

A transaction suspension system rapidly determines whether messages received by a data transaction processing system correspond to a stored message pattern. Stored message patterns may relate to a transaction type associated with each message, which sources transmitted the messages, and when messages were received by the data transaction processing system. ... Chicago Mercantile Exchange

Systems and methods for coordinating processing of instructions across multiple components

The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that process or execute instructions. The instructions are sent to the transaction processors before they are to be executed, so that when an instruction identifier corresponding to a pre-sent or pre-loaded instruction is sent to a transaction processor, the transaction processor can retrieve and execute the corresponding instruction without unnecessary delay, thus reducing transaction processing latency and improving computing efficiency.. ... Chicago Mercantile Exchange

Systems and methods for coordinating processing of scheduled instructions across multiple components

The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that execute financial transactions as well as scheduled tasks. The multiple transaction processors perform all actions independently of each other, but can be configured to execute the financial transactions or scheduled tasks in a controlled, coordinated, and/or synchronized manner based on time signal data augmented to the financial transactions or scheduled tasks by a transaction receiver/orderer.. ... Chicago Mercantile Exchange

Systems and methods for blockchain rule synchronization

The disclosed embodiments relate to implementation of a syntax for altering one or more rules by which a blockchain may be modified wherein the software implementing each client of a blockchain network are programmed to be responsive to requests or directives to alter one or more rules by which blocks may be added to a blockchain responsive to transactions received for storage therein, the requests/directives being processed by the client as a transaction and added to the block in accordance with the current state of the operating rules, thereby adding a new rule or modifying an existing rule for subsequent operation of the client.. . ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

12/07/17 / #20170352116

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. ... Chicago Mercantile Exchange

11/16/17 / #20170331774

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. ... Chicago Mercantile Exchange

10/12/17 / #20170295023

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. ... Chicago Mercantile Exchange

10/12/17 / #20170293974

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 by the integrity modules. ... Chicago Mercantile Exchange

10/12/17 / #20170293973

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 result in an object state that does not reflect a true consensus or desirable state. ... Chicago Mercantile Exchange

10/12/17 / #20170293669

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. ... Chicago Mercantile Exchange

09/28/17 / #20170278190

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 redundant data therein and prioritize the transmission of that portion of the message which summarizes the event and result thereof. Further, these event reporting messages may further consolidate, or otherwise be combined with, the corresponding directed reporting messages communicated to the particular market participants participating in the reported trade while preserving the anonymity of those market participants to which messages are particularly directed.. ... Chicago Mercantile Exchange

09/14/17 / #20170262935

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 market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

08/24/17 / #20170243292

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; determining, by the processor, a first active value for the first data object based on the first electronic data transaction request message; determining a resultant spread representing a difference between a first resultant value for the first object and a second resultant value for a second object correlated to the first data object; determining a range for the second data object based on the first active value, the resultant spread, and an acceptable deviation from the resultant spread; storing the range; and comparing values associated with electronic data transaction request messages received for the second data object to the range.. . ... Chicago Mercantile Exchange

08/24/17 / #20170243291

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 priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.. . ... Chicago Mercantile Exchange

08/24/17 / #20170243261

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

08/17/17 / #20170236205

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. ... Chicago Mercantile Exchange

08/03/17 / #20170221147

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 relative to previously received electronic message packets, and providing the order to the application.. ... Chicago Mercantile Exchange

08/03/17 / #20170221145

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, and also permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.. ... Chicago Mercantile Exchange

07/20/17 / #20170206601

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 to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.. . ... Chicago Mercantile Exchange

07/20/17 / #20170206600

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 storing in the memory a solution set including combinations of values of the first and second base objects; for each combination in the solution set, generating first transaction results by computing transactions between the values of the first and second base objects; comparing each of the first transaction results to a first range of values including the values of the first composite object; and removing, from the solution set and from the memory, the combinations of the values of the first and second base objects corresponding to the first transaction results that are outside of the first range of values.. . ... Chicago Mercantile Exchange

07/13/17 / #20170200231

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. ... Chicago Mercantile Exchange

07/06/17 / #20170195244

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. ... Chicago Mercantile Exchange

07/06/17 / #20170193603

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. ... Chicago Mercantile Exchange

07/06/17 / #20170193602

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 and a plurality of component electronic data transaction request messages, each for transaction of a different data item of the plurality of data items.. . ... Chicago Mercantile Exchange

06/08/17 / #20170161836

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 designated. ... Chicago Mercantile Exchange

05/04/17 / #20170124647

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. ... Chicago Mercantile Exchange

05/04/17 / #20170123929

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 job loads of all of the jobs assigned to the respective surviving instance; and selecting to recover and perform, by one of the surviving instances, an orphaned job based upon the aggregate loads of the surviving instances.. . ... Chicago Mercantile Exchange

04/13/17 / #20170103462

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. ... Chicago Mercantile Exchange

04/13/17 / #20170103461

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. ... Chicago Mercantile Exchange

04/13/17 / #20170103458

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. ... Chicago Mercantile Exchange

04/13/17 / #20170103457

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 latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of messages.. . ... Chicago Mercantile Exchange

04/06/17 / #20170098217

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 electronic data transaction results messages to the client device. An incoming data transaction request is received and a match is attempted with one or more previously received but not yet resolved data transaction requests. ... Chicago Mercantile Exchange

04/06/17 / #20170098216

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 but does not include account identifying information associated with the sender of the counter data transaction request. ... Chicago Mercantile Exchange

03/16/17 / #20170076376

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. ... Chicago Mercantile Exchange

03/16/17 / #20170076375

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. ... Chicago Mercantile Exchange

03/02/17 / #20170061541

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

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

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 result in disparities in the time of receipt of competing transactions. The disclosed embodiments may mitigate such disparities by buffering or otherwise grouping temporally proximate competing transactions together upon receipt, e.g. ... Chicago Mercantile Exchange

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 of which subset the item would exist in if the item were in the dataset. ... Chicago Mercantile Exchange

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 system. The data transaction processing system being a system in which data items, such as financial contracts, e.g. ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

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. ... Chicago Mercantile Exchange

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 product or market into instant messages to market participants. ... Chicago Mercantile Exchange








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 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 with additional patents listed. Browse our Agent directory for other possible listings. Page by FreshPatents.com

###