Invention Grant
- Patent Title: Optimized electronic match engine with external generation of market data using a minimum data set
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Application No.: US14830166Application Date: 2015-08-19
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Publication No.: US11238533B2Publication Date: 2022-02-01
- Inventor: Pearce Peck-Walden , Rosa Frenkel , José Antonio Acuña-Rohter , Pritesh Soni , Dileep Konduru , Melissa Jenner , Frederic Malabre
- Applicant: Chicago Mercantile Exchange Inc.
- Applicant Address: US IL Chicago
- Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee Address: US IL Chicago
- Agency: Lempia Summerfield Katz LLC
- Main IPC: G06Q40/04
- 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.
Public/Granted literature
- US20170053349A1 Optimized Electronic Match Engine With External Generation Of Market Data Using a Minimum Data Set Public/Granted day:2017-02-23
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