WO2005045646A3 - Trade engine processing of mass quote messages with market data message format - Google Patents

Trade engine processing of mass quote messages with market data message format Download PDF

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Publication number
WO2005045646A3
WO2005045646A3 PCT/US2004/037238 US2004037238W WO2005045646A3 WO 2005045646 A3 WO2005045646 A3 WO 2005045646A3 US 2004037238 W US2004037238 W US 2004037238W WO 2005045646 A3 WO2005045646 A3 WO 2005045646A3
Authority
WO
WIPO (PCT)
Prior art keywords
market data
data message
messages
mass quote
data
Prior art date
Application number
PCT/US2004/037238
Other languages
French (fr)
Other versions
WO2005045646A2 (en
Inventor
Ronald Newell
Vijay Menon
Fred Malabre
Joseph Lobraco
Original Assignee
Chicago Mercantile Exchange
Ronald Newell
Vijay Menon
Fred Malabre
Joseph Lobraco
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Chicago Mercantile Exchange, Ronald Newell, Vijay Menon, Fred Malabre, Joseph Lobraco filed Critical Chicago Mercantile Exchange
Priority to JP2006538545A priority Critical patent/JP4680925B2/en
Priority to CA2544856A priority patent/CA2544856C/en
Priority to EP04810547A priority patent/EP1685465A4/en
Publication of WO2005045646A2 publication Critical patent/WO2005045646A2/en
Publication of WO2005045646A3 publication Critical patent/WO2005045646A3/en

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/08—Payment architectures
    • G06Q20/10—Payment architectures specially adapted for electronic funds transfer [EFT] systems; specially adapted for home banking systems
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce
    • G06Q30/06—Buying, selling or leasing transactions
    • G06Q30/0601—Electronic shopping [e-shopping]
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/03—Credit; Loans; Processing thereof
    • H—ELECTRICITY
    • H04—ELECTRIC COMMUNICATION TECHNIQUE
    • H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L51/00—User-to-user messaging in packet-switching networks, transmitted according to store-and-forward or real-time protocols, e.g. e-mail
    • H04L51/07—User-to-user messaging in packet-switching networks, transmitted according to store-and-forward or real-time protocols, e.g. e-mail characterised by the inclusion of specific contents
    • H04L51/18—Commands or executable codes

Abstract

Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message (202) is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer (210). After all orders are processed, the contents of the market data message buffer are distributed as a single market data message. A messaging structure (500) 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 elements within the message structure (500). The data is interpreted based on templates (501) which may be disseminated prior to the sending of messages.
PCT/US2004/037238 2003-11-05 2004-11-05 Trade engine processing of mass quote messages with market data message format WO2005045646A2 (en)

Priority Applications (3)

Application Number Priority Date Filing Date Title
JP2006538545A JP4680925B2 (en) 2003-11-05 2004-11-05 Mass quote message processing using market data message format by trading engine
CA2544856A CA2544856C (en) 2003-11-05 2004-11-05 Trade engine processing of mass quote messages with market data message format
EP04810547A EP1685465A4 (en) 2003-11-05 2004-11-05 Trade engine processing of mass quote messages with market data message format

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US51749103P 2003-11-05 2003-11-05
US60/517,491 2003-11-05
US10/903,826 US20050096999A1 (en) 2003-11-05 2004-07-30 Trade engine processing of mass quote messages and resulting production of market data
US10/903,826 2004-07-30

Publications (2)

Publication Number Publication Date
WO2005045646A2 WO2005045646A2 (en) 2005-05-19
WO2005045646A3 true WO2005045646A3 (en) 2009-04-02

Family

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Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2004/037238 WO2005045646A2 (en) 2003-11-05 2004-11-05 Trade engine processing of mass quote messages with market data message format

Country Status (4)

Country Link
US (4) US20050096999A1 (en)
JP (1) JP4680925B2 (en)
CA (2) CA2544856C (en)
WO (1) WO2005045646A2 (en)

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US20190172137A1 (en) 2019-06-06
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