Abstract: Methods and apparatus for generating and using multicast transaction messages in an exchange system are described. A unicast transaction message is received, e.g., by a gateway device which interacts with devices outside the exchange system. The gateway device generates a multicast transaction message from the unicast transaction message and sends transmits it to other devices in the exchange system. A multicast transaction message is received by the gateway device. The gateway generates a unicast transaction response message and sends it to the trader system which sent the transaction message to which the response corresponds. Traders are permitted to include information in a transaction message field which is not interpreted or used by the exchange to control message processing. The information in the uninterpreted field is echoed back to the trader system and allows the trader to correlate the transaction messages to one or more clients or to perform other operations.

Abstract: Systems and methods for regulating electronic messages transmissions. A message delay system is disposed between one or more first entities and a second entity within at least one network. Electronic messages are received from among at least one the first entities and the second entity at one or more message arrival times. A message delay component applies a delay to each received electronic message, based on a predefined delay time common to all of the first entities and a first entity delay offset associated with a first entity that is associated with the received message. The first entity delay offset is based on a geographical origin of the first entity relative to a geographical origin of the second entity. Each delayed message is transmitted to a designated recipient via the network, where the designated recipient is among the second entity and the first entities.

Abstract: Systems and methods for regulating electronic messages transmissions. A message delay system is disposed between one or more first entities and a second entity within at least one network. Electronic messages are received from among at least one the first entities and the second entity at one or more message arrival times. A message delay component applies a delay to each received electronic message, based on a predefined delay time common to all of the first entities and a first entity delay offset associated with a first entity that is associated with the received message. The first entity delay offset is based on a geographical origin of the first entity relative to a geographical origin of the second entity. Each delayed message is transmitted to a designated recipient via the network, where the designated recipient is among the second entity and the first entities.

Abstract: Systems and methods for regulating electronic messages transmissions. A message delay system is disposed between one or more first entities and a second entity within at least one network. Electronic messages are received from among at least one the first entities and the second entity at one or more message arrival times. A message delay component applies a delay to each received electronic message, based on a predefined delay time common to all of the first entities and a first entity delay offset associated with a first entity that is associated with the received message. The first entity delay offset is based on a geographical origin of the first entity relative to a geographical origin of the second entity. Each delayed message is transmitted to a designated recipient via the network, where the designated recipient is among the second entity and the first entities.

Abstract: Methods and apparatus for implementing an electronic trading system which supports risk checking as part of standard message order processing is described. In accordance with the invention risk checking is moved into the exchange system, e.g., electronic communications network, responsible for servicing transaction/order messages and implementing trades. Thus, at least some level of risk checking is performed on transactions even if a broker allows a trader to submit orders directly to the ECN without first passing through a broker order/risk checking system. Brokers, clients and/or individual traders provide parameters used to perform various checks which are performed within the exchange on submitted orders. Various checks are broker level checks which test that orders placed by individual clients do not exceed constraints which are based on the aggregate of the holdings of the individual clients of a broker. Additional client level and trader specified risk checking may also be performed.

Abstract: Various embodiments are directed to gap fill methods and apparatus. In an exchange system a device in the exchange may request a message gap fill when it detects that it may be missing one or more messages. The gap fill message may include a range of message identifiers or message counter values identifying the messages which are being requested by the multicast gap fill message. A message logging system included in the exchange may include a plurality of message logging devices. A multicast gap fill message may specify a set of messages to be provided which is very large. Multiple devices may respond to the requesting device with the responding device providing one, multiple or all the messages. Replies to multicast gap fill request messages are sent in the form of unicast messages from directed to the device which sent the multicast gap fill request message.

Abstract: Features are directed to detecting a loss of message synchronization and/or messages e.g., between a trader system and an exchange system. Synchronization loss may be due to a connection being terminated for a period of time, a lost connection, etc., while a trading session is being maintained with the exchange system. Loss of message synchronization may relate to messages or other communication over a shared high speed low latency path within the exchange that is used for communicating transaction messages, e.g., order messages to be processed. To avoid introducing delays into communication with other traders who's transaction messages share the same high speed communications path within the exchange as the trader system with which message synchronization is lost, message gap fill to restore message synchronization with a trader system that lost synchronization is performed via a different communications path than the shared communications path used for communicating new transaction messages.

Abstract: Various embodiments are directed to gap fill methods and apparatus. In an exchange system a device in the exchange may request a message gap fill when it detects that it may be missing one or more messages. The gap fill message may include a range of message identifiers or message counter values identifying the messages which are being requested by the multicast gap fill message. A message logging system included in the exchange may include a plurality of message logging devices. A multicast gap fill message may specify a set of messages to be provided which is very large. Multiple devices may respond to the requesting device with the responding device providing one, multiple or all the messages. Replies to multicast gap fill request messages are sent in the form of unicast messages from directed to the device which sent the multicast gap fill request message.

Abstract: Various embodiments are directed to gap fill methods and apparatus. In an exchange system a device in the exchange may request a message gap fill when it detects that it may be missing one or more messages. The gap fill message may include a range of message identifiers or message counter values identifying the messages which are being requested by the multicast gap fill message. A message logging system included in the exchange may include a plurality of message logging devices. A multicast gap fill message may specify a set of messages to be provided which is very large. Multiple devices may respond to the requesting device with the responding device providing one, multiple or all the messages. Replies to multicast gap fill request messages are sent in the form of unicast messages from directed to the device which sent the multicast gap fill request message.

Abstract: Methods and apparatus for numbering messages between a client, e.g., trader system, and exchange system are described. Client device (e.g., trader system) to exchange message numbering and exchange system to client device message numbering is supported and used. As part of each successful login, a client device is provided with a client to exchange system number to be used for first transaction message sent to the system after login. The first message from the client device is checked to make sure the number sent to the client device was used in the message. This approach places the burden on the client device, e.g., trader's system, not to send old messages with the new number. Messages from the exchange to the trader system are also numbered. Messages may include a field used to communicate information provided by a trader which is not interpreted by or used by the exchange system.

Abstract: A system and method for graphically displaying the lifetimes of individual orders, quotes and trades as they are received via data feed in real-time from a market center or data provider are described. The system displays the market on a two dimensional canvas with orders, trades, and prices represented by graphic symbols that allow the trader to follow the movement and fluctuation of the market with ease. The trader can place his orders and view them in context of all the other orders. The trader can then enter and cancel orders using this display and the special hints it provides. The orders can be routed to a specific destination based on the information entered via this display by mouse, keyboard, or joystick.

Abstract: Improvement of the performance, usability, and functionality of software for editing three dimensional computer models and textures is described. Editing operations are performed on the model in an ordered list to reduce the amount of memory required to maintain previous versions, and certain editing operations are precalculated to reduce the amount of real time calculation required. Improvements to usability and functionality are provided by more precisely selecting portions of a model for editing, allowing textures to be moved more easily on the model, and allowing better blending of the appearance of adjacent textures.

Abstract: System and method for constructing a 3D model of an object based on a series of silhouette and texture map images. In the exemplary embodiment an object is placed on a rotating turntable and a camera, which is stationary, captures images of the object as it rotates on the turntable. In one pass, the system captures a number of photographic images that will be processed into image silhouettes. In a second pass, the system gathers texture data. After a calibration procedure (used to determine the camera's focal length and the turntable's axis of rotation), a silhouette processing module determines a set of two-dimensional polygon shapes (silhouette contour polygons) that describe the contours of the object. The system uses the silhouette contour polygons to create a 3D polygonal mesh model of the object. The system determines the shape of the 3D model analytically by finding the areas of intersection between the edges of the model faces and the edges of the silhouette contour polygons.

Abstract: Systems and methods for identifying the contour of an object that is depicted in an image. An object is placed on a rotating turntable and a camera, which is stationary, captures images of the object as it rotates on the turntable. In one pass, the system captures a number of photographic images that will be processed into image silhouettes. After a calibration procedure (used to determine the camera's focal length and the turntable's axis of rotation), a silhouette processing module determines a set of two-dimensional polygon shapes (silhouette contour polygons) that describe the contours of the object by comparing light intensity values in the images of the object with light intensity values from an image of the background without the object.

Abstract: System and method for constructing a 3D model of an object based on a series of silhouette and texture map images. In the exemplary embodiment an object is placed on a rotating turntable and a camera, which is stationary, captures images of the object as it rotates on the turntable. In one pass, the system captures a number of photographic images that will be processed into image silhouettes. In a second pass, the system gathers texture data. After a calibration procedure (used to determine the camera's focal length and the turntable's axis of rotation), a silhouette processing module determines a set of two-dimensional polygon shapes (silhouette contour polygons) that describe the contours of the object. The system uses the silhouette contour polygons to create a 3D polygonal mesh model of the object. The system determines the shape of the 3D model analytically by finding the areas of intersection between the edges of the model faces and the edges of the silhouette contour polygons.

Abstract: System and method for constructing a 3D model of an object based on a series of silhouette and texture map images. In the exemplary embodiment an object is placed on a rotating turntable and a camera, which is stationary, captures images of the object as it rotates on the turntable. In one pass, the system captures a number of photographic images that will be processed into image silhouettes. In a second pass, the system gathers texture data. After a calibration procedure (used to determine the camera's focal length and the turntable's axis of rotation), a silhouette processing module determines a set of two-dimensional polygon shapes (silhouette contour polygons) that describe the contours of the object. The system uses the silhouette contour polygons to create a 3D polygonal mesh model of the object. The system determines the shape of the 3D model analytically by finding the areas of intersection between the edges of the model faces and the edges of the silhouette contour polygons.

Abstract: System and method for constructing a 3D model of an object based on a series of silhouette and texture map images. In the exemplary embodiment an object is placed on a rotating turntable and a camera, which is stationary, captures images of the object as it rotates on the turntable. In one pass, the system captures a number of photographic images that will be processed into image silhouettes. In a second pass, the system gathers texture data. After a calibration procedure (used to determine the camera's focal length and the turntable's axis of rotation), a silhouette processing module determines a set of two-dimensional polygon shapes (silhouette contour polygons) that describe the contours of the object. The system uses the silhouette contour polygons to create a 3D polygonal mesh model of the object. The system determines the shape of the 3D model analytically-by finding the areas of intersection between the edges of the model faces and the edges of the silhouette contour polygons.

Abstract: A system and method for graphically displaying the lifetimes of individual orders, quotes and trades as they are received via data feed in real-time from a market center or data provider. The system displays the market on a two dimensional canvas with orders, trades, and prices represented by graphic symbols that allow the trader to follow the movement and fluctuation of the market with ease. The trader can place his orders and view them in context of all the other orders. The trader can then enter and cancel orders using this display and the special hints it provides. The orders can be routed to a specific destination based on the information entered via this display by mouse, keyboard, or joystick.

Abstract: A system and method for the rapid creation of an optimized mesh model of a real world object, terrain or other three-dimensional surface. The mesh construction technique provides dynamic “up resolution/down resolution” mesh construction capabilities. The system inserts points into the mesh incrementally, ordering the points before each insertion so that dynamic resolution construction can be maintained. The point ordering process determines the distance each point has from the surface of a given mesh configuration such that the next point added will always be the point bringing the most significant detail to the mesh. This procedure of “optimal simplification” optimizes the mesh by guaranteeing the fewest number of points for the most detail at any given resolution.

Abstract: The present invention provides a system for illuminating an object with a special kind of structured light pattern, recording the shape of the reflected points of light by means of a camera, and, by a triangulation technique that does not depend on the fixed direction of the light source relative to the camera, reconstructing the 3D shape of the object through a computer using the data points collected from the reflection of the structured light pattern. The scanning system is portable and does not require data processing contemporaneous with the data collection. The portable system stores in the storage media several images of the objects with different illumination patterns. The data is subsequently processed, by a computer system which applies data processing routines, i.e., the model building algorithms which provide 3D surface generation.