Patents Assigned to Intercontinental Exchange Holdings, Inc.
  • Publication number: 20240146681
    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.
    Type: Application
    Filed: January 11, 2024
    Publication date: May 2, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Vladimir Parizhsky, Alexei Lebedev, Robert Cornish
  • Publication number: 20240135453
    Abstract: Systems and apparatus for processing a trade order include a computer configured for receiving market data for a financial asset, receiving pricing parameters and receiving proposed order quantity and price data. The computer is further configured for constructing proposed trades based on the proposed order quantity and price data, and for calculating a theoretical price for the financial asset based on the market data, pricing parameters as well as the proposed order price data. In addition, the computer is configured for comparing the constructed trades with the theoretical price, and displaying market data indicators relative to the theoretical price indicators based on the comparison.
    Type: Application
    Filed: December 19, 2023
    Publication date: April 25, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventor: David R. Wender
  • Publication number: 20240126749
    Abstract: Systems and methods for generating a data aggregator interactive graphical user interface. An interactive graphical user interface (GUI) includes a selectable symbol region, a query region and a data results region. The selectable symbol region displays predefined symbols. The query region displays user input fields for generating queries. The system receives user input associated with the user input fields of the query region to form a filter set. The data results region is automatically updated responsive to the user input, to display one or more data values from among one or more databases associated with the filter set. The system receives a subscription request to save the filter set as a user-customized query. A custom symbol is created responsive to the subscription request that is associated with the filter set. The the selectable symbol region is updated to display the custom symbol together with the predefined symbols.
    Type: Application
    Filed: October 26, 2023
    Publication date: April 18, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Joshua Bayne Starnes, Andrew Castellani McSween, Marc Carl Batten, Jason Michael Jasinek, Arun Narula
  • Patent number: 11961139
    Abstract: Geographical mapping and linking of security and risk indicator data. Cross-references are created between location indicators and geo-spatial areas based on a statistical algorithm, in accordance with geo-spatial data. The cross-references are stored in a first data table. A credit risk indicator (CRI) is generated for each geo-spatial area based on other data, forming CRI data that is stored in second data table. A security associated with one of the location indicators is identified among security data. A first link is created between the security and a geo-spatial area based on the cross-references in the first data table. Based on the first link, a second link is created between an indicator among the CRI data in the second data table and the security. The second link is used to form instrument-level data for the security that includes the indicator. The instrument-level data is stored in a third data table.
    Type: Grant
    Filed: November 3, 2023
    Date of Patent: April 16, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Richard Jones, Vincent Procacci, Spencer Gallagher, Caroline Tom, Ralph Harary
  • Patent number: 11954734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 9, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Patent number: 11948197
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 2, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Publication number: 20240094874
    Abstract: Systems and methods for aggregating data. The system is configured to receive metadata from an interactive graphical user interface (GUI) of a user device, aggregate field values from the data stored on one or more databases based on the received metadata and generate filter instructions based on the received metadata. The system is further configured to transmit the aggregated field values and the filter instructions to the user device, receive a user-customized filter set and subscription request for a synthetic symbol associated with the user-customized filter set from the user device, and create the synthetic symbol responsive to the subscription request. Moreover, the system aggregates one or more data values from the data stored on the databases associated with the created synthetic symbol and generates instructions to display the data values on the interactive GUI in accordance with the user-customized filter set associated with the created synthetic symbol.
    Type: Application
    Filed: November 30, 2023
    Publication date: March 21, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Joshua Bayne Starnes, Andrew Castellani McSween, Marc Carl Batten, Jason Michael Jasinek, Arun Narula
  • Patent number: 11935122
    Abstract: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.
    Type: Grant
    Filed: March 8, 2023
    Date of Patent: March 19, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
  • Publication number: 20240087035
    Abstract: Systems and methods for converting live weather data to a weather index for offsetting weather risk. Weather data source systems generate one or more weather data streams that include weather forecast model and observations data. A data distribution system receives a weather index request, identifies at least one instrument and at least one location associated with the request. Weather risk indication data is extracted among the weather data streams associated with the identified location based on predefined parameters associated with the identified instrument. The extracted data is converted into a set of weather index values corresponding to the location, based on a predetermined algorithm associated with the identified instrument. A weather index presentation package is generated that includes the set of weather index values for distribution to at least one user device. The weather index presentation package being distributed is updated concurrent with changes to weather risk indication data.
    Type: Application
    Filed: November 20, 2023
    Publication date: March 14, 2024
    Applicant: Intercontinental Exchange Holdings, Inc
    Inventors: Stephen John Mitchell, Charles Gabriel Harris
  • Patent number: 11928734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: April 13, 2022
    Date of Patent: March 12, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Patent number: 11928673
    Abstract: Systems and methods for authorizing a blockchain transaction. A verification network receives a transaction request for the blockchain transaction from a payer device including a first signature generated by a first private key associated with a payer. The verification network broadcasts a verification request to verification system(s) which assess pre-agreed threshold parameters. If the parameter(s) are satisfied, at least one verification system perfects the transaction by generating a second signature using a second private key, and broadcasts the transaction to the blockchain network. If the parameter(s) are not satisfied, verification offer(s) from among the verification system(s) including the second signature(s) are used to prompt the payer device to confirm the blockchain transaction by selecting at least one of the offer(s).
    Type: Grant
    Filed: February 15, 2023
    Date of Patent: March 12, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventor: Jerry Perullo
  • Publication number: 20240062305
    Abstract: Management of a position concentration risk of an account includes the establishment of a threshold level for an aggregate trader position. The aggregate trader position may be associated with one or more customer accounts that are managed by one or more clearing firms. An actual parameter value associated with each of the customer accounts is aggregated to determine an aggregate parameter value, which is compared against the established threshold value. If, based on the comparison between the aggregate parameter value and the established threshold value, it is determined that the aggregate parameter value meets or exceeds the established threshold value, an advisory alert is generated, which may be automatic. The advisory alert is then communicated or otherwise provided to one or more authorized entities.
    Type: Application
    Filed: November 2, 2023
    Publication date: February 22, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Thomas Hammond, Thomas Farley, Raymond J. Cummings
  • Patent number: 11893639
    Abstract: Systems and apparatus for processing a trade order include a computer configured for receiving market data for a financial asset, receiving pricing parameters and receiving proposed order quantity and price data. The computer is further configured for constructing proposed trades based on the proposed order quantity and price data, and for calculating a theoretical price for the financial asset based on the market data, pricing parameters as well as the proposed order price data. In addition, the computer is configured for comparing the constructed trades with the theoretical price, and displaying market data indicators relative to the theoretical price indicators based on the comparison.
    Type: Grant
    Filed: February 23, 2023
    Date of Patent: February 6, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventor: David R. Wender
  • Patent number: 11886689
    Abstract: Systems and methods for aggregating data. The system is configured to receive metadata from an interactive graphical user interface (GUI) of a user device, aggregate field values from the data stored on one or more databases based on the received metadata and generate filter instructions based on the received metadata. The system is further configured to transmit the aggregated field values and the filter instructions to the user device, receive a user-customized filter set and subscription request for a synthetic symbol associated with the user-customized filter set from the user device, and create the synthetic symbol responsive to the subscription request. Moreover, the system aggregates one or more data values from the data stored on the databases associated with the created synthetic symbol and generates instructions to display the data values on the interactive GUI in accordance with the user-customized filter set associated with the created synthetic symbol.
    Type: Grant
    Filed: May 11, 2023
    Date of Patent: January 30, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Joshua Bayne Starnes, Andrew Castellani McSween, Marc Carl Batten, Jason Michael Jasinek, Arun Narula
  • Patent number: 11869088
    Abstract: Systems and methods for converting live weather data to a weather index for offsetting weather risk. Weather data source systems generate one or more weather data streams that include weather forecast model and observations data. A data distribution system receives a weather index request, identifies at least one instrument and at least one location associated with the request. Weather risk indication data is extracted among the weather data streams associated with the identified location based on predefined parameters associated with the identified instrument. The extracted data is converted into a set of weather index values corresponding to the location, based on a predetermined algorithm associated with the identified instrument. A weather index presentation package is generated that includes the set of weather index values for distribution to at least one user device. The weather index presentation package being distributed is updated concurrent with changes to weather risk indication data.
    Type: Grant
    Filed: February 22, 2023
    Date of Patent: January 9, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Stephen John Mitchell, Charles Gabriel Harris
  • Patent number: 11854078
    Abstract: Geographical mapping and linking of security and risk indicator data. Cross-references are created between location indicators and geo-spatial areas based on a statistical algorithm, in accordance with geo-spatial data. The cross-references are stored in a first data table. A credit risk indicator (CRI) is generated for each geo-spatial area based on other data, forming CRI data that is stored in second data table. A security associated with one of the location indicators is identified among security data. A first link is created between the security and a geo-spatial area based on the cross-references in the first data table. Based on the first link, a second link is created between an indicator among the CRI data in the second data table and the security. The second link is used to form instrument-level data for the security that includes the indicator. The instrument-level data is stored in a third data table.
    Type: Grant
    Filed: March 16, 2023
    Date of Patent: December 26, 2023
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Richard Jones, Vincent Procacci, Spencer Gallagher, Caroline Tom, Ralph Harary
  • Patent number: 11846977
    Abstract: Systems and methods for generating a data aggregator interactive graphical user interface. An interactive graphical user interface (GUI) includes a selectable symbol region, a query region and a data results region. The selectable symbol region displays predefined symbols. The query region displays user input fields for generating queries. The system receives user input associated with the user input fields of the query region to form a filter set. The data results region is automatically updated responsive to the user input, to display one or more data values from among one or more databases associated with the filter set. The system receives a subscription request to save the filter set as a user-customized query. A custom symbol is created responsive to the subscription request that is associated with the filter set. The the selectable symbol region is updated to display the custom symbol together with the predefined symbols.
    Type: Grant
    Filed: May 18, 2023
    Date of Patent: December 19, 2023
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Joshua Bayne Starnes, Andrew Castellani McSween, Marc Carl Batten, Jason Michael Jasinek, Arun Narula
  • Patent number: 11847704
    Abstract: Management of a position concentration risk of an account includes the establishment of a threshold level for an aggregate trader position. The aggregate trader position may be associated with one or more customer accounts that are managed by one or more clearing firms. An actual parameter value associated with each of the customer accounts is aggregated to determine an aggregate parameter value, which is compared against the established threshold value. If, based on the comparison between the aggregate parameter value and the established threshold value, it is determined that the aggregate parameter value meets or exceeds the established threshold value, an advisory alert is generated, which may be automatic. The advisory alert is then communicated or otherwise provided to one or more authorized entities.
    Type: Grant
    Filed: April 14, 2023
    Date of Patent: December 19, 2023
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Thomas Hammond, Thomas Farley, Raymond J. Cummings
  • Patent number: 11775990
    Abstract: Data integration and distribution systems. A system includes a graphical user interface (GUI). Weather and market data are collected. A weather symbology including symbol elements linked to segments of the collected weather data and rules for generating weather symbology instructions are stored. The GUI is generated for display on a user device. A weather symbology instruction is determined based on at least one requested symbol element indicated in a weather data request and the rules. A weather forecast dataset is created from among the collected weather data based on the weather symbology instruction. A presentation package comprising the weather forecast dataset and the collected market data is generated such that the weather forecast dataset is integrated with the collected market data. The presentation package is presented on the GUI and updated concurrent with changes at least one of the weather data, the market data and user input.
    Type: Grant
    Filed: September 13, 2022
    Date of Patent: October 3, 2023
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Stephen John Mitchell, Andrew Castellani McSween, Marc Batten
  • Patent number: 11704308
    Abstract: Systems and methods for generating a data aggregator interactive graphical user interface. An interactive graphical user interface (GUI) includes a selectable symbol region, a query region and a data results region. The selectable symbol region displays predefined symbols. The query region displays user input fields for generating queries. The system receives user input associated with the user input fields of the query region to form a filter set. The data results region is automatically updated responsive to the user input, to display one or more data values from among one or more databases associated with the filter set. The system receives a subscription request to save the filter set as a user-customized query. A custom symbol is created responsive to the subscription request that is associated with the filter set. The the selectable symbol region is updated to display the custom symbol together with the predefined symbols.
    Type: Grant
    Filed: December 15, 2022
    Date of Patent: July 18, 2023
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Joshua Bayne Starnes, Andrew Castellani McSween, Marc Carl Batten, Jason Michael Jasinek, Arun Narula