Patents Assigned to Intercontinental Exchange Holdings, Inc.
  • Patent number: 10282783
    Abstract: A method for processing a trade order includes a computer receiving a market data for a financial asset, receiving pricing parameters and receiving proposed order quantity and price data. The method further includes constructing, by a computer, proposed trades based on the proposed order quantity and price data. The method further includes calculating, by a computer, a theoretical price for the financial asset based on the market data, pricing parameters as well as the proposed order price data. The method further includes comparing the constructed trades with the theoretical price. The method further includes displaying market data indicators relative to the theoretical price indicators based on the performed comparison.
    Type: Grant
    Filed: February 6, 2014
    Date of Patent: May 7, 2019
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventor: David R. Wender
  • Patent number: 10262369
    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: July 3, 2018
    Date of Patent: April 16, 2019
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
  • Patent number: 10218658
    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: Grant
    Filed: August 3, 2017
    Date of Patent: February 26, 2019
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Vladimir Parizhsky, Alexei Lebedev, Robert Cornish
  • Patent number: 10163157
    Abstract: Systems and methods for improving an efficiency of a system, including a financial exchange system, includes extracting trade data from one or more external data sources, parsing the trade data to identify trade information, comparing the trade information to one or more parameters, creating new trades based on the trade information only when the one or more parameters are satisfied, and offering the new trades to one or more participants.
    Type: Grant
    Filed: June 8, 2015
    Date of Patent: December 25, 2018
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventor: Christopher J. Crowley
  • Patent number: 10102581
    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: June 13, 2014
    Date of Patent: October 16, 2018
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, R J Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
  • Patent number: 10037569
    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: September 21, 2012
    Date of Patent: July 31, 2018
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
  • Patent number: 9935460
    Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.
    Type: Grant
    Filed: October 31, 2007
    Date of Patent: April 3, 2018
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, III, Sanjay Rane, Cynthia L. Worley, Tracy Hughes, Edwin Marcial
  • Patent number: 9767310
    Abstract: Systems and methods for secure data exchange and data tampering prevention. A secure data system receives electronic data files from data entities and stores the files in a first storage. Each file includes data values collected by a respective data entity over a predefined time period. A benchmark system determines plural randomized snapshot times corresponding to the predefined time period. A data mapping is created between the first storage and plural second storage, based on the snapshot times and the number of files. Data values samples in each file are selectively transferred from the first storage to the plural second storage according to the data mapping. Each second storage stores samples synthesized from among the data entities associated with a single respective snapshot time. A benchmark data value is determined based on the synthetized samples stored in the plural second storage associated with the snapshot times.
    Type: Grant
    Filed: October 6, 2016
    Date of Patent: September 19, 2017
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Matthew A. Glenville, Finbarr Hutcheson, Stelios E. Tselikas, Antonios Gkoulousis, Andrew J. Hill
  • Patent number: 9747465
    Abstract: Systems and methods for secure data exchange and data tampering prevention. A secure data system receives electronic data files from data entities and stores the files in a first storage. Each file includes data values collected by a respective data entity over a predefined time period. A benchmark system determines plural randomized snapshot times corresponding to the predefined time period. A data mapping is created between the first storage and plural second storage, based on the snapshot times and the number of files. Data values samples in each file are selectively transferred from the first storage to the plural second storage according to the data mapping. Each second storage stores samples synthesized from among the data entities associated with a single respective snapshot time. A benchmark data value is determined based on the synthesized samples stored in the plural second storage associated with the snapshot times.
    Type: Grant
    Filed: February 18, 2016
    Date of Patent: August 29, 2017
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Matthew A. Glenville, Finbarr P. Hutcheson, Stelios E. Tselikas, Antonios Gkoulousis, Andrew J. Hill