Abstract: A electronic market platform is provided that is configurable and able to provide functionality that supports a variety of different market models. The electronic market platform can be used to create different electronic exchange systems that allow participants to search, place orders, submit, RFQs, and refine initially agreed to matches.
Abstract: An automated trading system, comprising an interface for receiving a plurality of orders comprising bid orders and ask orders; and a trading module for matching the bid orders and the ask orders, the trading module comprising a memory for storing the plurality of orders; a subset sum module configured to find the subset sums of the bid orders and the subset sums of the ask orders of the plurality of orders; and an order matching module for matching a combination of bid orders to a combination of ask orders based on the subset sums for the bid orders and the subset sums of the ask orders, wherein the subset sum module is configured to find the subset sums of a set of orders by considering a first set of orders, determining the subset sums of the first set of orders, considering a second set of orders wherein the second set of orders comprises at least one more order than the first set of orders and determining the subset sums of the second set of orders by using the determined subset suns of the first set of o
Abstract: Control circuitry controls the operations of a central processing unit, CPU, which is associated with a nominal clock frequency. The CPU is further coupled to an I/O range and configured to deliver input to an application. The control circuitry controls the CPU to poll the I/O range for input to the application. The control circuitry also monitors whether or not each poll results in input to the application and adjusts a clock frequency at which the CPU operates to a clock frequency lower than the nominal clock frequency if a pre-defined number of polls resulting in no input is detected.
Abstract: A computer system includes a memory to store a first set of data including data processing requests or data processing execution results and computer hardware to determine an input relating to a load and filter the first set of data to extract, based on the input relating to the load, a second set of data from the first set of data, thereby leaving a remaining set of data. The second set of data and the remaining set of data both include data processing requests or data processing execution results input or generated by the computer system. The computer hardware prepares electronic messages to be transmitted over a communications network to a plurality of remote user terminals. The electronic messages contain the second set of data but do not contain the remaining set of data. The computer hardware controls a frequency at which the electronic messages containing the second set of data are to be transmitted over the communications network based on the input relating to the load.
Type:
Grant
Filed:
October 26, 2022
Date of Patent:
December 10, 2024
Assignee:
Nasdaq Technology AB
Inventors:
Daniel Jensen, Ulf Ahlenius, Anne Von Corswant
Abstract: Elastic message tracking apparatus and methods are provided that opportunistically improve on the latency of a message processing system and increase the accuracy of a consolidated message stream generated from message streams received from multiple message sources. The elastic message tracking apparatus and methods reduce that latency in situations where the actual latency of all the message streams is lower than a predetermined latency value.
Type:
Grant
Filed:
June 5, 2023
Date of Patent:
December 3, 2024
Assignee:
Nasdaq Technology AB
Inventors:
Tristan Blakers, Chuin Nee Ooi, Max Roy Prakoso
Abstract: A computer-implemented monitoring system receives an input data stream of electronic data messages and processes the input data stream using a current set of computer instructions to determine a monitoring status. In response to receiving information for modifying the current set of computer instructions, the system dynamically modifies the current set of computer instructions using the received information by injecting one or more modifying computer instructions into the current set of computer instructions resulting in a modified current set of computer instructions. The modified current set of computer instructions are executed to generate a new monitoring status for output.
Abstract: A user terminal for communicating with a computer server is operated on behalf of a first user (a second user terminal is operated on behalf of a second user). The user terminal transmits to the computer server pre-trade information including an order and receives first offset information that indicates a first price offset value, which is different from a second price offset value sent to the second user terminal. The terminals receive a single message from the server that indicates a market price but does not include the first price offset value or the second price offset value. The user terminal modifies the market price using the first price offset value to obtain a first actual price different from a second actual price corresponding to a modification of the market price based on the second price offset value.
Abstract: Methods, apparatus, and systems for processing data transactions use a sequencer communicating with a plurality of data processors and provide improved performance and lower latency.
Abstract: Elastic message tracking apparatus and methods are provided that opportunistically improve on the latency of a message processing system and increase the accuracy of a consolidated message stream generated from message streams received from multiple message sources. The elastic message tracking apparatus and methods reduce that latency in situations where the actual latency of all the message streams is lower than a predetermined latency value.
Type:
Grant
Filed:
October 25, 2021
Date of Patent:
June 6, 2023
Assignee:
Nasdaq Technology AB
Inventors:
Tristan Blakers, Chuin Nee Ooi, Max Roy Prakoso
Abstract: A computer-implemented monitoring system receives an input data stream of electronic data messages and processes the input data stream using a current set of computer instructions to determine a monitoring status. In response to receiving information for modifying the current set of computer instructions, the system dynamically modifies the current set of computer instructions using the received information by injecting one or more modifying computer instructions into the current set of computer instructions resulting in a modified current set of computer instructions. The modified current set of computer instructions are executed to generate a new monitoring status for output.
Abstract: Control circuitry controls the operations of a central processing unit, CPU, which is associated with a nominal clock frequency. The CPU is further coupled to an I/O range and configured to deliver input to an application. The control circuitry controls the CPU to poll the I/O range for input to the application. The control circuitry also monitors whether or not each poll results in input to the application and adjusts a clock frequency at which the CPU operates to a clock frequency lower than the nominal clock frequency if a pre-defined number of polls resulting in no input is detected.