Patents Assigned to OMX Technology AB
  • Patent number: 9201745
    Abstract: An adaptable replica server system comprising a primary replica being associated with a primary storage for storing information and a primary processing means, and a secondary replica being associated with a secondary storage and a secondary processing means for creating confirmation data upon receiving input data from the primary replica. The replica server system is configurable to work as an asynchronous server replica system and/or as a synchronous server replica system depending on an instruction.
    Type: Grant
    Filed: January 23, 2008
    Date of Patent: December 1, 2015
    Assignee: OMX Technology AB
    Inventor: Håkan Winbom
  • Patent number: 8930737
    Abstract: Provided is a method in a control circuitry controlling the operations of a central processing unit, CPU. The CPU 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. According to the method, the control circuitry controls (110, 150) the CPU to poll the I/O range for input to the application. The control circuitry also monitors (120, 160) whether or not each poll results in input to the application and adjusts (140) 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 (130). A control circuitry and a central computer server of an automated exchange system are also provided.
    Type: Grant
    Filed: December 13, 2011
    Date of Patent: January 6, 2015
    Assignee: Omx Technology AB
    Inventor: Håkan Winbom
  • Publication number: 20140359036
    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: Application
    Filed: May 29, 2014
    Publication date: December 4, 2014
    Applicant: OMX Technology AB
    Inventors: Tristan BLAKERS, Chuin Nee OOI, Max Roy PRAKOSO
  • Publication number: 20140297504
    Abstract: Data transaction request message information associated with a user, a first limit parameter associated with the user, and a second limit parameter associated with the user are stored in memory. A processing system calculates, at a first time, data transaction requests associated with the user and a transactional rate parameter associated with the user based on a relationship between the data transaction requests associated with the user and the second limit amount parameter. Data transaction request messages received from the user between the first time and a second later time are monitored. The transactional rate parameter is adjusted based on data transaction requests associated with the user received between the first and second times. A transactional limit parameter is calculated using the data transaction requests associated with the user, the transactional rate parameter, and the first limit parameter.
    Type: Application
    Filed: March 27, 2014
    Publication date: October 2, 2014
    Applicant: OMX Technology AB
    Inventors: Johan BERGENUDD, Henrik Rosén
  • Patent number: 8843592
    Abstract: In a distributed network, there are different data rates on different connections between a central computer system and remote terminal. The central system comprises one or more supersets of data to be distributed to the remote terminals by extracting subsets of data from the superset/s of data. The subsets of data are distributed to selected groups of remote terminals based on an infrastructure load. In this way, data is adaptively distributed.
    Type: Grant
    Filed: December 20, 2006
    Date of Patent: September 23, 2014
    Assignee: OMX Technology AB
    Inventors: Daniel Jensen, Ulf Ahlenius, Anne Von Corswant
  • Patent number: 8832306
    Abstract: The invention is suitable for any kind of distributed networks having different data rates on different connections and a centralized computer system wherein the data to distribute is created. The central system comprises one or more supersets of data that is to be distributed to client computers by extracting subsets of data from the superset/s of data. Thereafter the subsets of data are distributed to selected groups of clients based on information about the network architecture. In this way an efficient way of distributing data is executed and no duplicated data is distributed. Preferably the subsets are distributed to clients based on a counter performance or a data rate of a client's connection to the central computer system.
    Type: Grant
    Filed: February 23, 2010
    Date of Patent: September 9, 2014
    Assignee: OMX Technology AB
    Inventors: Daniel Jensen, Ulf Ahlenius
  • Patent number: 8781944
    Abstract: Matching orders on an electronic trading system is disclosed. Information is broadcasted regarding the current order status of an order book of the electronic trading system The order status includes a queue of orders. An order is received to trade that selects or indicates an order in the order book having queue number two or higher. If the received order has one or more properties matching the selected order, the received order is matched with the selected order.
    Type: Grant
    Filed: April 23, 2007
    Date of Patent: July 15, 2014
    Assignee: OMX Technology AB
    Inventors: Johan L. Olsson, Daniel Jensen, Ulf Ahlenius, Sven Ållebrand
  • Publication number: 20140172663
    Abstract: A derivative trade order at a home marketplace is routed to an away market place having a better price for a counter position to the order where it is executed. The executed order triggers creation of a “balance derivative trade” at the home marketplace to balance at a home clearing house the away trade. The home clearing house uses the balance derivative trade to create derivative positions of the balance derivative trade and informs a balancing clearing entity which manages the balance derivative trade obligations. The balance derivative trade order account permits netting and reduced margin benefits for the trading participant. A dual derivative exercise operation allows balance derivative positions to be performed in one day to reduce overnight risk for the clearing entity.
    Type: Application
    Filed: December 19, 2012
    Publication date: June 19, 2014
    Applicant: OMX Technology AB
    Inventor: OMX Technology AB
  • Patent number: 8666878
    Abstract: In automated exchange system, a matching unit is supplemented with a calculation unit and a global memory accessible by both the calculation unit and the matching unit. This computer architecture makes it possible to perform some of the calculations related to the volume and/or prices of the baits needed in the matching to be performed in advance. The matching process uses the values resulting from the pre-calculation when needed, and since no or few calculations are done in the matching unit, the process of matching combination contracts can be performed at a higher rate, thereby significantly improving the performance of the matching process. The provision of one or several calculation units makes it possible to perform very complex calculations since many calculations need not be performed in real time.
    Type: Grant
    Filed: September 5, 2013
    Date of Patent: March 4, 2014
    Assignee: OMX Technology AB
    Inventors: Jonas Lundberg, Ulf Ahlenius
  • Publication number: 20140040095
    Abstract: Apparatus and methods for managing messages in a computer system are described. A plurality of order/quote messages is received via an input mechanism, and the order/quote messages are ranked based on the at least one ranking value parameter at a first ranking unit. At least one top ranked order/quote message is sent from the first ranking unit to a matching unit, and the top ranked order/quote messages are matched at the matching unit.
    Type: Application
    Filed: June 14, 2013
    Publication date: February 6, 2014
    Applicant: OMX Technology AB
    Inventor: Göran ALTIUS
  • Patent number: 8630934
    Abstract: A monitoring system for monitoring trade at an electronic exchange comprises memories related to a specific time interval. A trade occurring during that time interval or a parameter value related to the trade is recorded to a memory related to the time interval. At a point in time, a recent trade parameter is determined based on the accumulated trade parameter values in the memories. Based on the recent trade parameter and some rules and operators, one or more monitoring actions is executed.
    Type: Grant
    Filed: June 20, 2006
    Date of Patent: January 14, 2014
    Assignee: OMX Technology AB
    Inventor: Goran Altius
  • Publication number: 20140006251
    Abstract: In automated exchange system, a matching unit is supplemented with a calculation unit and a global memory accessible by both the calculation unit and the matching unit. This computer architecture makes it possible to perform some of the calculations related to the volume and/or prices of the baits needed in the matching to be performed in advance. The matching process uses the values resulting from the pre-calculation when needed, and since no or few calculations are done in the matching unit, the process of matching combination contracts can be performed at a higher rate, thereby significantly improving the performance of the matching process. The provision of one or several calculation units makes it possible to perform very complex calculations since many calculations need not be performed in real time.
    Type: Application
    Filed: September 5, 2013
    Publication date: January 2, 2014
    Applicant: OMX Technology AB
    Inventors: Jonas LUNDBERG, Ulf Ahlenius
  • Patent number: 8560424
    Abstract: In automated exchange system, a single matching unit is supplemented with a calculation unit and a global memory accessible by both the calculation unit and the matching unit. Such a computer architecture will make it possible to perform some of the calculations related to the volume and/or prices of the baits needed in the matching to be performed in advance. The matching process is able to use the values resulting from the pre-calculation when needed, and since no or few calculations are done in one of the most critical parts of the system, i.e. the matching unit, the process of matching combination contracts can be performed at a much higher rate. Hereby the performance of the matching process will be significantly increased. The provision of one or several calculation units will make it possible to perform even very complex calculations can be performed since most calculations need not be performed in real time.
    Type: Grant
    Filed: June 14, 2002
    Date of Patent: October 15, 2013
    Assignee: OMX Technology AB
    Inventors: Jonas Lundberg, Ulf Ahlenius
  • Patent number: 8548894
    Abstract: The present invention relates to a computer system, computerized method and computer program product for calculating margin requirements in a more efficient way. In particular it relates to margin calculations for being used by clearing house in order to optimize calculation of margin requirements.
    Type: Grant
    Filed: March 18, 2010
    Date of Patent: October 1, 2013
    Assignee: OMX Technology AB
    Inventors: Albert Samuel Lindblom, Bengt Jansson
  • Patent number: 8521635
    Abstract: A method of negotiating trades on an electronic trading system is presented. In order to enable an intra-trading-system part-to part negotiation the method comprises the steps of receiving a trade negotiation request with respect to a selected order from a user; forwarding the trade negotiation request to a submitter of the selected order; receiving an accept or a reject to the trade negotiation request from the submitter; and initiating an intra-trading-system part-to-part negotiation procedure between the user and the submitter if the negotiation request is accepted by the submitter. An electronic trading system is also disclosed.
    Type: Grant
    Filed: June 15, 2006
    Date of Patent: August 27, 2013
    Assignee: OMX Technology AB
    Inventor: Johan L Olsson
  • Patent number: 8515858
    Abstract: In an automated exchange, comprising a matching module, a received order is validated for risk purposes before a match process begins. Hereby it is made possible to reduce the total financial exposure by a customer to the automated exchange.
    Type: Grant
    Filed: May 15, 2012
    Date of Patent: August 20, 2013
    Assignee: OMX Technology AB
    Inventors: Daniel Jensen, Tobias Hallor
  • Patent number: 8489493
    Abstract: In an automated exchange comprising a matching module and a dissemination module a market model state is controlled in the matching module and in the dissemination module, respectively. Hereby it is made possible to, during ongoing trading, change market model for the automated exchange.
    Type: Grant
    Filed: April 7, 2011
    Date of Patent: July 16, 2013
    Assignee: OMX Technology AB
    Inventor: Torbjörn Nager
  • Patent number: 8370247
    Abstract: Securities are traded at a primary site according to information received from market makers and traders. The information, including quotes and orders for one or more instruments, is received and stored at the primary site and used to create deals in the securities. The deals are also stored at the primary site. A secondary site stores replicas of the orders and deals, but not quote information. The deals stored at the secondary site may be used to update the orders stored at the secondary site.
    Type: Grant
    Filed: February 13, 2004
    Date of Patent: February 5, 2013
    Assignee: OMX Technology AB
    Inventor: H{dot over (a)}kan Winbom
  • Patent number: 8315940
    Abstract: Latency in electronic trading is dramatically reduced by delaying trade order validation until a match or trade can potentially occur. If a new order does not meet the matching criteria for an existing order in an order book, then the new order is stored in the order book without performing validation processing in a first example embodiment. In a second example embodiment, the order is stored in the order book before validation has completed. But if a new order meets matching criteria for an existing order stored in an order book, then order validation processing is performed for both of the matching orders. Once the order validation processing is successfully completed for both of the matching orders, then the trade is executed. Order validation processing includes both risk calculations and account validations, (e.g., checking to ensure the party has the necessary money or collateral if a buyer or is the owner if a seller).
    Type: Grant
    Filed: April 20, 2011
    Date of Patent: November 20, 2012
    Assignee: OMX Technology AB
    Inventors: Håkan Winbom, Ulf Ahlenius
  • Publication number: 20120221462
    Abstract: An instrument is traded in an automated exchange system. A first order for the instrument on a first side of a market and a second order for the instrument on a second side of the market are received. The first and second orders are evaluated regarding the possibility for a match between the first and the second orders. If such a match is possible, a preliminary trade is created using the first and the second orders. A third order for the instrument on the first side of the market is received and compared with the first order. If the third order is better than the first order, then the preliminary trade is modified. A final trade is created using the orders currently part of the preliminary trade.
    Type: Application
    Filed: May 8, 2012
    Publication date: August 30, 2012
    Applicant: OMX Technology AB
    Inventor: Peter De VERDIER