Patents Assigned to The NASDAQ OMX Group, Inc.
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Patent number: 9123076Abstract: The present technology is related to employing a template/macro-based order entry system. An initial order data message contains a macro that establishes the initial parameters for an order and a unique ID is associated with the template. Subsequent, and potentially smaller sized data messages contain the unique ID as well as relevant order details for placing an order. Of course, the technology described herein envisions a much broader concept of reducing message sizes to help improve overall latency and is not limited to order entry.Type: GrantFiled: October 16, 2013Date of Patent: September 1, 2015Assignee: NASDAQ OMX Group, Inc.Inventors: Michael Chapman, Michael Lazarev, John Vaccaro
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Publication number: 20150206235Abstract: A routing device for routing an electronic order data message is provided. A storage medium stores a routing table and a transceiver communicates with a first set of computing nodes, a first electronic trading platform, and a second set of electronic trading platforms. An electronic order data message and an updated financial data message feed are accepted at the routing device. The marketable or non-marketable operation state of the electronic order data message is determined from the updated financial data message feed. The electronic order data message is then routed based on a selected routing strategy and a selected destination address. A non-marketable operation state routes the electronic order data message to the first electronic trading platform. A marketable operation state routes the electronic order data message to at least one of the second set of electronic trading platforms.Type: ApplicationFiled: January 17, 2014Publication date: July 23, 2015Applicant: THE NASDAQ OMX GROUP, INC.Inventor: Paul KENYON
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Patent number: 9026470Abstract: Amongst other things, a computer implemented method for releasing a security for trading in a trading venue includes determining volatility in prices of quotations for a security before the security is released for trading; comparing the determined volatility to a volatility threshold; calculating an adjusted price of the quotations based on the output of the determined volatility in the prices; sending a message to release the security for trading, with the security having the adjusted price that is based on the outcome of comparing.Type: GrantFiled: October 21, 2008Date of Patent: May 5, 2015Assignee: The NASDAQ OMX Group, Inc.Inventors: Adam Nunes, Charles Mack, Constantine Sokoloff
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Publication number: 20150106248Abstract: The present technology is related to employing a template/macro-based order entry system. An initial order data message contains a macro that establishes the initial parameters for an order and a unique ID is associated with the template. Subsequent, and potentially smaller sized data messages contain the unique ID as well as relevant order details for placing an order. Of course, the technology described herein envisions a much broader concept of reducing message sizes to help improve overall latency and is not limited to order entry.Type: ApplicationFiled: October 16, 2013Publication date: April 16, 2015Applicant: THE NASDAQ OMX GROUP, INC.Inventors: Michael CHAPMAN, Michael LAZAREV, John VACCARO
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Publication number: 20150032590Abstract: A matching engine message stream generator of an electronic exchange platform generates protocol-specific market data messages use and includes a first interface created on a reconfigurable logic device that receives matching engine message(s) with a source specific format from a matching engine. Based on a set of pre-defined conditions, the first interface filters out and discards messages of source specific format. The message stream generator further includes a buffer on the logic device that stores undiscarded messages of source specific format. The message stream generator also includes logic on the logic device that converts stored message(s) in source specific format into a market data message in a standardized format and generates a stream of market data messages having that standardized format. The message stream generator includes a second interface on the logic device that transmits the stream of converted market data messages.Type: ApplicationFiled: July 25, 2013Publication date: January 29, 2015Applicant: The NASDAQ OMX Group, Inc.Inventors: Thomas FAY, Dominick PANISCOTTI
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Publication number: 20140337097Abstract: A sentiment analysis computing system includes a storage medium and a processing system. Sentiment input is received from audience members viewing a streamed/webcasted event. The received input is stored to the storage medium. A time slice of the webcasted event is determined and sentiment inputs that are within that time slice are obtained. A sentiment value is calculated for the determined time slice based on aggregated sentiment values. The calculated sentiment value for the time slice is then output by the sentiment analysis computing system.Type: ApplicationFiled: May 7, 2013Publication date: November 13, 2014Applicant: The NASDAQ OMX Group, Inc.Inventor: Matthew B. FARLIE
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Patent number: 8788683Abstract: Systems and techniques for capturing audio and delivering the audio in digital streaming media formats are disclosed. Several aspects of the systems and techniques operate in a cloud computing environment where computational power is allocated, utilized, and paid for entirely on demand. The systems and techniques enable a call to be made directly from a virtual machine out to a Public Switch Telephone Network (PSTN) via a common Session Interface Protocol (SIP) to PSTN Breakout service, and the audio to be delivered onward to one or more Content Delivery Network (CDN). An audio call capture interface is also provided to initiate and manage the digital streaming media formats.Type: GrantFiled: August 17, 2011Date of Patent: July 22, 2014Assignee: The NASDAQ OMX Group, Inc.Inventors: Simon Ball, Adrian Roe, Dom Robinson, Steve Strong
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Publication number: 20140082749Abstract: An information processing system provisions a client account for a user to enable a client computer associated with the user to store information in an elastic storage system and to prohibit the client computer, the information processing system, and the elastic storage system from altering and from deleting the stored information during an authorized retention period. Data messages are received from one or more client computers and include information that is required to be stored for the authorized retention period. That information is transmitted via one or more data communications networks to the elastic storage system for storage so that the stored information is non-rewriteable and non-erasable during the authorized retention period. The secure data center receives the retrieved copy and provides it to the user device.Type: ApplicationFiled: September 20, 2013Publication date: March 20, 2014Applicants: AMAZON TECHNOLOGIES, INC., THE NASDAQ OMX GROUP, INC.Inventors: Ryan Christopher HOLLAND, Thomas C. STICKLE, Malcolm Gary LAFEVER, Edward Scott MULLINS
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Publication number: 20140013242Abstract: A system for providing a virtual data room for conducting due diligence on a plurality of documents that are remotely located and accessible over a computer network by a plurality of users using client computer systems. Documents are retrieved from the remote system and presented to a user on their local computing system for review and conducting due diligence tasks thereon. Based on the interaction the user has with the displayed document, due diligence status values that are associated with the display document are updated and stored with the virtual data room system. A display request is received and based on the request a display characteristic is calculated for a folder that includes a set of documents. The display characteristic is determined based on the due diligence status values of all of the documents within the folder.Type: ApplicationFiled: July 6, 2012Publication date: January 9, 2014Applicant: THE NASDAQ OMX GROUP, INC.Inventors: Bret Beresford-Wood, Amanda Grosse
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Publication number: 20140012614Abstract: A system for performing due diligence on electronically stored documents is provided. A dynamic due diligence item (DDDI) is created by one user and associated with a particular document or piece of information by the system. The created DDDI is assigned to another user. The created DDDI is then routed by the system over a computer network to another user for review of the DDDI and the associated particular document or piece of information. In certain instances, after receiving the notification and opening the document, the system may enforce upon the second user a required action when the DDDI is presented.Type: ApplicationFiled: July 6, 2012Publication date: January 9, 2014Applicant: THE NASDAQ OMX GROUP, INC.Inventors: Bret BERESFORD-WOOD, Amanda GROSSE, Adam ROSS, Kevin ASUNCION, Tom SOLODYNA, Eric FOLKEMER
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Publication number: 20130325687Abstract: In an automated exchange 410, while an order to trade an Exchange Trade Fund remains open, it is periodically checked whether a peg order price needs to be adjusted. Upon determination of a need for adjustment, a new peg order price correlated to a current quote of the Exchange Trade Fund can be calculated. This new peg order price is modified from said current quote according to predetermined trading criteria which involves a consideration of the Intraday Net Asset Value of the underlying index of the Exchange Trade Fund.Type: ApplicationFiled: May 7, 2013Publication date: December 5, 2013Applicant: The NASDAQ OMX Group, Inc.Inventor: David LAVALLE
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Publication number: 20130297618Abstract: A social intelligence system is presented that streams information from a source, queues the streamed information, analyzes/scores the queued data, and stores the analyzed/scored data in an analysis database. The analyzed/scored data can then be retrieved from the database for post-processing and stored in a client specific database for further reporting. By streaming the data into various message queues and scoring the data before storing in the analysis database, large volumes of data can be efficiently processed and analyzed for a particular person and/or entity.Type: ApplicationFiled: May 7, 2012Publication date: November 7, 2013Applicant: The NASDAQ OMX Group, Inc.Inventors: Deepak CHANDRASEKARAN, Paul STUBBS
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Publication number: 20130297619Abstract: A system is presented that profiles authors and social media data across different media platforms and is capable of determining the author's overall social impact. In one aspect, this is accomplished by using a data retrieval service to trawl various web-sites and social media platforms for information about authors which can then be associated with those authors in a profile database. In one example, an author may post an entry on his/her blog and the data retrieval service can access the profile information of the author, on the blog, where various aspects of the profile information (e.g., real name, employee information, home address) can be matched with candidates in a profile database. From the information gathered, authors can be linked across multiple, different platforms, and an overall social impact of each of the authors can be determined.Type: ApplicationFiled: May 7, 2012Publication date: November 7, 2013Applicant: The NASDAQ OMX Group, Inc.Inventors: Deepak CHANDRASEKARAN, David COSTELLO, Paul Stubbs
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Publication number: 20130297546Abstract: A system is presented that provides sentiment analysis technology that takes into account the perspective or context of the individual or entity for which the sentiment analysis is being performed. Using multiple points of reference within a hierarchical head noun structure (containing head nouns of root terms and possibly dependent terms), the structure allows the system to return different outcomes depending on a user query specifying one or more head nouns to be taken as reference points for sentiment calculations. As a result, an appropriate context for sentiment analysis is determined which takes into account the perspective/context associated with the individual or entity for which the analysis is performed.Type: ApplicationFiled: May 7, 2012Publication date: November 7, 2013Applicant: THE NASDAQ OMX GROUP, INC.Inventor: Keith WOODS-HOLDER
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Patent number: 8515849Abstract: Techniques are described for constructing benchmark-adjusted relative performance indexes that reflect total performance of a traded, target security relative to a benchmark instrument. Also described are derivative instruments such as exchange-traded futures and options that allow investors to take precise hedging or speculation positions on target security relative to the benchmark instrument.Type: GrantFiled: December 30, 2010Date of Patent: August 20, 2013Assignee: The NASDAQ OMX Group, Inc.Inventors: Jacob S. Sagi, Robert E. Whaley
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Publication number: 20130179259Abstract: A computer-implemented method, apparatus, and non-transitory, computer-readable product target potential investors for a company. A computer server obtains investment characteristics information associated with each of a first number of investors and determines asset characteristics information associated with a company interested in attracting investment. The server then analyzes the investment characteristics information associated with each of the first number of investors and the asset characteristics information associated with the company. The analysis includes determining a total compatibility score for each of the first number of investors that is based on a first quantitative fit parameter, a second total impact parameter, and a third quality rating parameter.Type: ApplicationFiled: January 6, 2012Publication date: July 11, 2013Applicant: The NASDAQ OMX Group, Inc.Inventors: Jason M. LINDAUER, Jeffrey Smith
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Publication number: 20130159210Abstract: A method, apparatus, and system are provided for matching orders for corporate debt options in a corporate debt options exchange. A corporate debt options exchange receives an order for a corporate debt option, determines one or more conditions for purchase/sale on the order for the corporate debt option, and matches the order for the corporate debt option with a stored order in an order book in the corporate debt options exchange based on the one or more determined conditions. The order is stored in the order book when no match for the order is found.Type: ApplicationFiled: December 15, 2011Publication date: June 20, 2013Applicant: THE NASDAQ OMX GROUP, INC.Inventor: Daniel R. CARRIGAN
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Patent number: 8407116Abstract: A collector facility for an electronic market is described. The collector facility includes an interface for coupling order delivery systems to the order collector facility and a quote manager that manages multiple quotes/orders received from the interface at multiple price levels. The facility also includes a montage manager to display quotes received from the quote order manager in an aggregate montage or a current quote montage consistent with parameters specified in the multiple quotes.Type: GrantFiled: September 23, 1999Date of Patent: March 26, 2013Assignee: The NASDAQ OMX Group, Inc.Inventors: Stuart Serkin, Peter Marytn
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Patent number: 8401943Abstract: Techniques and systems for determining a valuation for securities that do not have an established valuation mechanism are described herein. Derivative securities based on underlying employee stock options where the maturity of the derivative security is tied to exercise and forfeiture behaviors of individuals owning the stock options are also described herein.Type: GrantFiled: June 23, 2009Date of Patent: March 19, 2013Assignee: The NASDAQ OMX Group, Inc.Inventors: Frank Hatheway, Marianne Baldrica
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Patent number: 8396781Abstract: A system to disseminate attributable interest information includes an internal interface that receives attributable interest messages concerning a specific security that is traded on a computerized trading system. Each attributable interest message includes a lot size, a per unit value, and a market participant identifier. An interest grouping process groups the attributable interest messages according to their per unit values, forming a plurality of price level groups. An external interface publishes, over an information bus, the attributable interest messages included in one or more selected price level groups that are chosen from the plurality of price level groups.Type: GrantFiled: July 25, 2002Date of Patent: March 12, 2013Assignee: The NASDAQ OMX Group, Inc.Inventors: Brian Moore, Kenneth M. Richmond, Coleen Erin McGrath