Patents by Inventor Daniel F. Moore
Daniel F. Moore has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).
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Publication number: 20140095097Abstract: A method and system for determining line edge roughness is disclosed. The method involves computing a first length for a plurality of points based on a first line size, computing a second length for the plurality of points based on a second line size, and determining a fractal dimension line edge roughness parameter based on a difference between the first length and the second length.Type: ApplicationFiled: September 28, 2012Publication date: April 3, 2014Applicant: INTERNATIONAL BUSINESS MACHINES CORPORATIONInventor: Daniel F. Moore
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Patent number: 8326737Abstract: A method, executed in a computer system, for opening an electronic market for trading of a security is described. The method includes receiving by the computer system eligible orders and quotes for the security traded in the electronic market and disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the open of trading. The method also includes determining by the computer system a price or prices at which the maximum shares would be executed and determining which price would minimize any imbalance of eligible orders and executing at least some of the eligible orders at the determined opening price.Type: GrantFiled: November 2, 2010Date of Patent: December 4, 2012Assignee: The NASDAQ OMX Group, Inc.Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan B. Franks, Adam S. Nunes, Timothy McCormick
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Patent number: 8280797Abstract: A method for trading a security in an electronic market includes receiving closing orders and orders for the security traded in the electronic market, disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the close of trading, determining a closing price for the security based on the closing orders and orders, and executing at least some of the closing orders at the determined closing price.Type: GrantFiled: January 11, 2010Date of Patent: October 2, 2012Assignee: The NASDAQ OMX Group, Inc.Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan Barnard Franks, Adam Seth Nunes, Oliver Albers
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Patent number: 8244622Abstract: A trading process for trading securities in an electronic market includes a matching process to match a portion of a received order for a security against a security interest stored in an order book that resides in main memory of a computer system.Type: GrantFiled: July 25, 2002Date of Patent: August 14, 2012Assignee: The NASDAQ OMX Group, Inc.Inventors: John T. Hughes, Jr., Daniel F. Moore, Bruce E. Friedman, Timothy Vincent
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Publication number: 20120011046Abstract: A method of processing delivery messages in a security processing architecture includes receiving an expression of interest to enter into a transaction to buy or sell a security, matching the expression of interest with other expressions of interest, sending a message to a market participant that a match exists, recording a delivery in a delivery log file, recording the delivery in a delivery work in process (WIP) file, and receiving a response message from the market participant.Type: ApplicationFiled: June 30, 2011Publication date: January 12, 2012Applicant: THE NASDAQ OMX GROUP, INC.Inventors: Carolyn A. Nalbandian, Daniel F. Moore, Fred Stiening
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Patent number: 8095453Abstract: A process for chronicling a portion of an electronic market includes a record process for recording an activity relating to a security interest in an order book in main memory of a computer system and another record process for recording the activity in a persistent store.Type: GrantFiled: October 26, 2010Date of Patent: January 10, 2012Assignee: The NASDAQ OMX Group, Inc.Inventors: John T. Hughes, Jr., Daniel F. Moore, Bruce E. Friedman, Timothy Vincent
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Patent number: 8090640Abstract: A method of processing delivery messages in a security processing architecture includes receiving an expression of interest to enter into a transaction to buy or sell a security, matching the expression of interest with other expressions of interest, sending a message to a market participant that a match exists, recording a delivery in a delivery log file, recording the delivery in a delivery work in process (WIP) file, and receiving a response message from the market participant.Type: GrantFiled: July 25, 2002Date of Patent: January 3, 2012Assignee: The NASDAQ OMX Group, Inc.Inventors: Carolyn A. Nalbandian, Daniel F. Moore, Fred Stiening
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Patent number: 7962399Abstract: A method for managing display of quotes for securities in an electronic market includes entering a quote into a system for trading securities, a portion of the entered quote being displayable and another portion of the entered quote being held as reserved quote interest, executing a portion of the displayable quote portion against interest in the market, aggregating an unexecuted displayable quote portion, with a portion of the reserved quote, if the unexecuted displayable quote portion is less than a round lot, and displaying the aggregate.Type: GrantFiled: November 21, 2002Date of Patent: June 14, 2011Assignee: The NASDAQ OMX Group, Inc.Inventors: Peter Martyn, Daniel F. Moore
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Patent number: 7933827Abstract: Multiple securities processors each process attributable security interest messages generated by market participants. Each of these attributable security interest messages relates to a specific security chosen from a plurality of securities traded on the securities trading system, such that each individual security is assigned to one or more of the securities processors. An order routing system routes each attributable security interest message to one of the securities processors.Type: GrantFiled: July 25, 2002Date of Patent: April 26, 2011Assignee: The NASDAQ OMX Group, Inc.Inventors: James N. Richmann, Daniel F. Moore, John T. Hughes, Jr., Stuart Serkin, Timothy Vincent, Peter J. Martyn, Mark DeNat
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Patent number: 7925570Abstract: A method, executed in a computer system, for opening an electronic market for trading of a security is described. The method includes receiving by the computer system eligible orders and quotes for the security traded in the electronic market and disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the open of trading. The method also includes determining by the computer system a price or prices at which the maximum shares would be executed and determining which price would minimize any imbalance of eligible orders and executing at least some of the eligible orders at the determined opening price.Type: GrantFiled: March 9, 2005Date of Patent: April 12, 2011Assignee: The Nasdaq OMX Group, Inc.Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan B. Franks, Adam S. Nunes, Timothy McCormick
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Publication number: 20110066541Abstract: A method, executed in a computer system, for opening an electronic market for trading of a security is described. The method includes receiving by the computer system eligible orders and quotes for the security traded in the electronic market and disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the open of trading. The method also includes determining by the computer system a price or prices at which the maximum shares would be executed and determining which price would minimize any imbalance of eligible orders and executing at least some of the eligible orders at the determined opening price.Type: ApplicationFiled: November 2, 2010Publication date: March 17, 2011Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan B. Franks, Adam S. Nunes, Timothy McCormick
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Patent number: 7895112Abstract: A system for execution of transactions includes a main memory of a computer system storing an order book to match a portion of security interest in the order book to a received order for a security.Type: GrantFiled: July 25, 2002Date of Patent: February 22, 2011Assignee: The NASDAQ OMX Group, Inc.Inventors: James N. Richmann, Stuart Serkin, Timothy Vincent, Fred Stiening, John T. Hughes, Jr., Daniel F. Moore
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Publication number: 20110040676Abstract: A process for chronicling a portion of an electronic market includes a record process for recording an activity relating to a security interest in an order book in main memory of a computer system and another record process for recording the activity in a persistent store.Type: ApplicationFiled: October 26, 2010Publication date: February 17, 2011Inventors: John T. Hughes, JR., Daniel F. Moore, Bruce E. Friedman, Timothy Vincent
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Patent number: 7890411Abstract: A round-lot-based system for trading of securities includes a plurality of client stations for entering quotes for securities and a server process. The system receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The system uses a graphical user that depicts aggregated quotes in an aggregate window, and a plurality of price levels of a product traded in the market. The system also aggregates round, odd, and/or mixed lot orders into an aggregate of actual shares. The aggregate of actual shares may be placed on a book and rounded down to the nearest round lot for displaying on the round-lot-based system.Type: GrantFiled: July 25, 2002Date of Patent: February 15, 2011Assignee: The Nasdaq OMX Group, Inc.Inventors: Daniel F. Moore, John T. Hughes, Jr., Bruce E. Friedman, Peter J Martyn
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Patent number: 7882010Abstract: A system for determining an opening price for products traded over a distributed, networked computer system, includes a plurality of workstations for entering orders for financial products into the distributed, networked computer system and a server computer coupled to the workstations for receiving the orders. The server computer determines when a time just prior to an official opening time for opening regular trading has been reached, and executes a server process that determines an opening price for the product. The server process identifies the oldest of interest at the most aggressive price on each side of the market and selects the older interest of the identified interest to designate as initial interest. The server process matches initial interest against all contra side interest.Type: GrantFiled: June 7, 2002Date of Patent: February 1, 2011Assignee: The NASDAQ OMX Group, Inc.Inventors: Daniel F. Moore, Timothy Vincent, Richard Justice, John T. Hughes, Jr., Eugene A. Ryan, Yek Kwong Eng, Mark Denat, Peter J. Martyn
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Patent number: 7801796Abstract: A message prioritization process includes an interface process for receiving a primary attributable security interest message and one or more secondary attributable security interest messages placed by the market participant on a securities trading system. The primary attributable security interest message relates to a defined quantity of an individual security traded on the securities trading system. Each secondary attributable security interest message increments the defined quantity of the primary attributable security interest message by an incremental quantity. A code assignment process assigns a superior prioritization code to the primary attributable security interest message and an inferior prioritization code to each secondary attributable security interest message. These prioritization codes control the order in which the attributable security interest messages are processed by a matching process, and the inferior prioritization code is subordinate to the superior prioritization code.Type: GrantFiled: November 21, 2002Date of Patent: September 21, 2010Assignee: The NASDAQ OMX Group, Inc.Inventors: Bruce E. Friedman, John T. Hughes, Jr., Gopichand Kongani, Daniel F. Moore
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Patent number: 7801795Abstract: A method for trading a security in an electronic market includes entering an order at a client station for executing against any market participant that can at least in part satisfy the order, and matching the entered order at a server system against interest in the market based on how the market participant participates in the market with a portion of the interest in the market being prioritized according to price priority among displayed quotes/orders of market makers, ECNs that do not charge a separate quote-access fee, and non-attributable agency orders of UTP Exchanges, and subsequently by displayed quotes/orders of ECNs that charge a separate quote-access fee, with the quotes/orders of the ECNs that charge a separate quote-access fee being ranked by the amount of the quote-access fee charged.Type: GrantFiled: October 18, 2002Date of Patent: September 21, 2010Assignee: The Nasdaq OMX Group, Inc.Inventors: Adam Nunes, Daniel F. Moore, Mark Denat, John Malitzis, Karen Peterson, Anna Ewing, Steven J. Randich, Richard G. Ketchum, Dean Furbush, Christopher Folkemer
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Publication number: 20100205109Abstract: A method for trading a security in an electronic market includes receiving closing orders and orders for the security traded in the electronic market, disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the close of trading, determining a closing price for the security based on the closing orders and orders, and executing at least some of the closing orders at the determined closing price.Type: ApplicationFiled: January 11, 2010Publication date: August 12, 2010Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan Barnard Franks, Adam Seth Nunes, Oliver Albers
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Patent number: 7647264Abstract: A method for trading a security in an electronic market includes receiving closing orders and orders for the security traded in the electronic market, disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the close of trading, determining a closing price for the security based on the closing orders and orders, and executing at least some of the closing orders at the determined closing price.Type: GrantFiled: April 28, 2004Date of Patent: January 12, 2010Assignee: The Nasdaq OMX Group, Inc.Inventors: Frank Hatheway, Daniel F. Moore, Timothy E. Cox, Peter J. Martyn, Dan Barnard Franks, Adam Seth Nunes, Oliver Albers
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Patent number: 7523062Abstract: A securities processor includes a prematching process for validating an attributable security interest message placed by a market participant on a securities trading system This attributable security interest message relates to an individual security chosen from a plurality of securities traded on the securities trading system. A matching queue receives the validated attributable security interest message from the prematching process, and queues it for subsequent matching. A matching process obtains the validated attributable security interest message from the matching queue and compares it with previously-validated attributable security interest messages to determine if a match occurs between the validated attributable security interest message and one of the previously-validated attributable security interest messages.Type: GrantFiled: July 25, 2002Date of Patent: April 21, 2009Assignee: The Nasdaq OMX Group, Inc.Inventors: Daniel F. Moore, John T. Hughes, Jr., Fred Steining, Stuart Richard Serkin, Timothy Vincent