Patents by Inventor Dileep Konduru
Dileep Konduru 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: 20240046358Abstract: The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.Type: ApplicationFiled: October 11, 2023Publication date: February 8, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Ryan Eavy, Dileep Konduru, Zachary Bonig, Ari Studnitzer
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Patent number: 11823267Abstract: The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.Type: GrantFiled: February 15, 2022Date of Patent: November 21, 2023Assignee: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Ryan Eavy, Dileep Konduru, Zachary Bonig, Ari Studnitzer
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Publication number: 20230044478Abstract: A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.Type: ApplicationFiled: October 25, 2022Publication date: February 9, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Dileep Konduru, Eric Schuldt, José Antonio Acuña-Rohter, Akira Yamaguchi, Kevin Bulman
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Patent number: 11501373Abstract: A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.Type: GrantFiled: October 23, 2020Date of Patent: November 15, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Dileep Konduru, Eric Schuldt, José Antonio Acuña-Rohter, Akira Yamaguchi, Kevin Bulman
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Publication number: 20220172292Abstract: The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.Type: ApplicationFiled: February 15, 2022Publication date: June 2, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Ryan Eavy, Dileep Konduru, Zachary Bonig, Ari Studnitzer
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Publication number: 20220156831Abstract: Systems and methods are provided for an electronic match engine of an exchange that distributes a minimum data set to an external market data generation (MDG) processor. The electronic match engine derives a minimum data set from data already known to the electronic match engine. The MDG processor, which may be outside of the electronic match engine, may extract the minimum data set and uses it to generate market data. The electronic match engine may append the minimum data set to an order entry message sent to the MDG processor.Type: ApplicationFiled: December 15, 2021Publication date: May 19, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre
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Patent number: 11288739Abstract: The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.Type: GrantFiled: April 21, 2016Date of Patent: March 29, 2022Assignee: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Pearce Peck-Walden, Ryan Eavy, Dileep Konduru, Zachary Bonig, Ari Studnitzer
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Patent number: 11238533Abstract: Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.Type: GrantFiled: August 19, 2015Date of Patent: February 1, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre
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Publication number: 20210042832Abstract: A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.Type: ApplicationFiled: October 23, 2020Publication date: February 11, 2021Applicant: Chicago Mercantile Exchange Inc.Inventors: Dileep Konduru, Eric Schuldt, José Antonio Acuña-Rohter, Akira Yamaguchi, Kevin Bulman
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Patent number: 10853879Abstract: A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.Type: GrantFiled: February 19, 2016Date of Patent: December 1, 2020Assignee: Chicago Mercantile Exchange Inc.Inventors: Dileep Konduru, Eric Schuldt, José Antonio Acuña-Rohter, Akira Yamaguchi, Kevin Bulman
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Publication number: 20170243291Abstract: A computer implemented method for aggregating quantities associated with messages includes: generating an implied message for an object based on two constituent messages, wherein the implied message is associated with a value based on the values of the constituent messages, a priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages, receiving third and fourth messages, increasing the quantity of the implied message based on the received messages, and upon an occurrence of a match event involving the implied message, automatically allocating all of the quantity of the implied message for matching during the match event before allocating any of the quantity associated with the third message for matching during the match event.Type: ApplicationFiled: February 19, 2016Publication date: August 24, 2017Inventors: Dileep Konduru, Eric Schuldt, Josê Antonio Acuña-Rohter, Akira Yamaguchi, Kevin Bulman
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Publication number: 20170103462Abstract: The disclosed embodiments relate to systems and methods for triangulation of options and futures. An exchange receives a volatility quoted order. The system attempts to match the order within a volatility order book. If there is a match, the system attempts to mitigate the risk of the order by implying an order into the futures market. If there is not a match, the system implies an order into a premium quoted option order book. The exchange automatically maintains the order based on changes in the underlying futures market and a stored quoting model.Type: ApplicationFiled: April 21, 2016Publication date: April 13, 2017Inventors: Pearce Peck-Walden, Ryan Eavy, Dileep Konduru, Zachary Bonig, Ari Studnitzer
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Publication number: 20170053349Abstract: Systems and methods are provided for an optimized electronic match engine of an exchange is disclosed that distributes a minimum data set to an external market data generation (MDG) processor. The optimized electronic match engine derives a minimum data set from data already known to the optimized electronic match engine. The MDG processor may extract the minimum data set and uses it to generate market data outside of the optimized electronic match engine. In some examples, an order entry (OE) message transmitted from the optimized electronic match engine may be appended with the minimum data set in a simple binary encoding (SBE) format.Type: ApplicationFiled: August 19, 2015Publication date: February 23, 2017Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre
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Publication number: 20140081826Abstract: Systems and methods for matching orders are provided. One or more trade templates are created. The trade templates define groups of orders for financial instruments that may be combined such that all of the orders are matched. A collection of tradable price levels is also created for each template. New orders and resting orders are analyzed using one or more trade templates and tradable price levels to determine whether a combination of orders satisfies all of the elements of a trade template with a required price level. When all of the elements of a trade template are satisfied and an order with a tradable price level is received, the corresponding orders may be matched contemporaneously.Type: ApplicationFiled: September 18, 2013Publication date: March 20, 2014Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: Jose Antonio Acuna-Rohter, Pearce Peck-Walden, Dileep Konduru
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Patent number: 8560415Abstract: Systems and methods for matching orders are provided. One or more trade templates are created. The trade templates define groups of orders for financial instruments that may be combined such that all of the orders are matched. A collection of tradable price levels is also created for each template. New orders and resting orders are analyzed using one or more trade templates and tradable price levels to determine whether a combination of orders satisfies all of the elements of a trade template with a required price level. When all of the elements of a trade template are satisfied and an order with a tradable price level is received, the corresponding orders may be matched contemporaneously.Type: GrantFiled: September 16, 2010Date of Patent: October 15, 2013Assignee: Chicago Mercantile Exchange, Inc.Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Dileep Konduru
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Publication number: 20120072326Abstract: Systems and methods for matching orders are provided. One or more trade templates are created. The trade templates define groups of orders for financial instruments that may be combined such that all of the orders are matched. A collection of tradable price levels is also created for each template. New orders and resting orders are analyzed using one or more trade templates and tradable price levels to determine whether a combination of orders satisfies all of the elements of a trade template with a required price level. When all of the elements of a trade template are satisfied and an order with a tradable price level is received, the corresponding orders may be matched contemporaneously.Type: ApplicationFiled: September 16, 2010Publication date: March 22, 2012Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Dileep Konduru