Patents by Inventor Douglas R. Duquette
Douglas R. Duquette 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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Patent number: 12159312Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: GrantFiled: August 30, 2023Date of Patent: December 3, 2024Assignee: Trading Technologies International, Inc.Inventors: Michael J. Burns, Brian J. Buck, Douglas R. Duquette
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Patent number: 12131382Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: GrantFiled: August 8, 2023Date of Patent: October 29, 2024Assignee: Trading Technologies International, Inc.Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Publication number: 20240020764Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: ApplicationFiled: August 8, 2023Publication date: January 18, 2024Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Publication number: 20230410202Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: ApplicationFiled: August 30, 2023Publication date: December 21, 2023Inventors: Michael J. Burns, Brian J. Buck, Douglas R. Duquette
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Publication number: 20230351512Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.Type: ApplicationFiled: July 12, 2023Publication date: November 2, 2023Inventor: Douglas R. Duquette
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Patent number: 11790445Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: GrantFiled: April 21, 2021Date of Patent: October 17, 2023Assignee: Trading Technologies International, Inc.Inventors: Michael J. Burns, Brian J. Buck, Douglas R. Duquette
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Patent number: 11769203Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: GrantFiled: January 13, 2022Date of Patent: September 26, 2023Assignee: Trading Technologies International, Inc.Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Patent number: 11741543Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.Type: GrantFiled: September 9, 2021Date of Patent: August 29, 2023Assignee: Trading Technologies International, Inc.Inventor: Douglas R. Duquette
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Publication number: 20220138853Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: ApplicationFiled: January 13, 2022Publication date: May 5, 2022Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Patent number: 11257159Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: GrantFiled: June 23, 2020Date of Patent: February 22, 2022Assignee: Trading Technologies International, Inc.Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Publication number: 20210407005Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.Type: ApplicationFiled: September 9, 2021Publication date: December 30, 2021Inventor: Douglas R. Duquette
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Patent number: 11151649Abstract: Certain embodiments provide systems, apparatus, and methods to analyze incoming data messages and create market information constructs. An example method includes receiving a data message including an instruction to initiate a market event. The example method includes evaluating the instruction to determine whether it is associated with two or more causally linked market events. The example method also includes classifying the instruction based on the evaluating as part of a sequence of causally linked market events or as a single market event. The example method includes queuing the sequence of causally linked market events. The example method further includes detecting an end of the sequence of causally linked market events. The example method includes constructing a logically reduced market data message construct descriptive of the one or more market events represented by the queued sequence of causally linked events.Type: GrantFiled: July 3, 2019Date of Patent: October 19, 2021Assignee: Trading Technologies International, Inc.Inventor: Douglas R. Duquette
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Publication number: 20210256604Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: ApplicationFiled: April 21, 2021Publication date: August 19, 2021Inventors: Michael J. Burns, Brian J. Buck, Douglas R. Duquette
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Patent number: 11023975Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: GrantFiled: December 17, 2019Date of Patent: June 1, 2021Assignee: Trading Technologies International, Inc.Inventors: Michael J. Burns, Douglas R. Duquette, Brian J. Buck
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Patent number: 10977731Abstract: A system and method for prioritized data delivery in an electronic trading environment are described herein. According to one example embodiment, by prioritizing the messages associated with a tradeable object, the bandwidth and system resource usage may be optimally reduced, and any loss of priority content in the messages sent between the network device and the client device may be reduced. An example method includes associating different priority levels with messages comprising market data. Messages containing market information related to the inside market may be associated to a higher priority level. Whereas messages containing market information relating to the quantities at prices outside the inside market may be associated with a lower priority level. Based on the priority level associated with a message, a network device may send the message directly to the client device or store the message in a data structure until a pre-defined condition is satisfied.Type: GrantFiled: July 2, 2018Date of Patent: April 13, 2021Assignee: Trading Technologies International, Inc.Inventors: Douglas R. Duquette, Robert A. West
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Patent number: 10937093Abstract: Processing and charting security exchange trading and market information shows security traders if current transactions originated as buy orders or sell orders, and simultaneously indicates traded quantity. Security exchange trading information is received that includes the price, volume and time of each trade. In addition, security exchange market information is received from buyers, specifying bide prices and quantities, and from sellers, specifying asking prices and quantities. The security exchange trading and market information is processed simultaneously and displayed as a continuously updated real-time chart depicting the exchange auction process whereby buyers and sellers agree to trade at specified prices, including details of individual transactions. The chart is formed by plotting each trade at the price traded, and for each plot point shows a distinctive icon indication whether the transaction was initiated by a buyer or seller.Type: GrantFiled: May 30, 2014Date of Patent: March 2, 2021Assignee: Trading Technologies International, Inc.Inventor: Douglas R. Duquette
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Publication number: 20200320629Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: ApplicationFiled: June 23, 2020Publication date: October 8, 2020Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Patent number: 10733670Abstract: System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.Type: GrantFiled: June 21, 2019Date of Patent: August 4, 2020Assignee: Trading Technologies International, Inc.Inventors: Alexander V. Foygel, Bharat Mittal, Douglas R. Duquette
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Publication number: 20200126156Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: ApplicationFiled: December 17, 2019Publication date: April 23, 2020Inventors: Michael J. BURNS, Douglas R. DUQUETTE, Brian J. BUCK
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Patent number: 10552907Abstract: The present embodiments relate to charting multiple markets. In some embodiments, charting multiple markets may include receiving market data for a plurality of tradeable objects. The plurality of tradeable objects may include an anchor object and at least one non-anchor object. The market data may include anchor object price data for the anchor object and non-anchor price data for the at least one non-anchor object. The non-anchor object price data may be converted based on the anchor object price data such that converted non-anchor object price data has a price scale of the anchor object price data. The anchor object price data and the non-anchor object price data may be displayed along a normalized price axis.Type: GrantFiled: April 9, 2019Date of Patent: February 4, 2020Assignee: Trading Technologies International, Inc.Inventors: Michael J. Burns, Douglas R. Duquette, Brian J. Buck