Patents by Inventor Fred Malabre
Fred Malabre 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: 20220321515Abstract: The disclosed embodiments relate generally to efficient data transmission and receipt. Specifically, the disclosed embodiments provide systems and methods for selectively combining multiple, disparate message types and transmitting same via one data feed. A consolidation system determines whether data resulting from an event can be combined or merged based on pre-determined message characteristics and state or environment information or should be sent via two separate feeds. The merged message may be backwards-compatible so that data recipient computing systems can easily and selectively decide which portion of the merged data is relevant to the data recipient computing system, only read the relevant portions. Thus, multiple data receivers, which typically consume different message types, can receive and consume the same merged or consolidated message.Type: ApplicationFiled: June 15, 2022Publication date: October 6, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Rosa Frenkel, Arkadiusz Koziol, José Antonio Acuña-Rohter, Fred Malabre, Melissa Jenner, Priteshkumar Soni
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Patent number: 11411907Abstract: The disclosed embodiments relate generally to efficient data transmission and receipt. Specifically, the disclosed embodiments provide systems and methods for selectively combining multiple, disparate message types and transmitting same via one data feed. A consolidation system determines whether data resulting from an event can be combined or merged based on pre-determined message characteristics and state or environment information, or should be sent via two separate feeds. The merged message may be backwards-compatible so that data recipient computing systems can easily and selectively decide which portion of the merged data is relevant to the data recipient computing system, only read the relevant portions. Thus, multiple data receivers, which typically consume different message types, can receive and consume the same merged or consolidated message.Type: GrantFiled: May 16, 2016Date of Patent: August 9, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Pearce Peck-Walden, Rosa Frenkel, Arkadiusz Koziol, José Antonio Acuña-Rohter, Fred Malabre, Melissa Jenner, Priteshkumar Soni
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Patent number: 10991043Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: GrantFiled: April 10, 2019Date of Patent: April 27, 2021Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20190362423Abstract: Systems and methods are disclosed which match or otherwise allocate an incoming transaction with previously received but not yet fully satisfied transactions counter thereto as well as to mitigation of disparities in latencies between the client devices of the market participants and the electronic data transaction processing system which may result in disparities in the time of receipt of competing transactions. The disclosed embodiments may mitigate such disparities by buffering or otherwise grouping temporally proximate competing transactions together upon receipt, e.g. into a group, collection, set, bucket, etc.Type: ApplicationFiled: August 7, 2019Publication date: November 28, 2019Applicant: Chicago Mercantile Exchange Inc.Inventors: Bernard Hosman, Sean Castette, Fred Malabre, Pearce Peck-Walden, Ari Studnitzer
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Patent number: 10417709Abstract: Systems and methods are disclosed which match or otherwise allocate an incoming transaction with previously received but not yet fully satisfied transactions counter thereto as well as to mitigation of disparities in latencies between the client devices of the market participants and the electronic data transaction processing system which may result in disparities in the time of receipt of competing transactions. The disclosed embodiments may mitigate such disparities by buffering or otherwise grouping temporally proximate competing transactions together upon receipt, e.g. into a group, collection, set, bucket, etc.Type: GrantFiled: January 8, 2016Date of Patent: September 17, 2019Assignee: Chicago Mercantile Exchange Inc.Inventors: Bernard Hosman, Sean Castette, Fred Malabre, Pearce Peck-Walden, Ari Studnitzer
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Patent number: 10395311Abstract: Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.Type: GrantFiled: December 11, 2017Date of Patent: August 27, 2019Assignee: Chicago Mercantile Exchange Inc.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Publication number: 20190236708Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: ApplicationFiled: April 10, 2019Publication date: August 1, 2019Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20190172137Abstract: Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message.Type: ApplicationFiled: February 8, 2019Publication date: June 6, 2019Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco
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Patent number: 10304133Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: GrantFiled: April 28, 2017Date of Patent: May 28, 2019Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Patent number: 10242405Abstract: Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message.Type: GrantFiled: December 3, 2013Date of Patent: March 26, 2019Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco
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Publication number: 20180101899Abstract: Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.Type: ApplicationFiled: December 11, 2017Publication date: April 12, 2018Inventors: Dennis Genetski, Vijay Menon, Matthew Simpson, Fred Malabre, Sreenivas Achanta
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Patent number: 9842366Abstract: Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.Type: GrantFiled: December 19, 2012Date of Patent: December 12, 2017Assignee: Chicago Mercantile Exchange Inc.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Publication number: 20170331774Abstract: The disclosed embodiments relate generally to efficient data transmission and receipt. Specifically, the disclosed embodiments provide systems and methods for selectively combining multiple, disparate message types and transmitting same via one data feed. A consolidation system determines whether data resulting from an event can be combined or merged based on pre-determined message characteristics and state or environment information, or should be sent via two separate feeds. The merged message may be backwards-compatible so that data recipient computing systems can easily and selectively decide which portion of the merged data is relevant to the data recipient computing system, only read the relevant portions. Thus, multiple data receivers, which typically consume different message types, can receive and consume the same merged or consolidated message.Type: ApplicationFiled: May 16, 2016Publication date: November 16, 2017Inventors: Pearce Peck-Walden, Rosa Frenkel, Arkadiusz Koziol, José Antonio Acuña-Rohter, Fred Malabre, Melissa Jenner, Priteshkumar Soni
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Publication number: 20170236205Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: ApplicationFiled: April 28, 2017Publication date: August 17, 2017Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Patent number: 9659330Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: GrantFiled: September 19, 2013Date of Patent: May 23, 2017Assignee: Chicago Mercantile Exchange, Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20170046783Abstract: Systems and methods are disclosed which match or otherwise allocate an incoming transaction with previously received but not yet fully satisfied transactions counter thereto as well as to mitigation of disparities in latencies between the client devices of the market participants and the electronic data transaction processing system which may result in disparities in the time of receipt of competing transactions. The disclosed embodiments may mitigate such disparities by buffering or otherwise grouping temporally proximate competing transactions together upon receipt, e.g. into a group, collection, set, bucket, etc.Type: ApplicationFiled: January 8, 2016Publication date: February 16, 2017Inventors: Bernard Hosman, Sean Castette, Fred Malabre, Pearce Peck-Walden, Ari Studnitzer
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Publication number: 20140089164Abstract: Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message.Type: ApplicationFiled: December 3, 2013Publication date: March 27, 2014Applicant: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20140019329Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: ApplicationFiled: September 19, 2013Publication date: January 16, 2014Applicant: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Patent number: 8626625Abstract: Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message.Type: GrantFiled: June 24, 2011Date of Patent: January 7, 2014Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco
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Patent number: 8560443Abstract: Systems and methods are provided for communicating and processing market data. The market data may comprise quotes, orders, trades and/or statistics. A messaging structure allows for adding, re-ordering and/or expanding data, within the printable character set of any language. One or more delimiters are defined and used to delimit data elements within the message structure. The data is interpreted based on templates which may be disseminated prior to the sending of messages and used as an abstraction so that the meaning of data need not be conveyed in the message.Type: GrantFiled: November 19, 2012Date of Patent: October 15, 2013Assignee: Chicago Mercantile Exchange, Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey