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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Patent number: 8359261Abstract: 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: November 28, 2011Date of Patent: January 22, 2013Assignee: Chicago Mercantile Exchange Inc.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Patent number: 8341056Abstract: 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: May 9, 2012Date of Patent: December 25, 2012Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20120221488Abstract: 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: May 9, 2012Publication date: August 30, 2012Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Patent number: 8229820Abstract: 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 22, 2010Date of Patent: July 24, 2012Assignee: Chicago Mercantile Exchange Inc.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Publication number: 20120072514Abstract: 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: November 28, 2011Publication date: March 22, 2012Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Patent number: 8108289Abstract: 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: July 11, 2007Date of Patent: January 31, 2012Assignee: Chicago Mercantile Exchange, Inc.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Publication number: 20110251944Abstract: 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: June 24, 2011Publication date: October 13, 2011Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco
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Publication number: 20110016032Abstract: 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 22, 2010Publication date: January 20, 2011Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco, Jim Northey
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Patent number: 7831491Abstract: 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 5, 2004Date of Patent: November 9, 2010Assignee: Chicago Mercantile Exchange Inc.Inventors: Ronald Newell, Vijay Menon, Fred Malabre, Joseph Lobraco, Jim Northey
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Publication number: 20090019305Abstract: 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: July 11, 2007Publication date: January 15, 2009Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: Dennis Genetski, Vijay Menon, Matt Simpson, Fred Malabre, Sreenivas Achanta
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Publication number: 20050197916Abstract: 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: November 5, 2004Publication date: September 8, 2005Applicant: Chicago Mercantile ExchangeInventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco
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Publication number: 20050096999Abstract: 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: July 30, 2004Publication date: May 5, 2005Applicant: Chicago Mercantile ExchangeInventors: Ron Newell, Vijay Menon, Fred Malabre, Joe Lobraco