Patents by Inventor Frederic Malabre

Frederic 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).

  • ELECTRONIC MATCH ENGINE WITH EXTERNAL GENERATION OF MARKET DATA USING A MINIMUM DATA SET
    Publication number: 20220156831
    Abstract: 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: Application
    Filed: December 15, 2021
    Publication date: May 19, 2022
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre
  • Optimized electronic match engine with external generation of market data using a minimum data set
    Patent number: 11238533
    Abstract: 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: Grant
    Filed: August 19, 2015
    Date of Patent: February 1, 2022
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre
  • Optimized Electronic Match Engine With External Generation Of Market Data Using a Minimum Data Set
    Publication number: 20170053349
    Abstract: 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: Application
    Filed: August 19, 2015
    Publication date: February 23, 2017
    Inventors: Pearce Peck-Walden, Rosa Frenkel, José Antonio Acuña-Rohter, Pritesh Soni, Dileep Konduru, Melissa Jenner, Frederic Malabre