Patents by Inventor José Antonio Acuña-Rohter

José Antonio Acuña-Rohter 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).

  • Patent number: 12125100
    Abstract: The disclosed embodiments relate to creation and dissemination of unique identifiers, i.e. tokens, for use in communication of messages from a transaction processing system, to participants therein whereby messages, or at least a portion of the content thereof, indicative of a response to a request, to transact or modify a prior transaction, are consolidated, or otherwise combined, with the corresponding directed reporting messages communicated to the particular participants participating in the reported transaction while preserving the anonymity of those participants to which messages are particularly directed. The identifiers are structured so as to facilitate rapid validation and dissemination while eliminating the ability to associate any given identifier, or set thereof, with a participant.
    Type: Grant
    Filed: January 11, 2022
    Date of Patent: October 22, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Erik Helleren, Barry Galster, Paul Callaway, Pearce Peck-Walden
  • Patent number: 12113762
    Abstract: 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: Grant
    Filed: June 15, 2022
    Date of Patent: October 8, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Pearce Peck-Walden, Rosa Frenkel, Arkadiusz Koziol, José Antonio Acuña-Rohter, Fred Malabre, Melissa Jenner, Priteshkumar Soni
  • Patent number: 12105693
    Abstract: A performance measurement indexing system indexes a data store containing data entries indicative of message processing by an application. The application includes a plurality of checkpoints, and the data store contains data logged upon each message traversing the checkpoints in the application. The performance measurement indexing system determines which data entries relate to messages that satisfy a delay condition, and limits queries run on the data store to those data entries, thereby increasing the speed and efficiency with which queries can be serviced.
    Type: Grant
    Filed: August 29, 2023
    Date of Patent: October 1, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
  • Patent number: 12094002
    Abstract: The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that process or execute instructions. The instructions are sent to the transaction processors before they are to be executed, so that when an instruction identifier corresponding to a pre-sent or pre-loaded instruction is sent to a transaction processor, the transaction processor can retrieve and execute the corresponding instruction without unnecessary delay, thus reducing transaction processing latency and improving computing efficiency.
    Type: Grant
    Filed: May 8, 2023
    Date of Patent: September 17, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall
  • Publication number: 20240283839
    Abstract: A data transaction processing system including multiple transaction processors also includes an active transaction receiver that sequences all incoming messages from various sources to facilitate transactional determinism, as well as a results arbiter to efficiently decide which transaction processor result to choose as the correct output. The data transaction processing system minimizes overall latency by optimizing which transaction processors and results arbiters are responsive to specific client computer input requests or messages.
    Type: Application
    Filed: April 30, 2024
    Publication date: August 22, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Jose Antonio Acuna-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
  • Publication number: 20240256238
    Abstract: A monitoring system monitors processing of incoming messages by an application, and logs data related to performance of the application. The application includes a plurality of checkpoints, and the monitoring system logs data upon each message traversing the checkpoints in the application. The monitoring system is configured to dynamically modify checkpoints within the application based on latency detection of portions of the application, resulting in improved granularity/resolution of the data collected from congested portions of the application, and reducing the performance penalty of the monitoring system from portions of the application that are not congested.
    Type: Application
    Filed: April 2, 2024
    Publication date: August 1, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
  • Publication number: 20240233023
    Abstract: The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.
    Type: Application
    Filed: March 26, 2024
    Publication date: July 11, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
  • Patent number: 12010162
    Abstract: A data transaction processing system including multiple transaction processors also includes an active transaction receiver that sequences all incoming messages from various sources to facilitate transactional determinism, as well as a results arbiter to efficiently decide which transaction processor result to choose as the correct output. The data transaction processing system minimizes overall latency by optimizing which transaction processors and results arbiters are responsive to specific client computer input requests or messages.
    Type: Grant
    Filed: April 20, 2023
    Date of Patent: June 11, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Jose Antonio Acuna-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
  • Publication number: 20240185347
    Abstract: The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.
    Type: Application
    Filed: December 18, 2023
    Publication date: June 6, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
  • Patent number: 11978119
    Abstract: The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.
    Type: Grant
    Filed: November 9, 2022
    Date of Patent: May 7, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
  • Patent number: 11972239
    Abstract: A monitoring system monitors processing of incoming messages by an application, and logs data related to performance of the application. The application includes a plurality of checkpoints, and the monitoring system logs data upon each message traversing the checkpoints in the application. The monitoring system is configured to dynamically modify checkpoints within the application based on latency detection of portions of the application, resulting in improved granularity/resolution of the data collected from congested portions of the application, and reducing the performance penalty of the monitoring system from portions of the application that are not congested.
    Type: Grant
    Filed: October 31, 2022
    Date of Patent: April 30, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
  • Publication number: 20240127340
    Abstract: The disclosed embodiments relate to communication of messages from a database to participants whereby messages, or at least a portion of the content thereof, indicative of changes in the database, due to one or more transactions between two or more participants, are structured so as to reduce redundant data therein and prioritize the transmission of that portion of the message which summarizes the event and result thereof. Further, these event reporting messages may further consolidate, or otherwise be combined with, the corresponding directed reporting messages communicated to the particular participants participating in the reported transaction while preserving the anonymity of those participants to which messages are particularly directed.
    Type: Application
    Filed: October 26, 2023
    Publication date: April 18, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Fritz Caskey, Dennis Genetski, Pearce Peck-Walden, José Antonio Acuña-Rohter, Priteshkumar Soni, Rosa Frenkel
  • Publication number: 20240104657
    Abstract: The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that execute financial transactions as well as scheduled tasks. The multiple transaction processors perform all actions independently of each other, but can be configured to execute the financial transactions or scheduled tasks in a controlled, coordinated, and/or synchronized manner based on time signal data augmented to the financial transactions or scheduled tasks by a transaction receiver/orderer.
    Type: Application
    Filed: December 7, 2023
    Publication date: March 28, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall
  • Publication number: 20240104655
    Abstract: A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of message
    Type: Application
    Filed: November 27, 2023
    Publication date: March 28, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jose Antonio Acuña-Rohter, Paul Callaway, Kyle D. Kavanagh, Christopher Walsh, Sherry Bryant, Elisa Lugo, Joshua Hoffberg
  • Publication number: 20240095828
    Abstract: The disclosed embodiments relate to systems and methods for matching orders for a financial product. A first order for a financial product is received. The first order includes a preference for a first order book. An order processer selects a first hardware match processor based on the preference. A first hardware match processor attempts to match the first order with a previously received order in the first order book. A second order for the financial product is received. The second order includes a preference for a second order book. The order processor selects a second hardware match processor based on the preference. A second hardware match processor attempts to match the second order with a previously received order in the second order book. The first and second hardware match processors use different matching algorithms.
    Type: Application
    Filed: November 30, 2023
    Publication date: March 21, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Ari Studnitzer
  • Patent number: 11875404
    Abstract: The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that execute financial transactions as well as scheduled tasks. The multiple transaction processors perform all actions independently of each other, but can be configured to execute the financial transactions or scheduled tasks in a controlled, coordinated, and/or synchronized manner based on time signal data augmented to the financial transactions or scheduled tasks by a transaction receiver/orderer.
    Type: Grant
    Filed: February 15, 2022
    Date of Patent: January 16, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall
  • Patent number: 11875405
    Abstract: The disclosed embodiments relate to regulation of a rate of incoming orders by buffering or otherwise batching orders together as they are received and subsequently forwarding batches of orders to a match engine for processing thereby in a manner which may equalize orders from traders having varying abilities to rapid submit orders or otherwise capitalize on market events. The disclosed embodiments further relate to prioritizing the matching of resting orders against an incoming order. In particular, the disclosed embodiments alter the priority of a given resting order to match against an incoming order, relative to other suitably matching resting orders, as a function of how long the orders have been resting on the order book.
    Type: Grant
    Filed: October 31, 2022
    Date of Patent: January 16, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
  • Patent number: 11869078
    Abstract: A method for generating a prediction of a latency of a transaction processing system includes: sampling a first plurality of messages from a database that stores data indicative of messages previously processed by the transaction processing system including a characteristic and a processing time of each previously processed message; generating latency tables based upon the characteristics and the processing times of the sampled first plurality of messages; determining a characteristic of each of a second plurality of messages being processed by the transaction processing system; selecting, for each of the second plurality of messages, a latency table from the plurality of latency tables based upon the respective determined characteristic; simulating a processing time for each of the second plurality of messages based upon the respective selected latency table; and generating a latency prediction for the transaction processing system based upon the simulated processing times for the second plurality of message
    Type: Grant
    Filed: April 15, 2021
    Date of Patent: January 9, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jose Antonio Acuña-Rohter, Paul Callaway, Kyle D. Kavanagh, Christopher Walsh, Sherry Bryant, Elisa Lugo, Joshua Hoffberg
  • Patent number: 11861703
    Abstract: The disclosed embodiments relate to systems and methods for matching orders for a financial product. A first order for a financial product is received. The first order includes a preference for a first order book. An order processer selects a first hardware match processor based on the preference. A first hardware match processor attempts to match the first order with a previously received order in the first order book. A second order for the financial product is received. The second order includes a preference for a second order book. The order processor selects a second hardware match processor based on the preference. A second hardware match processor attempts to match the second order with a previously received order in the second order book. The first and second hardware match processors use different matching algorithms.
    Type: Grant
    Filed: October 8, 2021
    Date of Patent: January 2, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Ari Studnitzer
  • Publication number: 20230401190
    Abstract: A performance measurement indexing system indexes a data store containing data entries indicative of message processing by an application. The application includes a plurality of checkpoints, and the data store contains data logged upon each message traversing the checkpoints in the application. The performance measurement indexing system determines which data entries relate to messages that satisfy a delay condition, and limits queries run on the data store to those data entries, thereby increasing the speed and efficiency with which queries can be serviced.
    Type: Application
    Filed: August 29, 2023
    Publication date: December 14, 2023
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong