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).

  • Publication number: 20190253525
    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 24, 2019
    Publication date: August 15, 2019
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, Jose Antonio Acuna-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
  • Patent number: 10382377
    Abstract: A data transaction processing system receives electronic data transaction request messages from client computers over a data communication network and groups a subset of the electronic data transaction request messages. The data transaction processing system may preprocess the group of electronic data transaction request messages based on the other messages in the same group before forwarding the electronic data transaction request messages to a transaction processor.
    Type: Grant
    Filed: December 28, 2017
    Date of Patent: August 13, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Ari Studnitzer, Kyle D. Kavanagh, Pearce Peck-Walden, Eric Schuldt
  • Patent number: 10326862
    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: December 9, 2016
    Date of Patent: June 18, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Zachary Bonig, José Antonio Acuña-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
  • Publication number: 20190108247
    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: October 6, 2017
    Publication date: April 11, 2019
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
  • Publication number: 20190108004
    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: October 6, 2017
    Publication date: April 11, 2019
    Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
  • Publication number: 20190073138
    Abstract: A data transaction processing system including multiple transaction processors also includes a resource allocation system that characterizes the transaction processors based on input output electronic data transaction request message patterns associated with the transaction processors. The resource allocation system dynamically allocates computing resources, such as data path bandwidth, processor priority, CPU cores, memory, and processing threads to the various transaction processors and components therein based upon the transaction processor characterizations, improving the overall processing throughput, resource utilization, and efficiency of the multi-transaction processor system.
    Type: Application
    Filed: November 8, 2018
    Publication date: March 7, 2019
    Inventors: Kyle D. Kavanagh, José Antonio Acuña-Rohter, Viren Soni
  • Patent number: 10152240
    Abstract: A data transaction processing system including multiple transaction processors also includes a resource allocation system that characterizes the transaction processors based on input output electronic data transaction request message patterns associated with the transaction processors. The resource allocation system dynamically allocates computing resources, such as data path bandwidth, processor priority, CPU cores, memory, and processing threads to the various transaction processors and components therein based upon the transaction processor characterizations, improving the overall processing throughput, resource utilization, and efficiency of the multi-transaction processor system.
    Type: Grant
    Filed: October 31, 2016
    Date of Patent: December 11, 2018
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Kyle D. Kavanagh, José Antonio Acuña-Rohter, Viren Soni
  • Publication number: 20180308164
    Abstract: Methods, devices, and systems for communicating market data with market participants involve obfuscating at least a portion of a first financial message. Communicating the market data also involves augmenting a second financial message with a key configured to remove the obfuscation from the obfuscated portion of the first financial message. The market data is ultimately communicated by transmitting the first financial message to a particular participant, and transmitting the second message to a plurality of participants. The particular participant may then use the key from the second financial message to remove the obfuscation of the first financial message.
    Type: Application
    Filed: June 20, 2018
    Publication date: October 25, 2018
    Inventors: José Antonio Acuña-Rohter, Paul Callaway, Pearce Peck-Walden, Barry Galster
  • Publication number: 20180276753
    Abstract: The disclosed embodiments relate to communication of financial messages from an Exchange to market participants whereby messages, or at least a portion of the content thereof, indicative of changes in the market, due to one or more trades between two or more market 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 market participants participating in the reported trade while preserving the anonymity of those market participants to which messages are particularly directed.
    Type: Application
    Filed: May 30, 2018
    Publication date: September 27, 2018
    Inventors: Paul Callaway, Fritz Caskey, Dennis Genetski, Pearce Peck-Walden, José Antonio Acuña-Rohter, Priteshkumar Soni, Rosa Frenkel
  • Publication number: 20180276751
    Abstract: A data transaction processing system receives electronic data transaction request messages from client computers over a data communication network and augments each message with hardware level data, and generates a monotonically increasing identification number for each electronic data transaction request message based on the hardware level data. The data transaction processing system transmits the identification number to the client computer utilizing transport layer protocols.
    Type: Application
    Filed: March 27, 2017
    Publication date: September 27, 2018
    Inventors: Kyle Kavanagh, José Antonio Acuña-Rohter
  • Publication number: 20180262207
    Abstract: A data transaction processing system receives electronic data transaction request messages from client computers over a data communication network and groups a subset of the electronic data transaction request messages. The data transaction processing system may preprocess the group of electronic data transaction request messages based on the other messages in the same group before forwarding the electronic data transaction request messages to a transaction processor.
    Type: Application
    Filed: December 28, 2017
    Publication date: September 13, 2018
    Inventors: José Antonio Acuña-Rohter, Ari Studnitzer, Kyle D. Kavanagh, Pearce Peck-Walden, Eric Schuldt
  • Publication number: 20180262455
    Abstract: A data transaction processing system receives electronic data transaction request messages from client computers over a data communication network and groups a subset of the electronic data transaction request messages at varying intervals. The intervals may be dynamically determined and may be based on the volume and rate of the incoming electronic data transaction request messages. The data transaction processing system may preprocess the group of electronic data transaction request messages before forwarding the electronic data transaction request messages to a transaction processor, which processes the subset of electronic data transaction request messages in a non-chronological order.
    Type: Application
    Filed: April 28, 2017
    Publication date: September 13, 2018
    Inventors: José Antonio Acuña-Rohter, Ari Studnitzer, Kyle D. Kavanagh, Pearce Peck-Walden, Eric Schuldt
  • Patent number: 10032219
    Abstract: Methods, devices, and systems for communicating market data with market participants involve obfuscating at least a portion of a first financial message. Communicating the market data also involves augmenting a second financial message with a key configured to remove the obfuscation from the obfuscated portion of the first financial message. The market data is ultimately communicated by transmitting the first financial message to a particular participant, and transmitting the second message to a plurality of participants. The particular participant may then use the key from the second financial message to remove the obfuscation of the first financial message.
    Type: Grant
    Filed: September 24, 2013
    Date of Patent: July 24, 2018
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Paul Callaway, Pearce Peck-Walden, Barry Galster
  • Patent number: 10032221
    Abstract: The disclosed embodiments relate to communication of financial messages from an Exchange to market participants whereby messages, or at least a portion of the content thereof, indicative of changes in the market, due to one or more trades between two or more market 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 market participants participating in the reported trade while preserving the anonymity of those market participants to which messages are particularly directed.
    Type: Grant
    Filed: June 8, 2017
    Date of Patent: July 24, 2018
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Paul Callaway, Fritz Caskey, Dennis Genetski, Pearce Peck-Walden, José Antonio Acuña-Rohter, Priteshkumar Soni, Rosa Frenkel
  • Publication number: 20180167492
    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: December 9, 2016
    Publication date: June 14, 2018
    Inventors: Zachary Bonig, José Antonio Acuña-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
  • Publication number: 20180121103
    Abstract: A data transaction processing system including multiple transaction processors also includes a resource allocation system that characterizes the transaction processors based on input output electronic data transaction request message patterns associated with the transaction processors. The resource allocation system dynamically allocates computing resources, such as data path bandwidth, processor priority, CPU cores, memory, and processing threads to the various transaction processors and components therein based upon the transaction processor characterizations, improving the overall processing throughput, resource utilization, and efficiency of the multi-transaction processor system.
    Type: Application
    Filed: October 31, 2016
    Publication date: May 3, 2018
    Inventors: Kyle D. Kavanagh, José Antonio Acuña-Rohter, Viren Soni
  • Patent number: 9929743
    Abstract: A data transaction processing system receives electronic data transaction request messages from client computers over a data communication network and groups a subset of the electronic data transaction request messages. The data transaction processing system may preprocess the group of electronic data transaction request messages based on the other messages in the same group before forwarding the electronic data transaction request messages to a transaction processor.
    Type: Grant
    Filed: April 28, 2017
    Date of Patent: March 27, 2018
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: José Antonio Acuña-Rohter, Ari Studnitzer, Kyle D. Kavanagh, Pearce Peck-Walden, Eric Schuldt
  • Publication number: 20180075530
    Abstract: A data transaction processing system includes a latency detection system that determines whether an observed latency associated with an incoming message exceeds a specified latency threshold for that message. In an embodiment, a message that exceeds, or will exceed, its specified latency threshold is automatically canceled, or modified to be expired, from the data transaction processing system memory, so that the data transaction processing system does not perform the transaction requested in the electronic data transaction request message, reducing the processing cycles performed by the data transaction processing system and its memory footprint.
    Type: Application
    Filed: September 9, 2016
    Publication date: March 15, 2018
    Inventors: Kyle D. Kavanagh, José Antonio Acuña-Rohter
  • Publication number: 20180047099
    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: August 9, 2016
    Publication date: February 15, 2018
    Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall
  • Publication number: 20180047100
    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: Application
    Filed: August 9, 2016
    Publication date: February 15, 2018
    Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall