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).
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Patent number: 12125100Abstract: 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: GrantFiled: January 11, 2022Date of Patent: October 22, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: José Antonio Acuña-Rohter, Erik Helleren, Barry Galster, Paul Callaway, Pearce Peck-Walden
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Patent number: 12113762Abstract: 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: June 15, 2022Date of Patent: October 8, 2024Assignee: 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: 12105693Abstract: 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: GrantFiled: August 29, 2023Date of Patent: October 1, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
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Patent number: 12094002Abstract: 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: GrantFiled: May 8, 2023Date of Patent: September 17, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Zachary Bonig, Eric Thill, Pearce Peck-Walden, José Antonio Acuña-Rohter, Barry Galster, Neil Steuber, James Bailey, Jake Siddall
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Publication number: 20240283839Abstract: 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: ApplicationFiled: April 30, 2024Publication date: August 22, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Zachary Bonig, Jose Antonio Acuna-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
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Publication number: 20240256238Abstract: 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: ApplicationFiled: April 2, 2024Publication date: August 1, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
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Publication number: 20240233023Abstract: 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: ApplicationFiled: March 26, 2024Publication date: July 11, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
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Patent number: 12010162Abstract: 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: GrantFiled: April 20, 2023Date of Patent: June 11, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Zachary Bonig, Jose Antonio Acuna-Rohter, Pearce Peck-Walden, James Bailey, Eric Thill, David Lariviere
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Publication number: 20240185347Abstract: 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: ApplicationFiled: December 18, 2023Publication date: June 6, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
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Patent number: 11978119Abstract: 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: GrantFiled: November 9, 2022Date of Patent: May 7, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
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Patent number: 11972239Abstract: 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: GrantFiled: October 31, 2022Date of Patent: April 30, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong
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Publication number: 20240127340Abstract: 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: ApplicationFiled: October 26, 2023Publication date: April 18, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Paul Callaway, Fritz Caskey, Dennis Genetski, Pearce Peck-Walden, José Antonio Acuña-Rohter, Priteshkumar Soni, Rosa Frenkel
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SYSTEMS AND METHODS FOR COORDINATING PROCESSING OF SCHEDULED INSTRUCTIONS ACROSS MULTIPLE COMPONENTS
Publication number: 20240104657Abstract: 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: ApplicationFiled: December 7, 2023Publication date: March 28, 2024Applicant: 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: 20240104655Abstract: 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 messageType: ApplicationFiled: November 27, 2023Publication date: March 28, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Jose Antonio Acuña-Rohter, Paul Callaway, Kyle D. Kavanagh, Christopher Walsh, Sherry Bryant, Elisa Lugo, Joshua Hoffberg
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Publication number: 20240095828Abstract: 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: ApplicationFiled: November 30, 2023Publication date: March 21, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Ari Studnitzer
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Systems and methods for coordinating processing of scheduled instructions across multiple components
Patent number: 11875404Abstract: 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: GrantFiled: February 15, 2022Date of Patent: January 16, 2024Assignee: 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: 11875405Abstract: 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: GrantFiled: October 31, 2022Date of Patent: January 16, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Paul Callaway, Sean Castette, Kireeti Reddy, Akira Yamaguchi, José Antonio Acuña-Rohter, Pearce Peck-Walden, Zachary Bonig
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Patent number: 11869078Abstract: 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 messageType: GrantFiled: April 15, 2021Date of Patent: January 9, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Jose Antonio Acuña-Rohter, Paul Callaway, Kyle D. Kavanagh, Christopher Walsh, Sherry Bryant, Elisa Lugo, Joshua Hoffberg
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Patent number: 11861703Abstract: 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: GrantFiled: October 8, 2021Date of Patent: January 2, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: José Antonio Acuña-Rohter, Pearce Peck-Walden, Ari Studnitzer
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Publication number: 20230401190Abstract: 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: ApplicationFiled: August 29, 2023Publication date: December 14, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Kyle Dennis Kavanagh, José Antonio Acuña-Rohter, David Michael Wong