Patents by Inventor Oleh Danyliv
Oleh Danyliv 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: 11688005Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publicly available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: GrantFiled: August 26, 2020Date of Patent: June 27, 2023Assignee: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Patent number: 11587173Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices. A graphical representation of the market depth information, with axes corresponding to order metrics and price, is aligned with an expected profile, including an expected metric corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the expected profile are displayed using a display device.Type: GrantFiled: January 2, 2019Date of Patent: February 21, 2023Assignee: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
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Patent number: 11551306Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: GrantFiled: July 29, 2020Date of Patent: January 10, 2023Assignee: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Oleh Danyliv
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Publication number: 20200387970Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publicly available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: ApplicationFiled: August 26, 2020Publication date: December 10, 2020Applicant: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Publication number: 20200357072Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: ApplicationFiled: July 29, 2020Publication date: November 12, 2020Applicant: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Oleh Danyliv
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Patent number: 10789648Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publically available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: GrantFiled: June 3, 2019Date of Patent: September 29, 2020Assignee: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Patent number: 10762569Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: GrantFiled: March 22, 2018Date of Patent: September 1, 2020Assignee: Fidessa Trading UK LimitedInventors: Bruce Bland, Oleh Danyliv
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Publication number: 20190287177Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publically available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: ApplicationFiled: June 3, 2019Publication date: September 19, 2019Applicant: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Patent number: 10346917Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publically available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: GrantFiled: March 30, 2017Date of Patent: July 9, 2019Assignee: FIDESSA TRADING UK LIMITEDInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Publication number: 20190139145Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices. A graphical representation of the market depth information, with axes corresponding to order metrics and price, is aligned with an expected profile, including an expected metric corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the expected profile are displayed using a display device.Type: ApplicationFiled: January 2, 2019Publication date: May 9, 2019Applicant: FIDESSA PLCInventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
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Patent number: 10217166Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices. A graphical representation of the market depth information, with axes corresponding to order metrics and price, is aligned with an expected profile, including an expected metric corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the expected profile are displayed using a display device.Type: GrantFiled: April 10, 2014Date of Patent: February 26, 2019Assignee: FIDESSA PLCInventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
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Publication number: 20180211325Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: ApplicationFiled: March 22, 2018Publication date: July 26, 2018Applicant: FIDESSA PLCInventors: Bruce Bland, Oleh Danyliv
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Patent number: 9959573Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: GrantFiled: April 10, 2014Date of Patent: May 1, 2018Assignee: FIDESSA PLCInventors: Bruce Bland, Oleh Danyliv
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Publication number: 20170287069Abstract: The present disclosure generally provides techniques for analyzing and displaying the order execution quality of market instruments traded during a relevant period, or lifetime, of the order. The utilization of quote information in calculating a normalization factor allows for comparisons across instruments, orders, and days for instruments with a publically available price irrespective of executed volume. A calculated Z score illustrates the quality of an order execution for a specific traded time as compared to all possible random executions. Moreover, the techniques disclosed herein allow for the comparison of execution quality across market instruments, orders sizes, and other variables via a graphical user interface and other data visualization tools, and can encapsulate evaluation methods using other adjusted Z score thresholds and/or alternatively take into account desirable volume weighting when calculating the standard deviation.Type: ApplicationFiled: March 30, 2017Publication date: October 5, 2017Applicant: FIDESSA PLCInventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
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Publication number: 20170200230Abstract: The present disclosure generally relates to techniques for monitoring, displaying, and alerting users of market instrument information, and more particularly, to techniques for monitoring, displaying, and alerting users to call levels generated based on user-defined parameters. Embodiments of the present disclosure allow users to monitor multiple market instruments across exchanges via a graphical user interface displaying call level entries generated based on user-defined parameters and to be alerted when one or more conditions arise. The presently disclosed subject matter also monitors call level status such as by indicating whether the call level entry is inactive, expired, and the like. Additionally, the subject matter allows users to manually or automatically submit one or more orders to be executed when certain conditions arise. Overall, the disclosed subject matter provides a more efficient workflow for real-time financial monitoring.Type: ApplicationFiled: January 12, 2017Publication date: July 13, 2017Inventors: Anthea Mars, Daniel Langmead, Bruce Bland, Rob Smith, Simon Halson, Daniel Nicholass, Oleh Danyliv
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Publication number: 20170132702Abstract: Systems and methods for the display of information for evaluating performance of a trade order are provided. According to aspects of the disclosure, data corresponding to a pending order to trade a financial instrument is received from an order processing server. Further, data comprising a current value of a performance measurement corresponding to the financial instrument is received from one or more data servers. A graphical object having a length is then displayed on a display device. Next, one or more positions along the length of the displayed graphical object are determined, where each position corresponds to a possible value of the performance measurement. A second graphical object is then displayed at the determined position along the length of the first graphical object that corresponds to the received value of the performance measurement.Type: ApplicationFiled: August 31, 2016Publication date: May 11, 2017Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass, Colm Furlong
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Publication number: 20140310202Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices of the market instrument and associated time information. A graphical representation of the market depth information, with axes corresponding to time and price, is aligned with color gradients corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the color gradients are displayed using a display device.Type: ApplicationFiled: April 10, 2014Publication date: October 16, 2014Applicant: Fidessa CorporationInventors: Bruce Bland, Oleh Danyliv
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Publication number: 20140310201Abstract: Techniques for displaying market depth information for a financial instrument including a plurality of bid and ask order metrics at corresponding prices. A graphical representation of the market depth information, with axes corresponding to order metrics and price, is aligned with an expected profile, including an expected metric corresponding to one or more metrics including, for example, bid and ask order volume, order count, or order consideration, generated based on the market depth information. The graphical representation of the market depth information and the expected profile are displayed using a display device.Type: ApplicationFiled: April 10, 2014Publication date: October 16, 2014Applicant: Fidessa CorporationInventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass