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).

  • Patent number: 11688005
    Abstract: 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: Grant
    Filed: August 26, 2020
    Date of Patent: June 27, 2023
    Assignee: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Patent number: 11587173
    Abstract: 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: Grant
    Filed: January 2, 2019
    Date of Patent: February 21, 2023
    Assignee: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
  • Patent number: 11551306
    Abstract: 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: Grant
    Filed: July 29, 2020
    Date of Patent: January 10, 2023
    Assignee: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Oleh Danyliv
  • Publication number: 20200387970
    Abstract: 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: Application
    Filed: August 26, 2020
    Publication date: December 10, 2020
    Applicant: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Publication number: 20200357072
    Abstract: 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: Application
    Filed: July 29, 2020
    Publication date: November 12, 2020
    Applicant: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Oleh Danyliv
  • Patent number: 10789648
    Abstract: 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: Grant
    Filed: June 3, 2019
    Date of Patent: September 29, 2020
    Assignee: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Patent number: 10762569
    Abstract: 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: Grant
    Filed: March 22, 2018
    Date of Patent: September 1, 2020
    Assignee: Fidessa Trading UK Limited
    Inventors: Bruce Bland, Oleh Danyliv
  • Publication number: 20190287177
    Abstract: 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: Application
    Filed: June 3, 2019
    Publication date: September 19, 2019
    Applicant: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Patent number: 10346917
    Abstract: 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: Grant
    Filed: March 30, 2017
    Date of Patent: July 9, 2019
    Assignee: FIDESSA TRADING UK LIMITED
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Publication number: 20190139145
    Abstract: 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: Application
    Filed: January 2, 2019
    Publication date: May 9, 2019
    Applicant: FIDESSA PLC
    Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
  • Patent number: 10217166
    Abstract: 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: Grant
    Filed: April 10, 2014
    Date of Patent: February 26, 2019
    Assignee: FIDESSA PLC
    Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass
  • Publication number: 20180211325
    Abstract: 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: Application
    Filed: March 22, 2018
    Publication date: July 26, 2018
    Applicant: FIDESSA PLC
    Inventors: Bruce Bland, Oleh Danyliv
  • Patent number: 9959573
    Abstract: 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: Grant
    Filed: April 10, 2014
    Date of Patent: May 1, 2018
    Assignee: FIDESSA PLC
    Inventors: Bruce Bland, Oleh Danyliv
  • Publication number: 20170287069
    Abstract: 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: Application
    Filed: March 30, 2017
    Publication date: October 5, 2017
    Applicant: FIDESSA PLC
    Inventors: Bruce Bland, Daniel Nicholass, Oleh Danyliv, Christian Voigt
  • Publication number: 20170200230
    Abstract: 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: Application
    Filed: January 12, 2017
    Publication date: July 13, 2017
    Inventors: Anthea Mars, Daniel Langmead, Bruce Bland, Rob Smith, Simon Halson, Daniel Nicholass, Oleh Danyliv
  • Publication number: 20170132702
    Abstract: 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: Application
    Filed: August 31, 2016
    Publication date: May 11, 2017
    Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass, Colm Furlong
  • Publication number: 20140310202
    Abstract: 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: Application
    Filed: April 10, 2014
    Publication date: October 16, 2014
    Applicant: Fidessa Corporation
    Inventors: Bruce Bland, Oleh Danyliv
  • Publication number: 20140310201
    Abstract: 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: Application
    Filed: April 10, 2014
    Publication date: October 16, 2014
    Applicant: Fidessa Corporation
    Inventors: Bruce Bland, Oleh Danyliv, Daniel Nicholass