发明名称 |
Methods and Systems to Prevent Adverse Exchange Limit Effects |
摘要 |
Methods and systems to prevent adverse exchange limit effects are disclosed. An example method of message management includes tracking, at a gateway, a transaction count of trade messages communicated to an exchange via an exchange link. The example method includes defining a first transaction limit based on the transaction count, and calculating a second transaction limit as a function of the first transaction limit, wherein the second transaction limit is to correspond to a reserve capacity associated with the exchange link. The example method includes assigning a message priority to each of a plurality of trade messages to communicate to the exchange. The example method includes communicating trade messages of the plurality of trade messages having a first message priority to the exchange when the transaction count is greater than the second transaction limit, and delaying or rejecting trade messages of the plurality of trade messages having a second message priority. |
申请公布号 |
US2014172662(A1) |
申请公布日期 |
2014.06.19 |
申请号 |
US201213718949 |
申请日期 |
2012.12.18 |
申请人 |
TRADING TECHNOLOGIES INTERNATIONAL, INC. |
发明人 |
Weiss Thomas Jeffrey;Unetich Michael |
分类号 |
G06Q40/04 |
主分类号 |
G06Q40/04 |
代理机构 |
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代理人 |
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主权项 |
1. A method of message management comprising:
tracking, at a gateway, a transaction count of trade messages communicated to an exchange via an exchange link; defining a first transaction limit based on the transaction count; calculating a second transaction limit as a function of the first transaction limit, wherein the second transaction limit is to correspond to a reserve capacity associated with the exchange link; assigning a message priority to each of a plurality of trade messages to communicate to the exchange; communicating trade messages of the plurality of trade messages having a first message priority to the exchange when the transaction count is greater than the second transaction limit; and rejecting trade messages of the plurality of trade messages having a second message priority.
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地址 |
Chicago IL US |