US 12,277,604 B2
Generating market information based on causally linked events
Douglas R. Duquette, Gloucester, MA (US)
Assigned to Trading Technologies International, Inc., Chicago, IL (US)
Filed by TRADING TECHNOLOGIES INTERNATIONAL INC., Chicago, IL (US)
Filed on Jul. 12, 2023, as Appl. No. 18/350,795.
Application 18/350,795 is a continuation of application No. 17/470,990, filed on Sep. 9, 2021, granted, now 11,741,543.
Application 17/470,990 is a continuation of application No. 16/502,304, filed on Jul. 3, 2019, granted, now 11,151,649, issued on Oct. 19, 2021.
Application 16/502,304 is a continuation of application No. 16/017,524, filed on Jun. 25, 2018, granted, now 10,402,904, issued on Sep. 3, 2019.
Application 16/017,524 is a continuation of application No. 15/634,661, filed on Jun. 27, 2017, granted, now 10,032,222, issued on Jul. 24, 2018.
Application 15/634,661 is a continuation of application No. 14/314,250, filed on Jun. 25, 2014, granted, now 9,721,299, issued on Aug. 1, 2017.
Application 14/314,250 is a continuation of application No. 13/495,392, filed on Jun. 13, 2012, granted, now 8,799,135, issued on Aug. 5, 2014.
Claims priority of provisional application 61/496,320, filed on Jun. 13, 2011.
Prior Publication US 2023/0351512 A1, Nov. 2, 2023
This patent is subject to a terminal disclaimer.
Int. Cl. G06Q 40/00 (2023.01); G06Q 40/04 (2012.01)
CPC G06Q 40/04 (2013.01) 6 Claims
OG exemplary drawing
 
1. A system including:
a gateway including a processor in communication with a memory, wherein the gateway is configured to:
receive a data message including a command to initiate a market event, wherein the data message is provided to an electronic exchange, wherein the market event results in a sequence of causally related market data messages generated by the electronic exchange;
detect from the electronic exchange the sequence of causally related market data messages associated with the market event;
queue the sequence of causally related market data messages;
detect an end of the market event;
generate a new logically reduced market data message including grouped market data in the queued causally related market data messages, wherein the grouped market data groups together the causally related market data messages related to the market event; and
send the new logically reduced market data message to a client device.