US 11,055,775 B2
Secure consolidated exchange feed for order entry and market data
Frank Kmiec, Cary, IL (US); Ari Studnitzer, Northbrook, IL (US); Donald Mendelson, Des Plaines, IL (US); Zachary Bonig, Skokie, IL (US); Priteshkumar Soni, Elgin, IL (US); Arkadiusz Koziol, Glenview, IL (US); and Jacques Doornebos, Riverside, IL (US)
Assigned to Chicago Mercantile Exchange Inc., Chicago, IL (US)
Filed by Frank Kmiec, Cary, IL (US); Ari Studnitzer, Northbrook, IL (US); Donald Mendelson, Des Plaines, IL (US); Zachary Bonig, Skokie, IL (US); Priteshkumar Soni, Elgin, IL (US); Arkadiusz Koziol, Glenview, IL (US); and Jacques Doornebos, Riverside, IL (US)
Filed on Feb. 17, 2012, as Appl. No. 13/399,364.
Prior Publication US 2013/0218739 A1, Aug. 22, 2013
Int. Cl. G06Q 40/04 (2012.01)
CPC G06Q 40/04 (2013.01) 35 Claims
OG exemplary drawing
 
1. A computer implemented method comprising:
managing, by a processor, anonymized communication of a plurality of financial messages to a plurality of market participants via a network, the plurality of messages including a first financial message responsive to a first request message previously received from a first market participant, the first financial message including data representative of a change in a market generated to be received and comprehended by the plurality of market participants, the first financial message generated to be identified by at least the first market participant of the plurality of market participants as being associated therewith and responsive to the first request message, the other market participants of the plurality of market participants being unable to identify the first market participant or the association of the first financial message therewith;
generating, by the processor, a first plurality of identifiers, each of the first plurality of identifiers being unique at least among the first plurality of identifiers, and allocating the first plurality of identifiers to the first market participant, the allocation of each of the first plurality of identifiers to the first market participant being discernible thereby and not by any of the other market participants, and further the inclusion of each of the first plurality of identifiers as being in the same allocation being not discernible from any other of the first plurality of identifiers by any of the other market participants;
augmenting, by a processor, the first financial message with a first identifier of the first plurality of identifiers, the first identifier being unique to the first financial message among at least the plurality of financial messages, that indicates that the data representative of the change in the market of the first financial message is responsive to the first request message, the indication that the data representative of the change in the market is responsive to the first request message being discernible by the first market participant but not discernible by other market participants of the plurality of market participants, the data representative of the change in the market of the augmented first financial message being discernible by both the first market participant and the others of the plurality of market participants; and
transmitting, by the processor via the network, the augmented first financial message to the plurality of market participants in lieu of transmitting a second financial message responsive to the first request message only to the first market participant.