IP Library › Granted Patent US 11,875,404
Granted Patent B2
US 11,875,404 · App. 17/672,207 · Granted Jan 16, 2024

Systems and methods for coordinating processing of scheduled instructions across multiple components

Inventors: Zachary Bonig (Skokie, IL); Eric Thill (Naperville, IL); Pearce Peck-Walden (Chicago, IL); José Antonio Acuña-Rohter (Chicago, IL); Barry Galster (Chicago, IL); Neil Steuber (Evanston, IL); James Bailey (Hanover Park, IL); Jake Siddall (Chicago, IL)
Assignee: Chicago Mercantile Exchange Inc.
G06Q40/04G06Q10/1093
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Quick Facts
Patent No.
US 11,875,404
App. No.
17/672,207
Granted
Jan 16, 2024
Kind
B2
Abstract

The disclosed embodiments relate to implementation of a trading system or trading system architecture having multiple transaction processors that execute financial transactions as well as scheduled tasks. The multiple transaction processors perform all actions independently of each other, but can be configured to execute the financial transactions or scheduled tasks in a controlled, coordinated, and/or synchronized manner based on time signal data augmented to the financial transactions or scheduled tasks by a transaction receiver/orderer.

Claims (36)

1. A computer implemented method comprising:

receiving, at a same or different time by each of a plurality of processors coupled with a receiver, an augmented data message having been augmented upon receipt by the receiver with signal data which indicates that an instruction is to be processed by that processor, wherein each processor is coupled with a memory in which at least one instruction has been previously stored in association with data indicative of particular signal data; and

determining, by each of the plurality of processors, that the signal data of the received augmented data message, upon at least the commencement of processing thereof, corresponds with the particular signal data associated with one of the stored at least one instruction, and based thereon processing the corresponding one of the stored at least one instruction.

2. The computer implemented method of claim 1 , wherein the signal data comprises data indicative of a relationship between a received data message and any of the plurality of data messages previously received by the receiver, the method further comprising processing, by each of the plurality of processors, the received augmented data messages in accordance with the corresponding data.

3. The computer implemented method of claim 1 , wherein the at least one instruction comprises an action to be taken by the processor and the corresponding particular signal data comprises a scheduled time for the processor to take the action.

4. The computer implemented method of claim 3 , wherein the determining comprises comparing, by each of the plurality of processors, the signal data in each received augmented data message with the scheduled time corresponding to each of the stored at least one instruction and determining, based on the comparison, if the signal data in a received augmented data message corresponds to the scheduled time corresponding to any of the stored at least one instruction.

5. The computer implemented method of claim 3 , wherein the action of the stored at least one instruction to be processed causes the processor to modify at least one of a physical configuration or a functional configuration thereof.

6. The computer implemented method of claim 3 , wherein the action of the stored at least one instruction to be processed includes at least one of: performing garbage collection; updating software for the processor; enabling the processing by the processor of subsequent transactions; disabling the processing by the processor of subsequent transactions.

7. The computer implemented method of claim 1 , wherein the augmented data message was generated by the receiver, the signal data comprising a time stamp generated by the receiver subsequent to a determination that a predetermined amount of time has elapsed since a prior receipt by the receiver of another data message.

8. The computer implemented method of claim 1 , further comprising receiving and storing in the memory, by each of the plurality of processors, the at least one instruction before receiving the augmented data messages.

9. The computer implemented method of claim 1 wherein the memory comprises a plurality of separate memories, each of which is coupled with one of the plurality of processors.

10. The computer implemented method of claim 1 , wherein the plurality of processors includes first and second processors, and wherein the method further comprises:

processing, by the first processor, a stored at least one instruction at a first time; and

processing, by the second processor, the stored at least one instruction at a second time different from the first time; and

further wherein both the first and second processors process the stored at least one instruction relative to the processing of the same received augmented data message.

11. The computer implemented method of claim 10 , wherein processing of the stored at least one instruction by the first and second processors causes a same modification in the configurations of the first and second processors, respectively.

12. A system comprising:

a plurality of processors coupled with a receiver, each processor being coupled with a memory in which at least one instruction has been previously stored in association with data indicative of particular signal data and configured to:

receive, at a same or different time, an augmented data message having been augmented upon receipt by the receiver with signal data which indicates that an instruction is to be processed by that processor; and

determine that the signal data of the received augmented data message, upon at least the commencement of processing thereof, corresponds with the particular signal data associated with one of the stored at least one instruction, and based thereon processing the corresponding one of the stored at least one instruction.

13. The system of claim 12 , wherein the signal data comprises data indicative of a relationship between a received data message and any of the plurality of data messages previously received by the receiver, each of the plurality of processors being further configured to process the received augmented data messages in accordance with the corresponding data.

14. The system of claim 12 , wherein the at least one instruction comprises an action to be taken by the processor and the corresponding particular signal data comprises a scheduled time for the processor to take the action.

15. The system of claim 14 , wherein each of the plurality of processors is further configured to compare the signal data in each received augmented data message with the scheduled time corresponding to each of the stored at least one instruction and determine, based on the comparison, if the signal data in a received augmented data message corresponds to the scheduled time corresponding to any of the stored at least one instruction.

16. The system of claim 14 , wherein the action of the stored at least one instruction to be processed causes the processor to modify at least one of a physical configuration or a functional configuration thereof.

17. The system of claim 14 , wherein the action of the stored at least one instruction to be processed includes at least one of: performance of garbage collection; performance of an update to software for the processor; enablement of the processing by the processor of subsequent transactions; disablement the processing by the processor of subsequent transactions.

18. The system of claim 12 , wherein the augmented data message was generated by the receiver, the signal data comprising a time stamp generated by the receiver subsequent to a determination that a predetermined amount of time has elapsed since a prior receipt by the receiver of another data message.

19. The system of claim 12 , wherein each of the plurality of processors is further configured to receive and store the at least one instruction prior to receipt of the augmented data messages.

20. The system of claim 12 wherein the memory comprises a plurality of separate memories, each of which is coupled with one of the plurality of processors.

21. The system of claim 12 , wherein the plurality of processors includes first and second processors, and wherein the first and second processors are configured to:

process, by the first processor, a stored at least one instruction at a first time; and

process, by the second processor, the stored at least one instruction at a second time different from the first time; and

further wherein both the first and second processors process the stored at least one instruction relative to the processing of the same received augmented data message.

22. The system of claim 21 , wherein processing of the stored at least one instruction by the first and second processors causes a same modification in the configurations of the first and second processors, respectively.

23. A system comprising:

means for receiving, at a same or different time by each of a plurality of processing means coupled with a receiver, an augmented data message having been augmented upon receipt by the receiver with signal data which indicates that an instruction is to be processed by that processor, wherein each processor is coupled with a memory in which at least one instruction has been previously stored in association with data indicative of particular signal data; and

means for determining, by each of the plurality of processing means, that the signal data of the received augmented data message, upon at least the commencement of processing thereof, corresponds with the particular signal data associated with one of the stored at least one instruction, and based thereon processing the corresponding one of the stored at least one instruction.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Feb 15, 2022
From: BONIG, ZACHARY; THILL, ERIC; PECK-WALDEN, PEARCE; ACUÑA-ROHTER, JOSÉ ANTONIO; GALSTER, BARRY; STEUBER, NEIL; BAILEY, JAMES; SIDDALL, JAKE
To: CHICAGO MERCANTILE EXCHANGE INC.
Reel/Frame 059018/0970 →
Continuity (3)
Continuation 16925751 · Jul 10, 2020
Continuation 15232208 · Aug 9, 2016
Related Publication 20220172293A1 · Jun 2, 2022