IP Library › Granted Patent US 10,884,988
Granted Patent B2
US 10,884,988 · App. 16/127,541 · Granted Jan 5, 2021

Data file compression

Inventors: Anton Chuprun (Brooklyn, NY); Robert William Taylor (Chicago, IL); Sean Michael Downey (Chicago, IL); Matthew Scott Simpson (Wheaton, IL); Matthew Steven Waldis (Fairfield, CT); Jeffrey Graham Rosenthal (Lombard, IL)
Assignee: Chicago Mercantile Exchange Inc.
G06F16/1744G06F16/13G06Q40/04
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Quick Facts
Patent No.
US 10,884,988
App. No.
16/127,541
Filed
Sep 11, 2018
Granted
Jan 5, 2021
Kind
B2
Art Unit
2161
USPC
707/693
Abstract

A computer implemented method of reducing data elements in a data file includes: receiving a data file including one or more primary data elements; storing the data file in a memory coupled to the processor; generating, from at least one of the one or more primary data elements, a plurality of supplemental data elements; determining whether any of the plurality of supplemental data elements and any of the primary data elements offset each other; and upon determining that at least one of the plurality of supplemental data elements and at least one of the primary data elements offset each other, deleting, from the data file, at least one of the offset supplemental data elements or primary data elements.

Claims (48)

1. A computer system for compressing a data file, the computer system comprising:

a processor; and

a non-transitory computer readable medium storing processor-issuable instructions that, when executed by the processor, cause the processor to:

receive a data file including one or more primary data elements;

store the data file in a memory coupled to the processor;

generate, from at least one of the one or more primary data elements, a plurality of supplemental data elements;

determine whether any of the plurality of supplemental data elements and any of the primary data elements offset each other; and

upon determining that at least one of the plurality of supplemental data elements and at least one of the primary data elements offset each other, delete, from the data file, at least one of the offset supplemental data elements or primary data elements.

2. The computer system of claim 1 , wherein each data element is associated with a financial instrument and a transaction type, and wherein data elements offset each other when they are associated with the same financial instrument and opposing transaction types.

3. The computer implemented method of claim 2 , wherein a transaction type may be one of acquire a financial instrument or relinquish a financial instrument.

4. The computer system of claim 1 , wherein the size of the data file after at least one of the offset supplemental data elements or primary data elements is deleted is smaller than the size of the data file before the plurality of supplemental data elements is generated.

5. The computer system of claim 4 , wherein the size of the data file after the plurality of supplemental data elements is generated is larger than the size of the data file before the plurality of supplemental data elements is generated.

6. The computer system of claim 1 , wherein the computer system is a first computer system, and wherein the instructions are further configured to cause the processor to, after at least one of the offset supplemental data elements or primary data elements is deleted, automatically transmit the data file to a second computer system over a network.

7. The computer system of claim 1 , wherein the data file is associated with a derivatives portfolio of a market participant.

8. The computer system of claim 7 , wherein an offset primary data element comprises a derivatives spread financial instrument, and supplemental data elements offsetting a primary data element comprise leg financial instruments underlying the derivatives spread financial instrument.

9. The computer system of claim 7 , wherein the instructions are further configured to cause the processor to, after at least one of the offset supplemental data elements or primary data elements is deleted, automatically calculate a capital requirement for the derivatives portfolio.

10. The computer system of claim 1 , wherein the instructions are further configured to cause the processor to:

after receiving the data file, parse the data file to identify primary data elements that are associated with at least two data elements, wherein generating the plurality of supplemental data elements comprises expanding each identified primary data element into the at least two associated data elements.

11. A computer implemented method of reducing data elements in a data file, the method comprising:

receiving, by a processor, a data file including one or more primary data elements;

storing, by the processor, the data file in a memory coupled to the processor;

generating, by the processor, from at least one of the one or more primary data elements, a plurality of supplemental data elements;

determining, by the processor, whether any of the plurality of supplemental data elements and any of the primary data elements offset each other; and

upon determining that at least one of the plurality of supplemental data elements and at least one of the primary data elements offset each other, deleting, by the processor, from the data file, at least one of the offset supplemental data elements or primary data elements.

12. The computer implemented method of claim 11 , wherein each data element is associated with a financial instrument and a transaction type, and wherein data elements offset each other when they are associated with the same financial instrument and opposing transaction types.

13. The computer implemented method of claim 12 , wherein a transaction type may be one of acquire a financial instrument or relinquish a financial instrument.

14. The computer implemented method of claim 11 , wherein the size of the data file after the deleting step is smaller than the size of the data file before the generating step.

15. The computer implemented method of claim 14 , wherein the size of the data file after the generating step is larger than the size of the data file before the generating step.

16. The computer implemented method of claim 11 , further comprising, after the deleting step, automatically transmitting, by the processor, the data file to a user computer system over a network.

17. The computer implemented method of claim 11 , wherein the data file is associated with a derivatives portfolio of a market participant.

18. The computer implemented method of claim 17 , wherein an offset primary data element comprises a derivatives spread financial instrument, and supplemental data elements offsetting a primary data element comprise leg financial instruments underlying the derivatives spread financial instrument.

19. The computer implemented method of claim 17 , further comprising, after the deleting step, automatically calculating, by the processor, a capital requirement for the derivatives portfolio.

20. The computer implemented method of claim 11 , further comprising:

after receiving the data file, parsing, by the processor, the data file to identify primary data elements that are associated with at least two data elements, wherein generating the plurality of supplemental data elements comprises expanding each identified primary data element into the at least two associated data elements.

21. A data file optimization system comprising:

a processor; and

a non-transitory computer readable medium storing processor-issuable instructions that, when executed by the processor, cause the processor to:

receive a first data file including a plurality of data elements including first and second data elements;

generate, based on the first data file, a second data file including the first and second data elements and third and fourth data elements;

determine that one of the third or fourth date elements offsets the second data element; and

generate a third data file including the first data element and the other of the third or fourth data elements.

22. The data file optimization system of claim 21 , wherein the second data file is larger than the first data file, and the third data file is smaller than the first data file.

23. A computer system comprising:

means for receiving a data file including one or more primary data elements;

means for storing the data file;

means for generating, from at least one of the one or more primary data elements, a plurality of supplemental data elements;

means for determining whether any of the plurality of supplemental data elements and any of the primary data elements offset each other; and

means for, upon determining that at least one of the plurality of supplemental data elements and at least one of the primary data elements offset each other, deleting, from the data file, at least one of the offset supplemental data elements or primary data elements.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Sep 17, 2018
From: CHUPRUN, ANTON; TAYLOR, ROBERT WILLIAM; DOWNEY, SEAN MICHAEL; SIMPSON, MATTHEW SCOTT; WALDIS, MATTHEW STEVEN; ROSENTHAL, JEFFREY GRAHAM
To: CHICAGO MERCANTILE EXCHANGE INC.
Reel/Frame 046887/0524 →
Continuity (1)
Related Publication 20200081996A1 · Mar 12, 2020
Cited By (3)
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