Matthew L Simpson

US Patent:

20210117388, Apr 22, 2021

Filed:

Dec 7, 2020

Appl. No.:

17/113289

Inventors:

- Chicago IL, US
Robert William Taylor - Chicago IL, US
Sean Michael Downey - Chicago IL, US
Matthew Scott Simpson - Wheaton IL, US
Matthew Steven Waldis - Fairfield CT, US
Jeffrey Graham Rosenthal - Lombard IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06F 16/174
G06Q 40/04
G06F 16/13

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.

US Patent:

20200081996, Mar 12, 2020

Filed:

Sep 11, 2018

Appl. No.:

16/127541

Inventors:

- Chicago IL, US
Robert William Taylor - Chicago IL, US
Sean Michael Downey - Chicago IL, US
Matthew Scott Simpson - Wheaton IL, US
Matthew Steven Waldis - Fairfield CT, US
Jeffrey Graham Rosenthal - Lombard IL, US

International Classification:

G06F 17/30
G06Q 40/04

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.

US Patent:

20180101899, Apr 12, 2018

Filed:

Dec 11, 2017

Appl. No.:

15/837781

Inventors:

- Chicago IL, US
Vijay Menon - Chicago IL, US
Matthew Simpson - Wheaton IL, US
Fred Malabre - Middletown NJ, US
Sreenivas Achanta - Aurora IL, US

International Classification:

G06Q 40/00
G06Q 40/04
G06Q 40/06

Abstract:

Networks, systems and methods for recovering data messages from a market data stream and for building a book for a financial instrument are disclosed. An out-of-band data stream related to an as-of state of the market for one or more financial instruments is distributed parallel to a stream of market data for the financial instrument. The as-of data stream is referenced to the financial according to a unique identifier of the messages of the market data stream. The as-of data for a financial instrument may be provided at periodic rate that may be varied according to one or more factors.