Haifeng F Zheng

US Patent:

20180253794, Sep 6, 2018

Filed:

May 7, 2018

Appl. No.:

15/972915

Inventors:

- Chicago IL, US
Haifeng Zheng - Wilmette IL, US
Don Mendelson - Chicago IL, US
Mike Donaghy - Chicago IL, US
Akrapong Lin - Chicago IL, US

International Classification:

G06Q 40/04
H04L 29/06
H04L 12/801
H04L 12/859
H04L 12/66

Abstract:

Methods, devices, and systems for facilitation of deterministic management of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves an electronic message packet from the network, determining data indicative of order the electronic message packet was received relative to previously received electronic message packets, and providing the order to the application.

US Patent:

20170221147, Aug 3, 2017

Filed:

Apr 10, 2017

Appl. No.:

15/483266

Inventors:

- Chicago IL, US
Haifeng Zheng - Wilmette IL, US
Don Mendelson - Chicago IL, US
Mike Donaghy - Chicago IL, US
Akrapong Lin - Chicago IL, US

International Classification:

G06Q 40/04
H04L 12/859
H04L 12/801
H04L 29/06

Abstract:

Methods, devices, and systems for facilitation of deterministic management of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves an electronic message packet from the network, determining data indicative of order the electronic message packet was received relative to previously received electronic message packets, and providing the order to the application.

US Patent:

20150178831, Jun 25, 2015

Filed:

Dec 19, 2013

Appl. No.:

14/134688

Inventors:

- Chicago IL, US
Haifeng Zheng - Chicago IL, US
Don Mendelson - Chicago IL, US
Mike Donaghy - Chicago IL, US
Akrapong Lin - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04
H04L 12/863

Abstract:

Methods, devices, and systems for facilitation of deterministic management of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, determining an order in which each electronic message packet was received relative to the reception of others of the plurality of electronic message packets, and providing the order to the application.

US Patent:

20150178832, Jun 25, 2015

Filed:

Dec 19, 2013

Appl. No.:

14/134828

Inventors:

- Chicago IL, US
Haifeng Zheng - Chicago IL, US
Don Mendelson - Chicago IL, US
Mike Donaghy - Chicago IL, US
Akrapong Lin - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04
H04L 12/879
H04L 12/721

Abstract:

Methods, devices, and systems for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, and storing, upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application.

US Patent:

20140143123, May 22, 2014

Filed:

Jan 24, 2014

Appl. No.:

14/163097

Inventors:

- Chicago IL, US
Stanislav Liberman - Chicago IL, US
Neil A. Lustyk - Chicago IL, US
James Bailey - Chicago IL, US
Ashraf Ansari - Chicago IL, US
Pearce Peck-Walden - Chicago IL, US
John Scheerer - Chicago IL, US
Haifeng Zheng - Chicago IL, US
Matthew J. Kelly - Chicago IL, US
Brian M. Wolf - Chicago IL, US
Troy C. Kane - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04

US Classification:

705 37

Abstract:

The disclosed embodiments relate to mechanisms to rapidly detect and respond to situations where a market is not operating in a fair and balanced manner or otherwise where the market value is not reflective of a true consensus of the value of the traded products among the market participants. In particular, the disclosed embodiments continually scan for, rapidly detect and respond to extreme changes, either up (“spike”) or down (“dip”) in the market, such as a “flash crash,” where a precipitous market move occurs. Generally, the disclosed embodiments determine when a market for a particular product moves too quickly in too short of period of time, e.g. the velocity of the market exceeds a defined threshold limit.