UNPRICED ORDER AUCTION AND ROUTING

Patent №

US 11,615,471

Granted

2023-03-28

Filed 2022

Owner

ARCHIPELAGO HOLDINGS, INC.

+1 more

Lab

AI components

1

planning

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

17887878

An unpriced order auction and related market center and process are disclosed which allow posting market centers (e.g., exchanges) to schedule an auction that includes unpriced (Market) orders only. Such unpriced order auction executes at the midpoint of the NBBO, ensuring that the cross reflects the best prices in the entire marketplace, while discouraging the manipulation of the auction price on the posting market center. The disclosed auction also executes concurrently, but separately from the regular continuous matching process.

PlanningG06Q 40/04G06Q 30/08

AI classification

Planning1.00
Knowledge representation0.10
AI hardware0.00
Machine learning0.00
Evolutionary computation0.00
Vision0.00
Natural language0.00
Speech0.00

Ownership

ARCHIPELAGO HOLDINGS, INC.

assignment · 608080422

NYSE GROUP, INC.

merger · 608080653

Assignors

ADCOCK, PAUL D., CORMACK, MICHAEL A., HALLER, THOMAS F., HILL, ROBERT A.

On an employer assignment, the assignors are typically the inventors.

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