(19)
(11) EP 1 685 465 A2

(12)

(43) Date of publication:
02.08.2006 Bulletin 2006/31

(21) Application number: 04810547.2

(22) Date of filing: 05.11.2004
(51) International Patent Classification (IPC): 
G06F 1/00(2006.01)
(86) International application number:
PCT/US2004/037238
(87) International publication number:
WO 2005/045646 (19.05.2005 Gazette 2005/20)
(84) Designated Contracting States:
AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HU IE IS IT LI LU MC NL PL PT RO SE SI SK TR
Designated Extension States:
AL HR LT LV MK YU

(30) Priority: 05.11.2003 US 517491 P
30.07.2004 US 903826

(71) Applicant: Chicago Mercantile Exchange, Inc.
Chicago, IL 60606-7499 (US)

(72) Inventors:
  • NEWELL, Ronald
    Chicago, IL 60607 (US)
  • MENON, Vijay
    Chicago, IL 60657 (US)
  • MALABRE, Fred
    Chicago, IL 60625 (US)
  • LOBRACO, Joseph
    Hoffman Estates, IL 60194 (US)

(74) Representative: Butler, Michael John et al
Frank B. Dehn & Co. St Bride's House 10 Salisbury Square
London EC4Y 8JD
London EC4Y 8JD (GB)

   


(54) TRADE ENGINE PROCESSING OF MASS QUOTE MESSAGES WITH MARKET DATA MESSAGE FORMAT