发明名称 System And Method For Facilitating Trading In An Electronic Market
摘要 A method and system for facilitating trading of financial instruments in a market are provided. The system comprises a server and an interface. The interface is configured to enable buy orders and sell orders to be entered. Each order has a price, a volume, and an entry time and relates to a respective futures contract. The server is configured to match received buy orders having a first price to received sell orders having the first price. The match is effected by ensuring that the prices match, and then using the volume and entry time for each buy order and each sell order to assign a volume weight and a time weight, and then using the volume weights and the time weights to determine each match. The server uses the matches to complete respective trades. The volume and time weights may be adjusted based on market conditions.
申请公布号 US2008091586(A1) 申请公布日期 2008.04.17
申请号 US20060537733 申请日期 2006.10.02
申请人 LIFFE ADMINISTRATION AND MANAGEMENT 发明人 COTTRELL STEPHEN
分类号 G06Q40/00 主分类号 G06Q40/00
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