| 摘要 |
PROBLEM TO BE SOLVED: To provide a system and method for providing electronic price feeds for tradable objects.SOLUTION: In an electronic exchange 108, upon receiving market information including a plurality of linear prices and order quantities, a reference price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to trading stations 102A, 102B.SELECTED DRAWING: Figure 1 |
