| 摘要 |
PROBLEM TO BE SOLVED: To provide methods for trading financial instruments through a number of trading intermediaries.SOLUTION: A method comprises steps of; computing a first distribution of first sub-parts of a first order from a participant intending to trade a financial instrument; in response to computing the first distribution, attempting to meet the first order on a plurality of matching exchanges according to the first distribution of first sub-parts; receiving a message identifying a change to a sum of quantities associated with second orders for identical trades of the financial instrument pending on at least one matching exchange of the plurality of matching exchanges; computing a second distribution of second sub-parts of the first order among the plurality of matching exchanges based at least in part on the change; and attempting to meet the order on the plurality of matching exchanges according to the second distribution of second sub-parts.SELECTED DRAWING: None |
