发明名称 |
SYSTEM FOR AGGREGATING FIXED INCOME SECURITIES DATA |
摘要 |
Aggregating fixed income securities data from multiple market venues. Sets of data describing one or more fixed income securities are received from each of multiple market venues by a computer processor. Data contained within each of the sets of data is filtered to identify key/value data common to each set of data, the key/value data comprising, for each of the fixed income securities, securities industry identifier codes; a bid price; an ask price; a bid size; an ask size; a bid yield; an ask yield; a last trade price and quantity for executed trades; an execution time stamp; and a reference price. The filtered data is stored in a data repository. |
申请公布号 |
EP3011481(A4) |
申请公布日期 |
2016.11.30 |
申请号 |
EP20140812882 |
申请日期 |
2014.06.19 |
申请人 |
TRADINGSCREEN INC. |
发明人 |
BUHANNIC, PHILIPPE;MALE, JEAN, PHILIPPE |
分类号 |
G06F17/30;G06Q40/04;G06Q40/06 |
主分类号 |
G06F17/30 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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