摘要 |
This patent document disclosed and describes a system and method to provide a simulation on a trading. An example method includes receiving a first electronic market data from a stored data source; receiving a first simulated trade action for a first tradeable object; executing the first simulated trade action for the first tradeable object with respect to the first market data, such that the execution of the first simulated trade action generates second market data based on an impact of the first simulated trade action on the first market data; determining a first delta between the first market data and the second market data, such that the first delta reflects a difference between the first market data and the second market data. |