Methods and Apparatus for Determining and Displaying the Constituent Components of a Trading Strategy

摘要

Certain embodiments provide a method for defining, via a trading interface implemented by a trading device, a trading strategy including a first contract associated with a first tradeable object and a second contract associated with a second tradeable object. The example method also includes receiving, by the trading device, market data provided by the electronic exchange, the market update includes price and quantity information related to the first and second tradeable objects. The example method also includes determining, by the trading device, that at least one of a first price and a first quantity associated with the first contract is implied based on at least one of a second price and a second quantity associated with the second contract. The example method also includes receiving, via the trading interface implemented by the trading device, a selection input corresponding to the trading strategy listed in the trading interface, and displaying, via the trading interface implemented by the trading device, a strategy indicator arranged to identify the trading strategy in the trading interface, wherein the strategy indicator is generated in response to the received selection input; and displaying, via the trading interface implemented by the trading device, an implied indicator arranged to identify the first contract and configured to reflect a link between at least the first contract and the selected trading strategy.

主权项

1. A method comprising:
defining, via a trading interface implemented by a trading device, a trading strategy including a first contract associated with a first tradeable object and a second contract associated with a second tradeable object; receiving, by the trading device, market data provided by the electronic exchange, the market update includes price and quantity information related to the first and second tradeable objects; determining, by the trading device, that at least one of a first price and a first quantity associated with the first contract is implied based on at least one of a second price and a second quantity associated with the second contract; receiving, via the trading interface implemented by the trading device, a selection input corresponding to the trading strategy listed in the trading interface; displaying, via the trading interface implemented by the trading device, a strategy indicator arranged to identify the trading strategy in the trading interface, wherein the strategy indicator is generated in response to the received selection input; and displaying, via the trading interface implemented by the trading device, an implied indicator arranged to identify the first contract and configured to reflect a link between at least the first contract and the selected trading strategy.