| 主权项 |
1. A method comprising the steps of:
in the memory of a computer programmed to manage trading of orders in an electronic trading market for trading of a financial instrument, managing data representing a plurality of orders for purchase and sale of the financial instrument, each order have a side, a price, a timestamp, the computer programmed to manage the orders to maintain trading priority among the orders for trading against opposite-side orders, price-time trading priority rules programmed into the computer managing a primary trading priority by price, and a secondary trading priority within price by timestamp; by program of the computer, varying the price of at least some of the orders as designated by a trader placing the order as part of the trading rules for the electronic trading market, the price being varied over time until matched for trading against an opposite side order; varying the price of at least some variable-price orders, being the neutral variable-price orders, to achieve the effect of maintaining the trading priority of the neutral variable-price orders against the trading priority of other orders by timestamp. |
