发明名称 |
Method and apparatus for order entry in an electronic trading system |
摘要 |
Orders received by an electronic trading system are processed in batches based on the instrument to which an order relates. An incoming order is assigned to a queue of a queue set that makes up the batch according to a random process. Where orders are received from related trading parties they are assigned to the same queue set according to their time of receipt. The batch has a random duration within defined minimum and maximum durations and at the end of the batch, the orders held in the queues are transferred to a matching thread of the trading system sequentially with one order being removed from each queue and a number of passes of the queues completed until orders have been removed. |
申请公布号 |
EP2858318(A1) |
申请公布日期 |
2015.04.08 |
申请号 |
EP20140184147 |
申请日期 |
2014.09.09 |
申请人 |
ICAP SERVICES NORTH AMERICA LLC |
发明人 |
MEROLD, MICHAEL;SCHOEN, JOHN |
分类号 |
H04L12/863 |
主分类号 |
H04L12/863 |
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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