| 摘要 |
RATIO SPREADS FOR CONTRACTS OF DIFFERENT SIZES IN IMPLIED MARKET TRADING A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order. 9468406_1 |
