摘要 |
Methods and corresponding system are provided herewith that, in at least one embodiment, include the act or acts of determining a first instance in which a first request is received by an exchange; determining a second instance in which a second request is received by the exchange, in which the second request defines a request to cancel the first request; determining a third instance in which a third request is received by the exchange, in which the third request corresponds to the first request; calculating a first difference between the second instance and the third instances; storing the first difference to a data storage, in which the data storage comprises a plurality of differences; and analyzing the plurality of differences to generate comparative information. |
主权项 |
1. A method comprising:
transmitting, via a processor to a trading system, requests based on at least one trading algorithm, in which the requests include: (i) a bid request or an offer request; and (ii) a request to cancel the bid request or the offer request at a later instance in time, and in which the processor and the trading system are in electronic communication over a network; receiving, via the processor, an indication that the request to cancel was unsuccessful and the bid request or the offer request has been matched; computing, via the processor, a length of time by which the request to cancel was unsuccessful, in which computing the length of time further comprises:
(i) receiving a time by which the request to cancel was received and a time by which the bid request or the offer request was matched; and(ii) computing a difference between the time by which the request to cancel was received and the time by which the bid request or the offer request was matched; andadjusting, via the processor, the at least one trading algorithm based at least in part on the computed length of time. |