SISTEMA E MÉTODO PARA A PROVISÃO DE ALIMENTAÇÕES DE PREÇO ELETRÔNICO PARA OBJETOS NEGOCIÁVEIS.

摘要

System and methods for a price feed generation are described. According to an example method described herein, upon receiving market information including a plurality of linear prices and order quantities, a reference price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to client terminals.