| 摘要 |
A system and method for displaying trade information is disclosed, including receiving from a host exchange a plurality of trade notifications, each trade notification corresponding to an executed trade, and for each executed trade of interest, determining whether the executed trade belongs in an aggregated set with other executed trades. All executed trades in an aggregated set are for the same associated tradable object, have traded at the same associated trade price, and have been executed within a predetermined time period of each other. Aggregated set are displayed with an associated aggregated quantity, along with remaining executed trades of interest. Trades are displayed using an associated indicator for indicating whether trade was executed on the bid side or on the offer side of the market, and indicates whether additional volume is available at the associated trade price. Host Exchange Network Trad ' 22 _Applicationi Network -T0O 400.0 |
