Systems and methods for providing a customizable spreadsheet application interface for an electronic trading system

摘要

Systems and methods for providing a customizable spreadsheet application interface for an electronic trading system or market data source. A customizable spreadsheet application using the application interface according to the invention may be executed or stored either at the client or at a server. In either case, a user is preferably provided with an spreadsheet interface that allows the user to implement a real time electronic trading model. The trading model may preferably be used to trade in the electronic trading system without additional user intervention.

主权项

1. An apparatus comprising:
a processor; and a memory, in which the memory stores instructions which, when executed by the processor, direct the processor to: receive market data in real-time from a market data source; generate a trading model that adjusts dynamically to the received market data, in which the trading model comprises at least one triggering event that is determined in advance of receiving any market data; compute a result based on the market data and the trading model; receive an indication that the at least one triggering event has occurred; generate, in response to receiving the indication that the at least one triggering event has occurred, a first trading command, in which the first trading command comprises the result that was computed based on the market data and the trading model; queue the first trading command in a queue of trading commands for transmission to an electronic trading system at a predetermined time, and transmit at least one trading command from the queue to the electronic trading system, in which the at least one trading command comprises at least one of the first trading command and a second trading command.