| 摘要 |
<p>Example methods, systems, and tangible computer readable storage media provide for tracking of order messages. One method includes using a computing device to track an order message, the order message including an order for a tradeable object in a trading market, which includes an inside market. The method includes determining whether the order is directed to the inside market. If the order is determined to be directed to the inside market, the method includes adjusting a weighting factor to decrease a message ratio. The message ratio compares a weighted order message total to a fill total. If the order is determined to be directed away from the inside market, the method includes adjusting a weighting factor to increase the message ratio. The method includes determining if the message ratio satisfies a message ratio threshold. The method includes implementing message ratio handling if the message ratio satisfies the message ratio threshold.</p> |
