发明名称 |
METHODS AND SYSTEMS TO PREVENT ADVERSE EXCHANGE LIMIT EFFECTS |
摘要 |
<p>Methods and systems to prevent adverse exchange limit effects are disclosed. A method of message management includes tracking, at a gateway, a transaction count of trade messages communicated to an exchange via an exchange link. The method includes defining a first transaction limit based on the transaction count, and calculating a second transaction limit as a function of the first transaction limit, wherein the second transaction limit is to correspond to a reserve capacity associated with the exchange link. The method includes assigning a message priority to each of a plurality of trade messages to communicate to the exchange. The method includes communicating trade messages of the plurality of trade messages having a first message priority to the exchange when the transaction count is greater than the second transaction limit, and delaying or rejecting trade messages of the plurality of trade messages having a second message priority.</p> |
申请公布号 |
WO2014098954(A1) |
申请公布日期 |
2014.06.26 |
申请号 |
WO2013US35648 |
申请日期 |
2013.04.08 |
申请人 |
TRADING TECHNOLOGIES INTERNATIONAL, INC. |
发明人 |
WEISS, THOMAS, JEFFREY;UNETICH, MICHAEL |
分类号 |
G06Q40/04;G06Q40/06 |
主分类号 |
G06Q40/04 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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