Alternative trading scorecard apparatuses, methods, and systems

摘要

A processor-implemented method for transforming transaction data and market feed data into trade metrics. The method includes executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database, receiving market data, regarding the financial instrument from a public exchange data source, determining a mark price for the financial instrument, calculating a trade metric for the executed transaction using an executed price for the transaction and the mark price, and storing the trade metric in the database. Trade metric data for a client may then be aggregated and used to categorize the client into one of a plurality of trading pools and to limit access to certain trading pools based on the categorization of the client.

主权项

1. A processor-implemented method for transforming transaction data and market feed data into trade metrics, the method comprising:
executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database; receiving market data, at the server, regarding the financial instrument from a public exchange data source; determining, using the processor, a mark price for the financial instrument; calculating, using the processor, a trade metric for the executed transaction using an executed price for the transaction and the mark price; storing the trade metric in the database; associating the trade metric for the executed transaction with a client account stored in the database; and repeating the method for a plurality of transactions and aggregating the resulting trade metrics for each client account.