发明名称 |
System and method for managing trading orders with decaying reserves |
摘要 |
A system comprises a memory operable to store a trading order for a particular quantity of a trading product, wherein a first portion of the particular quantity is a displayed quantity and a second portion of the particular quantity is a reserved quantity. The system further comprises a processor communicatively coupled to the memory and operable to disclose the displayed quantity to one or more market centers. The processor is further operable to identify a decay rate associated with the trading order. The processor is further operable to cause the reserved quantity to decay based at least in part on the identified decay rate.
|
申请公布号 |
US8543491(B2) |
申请公布日期 |
2013.09.24 |
申请号 |
US201213621240 |
申请日期 |
2012.09.15 |
申请人 |
NOVIELLO JOSEPH C.;BGC PARTNERS, INC. |
发明人 |
NOVIELLO JOSEPH C. |
分类号 |
G06Q40/00;G06Q40/04 |
主分类号 |
G06Q40/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|