发明名称 |
Utilizing a trigger order with multiple counterparties in implied market trading |
摘要 |
An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. Calculating tradable combinations or cycles for certain strategies becomes complex. Strategies that utilize legs having different volume ratios may form tradable combinations that will traverse a trigger order more than one time.
|
申请公布号 |
US8417618(B2) |
申请公布日期 |
2013.04.09 |
申请号 |
US20090553351 |
申请日期 |
2009.09.03 |
申请人 |
MILNE ANDREW;SEDLIN ALEKSANDR;CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
MILNE ANDREW;SEDLIN ALEKSANDR |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|