发明名称 |
Controlling Implied Markets During a Stop Loss Trigger |
摘要 |
A system mitigates the effects of a market spike caused by the triggering and the election of a conditional order in an automated matching system. Conditional orders submitted to a trading engine are evaluated to compare a price of an order to a predetermined price range. Matching of the orders may be delayed when the price of the orders lies outside of the predetermined price range. An opening price to be used by the trading engine is derived and a time interval is used to delay a matching of the orders until the opening price is within a predetermined price range up to a maximum delay time set by a control center. Implied spreads are also removed until other instruments within a trading unit are verified open. |
申请公布号 |
US2012330816(A1) |
申请公布日期 |
2012.12.27 |
申请号 |
US201213571135 |
申请日期 |
2012.08.09 |
申请人 |
FARRELL JAMES;KRAUSE JAMES;CHICAGO MERCANTILE EXCHANGE |
发明人 |
FARRELL JAMES;KRAUSE JAMES |
分类号 |
G06Q40/04;G06F;G06F17/16;G06Q40/00 |
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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