METHOD AND SYSTEM FOR MONITORING FINANCIAL MARKET TRADING ACTIVITY TO ESTABLISH AND TRACK AGGREGATE TRADING LIMITS
摘要
The present invention relates to systems and methods for monitoring market transaction activity data to determine when a trading entity has exceeded an aggregated limit consisting of one or more trading sub-limits corresponding to one or more custodial prime brokers facilitating trading for the trading entity. The method includes collecting at a centralized hub real time data related to conditions of a trading market from one or more liquidity destinations trading at least one financial article of trade. Trading activity for a trading entity is determined. An aggregate trading limit is determined that is based on one or more trading sub-limits assigned by one or more prime brokers for that trading entity. It is determined when that trading activity exceeds the aggregate trading limit.
申请公布号
EP2510488(A1)
申请公布日期
2012.10.17
申请号
EP20100827485
申请日期
2010.10.28
申请人
FTEN, INC.
发明人
COLE, LEE;KITTELSEN, DOUGLAS, G.;LAFEVER, M., GARY;MYERSON, TED