A computer trading system includes a quote screening function configured to accept quotes specifying a quote amount in a price where the quote amount is greater than a minimum quote amount to produce screen quote messages and to reject quotes specifying a quote amount less than the minimum quote amount. A market view generator generates market views from those quotes which specify an amount greater than or equal to the minimum quote amount. An order screening function only accepts orders specifying an amount less than a maximum transaction amount submitted in response to the market views to produce screened order messages. A transaction processor receives screened quote messages and screened order messages and matches appropriate messages with each other. The minimum quote amount is substantially equal to or greater than the maximum transaction amount whereby a screened order message can be matched entirely with one screened quote message.
申请公布号
US2012239549(A1)
申请公布日期
2012.09.20
申请号
US201213487306
申请日期
2012.06.04
申请人
SETZ KAREN ILSE;MALKIN SNEZHANA;MAH LEONG FAI;SCULLY STEVEN J.;RIORDAN TRACEY;HOWORKA EDWARD R.;SINCLAIR JAMES;EBS GROUP LIMITED
发明人
SETZ KAREN ILSE;MALKIN SNEZHANA;MAH LEONG FAI;SCULLY STEVEN J.;RIORDAN TRACEY;HOWORKA EDWARD R.;SINCLAIR JAMES