发明名称 |
SYSTEMS AND METHODS FOR USING A STACKER ORDER IN AN ELECTRONIC TRADING ENVIRONMENT |
摘要 |
A stacker order type is provided for a spread trading strategy. According to an example embodiment, when a stacker order is enter to buy or sell a spread at a desired spread price, a trading tool dynamically determines a plurality of desired spread prices at which to work the spread. To work the multiple desired spread prices, the trading tool may then enter a quoting order for each desired spread price. As leaned on market prices change, one or more of the quoting orders may be re-assigned between the desired spread prices to minimize re-quoting.
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申请公布号 |
CA2810089(A1) |
申请公布日期 |
2012.04.19 |
申请号 |
CA20112810089 |
申请日期 |
2011.09.15 |
申请人 |
TRADING TECHNOLOGIES INTERNATIONAL, INC. |
发明人 |
MESSINA, PATRICIA A.;MITTAL, BHARAT |
分类号 |
G06Q40/00;G06Q90/00 |
主分类号 |
G06Q40/00 |
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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