发明名称 |
TRADE ENGINE PROCESSING OF MASS QUOTE MESSAGES AND RESULTING PRODUCTION OF MARKET DATA |
摘要 |
Systems and methods are provided for processing mass quote messages and generating market data. A mass quote message is received and individual orders are parsed and processed. Individual market data messages are stored in a market data message buffer. After all orders are processed, the contents of the market data message buffer is distributed as a single market data message. |
申请公布号 |
US2011251944(A1) |
申请公布日期 |
2011.10.13 |
申请号 |
US201113168595 |
申请日期 |
2011.06.24 |
申请人 |
CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
NEWELL RON;MENON VIJAY;MALABRE FRED;LOBRACO JOE |
分类号 |
G06Q40/00 |
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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