SYSTEM AND METHOD FOR PROCESSING COMPOSITE TRADING ORDERS
摘要
A system for processing a composite trading order comprises a memory operable to store market data received from one or more market centers. The system further comprises a processor operable to generate a composite value based at least in part on the market data. The processor is further operable to receive a composite trading order associated with at least a portion of the composite value. The processor is further operable to generate a plurality of constituent trading orders that, when filled, combine to satisfy the composite trading order.
申请公布号
EP1969552(A4)
申请公布日期
2011.05.11
申请号
EP20060839417
申请日期
2006.12.19
申请人
ESPEED, INC.
发明人
CLAUS, MATTHEW, W.;DRISCOLL, JAMES, R.;MANNING, GREGORY, P.;NOVIELLO, JOSEPH, C.