发明名称 Generation of estimated prices of instruments for a trade in a combination of instruments
摘要 In an automatic trade system wherein bids and offers in instruments as well as in combinations of instruments are received and a trade in an instrument or in a combination of instruments is performed when, for a certain number of that instrument or combination of instruments, a bid price matches an ask price, a method for generating estimated prices of instruments for a trade in a combination of instruments, comprises the steps of (i) identifying for each bid/offer in each one of said instruments its bid/ask price; (ii) storing the identified bid/ask price of the last bid/offer in each one of said instruments; and (iii) generating said estimated prices based on the stored bid/ask price of the last bid/offer in at least one of said instruments, which is comprised in said combination of instruments, independent on whether said last bid/offer still exists or not at the time of generating said estimated prices.
申请公布号 US7469229(B2) 申请公布日期 2008.12.23
申请号 US20030348328 申请日期 2003.01.22
申请人 OMX TECHNOLOGY AB 发明人 ROMANI ALESSANDRO
分类号 G06Q40/00;G06Q30/00 主分类号 G06Q40/00
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