SYSTEM AND METHOD FOR PROVIDING ELECTRONIC PRICE FEEDS FOR TRADEABLE OBJECTS
摘要
System and methods for a price feed generation are described. According to an example method described herein, upon receiving market information including a plurality of linear prices and order quantities, a reference price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to client terminals.
申请公布号
WO2008140950(A2)
申请公布日期
2008.11.20
申请号
WO2008US62172
申请日期
2008.05.01
申请人
TRADING TECHNOLOGIES INTERNATIONAL, INC.;PRATT, JEFFREY;KAHLEY, KEVIN, D.;WEST, ROBERT, A.