SYSTEM AND METHOD FOR DYNAMICALLY CHANGING AN ELECTRONIC TRADE ORDER QUANTITY
摘要
A system and methods for dynamically changing a trade order quantity in an electronic trading environment are described herein. According to one example embodiment, an automated trading tool determines if a leaned on quantity of a trading strategy has increased or decreased and if so, dynamically changing a desired order quantity to reflect the change in the leaned on quantity. Dynamically changing an order quantity may be more profitable for a trader as order queue position may be maintained and portion of the desired order quantity may get filled; rather than a trader losing their order queue position and/or taking a chance of not getting any of their order quantity filled.
申请公布号
WO2008121516(A1)
申请公布日期
2008.10.09
申请号
WO2008US56623
申请日期
2008.03.12
申请人
TRADING TECHNOLOGIES INTERNATIONAL, INC.;MINTZ, SAGY, P.;BURNS, MICHAEL, J.;PETERSON, THOMAS, A.
发明人
MINTZ, SAGY, P.;BURNS, MICHAEL, J.;PETERSON, THOMAS, A.