摘要 |
The present invention relates to a monitoring system and method for monitoring trade at an electronic exchange. The system comprises memories being related to a specific time interval. A trade occurring during that time interval or a parameter value related to the trade is recorded to the memory related to the time interval. At a point in time a recent trade parameter is determined based on the accumulated trade parameter values in the memories. Based on the resent trade parameter and some rules and operators one or more monitoring actions is executed.
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