发明名称 |
AUTOMATIC GENERATION OF AN ORDER IN AN INSTRUMENT IN A SPECIFIED CURRENCY |
摘要 |
In an automated trading system wherein orders in an instrument in a specified currency are received and a trade in the instrument is performed when, for a certain volume of the instrument, a bid price matches an ask price, a method is provided for automatically generating an order in the instrument in said specified currency. The method comprised the steps of receiving from e.g. a currency market or a market maker a current exchange rate between a currency other than said specified currency and the specified currency; receiving from a trader an order in the instrument in said other currency; calculating a price of the order in the specified currency based on the received order and the current exchange rate; and generating the order in the instrument in the specified currency. |
申请公布号 |
WO2004104873(A2) |
申请公布日期 |
2004.12.02 |
申请号 |
WO2004EP05393 |
申请日期 |
2004.05.19 |
申请人 |
OM TECHNOLOGY AB |
发明人 |
DACKBERG, CLAES URBAN;SELLBERG, LARS-IVAR;WENNERBERG, CHRISTER |
分类号 |
G06Q40/04;G06Q40/06 |
主分类号 |
G06Q40/04 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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