Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
Number of patents in Portfolio can not be more than 2000
United States of America Patent
Stats
-
Sep 11, 2012
Grant Date -
Mar 17, 2011
app pub date -
Sep 15, 2009
filing date -
Sep 15, 2009
priority date (Note) -
In Force
status (Latency Note)
Importance
Abstract
An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for transforming a combination or strategy contract with an arbitrary number of buy and sell legs with an arbitrary volume ratio for each leg into a form that can be used for rapid implied order calculations.
First Claim
Family
International Classification(s)
Cited Art Landscape
Patent Citation Ranking
Advertisement
Advertisement
Advertisement
Recipient Email Address
Recipient Email Address
Comment
Recipient Email Address
Add to Portfolio(s)
To add this patent to one, or more, of your portfolios, simply click the add button.
This Patent is in these Portfolios:
Add to additional portfolios:
Last Refreshed On:
Changes done successfully