Processing composite trading orders
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United States of America Patent
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Apr 5, 2011
Grant Date -
Dec 30, 2010
app pub date -
Jan 14, 2010
filing date -
Dec 20, 2005
priority date (Note) -
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status (Latency Note)
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Abstract
An apparatus for processing a composite trading order comprises an interface operable to display a composite value representing a weighted quantity of a plurality of trading products. The apparatus further comprises a processor operable to receive at least one input representing a composite trading order, wherein the at least one input comprises a quantity that is equal to at least a portion of the weighted quantity. The at least one input is usable to generate one or more constituent trading orders that, when filled, combine to satisfy the composite trading order.
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