发明公开
EP1810236A2 CLOSING IN AN ELCTRONIC MARKET 审中-公开
闭幕在电子市场

CLOSING IN AN ELCTRONIC MARKET
摘要:
A method for trading a security in an electronic market includes receiving closing orders and orders for the security traded in the electronic market, disseminating an order imbalance indicator indicative of predicted trading characteristics of the security at the close of trading, determining a closing price for the security based on the closing orders and orders, and executing at least some of the closing orders at the determined closing price.
信息查询
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