Invention Grant
US07882012B1 System and method for estimating order position 有权
用于估计订单位置的系统和方法

System and method for estimating order position
Abstract:
A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.
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