Invention Grant
US08417618B2 Utilizing a trigger order with multiple counterparties in implied market trading 有权
在隐含的市场交易中利用多个交易对手触发订单

Utilizing a trigger order with multiple counterparties in implied market trading
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. Calculating tradable combinations or cycles for certain strategies becomes complex. Strategies that utilize legs having different volume ratios may form tradable combinations that will traverse a trigger order more than one time.
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