- 专利标题: Method and apparatus for order entry in an electronic trading system
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申请号: US14481022申请日: 2014-09-09
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公开(公告)号: US10102577B2公开(公告)日: 2018-10-16
- 发明人: Michael Merold , John E. Schoen
- 申请人: NEX Services North America LLC
- 申请人地址: US NY New York
- 专利权人: NEX Services North America LLC
- 当前专利权人: NEX Services North America LLC
- 当前专利权人地址: US NY New York
- 代理机构: Arent Fox LLP
- 主分类号: G06Q40/04
- IPC分类号: G06Q40/04 ; H04L12/861 ; G06Q30/08 ; H04L12/863 ; H04L12/70 ; H04L12/801
摘要:
Orders received by an electronic trading system are processed in batches based on the instrument to which an order relates. An incoming order is assigned to a queue of a queue set that makes up the batch according to a random process. Where orders are received from related trading parties they are assigned to the same queue set according to their time of receipt. The batch has a random duration within defined minimum and maximum durations and at the end of the batch, the orders held in the queues are transferred to a matching thread of the trading system sequentially with one order being removed from each queue and a number of passes of the queues completed until orders have been removed.
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