发明申请
US20060167773A1 Settlement of auctions by determining quantity before price 审中-公开
通过确定价格之前的数量来结算拍卖

Settlement of auctions by determining quantity before price
摘要:
The orders collected during an auction form an auction pool. The fill for orders in the auction pool is established without setting an auction settlement price (ASP) for the contracts in the auction pool. The ASPs for contracts in the qualified pool are then set based on the fill. Both the process for establishing the fill for orders and/or the process for setting the ASPs preferably are based on LP and/or QP optimizations.
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