System, Method, and Tool for Synthetic Order Recovery

    公开(公告)号:US20210125279A1

    公开(公告)日:2021-04-29

    申请号:US17121368

    申请日:2020-12-14

    Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

    Shared communication links in an electronic trading system

    公开(公告)号:US10129787B2

    公开(公告)日:2018-11-13

    申请号:US15684674

    申请日:2017-08-23

    Abstract: Certain embodiments provide methods, tangible computer storage medium, and systems of shared communication links in an electronic trading system. An example method includes determining a first network service state of a first communication network established between a first wireless trading device and an exchange and receiving a second network service state of a second communication network established between a second wireless trading device and the exchange. The first wireless trading device receives the second network state from the second wireless device via a shared communication link. The example method also includes determining an active communication network based on a quality-of-service metric calculated between the first communication network and the second communication network by comparing the first network service state and the second network service state. The example method also includes communicating market information related to one or more markets with the exchange utilizing the active communication network and distributing the market information via the shared communication link.

    Speed adjustable and reversible tool for slicer orders

    公开(公告)号:US09779454B2

    公开(公告)日:2017-10-03

    申请号:US13722692

    申请日:2012-12-20

    CPC classification number: G06Q40/04

    Abstract: A speed adjustable and reversible tool for slicer orders is used to adjust one or more parameters of a slicer order that has been submitted for trading or otherwise includes one or more child order to be submitted for trading. A user input device, or controller may be used to receive a command, such as by sliding one or more sliders along a range to affect adjustment of one or more corresponding parameters of the slicer order and child orders.

    Methods and Apparatus for Determining and Displaying the Constituent Components of a Trading Strategy
    14.
    发明申请
    Methods and Apparatus for Determining and Displaying the Constituent Components of a Trading Strategy 审中-公开
    确定和显示交易策略的组成部分的方法和装置

    公开(公告)号:US20160063623A1

    公开(公告)日:2016-03-03

    申请号:US14476714

    申请日:2014-09-03

    CPC classification number: G06Q40/04

    Abstract: Certain embodiments provide a method for defining, via a trading interface implemented by a trading device, a trading strategy including a first contract associated with a first tradeable object and a second contract associated with a second tradeable object. The example method also includes receiving, by the trading device, market data provided by the electronic exchange, the market update includes price and quantity information related to the first and second tradeable objects. The example method also includes determining, by the trading device, that at least one of a first price and a first quantity associated with the first contract is implied based on at least one of a second price and a second quantity associated with the second contract. The example method also includes receiving, via the trading interface implemented by the trading device, a selection input corresponding to the trading strategy listed in the trading interface, and displaying, via the trading interface implemented by the trading device, a strategy indicator arranged to identify the trading strategy in the trading interface, wherein the strategy indicator is generated in response to the received selection input; and displaying, via the trading interface implemented by the trading device, an implied indicator arranged to identify the first contract and configured to reflect a link between at least the first contract and the selected trading strategy.

    Abstract translation: 某些实施例提供了一种通过由交易设备实现的交易界面来定义包括与第一可交易对象相关联的第一契约和与第二可交易对象相关联的第二契约的交易策略的方法。 该示例方法还包括由交易设备接收电子交易所提供的市场数据,市场更新包括与第一和第二可交易对象相关的价格和数量信息。 示例性方法还包括由交易设备确定基于与第二合同相关联的第二价格和第二数量中的至少一个来隐含与第一合同相关联的第一价格和第一数量中的至少一个。 该示例方法还包括通过交易设备实施的交易界面接收与交易界面中列出的交易策略相对应的选择输入,并且经由交易设备实施的交易界面显示布置成识别的策略指示符 交易界面中的交易策略,其中所述策略指示符是响应于所接收的选择输入产生的; 以及经由交易设备实施的交易界面显示一个暗示的指示符,其被安排为识别第一个合同并被配置为反映至少第一个合同和所选择的交易策略之间的链接。

    Dynamic Slicer Order Scheduling and Analysis Tool
    15.
    发明申请
    Dynamic Slicer Order Scheduling and Analysis Tool 审中-公开
    动态切片机订单调度和分析工具

    公开(公告)号:US20130246241A1

    公开(公告)日:2013-09-19

    申请号:US13737715

    申请日:2013-01-09

    CPC classification number: G06Q40/04

    Abstract: A tool and method for dynamically managing and executing slicer order is disclosed. The tool and method provide a mechanism by which component parts of the slicer order such as the parent order and one or more child orders can be modified while the slicer order is executing according to a slicer plan. Modification of the executing slicer order results in an analysis and recalculation of the slicer plan to accommodate the requested modification(s).

    Abstract translation: 公开了一种用于动态管理和执行切片器顺序的工具和方法。 该工具和方法提供了一种机制,通过该机制,可以根据切片器计划在限制器顺序执行期间修改切片器顺序的组成部分,例如父命令和一个或多个子命令。 执行切片器顺序的修改导致分片和重新计算切片器计划以适应所请求的修改。

    System, method, and tool for synthetic order recovery

    公开(公告)号:US11861701B2

    公开(公告)日:2024-01-02

    申请号:US17121368

    申请日:2020-12-14

    CPC classification number: G06Q40/04

    Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

    System, method, and tool for synthetic order recovery

    公开(公告)号:US10896464B2

    公开(公告)日:2021-01-19

    申请号:US14852877

    申请日:2015-09-14

    Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

    Slicer order quantity reduction tool

    公开(公告)号:US10565653B2

    公开(公告)日:2020-02-18

    申请号:US16287164

    申请日:2019-02-27

    Abstract: The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.

    Methods and apparatus to calculate and present transaction adjusted values

    公开(公告)号:US09947049B2

    公开(公告)日:2018-04-17

    申请号:US14579883

    申请日:2014-12-22

    CPC classification number: G06Q40/04 G06Q40/00 G06Q40/06

    Abstract: Methods and apparatus to calculate and display transaction adjusted values are disclosed. An example method includes defining an order related to a tradeable object listed on an electronic exchange, wherein the order is associated with a user; determining whether the user qualifies for a pricing incentive that rewards trading activity meeting a threshold; when the user qualifies for the pricing incentive, calculating a transaction adjusted value of the order at respective ones of a plurality of price levels of a trading interface, wherein the pricing incentive is factored into the calculation of the transaction adjusted value for a first one of the price levels, and the pricing incentive is not factored into the calculation of the transaction adjusted value of a second one of the price levels; and displaying ones of the transaction adjusted values in a value axis of the trading interface in connection with respective ones of the plurality of price levels.

    Shared communication links in an electronic trading system

    公开(公告)号:US09788234B2

    公开(公告)日:2017-10-10

    申请号:US14574238

    申请日:2014-12-17

    CPC classification number: H04W28/0268 G06Q40/04 H04L41/5032 H04L43/16

    Abstract: Certain embodiments provide methods, tangible computer storage medium, and systems of shared communication links in an electronic trading system. An example method includes determining a first network service state of a first communication network established between a first wireless trading device and an exchange and receiving a second network service state of a second communication network established between a second wireless trading device and the exchange. The first wireless trading device receives the second network state from the second wireless device via a shared communication link. The example method also includes determining an active communication network based on a quality-of-service metric calculated between the first communication network and the second communication network by comparing the first network service state and the second network service state. The example method also includes communicating market information related to one or more markets with the exchange utilizing the active communication network and distributing the market information via the shared communication link.

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