公开(公告)号：US20150012407A1

公开(公告)日：2015-01-08

申请号：US14247440

申请日：2014-04-08

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Scott F. Singer ,  Michael J. Burns ,  Robert A. West ,  Stephen A. Schwarz

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.

Abstract translation: 描述用于显示为多个时间段确定的量相关信息的系统和方法。 根据一种方法，交易者可以定义一个或多个时间段，交易应用程序可以在所定义的时间段内以多个价格水平确定交易数量，交易买入，交易出售或其他数量相关信息。 然后，交易应用程序可以以图形方式显示每个时间段相对于静态轴价格的数量。 该方法还包括周期性地更新所显示的交易数量以反映在定义的时间段期间的数量，其中根据从可交易对象的交易所接收的后续市场更新来更新数量。

公开(公告)号：US20140379548A1

公开(公告)日：2014-12-25

申请号：US14290946

申请日：2014-05-29

Applicant: Trading Technologies International, Inc.

Inventor： Robert A. West ,  Michael J. Burns

IPC: G06Q40/04

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

Abstract: An example graphical interface and method for displaying risk related data are described. One example graphical interface includes a data structure comprising a plurality of data nodes and at least one risk data point associated with each node, and further comprises a display grid. The display grid includes one or more cells that are used for displaying selected data nodes and risk data points. Each cell may be associated with a single data node, and may include one or more identifiers corresponding to risk data points of the data node. In one example embodiment, the identifiers are aligned along a single axis, and risk related data corresponding to each identifier is aligned with respect to each corresponding identifier.

Abstract translation: 描述用于显示风险相关数据的示例图形界面和方法。 一个示例图形界面包括包括多个数据节点和与每个节点相关联的至少一个风险数据点的数据结构，并且还包括显示网格。 显示网格包括用于显示所选数据节点和风险数据点的一个或多个单元。 每个单元可以与单个数据节点相关联，并且可以包括与数据节点的风险数据点对应的一个或多个标识符。 在一个示例性实施例中，标识符沿着单个轴对齐，并且与每个标识符对应的风险相关数据相对于每个对应的标识符进行对齐。

公开(公告)号：US20140351111A1

公开(公告)日：2014-11-27

申请号：US14279323

申请日：2014-05-16

Applicant: Trading Technologies International, Inc.

Inventor： Robert A. West ,  Ryan N. Andrews ,  Jens-Uwe Schluetter ,  David W. Garrison ,  Michael J. Burns

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradeable 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.

Abstract translation: 公开了一种用于提供订单队列位置信息的系统和方法。 在本申请中，从至少一个交换所接收到可交易对象的市场更新。 在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下，可以使用估计。 因此，生成订单队列以近似交易价格订单队列中的交易者的订单位置。 接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

公开(公告)号：US20140249989A1

公开(公告)日：2014-09-04

申请号：US14278193

申请日：2014-05-15

Applicant: Trading Technologies International, Inc.

Inventor： Michael J. Burns ,  Robert A. West ,  Gerald J. O'Connor ,  Stephen J. Murphy ,  Scott F. Singer

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A system and method are provided for trading multiple tradeable objects. One example method includes displaying at least one combined quantity indicator representing a combined quantity associated with at least two tradeable objects, detecting an input associated with an order for a predetermined order quantity in relation to one of the combined quantity indicators, and allocating the order quantity between the at least two tradeable objects using at least one quantity allocation rule. In one example embodiment, a plurality of quantity allocation rules can be user-configurable, and different rules can be defined and applied in relation to different order types.

Abstract translation: 提供了用于交易多个可交易对象的系统和方法。 一个示例性方法包括显示表示与至少两个可交易对象相关联的组合数量的至少一个组合数量指示符，相对于组合数量指标之一检测与预定订单数量相关联的订单相关联的输入，并分配订单数量 在至少两个可交易对象之间使用至少一个数量分配规则。 在一个示例实施例中，多个数量分配规则可以是用户可配置的，并且可以相对于不同的订单类型定义和应用不同的规则。

公开(公告)号：US20140229357A1

公开(公告)日：2014-08-14

申请号：US14033825

申请日：2013-09-23

Applicant: Trading Technologies International, Inc.

Inventor： Michael J. Burns ,  Scott F. Singer

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/06

Abstract: A versatile and efficient electronic spread trading tool to be used when buying and selling comparable commodities either simultaneously or in conjunction with one another.

Abstract translation: 一种多功能和高效的电子传播交易工具，用于在同时或相互联合买卖可比商品时使用。

公开(公告)号：US20140229355A1

公开(公告)日：2014-08-14

申请号：US14023464

申请日：2013-09-10

Applicant: Trading Technologies International, Inc.

Inventor： Michael J. Burns ,  Sagy P. Mintz ,  Eric M. Herz ,  Alexander D. Deitz

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: A system and associated methods are provided for smart hedging in an electronic trading environment. According to one example method, a first order for a first tradeable object and a second order for a second tradeable object are placed based on a spread strategy. Upon receiving an indication that a quantity of the first order is filled, the method involves determining if the second order can be used to offset the quantity filled of the first order by determining if a price of the second order would result in achieving a desired spread price defined for the spread strategy. If the price results in the desired price, the second order is used to offset the quantity filled for the first order in an attempt to achieve the desired spread price. Other tools are provided as well.

Abstract translation: 为电子交易环境中的智能对冲提供了一种系统和相关方法。 根据一个示例性方法，基于扩展策略来放置用于第一可交易对象的第一顺序和用于第二可交易对象的第二顺序。 在接收到指示第一顺序的数量被填充的指示时，该方法包括确定是否可以使用第二顺序来通过确定第二级的价格是否将导致实现期望的扩展来抵消第一级的填充量 为传播策略定义的价格。 如果价格导致所需的价格，则第二个订单用于抵消第一个订单的数量，以达到期望的价差。 还提供其他工具。

公开(公告)号：US20140195408A1

公开(公告)日：2014-07-10

申请号：US14203553

申请日：2014-03-10

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Michael J. Burns ,  Eric M. Herz ,  Sagy P. Mintz ,  Alexander D. Deitz

IPC: G06Q40/04

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

Abstract: A system and associated methods are provided for intelligent placement and movement of orders in an electronic trading environment. According to one example method, in addition to submitting a leg order at a calculated price level, additional orders, queue holder orders, are submitted for the leg order at prices either below or above the calculated price level. Based on this configuration, if the conditions change such that it is necessary to re-price the leg order, there will be already an order resting in the exchange order book at the re-calculated price that can be used in the strategy. Upon re-pricing the leg order, one or more additional queue holder orders will be placed in the market. Other tools are provided as well.

Abstract translation: 提供了一种系统和相关方法，用于在电子交易环境中智能放置和移动订单。 根据一个示例性方法，除了以计算的价格水平提交支票订单之外，还可以以低于或高于所计算的价格水平的价格提交附加订单，队列持有人订单。 基于这种配置，如果条件发生变化，以便有必要对该订单进行重新定价，那么将在交易订单簿中已经有一个可以在该策略中使用的重新计算价格的订单。 在对订单进行重新定价后，一个或多个附加的队列持有者订单将被放置在市场中。 还提供其他工具。

公开(公告)号：US08775293B2

公开(公告)日：2014-07-08

申请号：US13956530

申请日：2013-08-01

Applicant: Trading Technologies International, Inc.

Inventor： Robert A. West ,  Michael J. Burns

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06F19/00 ,  G06Q40/00 ,  G06Q40/06 ,  G06Q50/24 ,  G06T11/206

Abstract: A system and method are provided for displaying a trading screen and placing an order in an electronic trading environment. The system and method may be used to assist a trader in selecting an item of interest, such as the inside market (best bid and best ask) to be displayed relative to a user configured location on the trading screen, such as the center of the trading screen. In a preferred embodiment, the inside market will stay located relative to center of the trading screen and the price levels associated to the inside market will move as the market conditions fluctuate. Other features and advantages are described herein.

Abstract translation: 提供了一种用于显示交易屏幕并在电子交易环境中下订单的系统和方法。 系统和方法可以用于帮助交易者选择相对于交易屏幕上的用户配置位置显示的内部市场（最佳出价和最佳询问）等感兴趣的项目，例如交易屏幕的中心 交易屏幕。 在优选实施例中，内部市场将相对于交易屏幕的中心保持位置，并且与内部市场相关联的价格水平将随着市场波动而移动。 本文描述了其它特征和优点。

公开(公告)号：US08775289B2

公开(公告)日：2014-07-08

申请号：US13912123

申请日：2013-06-06

Applicant: Trading Technologies International, Inc.

Inventor： Robert A. West ,  Michael J. Burns

IPC: G06Q40/00 ,  G06Q40/06

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

Abstract: An example graphical interface and method for displaying risk related data are described. One example graphical interface includes a data structure comprising a plurality of data nodes and at least one risk data point associated with each node, and further comprises a display grid. The display grid includes one or more cells that are used for displaying selected data nodes and risk data points. Each cell may be associated with a single data node, and may include one or more identifiers corresponding to risk data points of the data node. In one example embodiment, the identifiers are aligned along a single axis, and risk related data corresponding to each identifier is aligned with respect to each corresponding identifier.

Abstract translation: 描述用于显示风险相关数据的示例图形界面和方法。 一个示例图形界面包括包括多个数据节点和与每个节点相关联的至少一个风险数据点的数据结构，并且还包括显示网格。 显示网格包括用于显示所选数据节点和风险数据点的一个或多个单元。 每个单元可以与单个数据节点相关联，并且可以包括与数据节点的风险数据点对应的一个或多个标识符。 在一个示例性实施例中，标识符沿着单个轴对齐，并且与每个标识符对应的风险相关数据相对于每个对应的标识符进行对齐。

公开(公告)号：US20140172666A1

公开(公告)日：2014-06-19

申请号：US13934802

申请日：2013-07-03

Applicant: Trading Technologies International, Inc.

Inventor： Sagy P. Mintz ,  Michael J. Burns

IPC: G06Q40/04

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

Abstract: A system and method for providing a linear spread in an electronic trading environment are described. According to one example embodiment, a trading system can receive market information associated to a trading strategy, known as a spread. The trader may also define a market volatility parameter to utilize in the calculation of a linear spread price axis. The received market information and a divide spread algorithm are also used to determine the linear spread price axis. The trading application determines a linear spread price axis, at which price levels are separated by consistent linear tick increments. The linear spread price axis allows for more efficient and effective trading in the electronic trading environment especially when certain tradeable objects are traded or when certain spread algorithms, like the divide spread algorithm, are utilized.

Abstract translation: 描述用于在电子交易环境中提供线性扩展的系统和方法。 根据一个示例性实施例，交易系统可以接收与交易策略相关联的市场信息，称为息差。 交易者还可以定义市场波动率参数以用于计算线性价差轴。 接收到的市场信息和分割扩展算法也用于确定线性价差轴。 交易应用程序确定线性差价价格轴线，在此价格水平由一致的线性盘点增量分隔。 线性扩展价格轴允许在电子交易环境中更有效和有效的交易，特别是当交易某些可交易对象时，或者当利用某种扩展算法（如差分扩展算法）时。