摘要:
The invention relates to a CSD-system and a method for use in a CSD-system for carrying out corporate actions in financial instruments, comprising four functional basic building blocks based on at least one of which all financial instruments in the CSD-system are defined, said basic building blocks being a first block for generating payments, a second block for requesting payments, a third block for adding holdings in an instrument and a fourth block for removing holdings in an instrument.
摘要:
An adaptable replica server system comprising a primary replica being associated with a primary storage for storing information and a primary processing means, and a secondary replica being associated with a secondary storage and a secondary processing means for creating confirmation data upon receiving input data from the primary replica. The replica server system is configurable to work as an asynchronous server replica system and/or as a synchronous server replica system depending on an instruction.
摘要:
Embodiments of present invention relates to a method of, and device for facilitating, resilient peer-to-peer application message routing.The method comprises storing a network routing table comprising destination addresses of applications hosted on peer nodes of a network, and providing the peer nodes with a copy of the routing table via which routing table an application message from any one of the peer nodes is routed to a destination address designating a destination application hosted by a destination peer node. Further, the method comprises providing, when the destination application hosted by the destination peer node is inactivated, all peer nodes with a copy of an updated routing table taking into account the inactivation of said application, wherein a further application message addressed from any one of the peer nodes to the destination address associated with the inactivated application is routed (S106), via the updated routing table, to an alternative destination application having the same destination address as the inactivated application.
摘要:
A method of processing exchange system trading data is disclosed. In one embodiment, the method comprises receiving an order data message from a matching engine of an automated exchange. The order data message has first data format and it also comprises identification information associated with a trading entity. The received data message is then converted into a new data message of a new data format, which is different from the data format of the received order data message. Also, the trading entity from which the received order data message is originating is identified. Subsequently, the new data message having the new data format can be transmitted to a plurality of client devices associated with the identified trading entity. This may allow for all, or at least a majority of client devices, of the identified trading entity to get an overview of the total order activity of the identified trading entity.
摘要:
An instrument is traded in an automated exchange system. A first order for the instrument on a first side of a market and a second order for the instrument on a second side of the market are received. The first and second orders are evaluated regarding the possibility for a match between the first and the second orders. If such a match is possible, a preliminary trade is created using the first and the second orders. A third order for the instrument on the first side of the market is received and compared with the first order. If the third order is better than the first order, then the preliminary trade is modified. A final trade is created using the orders currently part of the preliminary trade.
摘要:
A system and method for generating an update data set to be sent to remote terminals. The update data set comprises operators describing differences between two data sets, so that a remote terminal is able to transform an old data set into a more recent data set. The system comprises a comparator for comparing data elements in the data sets, and a selector for selecting operators based on a change parameter stored in a memory.
摘要:
Latency in electronic trading is dramatically reduced by delaying trade order validation until a match or trade can potentially occur. If a new order does not meet the matching criteria for an existing order in an order book, then the new order is stored in the order book without performing validation processing in a first example embodiment. In a second example embodiment, the order is stored in the order book before validation has completed. But if a new order meets matching criteria for an existing order stored in an order book, then order validation processing is performed for both of the matching orders. Once the order validation processing is successfully completed for both of the matching orders, then the trade is executed. Order validation processing includes both risk calculations and account validations, (e.g., checking to ensure the party has the necessary money or collateral if a buyer or is the owner if a seller). If the order validation processing is not successfully completed for both of the matching orders, then the trade is rejected.
摘要:
The present invention relates to a computer system, computerized method and computer program product for calculating margin requirements in a more efficient way. In particular it relates to margin calculations for being used by clearing house in order to optimize calculation of margin requirements.
摘要:
An anonymous trading system that enables users to select counterparty requirements. Each user has an interface to add trader preconditions regarding available counterparties. Those trader preconditions include an expression of the user's willingness to trade with selected counterparties. The added trader preconditions are collected from the users and combined into a trader matrix. The trader matrix is used to determine matching criteria for orders sent in by users. An anonymous trading system and a terminal for sending orders to an anonymous trading system are also provided.
摘要:
An instruction, processor, system, and method allow application level software to explicitly request a temporary performance boost, from computing hardware. Advanced management of a working frequency of a processor achieves the performance boost. Preferably, a processor with that advanced management and performance boost is implemented in an electronic exchange or another application where peak periods may occur.