System and method for estimating order position
    81.
    发明授权
    System and method for estimating order position 有权
    用于估计订单位置的系统和方法

    公开(公告)号:US07809628B1

    公开(公告)日:2010-10-05

    申请号:US10452567

    申请日:2003-05-30

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: 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.

    摘要翻译: 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。

    System and method for prioritized data delivery in an electronic trading environment
    82.
    发明授权
    System and method for prioritized data delivery in an electronic trading environment 有权
    在电子交易环境中优先发送数据的系统和方法

    公开(公告)号:US07747513B2

    公开(公告)日:2010-06-29

    申请号:US11551567

    申请日:2006-10-20

    IPC分类号: G06Q40/00

    摘要: A system and method for prioritized data delivery in an electronic trading environment are described herein. According to one example embodiment, by prioritizing the messages associated with a tradeable object, the bandwidth and system resource usage may be optimally reduced, and any loss of priority content in the messages sent between the network device and the client device may be reduced. An example method includes associating different priority levels with messages comprising market data. Messages containing market information related to the inside market may be associated to a higher priority level. Whereas messages containing market information relating to the quantities at prices outside the inside market may be associated with a lower priority level. Based on the priority level associated with a message, a network device may send the message directly to the client device or store the message in a data structure until a pre-defined condition is satisfied.

    摘要翻译: 本文描述了在电子交易环境中优先数据传送的系统和方法。 根据一个示例实施例,通过对与可交易对象相关联的消息进行优先级排序,可以最佳地减少带宽和系统资源使用,并且可以减少在网络设备和客户端设备之间发送的消息中的优先级内容的任何丢失。 示例性方法包括将不同的优先级级别与包括市场数据的消息相关联。 包含与内部市场相关的市场信息的消息可能与更高的优先级相关联。 而包含与内部市场以外的价格相关的市场信息的消息可能与较低的优先级相关联。 基于与消息相关联的优先级,网络设备可以将消息直接发送到客户端设备,或者将消息存储在数据结构中,直到满足预定义的条件。

    Method and apparatus for providing order queue information
    83.
    发明授权
    Method and apparatus for providing order queue information 有权
    提供订单队列信息的方法和装置

    公开(公告)号:US07620576B1

    公开(公告)日:2009-11-17

    申请号:US10348134

    申请日:2003-01-21

    IPC分类号: G06Q40/00

    摘要: A system and method for providing market information are disclosed. In this application, updates are received for a tradeable object at a price level from at least one exchange. To the extent that the updates do not include enough details to compute the number of orders resting at a particular price level in a market, estimation may be used to provide order queue information. As a result, the number of orders which are pending in the market at various price levels may be determined using the techniques described herein. The interface disclosed herein may be used to display the number and/or quantity of the orders in the order queue.

    摘要翻译: 公开了一种用于提供市场信息的系统和方法。 在此应用程序中,从至少一个交易所的价格水平接收可交易对象的更新。 在更新不包括足够的细节来计算在市场上以特定价格水平搁置的订单数量的情况下,可以使用估计来提供订单队列信息。 因此,可以使用本文所述的技术来确定市场上处于不同价格水平的订单数量。 本文公开的界面可用于显示订单队列中的订单的数量和/或数量。

    Trading Interface for Facilitating Trading of Multiple Tradeable Objects in an Electronic Trading Environment
    84.
    发明申请
    Trading Interface for Facilitating Trading of Multiple Tradeable Objects in an Electronic Trading Environment 有权
    促进电子交易环境中多个可交易对象交易的交易界面

    公开(公告)号:US20090240617A1

    公开(公告)日:2009-09-24

    申请号:US12474864

    申请日:2009-05-29

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: 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.

    摘要翻译: 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。

    System and method for displaying profit related information in an electronic trading environment
    85.
    发明授权
    System and method for displaying profit related information in an electronic trading environment 有权
    在电子交易环境中显示利润相关信息的系统和方法

    公开(公告)号:US07584143B2

    公开(公告)日:2009-09-01

    申请号:US11416472

    申请日:2006-05-02

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/00 G06Q40/06

    摘要: A system and method for displaying a plurality of profit and risk related indicators are described. A graphical interface displays and dynamically updates a plurality of profit/loss (P/L) indicators including a realized, net, and open indicator. The net and open indicators are based on a trader's net position and a current market level, while the realized indicator is based on trader's buys and sells associated with a tradeable objects. In one embodiment, the plurality of indicators are displayed in relation to a plurality of money management regions defining a maximum order quantity and a maximum net position controlling the trader's trades, so that a trader can quickly determine his current as well as potential money management parameters. The graphical interface may also display a plurality of potential risk/gain indicators in relation to a realized profit indicator so that a trader, before entering an order having a predetermined order quantity, can view a potential risk/gain in entering into a predetermined net position in view of potential market movements.

    摘要翻译: 描述了显示多个利润和风险相关指标的系统和方法。 图形界面显示并动态更新多个利润/损失(P / L)指标,包括实现的,净的和开放的指标。 净和公开指标基于交易者的净头寸和当前市场水平,而实现的指标是基于交易者的购买和与可交易对象相关的销售。 在一个实施例中,多个指标相对于多个货币管理区域显示,该多个货币管理区域限定最大订单数量和控制交易者交易的最大净位置,使得交易者可以快速地确定他的当前以及潜在的货币管理参数 。 图形界面还可以显示与实现的利润指标相关的多个潜在风险/增益指标,使得交易者在进入具有预定订单数量的订单之前可以查看进入预定净位置的潜在风险/增益 鉴于潜在的市场动向。

    System and method for displaying money management information in an electronic trading environment
    87.
    发明授权
    System and method for displaying money management information in an electronic trading environment 有权
    在电子交易环境中显示资金管理信息的系统和方法

    公开(公告)号:US07565315B2

    公开(公告)日:2009-07-21

    申请号:US10447703

    申请日:2003-05-29

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/00 G06Q40/06

    摘要: A system and method for displaying a plurality of profit and risk related indicators are described. A graphical interface displays and dynamically updates a plurality of profit/loss (P/L) indicators including a realized, net, and open indicator. The net and open indicators are based on a trader's net position and a current market level, while the realized indicator is based on trader's buys and sells associated with a tradeable objects. In one embodiment, the plurality of indicators are displayed in relation to a plurality of money management regions defining a maximum order quantity and a maximum net position controlling the trader's trades, so that a trader can quickly determine his current as well as potential money management parameters. The graphical interface may also display a plurality of potential risk/gain indicators in relation to a realized profit indicator so that a trader, before entering an order having a predetermined order quantity, can view a potential risk/gain in entering into a predetermined net position in view of potential market movements.

    摘要翻译: 描述了显示多个利润和风险相关指标的系统和方法。 图形界面显示并动态更新多个利润/损失(P / L)指标,包括实现的,净的和开放的指标。 净和公开指标基于交易者的净头寸和当前市场水平,而实现的指标是基于交易者的购买和与可交易对象相关的销售。 在一个实施例中,多个指标相对于多个货币管理区域显示,该多个货币管理区域限定最大订单数量和控制交易者交易的最大净位置,使得交易者可以快速地确定他的当前以及潜在的货币管理参数 。 图形界面还可以显示与实现的利润指标相关的多个潜在风险/增益指标,使得交易者在进入具有预定订单数量的订单之前可以查看进入预定净位置的潜在风险/增益 鉴于潜在的市场动向。

    System and Method for Facilitating Trading of Multiple Tradeable Objects in an Electronic Trading Environment
    88.
    发明申请
    System and Method for Facilitating Trading of Multiple Tradeable Objects in an Electronic Trading Environment 有权
    促进电子交易环境中多种可交易物品交易的制度与方法

    公开(公告)号:US20090119201A1

    公开(公告)日:2009-05-07

    申请号:US12349015

    申请日:2009-01-06

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: 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.

    摘要翻译: 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。

    System and Method for Providing Electronic Price Feeds For Tradeable Objects
    89.
    发明申请
    System and Method for Providing Electronic Price Feeds For Tradeable Objects 有权
    为可交易对象提供电子价格的系统和方法

    公开(公告)号:US20080281669A1

    公开(公告)日:2008-11-13

    申请号:US11746908

    申请日:2007-05-10

    IPC分类号: G06Q10/00 G06Q30/00

    摘要: System and methods for a price feed generation are described. According to an example method described herein, upon receiving market information including a plurality of linear prices and order quantities, a reference price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to client terminals.

    摘要翻译: 描述了价格馈送生成的系统和方法。 根据本文所述的示例性方法,在接收到包括多个线性价格和订单数量的市场信息时,选择参考价格水平,并且生成价格馈送消息以包括参考价格水平和多个订单数量。 然后将价格提要消息提供给客户终端。

    System and Method for Prioritized Data Delivery in an Electronic Trading Environment
    90.
    发明申请
    System and Method for Prioritized Data Delivery in an Electronic Trading Environment 有权
    电子交易环境中优先数据交付的系统和方法

    公开(公告)号:US20080097887A1

    公开(公告)日:2008-04-24

    申请号:US11551567

    申请日:2006-10-20

    IPC分类号: G06Q40/00

    摘要: A system and method for prioritized data delivery in an electronic trading environment are described herein. According to one example embodiment, by prioritizing the messages associated with a tradeable object, the bandwidth and system resource usage may be optimally reduced, and any loss of priority content in the messages sent between the network device and the client device may be reduced. An example method includes associating different priority levels with messages comprising market data. Messages containing market information related to the inside market may be associated to a higher priority level. Whereas messages containing market information relating to the quantities at prices outside the inside market may be associated with a lower priority level. Based on the priority level associated with a message, a network device may send the message directly to the client device or store the message in a data structure until a pre-defined condition is satisfied.

    摘要翻译: 本文描述了在电子交易环境中优先数据传送的系统和方法。 根据一个示例实施例,通过对与可交易对象相关联的消息进行优先级排序,可以最佳地减少带宽和系统资源使用,并且可以减少在网络设备和客户端设备之间发送的消息中的优先级内容的任何丢失。 示例性方法包括将不同的优先级级别与包括市场数据的消息相关联。 包含与内部市场相关的市场信息的消息可能与更高的优先级相关联。 而包含与内部市场以外的价格相关的市场信息的消息可能与较低的优先级相关联。 基于与消息相关联的优先级,网络设备可以将消息直接发送到客户端设备,或者将消息存储在数据结构中,直到满足预定义的条件。