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:
In an automated exchange, comprising a matching module, a received order is validated for risk purposes before a match process begins. Hereby it is made possible to reduce the total financial exposure by a customer to the automated exchange.
摘要:
The invention relates to a method in a post trade handling module (23) for handling an offering data set in a data network. The post trade handling module is comprised in a computerized trading system (10). The computerized trading system (10) further comprises a reference database (20) comprising at least one offering data set, and a matching engine module (21) arranged to match an offering data set from the reference database (20) with a data request from a requesting node (12) in the data network. The matched offering data set is to be accepted by the requesting node (12).The post trade handling module receives an offering data set from the matching engine module (21). The offering data set has been accepted by the requesting node (12) and indicates a time period. The post trade handling module further computes a number of split offering data sets by splitting the offering data set based on the indicated time period, each split offering data set indicates a shorter time period than the time period in the offering data set. In addition, the post trade handling module transmits each split offering data set to a receiver node (14) in the data network enabling the receiver node (14) to handle the offering data set.
摘要:
A computerized trading system configured to receive buy and sell trade orders in financial instruments traded in the central trading system from user terminals connected to the central trading system is provided. The user terminals are of at least two types trading in the central system at different off-set spread values and the central trading system further being configured to transmit price information to the at least two types of user terminals. The central system is then configured to transmit a price information message to the at least two types of user terminals in a single message and where the user terminals are configured to display the price information in said price information message including said different off-set spread values. Hereby a reduced number of messages needs to be transmitted in that the user terminals are enabled to convert the single message stream to the correct price information valid for each particular user.