公开(公告)号：US20070244792A1

公开(公告)日：2007-10-18

申请号：US11403725

申请日：2006-04-13

申请人： Frederic Couperier ,  Christopher Dacre-Wright ,  Jose Lopez

发明人： Frederic Couperier ,  Christopher Dacre-Wright ,  Jose Lopez

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04

摘要： A computerized method of monitoring compliance comprises: (a) receiving information regarding an order for a financial instrument which was executed at a first one of a plurality of automated trading centers against a protected quotation of said first trading center, the information including at least an order time at which the order was placed, an identifier sufficient to identify said financial instrument, a volume of the order, an identifier sufficient to identify said first trading center; and a price of the order; (b) receiving market data for said financial instrument, said market data including each protected quotation for the financial instrument at each of the plurality of automated trading centers during a grace period extending from a second time, which is prior to said order time, to said order time; (c) comparing said protected quotation of said first trading center at the order time to each other protected quotation for the financial instrument at the order time, and: (1) if none of the other protected quotations is a better quotation than said protected quotation, identifying the order as compliant; (2) if any of the other protected quotations is a better quotation than said protected quotation, searching the market data for the financial instrument during said grace period, and: (i) if at any time during the grace period none of the other protected quotations had a better quotation than said protected quotation, identifying the order as compliant, and, if not, identifying the order as an order for which compliance has not been demonstrated.

摘要翻译： 一种监测合规性的计算机化方法包括：（a）接收关于在多个自动交易中心的第一个执行的金融工具的订单的信息针对所述第一交易中心的受保护的报价，所述信息至少包括 发出订单的订单时间，足以识别所述金融工具的标识符，订单量，足以识别所述第一交易中心的标识符; 和订单的价格; （b）接收所述金融工具的市场数据，所述市场数据包括在从所述订单时间之前的第二时间延伸的宽限期期间在所述多个自动交易中心中的每一个的金融工具的每个受保护报价到 说订单时间 （c）在命令时间将所述第一交易中心的受保护报价与金融工具的相互保护报价进行比较，以及：（1）如果其他受保护报价中没有一个比所述受保护报价更好的报价 ，将订单确定为合规; （2）如果任何其他受保护的报价是比所述受保护的报价更好的报价，则在所述宽限期内搜索金融工具的市场数据，以及：（i）如果在宽限期内的任何时间没有其他受保护的报价 引用报价比所述受保护的报价更好，将订单确定为合规，如果不是，则将订单确定为尚未证明合规性的订单。