System and method for randomizing orders in an electronic trading environment
    2.
    发明授权
    System and method for randomizing orders in an electronic trading environment 有权
    在电子交易环境中随机订单的系统和方法

    公开(公告)号:US07653589B1

    公开(公告)日:2010-01-26

    申请号:US11415439

    申请日:2006-05-01

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/00

    摘要: When a trading application on a client terminal receives a trade order, a randomizer application may automatically randomize one or more order parameters to generate a randomized order. For example, an order quantity, a price level, and/or a time period between sending any two consecutive orders may be randomized. In another example, in a thin market randomized order quantities may be decreased and in a heavy market randomized order quantities may be increased. The randomized order is then automatically placed on the market.

    摘要翻译: 当客户终端上的交易应用程序接收到交易订单时,随机化应用程序可以自动随机化一个或多个订单参数以生成随机化订单。 例如,发送任何两个连续的订单之间的订单数量,价格水平和/或时间段可以被随机化。 在另一个例子中,在薄市场中,随机化订单数量可能会减少,而在繁重的市场中,随机化订单数量可能会增加。 然后随机化的顺序自动放在市场上。

    Method and apparatus for message flow and transaction queue management
    8.
    发明申请
    Method and apparatus for message flow and transaction queue management 有权
    消息流和事务队列管理的方法和装置

    公开(公告)号:US20100318673A1

    公开(公告)日:2010-12-16

    申请号:US11417513

    申请日:2006-05-03

    IPC分类号: G06F15/16

    CPC分类号: G06Q40/04 G06F9/546

    摘要: Management of transaction message flow utilizing a transaction message queue. The system and method are for use in financial transaction messaging systems. The system is designed to enable an administrator to monitor, distribute, control and receive alerts on the use and status of limited network and exchange resources. Users are grouped in a hierarchical manner, preferably including user level and group level, as well as possible additional levels such as account, tradable object, membership, and gateway levels. The message thresholds may be specified for each level to ensure that transmission of a given transaction does not exceed the number of messages permitted for the user, group, account, etc.

    摘要翻译: 使用事务消息队列管理事务消息流。 该系统和方法用于金融交易信息系统。 该系统旨在使管理员能够监视,分发,控制和接收有限网络和交换资源的使用和状态的警报。 用户以分级方式进行分组,优选地包括用户级别和组级别,以及可能的附加级别,例如帐户,可交易对象,成员资格和网关级别。 可以为每个级别指定消息阈值,以确保给定事务的传输不超过用户,组,帐户等允许的消息数量。

    System and Method for Estimating Order Position
    10.
    发明申请
    System and Method for Estimating Order Position 有权
    用于估算订单头寸的系统和方法

    公开(公告)号:US20120123929A1

    公开(公告)日:2012-05-17

    申请号:US13353659

    申请日:2012-01-19

    IPC分类号: G06Q40/04

    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。