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公开(公告)号:US20120221462A1
公开(公告)日:2012-08-30
申请号:US13466691
申请日:2012-05-08
申请人: Peter De VERDIER
发明人: Peter De VERDIER
IPC分类号: G06Q40/04
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.
摘要翻译: 仪器在自动交换系统中交易。 收到市场第一面上仪器的第一次订单,第二次订购市场第二面的仪器。 对第一和第二次订单的匹配可能性进行评估。 如果这样的比赛是可能的,则使用第一和第二命令创建初始交易。 收到市场第一侧仪器的第三个订单,并与第一个订单进行比较。 如果第三个订单比第一个订单更好,则初始交易被修改。 最终交易是使用目前部分初步交易的订单创建的。