Method and apparatus for providing order queue information
    1.
    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:US08229818B2

    公开(公告)日:2012-07-24

    申请号:US12707318

    申请日:2010-02-17

    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。

    Method and apparatus for providing order queue information
    2.
    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:US07769656B1

    公开(公告)日:2010-08-03

    申请号:US11415872

    申请日:2006-05-02

    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。

    Method and Apparatus for Providing Order Queue Information
    3.
    发明申请
    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:US20120265669A1

    公开(公告)日:2012-10-18

    申请号:US13532711

    申请日:2012-06-25

    IPC分类号: G06Q40/04

    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。

    Method and Apparatus for Providing Order Queue Information
    4.
    发明申请
    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:US20100145880A1

    公开(公告)日:2010-06-10

    申请号:US12707318

    申请日:2010-02-17

    IPC分类号: G06Q40/00 G06Q10/00

    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。

    System and method for estimating order position
    5.
    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:US08380615B2

    公开(公告)日:2013-02-19

    申请号:US13353659

    申请日:2012-01-19

    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 estimating order position
    7.
    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。

    Method and apparatus for providing order queue information
    8.
    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。

    System and Method for Linking and Managing Linked Orders in an Electronic Trading Environment
    10.
    发明申请
    System and Method for Linking and Managing Linked Orders in an Electronic Trading Environment 有权
    在电子交易环境中链接和管理关联订单的系统和方法

    公开(公告)号:US20110035312A1

    公开(公告)日:2011-02-10

    申请号:US12910617

    申请日:2010-10-22

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A system and method for linking and managing linked orders are described. According to one method, a trader may first link two or more orders into a linked order, and then one or more parameters associated with one of the orders may be dynamically changed based on user inputs or information being received from an exchange. For example, a trader may link any two orders as an order cancel order, and each linked order may be associated with the same or different tradable objects, order quantities, and may be submitted to one or more exchanges. The order quantities may be then dynamically updated based on updates being received from the one or more exchanges and further based on a quantity ratio between the two orders. Further, the linked order may be submitted upon detecting a fill for another order.

    摘要翻译: 描述用于链接和管理链接订单的系统和方法。 根据一种方法,交易者可以首先将两个或多个订单链接成链接的订单,然后可以基于从交换机接收的用户输入或信息来动态地改变与订单之一相关联的一个或多个参数。 例如,交易者可以将任何两个订单链接为订单取消订单,并且每个链接订单可以与相同或不同的可交易对象,订单数量相关联,并且可以被提交给一个或多个交易所。 然后,可以基于从一个或多个交换机接收到的更新并且还基于两个订单之间的数量比率动态地更新订单数量。 此外,可以在检测到另一订单的填充时提交链接订单。