Tick Size Sequences Having Non-Linear Scaling Factors

    公开(公告)号:US20170178233A1

    公开(公告)日:2017-06-22

    申请号:US14975448

    申请日:2015-12-18

    CPC classification number: G06Q40/04

    Abstract: Example methods and systems are described herein that provide a tick size sequence having a plurality of scaling factors or tick sizes that may be used to adjust a tick size of a trading strategy. An example method described herein includes receiving a definition of a trading strategy, which includes two or more legs that correspond to respective tradeable objects offered at an exchange, calculating a first tick size for the trading strategy and determining a tick size sequence to be used when displaying the trading strategy. The tick size sequence has a plurality of scaling factors. The method also includes selecting one of the plurality of scaling factors of the tick size sequence, adjusting the first tick size to a second tick size based on the selected scaling factor and displaying market data associated with the trading strategy in a trading interface according to the second tick size.

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