Abstract:
The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.
Abstract:
Slicer orders may be simulated by applying slicer information to historical market data. The slicer information may include order parameters that define the slicer order. The order parameters in the slicer information may be applied to the historical market data by identifying times and prices at which child orders may be placed, filled, and/or changed in the market data according to the defined parameters. Slicer order information and/or slicer performance information may be displayed to indicate the effects of changes to different order parameters on the performance of a slicer order in the market. The slicer order information may include order indicia that may indicate information related to one or more child orders that may be placed based on orders in the market data. The slicer performance information may be displayed to indicate the performance of defined slicer orders that are applied to a market.
Abstract:
The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.
Abstract:
Certain embodiments provide methods, tangible computer storage medium, and systems of shared communication links in an electronic trading system. An example method includes determining a first network service state of a first communication network established between a first wireless trading device and an exchange and receiving a second network service state of a second communication network established between a second wireless trading device and the exchange. The first wireless trading device receives the second network state from the second wireless device via a shared communication link. The example method also includes determining an active communication network based on a quality-of-service metric calculated between the first communication network and the second communication network by comparing the first network service state and the second network service state. The example method also includes communicating market information related to one or more markets with the exchange utilizing the active communication network and distributing the market information via the shared communication link.
Abstract:
Systems and methods to obfuscate market data on a trading device are disclosed. An example method includes receiving market data related to a tradable object at a first computing device, generating, by the first computing device, a trading interface to present the market data to a trader and reconfiguring the trading interface from a first mode to a second mode in response to a privacy command supplied by the trader via the first computing device. The first computing device is to obfuscate the market data presented by the trading interface when in the second mode. The example method includes receiving, by a second computing device, the obfuscated market data in response to the privacy command and generating, by the second computing device, a private interface to present the obfuscated market data to the trader in response to the privacy command.
Abstract:
Systems and methods to obfuscate market data on a trading device are disclosed. An example method includes receiving market data related to a tradeable object at a first computing device, generating, by the first computing device, a trading interface to present the market data to a trader and reconfiguring the trading interface from a first mode to a second mode in response to a privacy command supplied by the trader via the first computing device. The first computing device is to obfuscate the market data presented by the trading interface when in the second mode. The example method includes receiving, by a second computing device, the obfuscated market data in response to the privacy command and generating, by the second computing device, a private interface to present the obfuscated market data to the trader in response to the privacy command.
Abstract:
The disclosure generally relates to a speed adjustable and reversible tool for slicer orders. In an example, a user command is received to adjust one or more parameters of a slicer order that has been submitted for trading or otherwise includes one or more child order to be submitted for trading. A user input device, or controller may be used to receive the command, such as by sliding one or more sliders along a range to affect adjustment of one or more corresponding parameters of the slicer order and/or child orders.
Abstract:
Certain embodiments provide methods, tangible computer storage medium, and systems of shared communication links in an electronic trading system. An example method includes determining a first network service state of a first communication network established between a first wireless trading device and an exchange and receiving a second network service state of a second communication network established between a second wireless trading device and the exchange. The first wireless trading device receives the second network state from the second wireless device via a shared communication link. The example method also includes determining an active communication network based on a quality-of-service metric calculated between the first communication network and the second communication network by comparing the first network service state and the second network service state. The example method also includes communicating market information related to one or more markets with the exchange utilizing the active communication network and distributing the market information via the shared communication link.
Abstract:
The disclosed embodiments generally relate to a slicer order quantity reduction tool. An example method for reducing a quantity of a slicer order includes calculating a collective quantity associated with available ones of a plurality of child orders; comparing the collective quantity and a reduction amount received in connection with a quantity reduction request for the slicer order; and determining, when the comparison indicates that the available ones of the child orders have insufficient quantity to meet the reduction amount, whether inflight ones of the plurality of child orders collectively have sufficient quantity to make up a shortfall of the available ones of the child orders.
Abstract:
Certain embodiments provide a method including determining a communication state of a trading device, the communication state based on one or more factors including a measured signal strength of a first channel, the trading device configured to utilize at least one of a first channel and a second channel to communicate. The example method includes comparing the communication state to a communication criterion. The example method includes reconfiguring, based on the comparison of the communication state to the communication criterion, the trading device from transmitting using only the first channel to transmitting using both the first channel and the second channel. The example method includes assigning a first identifier to a first trading order. The example method includes transmitting the first trade order to a server using both the first and the second channel, the first channel transmitting the first trade order using the first identifier in a first message and the second channel transmitting the first trade order using the first identifier in a second message such that the server is to process only one of the first message and the second message based on the first identifier and a time of receipt of the first message and the second message.