限价订单
141. 金融商品取引管理装置、プログラム
申请号: JP2015186965
申请日: 2015-09-24
公开（公告）号: JP2015228267A
公开（公告）日: 2015-12-17
发明人: 相葉 斉; 山本 久敏
【課題】複数の注文を連続的に組み合わせることで金融商品の注文の取引を行う顧客にとって利便性の高い金融商品取引管理装置を提供する。
【解決手段】金融商品取引管理装置1の注文情報生成部16は、第一注文情報、及び、他の価格について売りの指値注文をする第二注文情報からなる注文情報群を生成する。注文情報生成部16が生成した注文情報群は、価格情報受信部19が取得した相場価格が一の価格になった場合、第一注文情報に基づいて金融商品の約定を行い、約定の後、相場価格が他の価格になった場合、第二注文情報に基づいて金融商品の約定を行う処理を複数回繰り返し、相場価格の変動がトレール幅情報以上となった場合、新たな一の価格の新たな第一注文情報と新たな他の価格の新たな第二注文情報とを設定する。
【選択図】図1
142. SYSTEM, METHOD, AND ARTICLE OF MANUFACTURE FOR ESTIMATING A TIME
申请号: PCT/US0020956
申请日: 2000-08-01
公开（公告）号: WO0109700A2
公开（公告）日: 2001-02-08
发明人: NARANG MANOJ
A system, method and article of manufacture are provided for estimating a time associated with a limit order. First, an indicia identifying a security is received from a user. A time required for a limit order for the security to be filled is then estimated. Estimation of the time may be based on various factors such as a desired price for the limit order, a desired probability with which the limit order is to be filled, and/or a current bid price and offered price of the security. Thereafter, the time associated with the limit order is outputted. The time may be estimated on a server connected to a plurality of client computers via a network. By this structure, the indicia may be received from the client computers over the network. Further, the estimated time associated with the limit order may be outputted to the client computers over the network.
更多143. 金融商品取引管理装置、プログラム
申请号: JP2016030178
申请日: 2016-02-19
公开（公告）号: JP2016115372A
公开（公告）日: 2016-06-23
发明人: 相葉 斉; 山本 久敏
【課題】複数の注文を連続的に組み合わせることで金融商品の注文の取引を行う顧客にとって利便性の高い金融商品取引管理装置を提供する。
【解決手段】金融商品取引管理装置1の注文情報生成部16は、第一注文情報、及び、他の価格について売りの指値注文をする第二注文情報からなる注文情報群を生成する。注文情報生成部16が生成した注文情報群は、価格情報受信部19が取得した相場価格が一の価格になった場合、第一注文情報に基づいて金融商品の約定を行い、約定の後、相場価格が他の価格になった場合、第二注文情報に基づいて金融商品の約定を行う処理を複数回繰り返し、相場価格の高値側、又は安値側への変動が予め設定された値以上となった場合、新たな一の価格の新たな第一注文情報と新たな他の価格の新たな第二注文情報とを設定する。
【選択図】図1
144. Systems, Methods and Computer Program Products For Routing Electronic Trade Orders For Execution
申请号: US12780681
申请日: 2010-05-14
公开（公告）号: US20100293109A1
公开（公告）日: 2010-11-18
发明人: Rajendra Jain; Hitesh Mittal
A system, method and computer program product are provided for routing electronic trade orders to trade execution venues. At an electronic trading server, electronic order information is received that defines a first electronic trade order including an identification of underlying assets to be traded on an electronic exchange or marketplace, a side of the trade, and a limit price. The electronic order information is stored in an electronic data storage facility. One or more second electronic trade orders are generated from the first electronic trade order and transmitted, via a trade router, to one or more electronic trading venues. Market data for a non-displayed electronic trading venue is received. It is determined if one or more of the second electronic trade orders has become stagnant. If any of orders are determined to be stagnant, the stagnant orders are cancelled and one or more third electronic trade orders are generated based on the first electronic trade order and on the cancelled orders, and transmitted to the non-displayed electronic trading venue.
更多145. METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE
申请号: PCT/US2012/031977
申请日: 2012-04-03
公开（公告）号: WO2012138641A2
公开（公告）日: 2012-10-11
发明人: BRADY, Neal, B.
A system allowing customers to use instant messaging (IM) (or other non- financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
更多146. Unit amount of stock automatic transfer system in employee stock ownership business proxy operation
申请号: JP2009213912
申请日: 2009-09-16
公开（公告）号: JP2011065307A
公开（公告）日: 2011-03-31
发明人: HIRANO KOSUKE
<P>PROBLEM TO BE SOLVED: To provide a system for preventing a member from missing a selling timing by, in a timing when the member's equities become equal to or more than the unit amounts of stocks, automatically transferring it to a member account. <P>SOLUTION: An employee stock ownership business proxy operation system includes: a server including an application registration part, a trading order ordering part, a distribution processing part and a transfer processing part; and a terminal for management connected through a private line to this server. This employee stock ownership business proxy operation system includes a means for, when the number of balance stocks of each member is equal to or more than the unit amounts of stocks, automatically transferring the unit amounts of stocks to a member account, and for making a selling order to a market system as a no-limit order or a limit order. <P>COPYRIGHT: (C)2011,JPO&INPIT
更多147. Trade order system, method for trade order processing, and program
申请号: JP2008179644
申请日: 2008-07-09
公开（公告）号: JP2010020501A
公开（公告）日: 2010-01-28
发明人: SATO NAOKI
<P>PROBLEM TO BE SOLVED: To provide a trade order system and a trade order processing method which allow to earn an expected profit even if financial product market prices move contrary to expectation, and allow an investor to reduce labor and time for input when placing an order. <P>SOLUTION: The trade order system 10 includes: an order acceptance processing means 21 for accepting input of order data for an input order including a name, a trade quantity, a reference value, a trade classification, a condition price, a limit price value, and the like by a customer; a mirror order generation processing means 22 for reversing the accepted trade classification and generating a mirror order by reversing the condition price or the like up and down with the reference value as the center; a condition establishment determination processing means 25 for comparing current price data with the condition prices of the input order and the mirror order; and an order data generation processing means 26 for generating order data for an order having the current price data matching the condition price. <P>COPYRIGHT: (C)2010,JPO&INPIT
更多148. Product ordering device
申请号: US10511432
申请日: 2003-05-23
公开（公告）号: US20050182635A1
公开（公告）日: 2005-08-18
发明人: Masaaki Maikuma; Hiroaki Watanabe
There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other.
更多149. Product ordering device
申请号: US10511432
申请日: 2003-05-23
公开（公告）号: US07464049B2
公开（公告）日: 2008-12-09
发明人: Masaaki Maikuma; Hiroaki Watanabe
There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other.
更多150. METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE
申请号: PCT/US2012031977
申请日: 2012-04-03
公开（公告）号: WO2012138641A3
公开（公告）日: 2014-04-24
发明人: BRADY NEAL B
A system allowing customers to use instant messaging (IM) (or other non- financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
更多151. Method and apparatus for providing a market environment
申请号: US12939985
申请日: 2010-11-04
公开（公告）号: US08386370B2
公开（公告）日: 2013-02-26
发明人: Walter M. Yuan; Rajeev Advani; Peter L. Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.
更多152. METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE
申请号: US13079505
申请日: 2011-04-04
公开（公告）号: US20120254008A1
公开（公告）日: 2012-10-04
发明人: Neal B. Brady
A system allowing customers to use instant messaging (IM) (or other non-financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
更多153. Method and apparatus for providing a market environment
申请号: US11531683
申请日: 2006-09-13
公开（公告）号: US07853514B1
公开（公告）日: 2010-12-14
发明人: Walter Miao Yuan; Rajeev Advani; Peter L Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.
更多154. 순간체결자료와 호가집계장자료의 변동구조를 활용하는전략트레이딩 시스템
申请号: KR1020020039439
申请日: 2002-07-08
公开（公告）号: KR1020020063542A
公开（公告）日: 2002-08-03
发明人: 강철준
PURPOSE: A strategy trading system using a variance structure of the tic data and the limit order book data is provided to easily construct a buy and sell strategy by analyzing and patterning the variance structure of a tic chart and a limit book data. CONSTITUTION: A user inputs a variance pattern of the tic data by selectively inputting one of the rising, the fall and the no-variance for each tic. The user inputs the structure variance pattern of the limit book data in order to generate a sell or buy signal according to a ratio of the selling volume to the buying volume, the variance of the difference between the first bid offer price and the volume weight average bid price, or the ratio variance of the first bid volume and a sum of the entire bid price distribution. The sell and buy signal is generated by applying the market trading data provided from the stock exchange to the previous steps.
更多155. METHOD AND APPARATUS FOR PROVIDING A MARKET ENVIRONMENT
申请号: US12939985
申请日: 2010-11-04
公开（公告）号: US20110047047A1
公开（公告）日: 2011-02-24
发明人: Walter Miao Yuan; Rajeev Advani; Peter L. Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.
更多156. METHOD AND SYSTEM FOR GENERATING A DUAL QUOTE
申请号: PCT/US0333189
申请日: 2003-10-17
公开（公告）号: WO2004036389A2
公开（公告）日: 2004-04-29
发明人: ALLEN ANNE E; WERBEN WILLIAM C
An inside quote and a liquidity quote are generated for a security. The inside quote is a conventional best bid and best offer with associated size or number of shares at each price. The liquidity quote is priced outside the best bid and offer and includes the size or number of limit orders priced between the respective bid and offer prices of the inside quote and the liquidity quote. Firm trader or investor interest that is not reflected in limit orders is also included in the size of the liquidity quote. The firm interest may be anonymous. Updates to the liquidity quote occur on a less frequent basis than the inside quote. A bunching parameter helps to determine the liquidity quote update frequency.
更多157. Method for displaying market data and entering trading orders
申请号: US11336154
申请日: 2006-01-21
公开（公告）号: US20070174173A1
公开（公告）日: 2007-07-26
发明人: Steven Brucato
A GUI display and method for mapping market prices and volumes for facilitating electronic trading of a traded instrument. A plurality of prices in the market are displayed for the traded instrument, together with a plurality of corresponding market volumes. Each of the market values may be positioned on the display in a two-dimensional “map” or range of ascending or descending order based on quantity, enabling a trader to quickly assess price levels and relative sizes of corresponding volumes which are active in the market. Working limit orders and working stop orders corresponding to the prices may also be displayed. Aggregate order quantities and/or orders in queue may be displayed. The volume range of the market volumes may be adjusted.
更多158. IDEAL LATENCY FLOOR
申请号: PCT/US2014/072796
申请日: 2014-12-30
公开（公告）号: WO2016018453A1
公开（公告）日: 2016-02-04
发明人: MELTON, Hayden Paul
The invention relates to a system and method for providing a latency floor for an electronic trading venue in which market participants who can respond within the value the floor and choose to compete in a specific race to make or take a price may each have a substantially equal chance of winning that race. The system may detect and distinguish individual "races" that occur on an electronic trading venue. Upon detection of the first order (or message) in such a race, the system may create a batch and a timer for that race. As orders pertaining to that race are received, they are added to its batch. Upon the timer reaching a predetermined value, typically the value of the floor, the race is determined to have ended and the orders are drained from the batch for processing (e.g., against the instrument's central limit order book (CLOB)).
更多