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An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. The tradable combinations may include spread orders where one leg of the spread h...

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Bibliographische Detailangaben
Hauptverfasser: MILNE, ANDREW, SEDLIN, ALEKSANDR
Format: Patent
Sprache:eng
Schlagworte:
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