Method and apparatus for monitoring and evaluating trade activity

Method and apparatus for monitoring and evaluating trade activity

Systems, methods, apparatus, computer program code and means for generating quality data associated with an option order are provided. In some embodiments, an option order is received, the option order including information identifying a customer, and information identifying a desired option. The op...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: XENAKIS JOHN PAUL, BUCKWALTER ALAN MARK
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:Systems, methods, apparatus, computer program code and means for generating quality data associated with an option order are provided. In some embodiments, an option order is received, the option order including information identifying a customer, and information identifying a desired option. The option order is associated with an order time. First national best bid and offer (NBBO) data are identified for the desired option at the order time. Execution information associated with the option order are identified, where the execution information includes information identifying a price, an exchange, and an execution time. Second NBBO data for the desired option at the execution time is identified, and the execution information is compared with at least one of the first and second NBBO data.