DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM
A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of r...
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| creator | Sedlin, Aleksandr Milne, Andrew |
| description | A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders. |
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The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. 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Implied orders are determined from within the set of resting orders.</description><subject>CALCULATING</subject><subject>COMPUTING</subject><subject>COUNTING</subject><subject>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</subject><subject>PHYSICS</subject><subject>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</subject><fulltext>true</fulltext><rsrctype>patent</rsrctype><creationdate>2022</creationdate><recordtype>patent</recordtype><sourceid>EVB</sourceid><recordid>eNrjZLBycQ1xDfL19HMM8fT3U_B3U_D0DfDxdHVR8A9ycQ0KVvD0U3BUCAlydHFV8HUMcfbw9HNXCI4MDnH15WFgTUvMKU7lhdLcDMpurkAVuqkF-fGpxQWJyal5qSXxocFGBkZGBhYmhoYWjobGxKkCAERxKcA</recordid><startdate>20220317</startdate><enddate>20220317</enddate><creator>Sedlin, Aleksandr</creator><creator>Milne, Andrew</creator><scope>EVB</scope></search><sort><creationdate>20220317</creationdate><title>DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM</title><author>Sedlin, Aleksandr ; Milne, Andrew</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-epo_espacenet_US2022084118A13</frbrgroupid><rsrctype>patents</rsrctype><prefilter>patents</prefilter><language>eng</language><creationdate>2022</creationdate><topic>CALCULATING</topic><topic>COMPUTING</topic><topic>COUNTING</topic><topic>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</topic><topic>PHYSICS</topic><topic>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</topic><toplevel>online_resources</toplevel><creatorcontrib>Sedlin, Aleksandr</creatorcontrib><creatorcontrib>Milne, Andrew</creatorcontrib><collection>esp@cenet</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Sedlin, Aleksandr</au><au>Milne, Andrew</au><format>patent</format><genre>patent</genre><ristype>GEN</ristype><title>DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM</title><date>2022-03-17</date><risdate>2022</risdate><abstract>A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders.</abstract><oa>free_for_read</oa></addata></record> |
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| subjects | 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 |
| title | DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM |
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