METHOD FOR MATCHING ONE OR MORE INCOMING ORDER TO A STANDING ORDER BASED ON TIME ORDER PRIORITY ALLOCATION

A method of order allocation is disclosed. The method includes receiving an incoming order, establishing an inner market representing a first portion of an order book which may be defined as a function of an inner market parameter, designating the first portion of the order book as a priority and al...

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Hauptverfasser: CZUPEK, ANDREW, P, WOLF, BRIAN, M, KANE, TROY, C, KRONSTEIN, JONATHAN, G, MCCABE, THOMAS, G, DURKIN, BRYAN, T, CUBA, DONALD, M
Format: Patent
Sprache:eng ; fre
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