Closing price determination for an automated market system
A method for determining a closing price of a security traded in an electronic market includes receiving a trade price of an executed trade of the security wherein the executed trade is executed during a trading session of the electronic market, comparing the received trade price to a market paramet...
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| Hauptverfasser: | , , , , |
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| Format: | Patent |
| Sprache: | eng |
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| Zusammenfassung: | A method for determining a closing price of a security traded in an electronic market includes receiving a trade price of an executed trade of the security wherein the executed trade is executed during a trading session of the electronic market, comparing the received trade price to a market parameter of the security to determine the closing price of the security, and reporting the determined closing price of the security to a user. |
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