G - Physics – 06 – Q
Patent
G - Physics
06
Q
G06Q 30/02 (2012.01)
Patent
CA 2681078
System and methods for a price feed generation are described. According to an example method described herein, upon receiving market information including a plurality of linear prices and order quantities, a reference price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to client terminals.
L'invention concerne un système et des procédés pour une génération de bilans de prix. Selon un exemple de procédé décrit ici, lors de la réception d'informations de marché comprenant une pluralité de prix linéaires et de quantités de commande, un niveau de prix de référence est sélectionné et un message de bilan de prix est généré pour comprendre le niveau de prix de référence et la pluralité de quantités de commande. Le message de bilan de prix est ensuite fourni à des terminaux clients.
Kahley Kevin D.
Pratt Jeffrey
West Robert A.
Dimock Stratton Llp
Trading Technologies International Inc.
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