发明授权
US08112347B2 Controlling implied markets during a stop loss trigger 有权
在止损触发期间控制隐含市场

Controlling implied markets during a stop loss trigger
摘要:
A system mitigates the effects of a market spike caused by the triggering and the election of a conditional order in an automated matching system. Conditional orders submitted to a trading engine are evaluated to compare a price of an order to a predetermined price range. Matching of the orders may be delayed when the price of the orders lies outside of the predetermined price range. An opening price to be used by the trading engine is derived and a time interval is used to delay a matching of the orders until the opening price is within a predetermined price range up to a maximum delay time set by a control center. Implied spreads are also removed until other instruments within a trading unit are verified open.
公开/授权文献
信息查询
0/0