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1.发明授权公开(公告)号：US11361377B2
公开(公告)日：2022-06-14
申请号：US16894104
申请日：2020-06-05
发明人： Eric M. Herz
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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2.发明授权公开(公告)号：US10713720B2
公开(公告)日：2020-07-14
申请号：US16127731
申请日：2018-09-11
发明人： Eric M. Herz
IPC分类号： G06Q40/04
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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3.发明申请公开(公告)号：US20130036041A1
公开(公告)日：2013-02-07
申请号：US13650476
申请日：2012-10-12
IPC分类号： G06Q40/04
摘要： A system and associated methods are provided for intelligent placement and movement of orders in an electronic trading environment. According to one example method, in addition to submitting a leg order at a calculated price level, additional orders, queue holder orders, are submitted for the leg order at prices either below or above the calculated price level. Based on this configuration, if the conditions change such that it is necessary to re-price the leg order, there will be already an order resting in the exchange order book at the re-calculated price that can be used in the strategy. Upon re-pricing the leg order, one or more additional queue holder orders will be placed in the market. Other tools are provided as well.
摘要翻译： 提供了一种系统和相关方法，用于在电子交易环境中智能放置和移动订单。 根据一个示例性方法，除了以计算的价格水平提交支票订单之外，还可以以低于或高于所计算的价格水平的价格提交附加订单，队列持有人订单。 基于这种配置，如果条件发生变化，以便有必要对该订单进行重新定价，那么将在交易订单簿中已经有一个可以在该策略中使用的重新计算价格的订单。 在对订单进行重新定价后，一个或多个附加的队列持有者订单将被放置在市场中。 还提供其他工具。
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4.发明申请SYSTEM AND METHOD FOR USE OF FRACTIONAL PAY-UP TICKS IN RELATION TO TRADING STRATEGIES IN AN ELECTRONIC TRADING ENVIRONMENT 有权与电子交易环境中的交易策略相关的分支付款票据的使用系统和方法公开(公告)号：US20130339213A1
公开(公告)日：2013-12-19
申请号：US13967841
申请日：2013-08-15
发明人： Sagy P. Mintz , Eric M. Herz , Alexander D. Deitz
IPC分类号： G06Q40/04
摘要： A system and associated methods are provided for use of fractional pay-up ticks in relation to offset orders being sent for a trading strategy that involves trading a first tradeable object and at least a second tradeable object. According to one example method, when an indication is received that a quantity at a first price for the first tradeable object is filled, a plurality of offset orders for the second tradeable object is sent to an electronic order book of the second tradeable object. The plurality of offset orders is placed at a plurality of price levels determined based on at least one fractional pay-up tick value, the first price, and the desired spread price. A quantity for each order is determined based on a quantity divider rule that is applied to an offset quantity to offset the fill.
摘要翻译： 提供了一种系统和相关联的方法，用于使用与针对涉及交易第一可交易对象和至少第二可交易对象的交易策略发送的偏移订单相关的分数支付蜱。 根据一个示例性方法，当接收到针对第一可交易对象的第一价格的数量被填充的指示时，将第二可交易对象的多个偏移顺序发送到第二可交易对象的电子订单簿。 多个偏移顺序被放置在基于至少一个分数支付蜱值，第一价格和期望的差价的确定的多个价格水平。 根据应用于偏移量的数量分配器规则来确定每个订单的数量以抵消填充。
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5.发明申请公开(公告)号：US20130097069A1
公开(公告)日：2013-04-18
申请号：US13709692
申请日：2012-12-10
发明人： Eric M. Herz
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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6.发明授权公开(公告)号：US10115159B2
公开(公告)日：2018-10-30
申请号：US14070793
申请日：2013-11-04
发明人： Eric M. Herz
IPC分类号： G06Q40/04
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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7.发明申请SYSTEM AND METHOD FOR USE OF FRACTIONAL PAY-UP TICKS IN RELATION TO TRADING STRATEGIES IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开与电子交易环境中的交易策略相关的分支付款票据的使用系统和方法公开(公告)号：US20140236797A1
公开(公告)日：2014-08-21
申请号：US14185519
申请日：2014-02-20
发明人： Sagy P. Mintz , Eric M. Herz , Alexander D. Deitz
IPC分类号： G06Q40/04
摘要： A system and associated methods are provided for use of fractional pay-up ticks in relation to offset orders being sent for a trading strategy that involves trading a first tradeable object and at least a second tradeable object. According to one example method, when an indication is received that a quantity at a first price for the first tradeable object is filled, a plurality of offset orders for the second tradeable object is sent to an electronic order book of the second tradeable object. The plurality of offset orders is placed at a plurality of price levels determined based on at least one fractional pay-up tick value, the first price, and the desired spread price. A quantity for each order is determined based on a quantity divider rule that is applied to an offset quantity to offset the fill.
摘要翻译： 提供了一种系统和相关联的方法，用于使用与针对涉及交易第一可交易对象和至少第二可交易对象的交易策略发送的偏移订单相关的分数支付蜱。 根据一个示例性方法，当接收到针对第一可交易对象的第一价格的数量被填充的指示时，将第二可交易对象的多个偏移顺序发送到第二可交易对象的电子订单簿。 多个偏移顺序被放置在基于至少一个分数支付蜱值，第一价格和期望的差价的确定的多个价格水平。 根据应用于偏移量的数量分配器规则来确定每个订单的数量以抵消填充。
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8.发明授权公开(公告)号：US08712904B2
公开(公告)日：2014-04-29
申请号：US13650476
申请日：2012-10-12
IPC分类号： G06Q40/00
摘要： A system and associated methods are provided for intelligent placement and movement of orders in an electronic trading environment. According to one example method, in addition to submitting a leg order at a calculated price level, additional orders, queue holder orders, are submitted for the leg order at prices either below or above the calculated price level. Based on this configuration, if the conditions change such that it is necessary to re-price the leg order, there will be already an order resting in the exchange order book at the re-calculated price that can be used in the strategy. Upon re-pricing the leg order, one or more additional queue holder orders will be placed in the market. Other tools are provided as well.
摘要翻译： 提供了一种系统和相关方法，用于在电子交易环境中智能放置和移动订单。 根据一个示例性方法，除了以计算的价格水平提交支票订单之外，还可以以低于或高于所计算的价格水平的价格提交附加订单，队列持有人订单。 基于这种配置，如果条件发生变化，以便有必要对该订单进行重新定价，那么将在交易订单簿中已经有一个可以在该策略中使用的重新计算价格的订单。 在对订单进行重新定价后，一个或多个附加的队列持有者订单将被放置在市场中。 还提供其他工具。
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9.发明申请公开(公告)号：US20200302531A1
公开(公告)日：2020-09-24
申请号：US16894104
申请日：2020-06-05
发明人： Eric M. Herz
IPC分类号： G06Q40/04
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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10.发明申请公开(公告)号：US20190005581A1
公开(公告)日：2019-01-03
申请号：US16127731
申请日：2018-09-11
发明人： Eric M. Herz
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： A system and method are provided for trading a trading strategy defined for at least one tradeable object in an electronic trading environment. More specifically, one example method includes using a first pay-up tick value to determine a first acceptable price level for an order associated with the trading strategy, automatically modifying the first pay-up tick to a second pay-up tick value in response to detecting a predefined condition, and using the second pay-up tick value to determine a second acceptable price level for the order associated with the trading strategy.
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