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ENRICHED MARKET DATA GENERATION AND REPORTING
ENRICHED MARKET DATA GENERATION AND REPORTING
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机译:丰富的市场数据生成和报告
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摘要
Systems and methods are provided for determining enhanced price-level market data and/or enhanced order-level market data. To determine the enhanced price-level market data and/or enhanced order-level market data an order monitoring device may be configured to monitor one or more orders placed at an exchange, analyze information corresponding to the one or more monitored orders to determine whether an order, or partial order, was canceled without being matched, and generate the enhanced price-level market data and/or enhanced order-level market data based on the information associated with the canceled orders.
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