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CONFIGURABLE ORDER ENTRY, MATCHING, COORDINATION, AND MARKET DATA INTERVALS

机译:可配置的订单输入,匹配,协调和市场数据间隔

摘要

Methods, system and articles of manufacture are disclosed including configurable order entry, matching, coordination and market data intervals. An example method to decouple order entry and matching of contra-side orders includes receiving a trade order during an order entry interval, wherein the order entry interval defines a first period. The example method also includes starting a matching interval at the expiration of the order entry interval, wherein the matching interval includes a second period and wherein the first period is contiguous to the second period. The example method further includes matching the trade order, during the matching interval, with one or more opposing tradable object trade orders received during the order entry interval, the trade order having a same price or same quantity as the one or more opposing trade orders.
机译:公开了包括可配置的订单输入,匹配,协调和市场数据间隔的方法,系统和制品。使订单输入与对侧订单的匹配解耦的示例方法包括在订单输入间隔期间接收交易订单,其中订单输入间隔定义第一时段。该示例方法还包括在订单输入间隔期满时开始匹配间隔,其中匹配间隔包括第二时段,并且其中第一时段与第二时段连续。示例方法还包括在匹配间隔期间将贸易订单与在订单输入间隔期间接收到的一个或多个相对的可交易对象交易订单进行匹配,该贸易订单具有与一个或多个相对的交易订单相同的价格或相同的数量。

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