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Ratio spreads for contracts of different sizes in implied market trading
Ratio spreads for contracts of different sizes in implied market trading
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机译:隐含市场交易中不同大小合约的比率价差
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摘要
A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order.
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