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1. 发明授权

US08229818B2 Method and apparatus for providing order queue information 有权
标题翻译：提供订单队列信息的方法和装置
公开(公告)号：US08229818B2
公开(公告)日：2012-07-24
申请号：US12707318
申请日：2010-02-17
申请人： Ryan N. Andrews , Robert A. West , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Ryan N. Andrews , Robert A. West , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q20/10 , G06Q20/102 , G06Q20/36 , G06Q40/00 , G06Q40/025 , G06Q40/06 , G06Q50/01
摘要： A system and method for providing market information are disclosed. In this application, updates are received for a tradeable object at a price level from at least one exchange. To the extent that the updates do not include enough details to compute the number of orders resting at a particular price level in a market, estimation may be used to provide order queue information. As a result, the number of orders which are pending in the market at various price levels may be determined using the techniques described herein. The interface disclosed herein may be used to display the number and/or quantity of the orders in the order queue.
摘要翻译：公开了一种用于提供市场信息的系统和方法。在此应用程序中，从至少一个交易所的价格水平接收可交易对象的更新。在更新不包括足够的细节来计算在市场上以特定价格水平搁置的订单数量的情况下，可以使用估计来提供订单队列信息。因此，可以使用本文所述的技术来确定市场上处于不同价格水平的订单数量。本文公开的界面可用于显示订单队列中的订单的数量和/或数量。

2. 发明授权

US08126801B2 System and method for estimating order position 有权
标题翻译：用于估计订单位置的系统和方法
公开(公告)号：US08126801B2
公开(公告)日：2012-02-28
申请号：US12969575
申请日：2010-12-15
申请人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.
摘要翻译：公开了一种用于提供订单队列位置信息的系统和方法。在这个应用中，从至少一个交易所收到可交易对象的市场更新。在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下，可以使用估计。因此，生成订单队列以近似交易价格订单队列中的交易者的订单位置。接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

3. 发明申请

US20110087585A1 System and Method for Estimating Order Position 有权
标题翻译：用于估算订单头寸的系统和方法
公开(公告)号：US20110087585A1
公开(公告)日：2011-04-14
申请号：US12969575
申请日：2010-12-15
申请人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradeable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.
摘要翻译：公开了一种用于提供订单队列位置信息的系统和方法。在本申请中，从至少一个交换所接收到可交易对象的市场更新。在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下，可以使用估计。因此，生成订单队列以近似交易价格订单队列中的交易者的订单位置。接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

4. 发明申请

US20110040675A1 System and Method for Linking and Managing Linked Orders in an Electronic Trading Environment 有权
公开(公告)号：US20110040675A1
公开(公告)日：2011-02-17
申请号：US12910557
申请日：2010-10-22
申请人： Ryan N. Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
发明人： Ryan N. Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A system and method for linking and managing linked orders are described. According to one method, a trader may first link two or more orders into a linked order, and then one or more parameters associated with one of the orders may be dynamically changed based on user inputs or information being received from an exchange. For example, a trader may link any two orders as an order cancel order, and each linked order may be associated with the same or different tradable objects, order quantities, and may be submitted to one or more exchanges. The order quantities may be then dynamically updated based on updates being received from the one or more exchanges and further based on a quantity ratio between the two orders. Further, the linked order may be submitted upon detecting a fill for another order.

5. 发明授权

US07769656B1 Method and apparatus for providing order queue information 有权
标题翻译：提供订单队列信息的方法和装置
公开(公告)号：US07769656B1
公开(公告)日：2010-08-03
申请号：US11415872
申请日：2006-05-02
申请人： Ryan N. Andrews , Robert A. West , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Ryan N. Andrews , Robert A. West , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q20/10 , G06Q20/102 , G06Q20/36 , G06Q40/00 , G06Q40/025 , G06Q40/06 , G06Q50/01
摘要： A system and method for providing market information are disclosed. In this application, updates are received for a tradeable object at a price level from at least one exchange. To the extent that the updates do not include enough details to compute the number of orders resting at a particular price level in a market, estimation may be used to provide order queue information. As a result, the number of orders which are pending in the market at various price levels may be determined using the techniques described herein. The interface disclosed herein may be used to display the number and/or quantity of the orders in the order queue.
摘要翻译：公开了一种用于提供市场信息的系统和方法。在此应用程序中，从至少一个交易所的价格水平接收可交易对象的更新。在更新不包括足够的细节来计算在市场上以特定价格水平搁置的订单数量的情况下，可以使用估计来提供订单队列信息。因此，可以使用本文所述的技术来确定市场上处于不同价格水平的订单数量。本文公开的界面可用于显示订单队列中的订单的数量和/或数量。

6. 发明申请

US20120123929A1 System and Method for Estimating Order Position 有权
标题翻译：用于估算订单头寸的系统和方法
公开(公告)号：US20120123929A1
公开(公告)日：2012-05-17
申请号：US13353659
申请日：2012-01-19
申请人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/06
摘要： A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradeable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.
摘要翻译：公开了一种用于提供订单队列位置信息的系统和方法。在本申请中，从至少一个交换所接收到可交易对象的市场更新。在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下，可以使用估计。因此，生成订单队列以近似交易价格订单队列中的交易者的订单位置。接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

7. 发明授权

US07882012B1 System and method for estimating order position 有权
标题翻译：用于估计订单位置的系统和方法
公开(公告)号：US07882012B1
公开(公告)日：2011-02-01
申请号：US11415890
申请日：2006-05-02
申请人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
发明人： Robert A. West , Ryan A. Andrews , Jens-Uwe Schluetter , David W. Garrison , Michael J. Burns
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.
摘要翻译：公开了一种用于提供订单队列位置信息的系统和方法。在这个应用中，从至少一个交易所收到可交易对象的市场更新。在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下，可以使用估计。因此，生成订单队列以近似交易价格订单队列中的交易者的订单位置。接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

8. 发明授权

US08688565B2 System and method for linking and managing linked orders in an electronic trading environment 有权
标题翻译：在电子交易环境中链接和管理关联订单的系统和方法
公开(公告)号：US08688565B2
公开(公告)日：2014-04-01
申请号：US12910617
申请日：2010-10-22
申请人： Ryan Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
发明人： Ryan Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A system and method for linking and managing linked orders are described. According to one method, a trader may first link two or more orders into a linked order, and then one or more parameters associated with one of the orders may be dynamically changed based on user inputs or information being received from an exchange. For example, a trader may link any two orders as an order cancel order, and each linked order may be associated with the same or different tradable objects, order quantities, and may be submitted to one or more exchanges. The order quantities may be then dynamically updated based on updates being received from the one or more exchanges and further based on a quantity ratio between the two orders. Further, the linked order may be submitted upon detecting a fill for another order.
摘要翻译：描述用于链接和管理链接订单的系统和方法。根据一种方法，交易者可以首先将两个或多个订单链接成链接的订单，然后可以基于从交换机接收的用户输入或信息来动态地改变与订单之一相关联的一个或多个参数。例如，交易者可以将任何两个订单链接为订单取消订单，并且每个链接订单可以与相同或不同的可交易对象，订单数量相关联，并且可以被提交给一个或多个交易所。然后，可以基于从一个或多个交换机接收到的更新并且还基于两个订单之间的数量比率动态地更新订单数量。此外，可以在检测到另一订单的填充时提交链接订单。

9. 发明授权

US08682778B2 System and method for linking and managing linked orders in an electronic trading environment 有权
公开(公告)号：US08682778B2
公开(公告)日：2014-03-25
申请号：US12938190
申请日：2010-11-02
申请人： Ryan Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
发明人： Ryan Andrews , Sagy P. Mintz , Jyoti Chawla , David W. Garrison
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A system and method for linking and managing linked orders are described. According to one method, a trader may first link two or more orders into a linked order, and then one or more parameters associated with one of the orders may be dynamically changed based on user inputs or information being received from an exchange. For example, a trader may link any two orders as an order cancel order, and each linked order may be associated with the same or different tradable objects, order quantities, and may be submitted to one or more exchanges. The order quantities may be then dynamically updated based on updates being received from the one or more exchanges and further based on a quantity ratio between the two orders. Further, the linked order may be submitted upon detecting a fill for another order.

10. 发明授权

US08583536B1 System and method for reducing the risks involved in trading multiple spread trading strategies 有权
标题翻译：减少交易策略交易风险的制度和方法
公开(公告)号：US08583536B1
公开(公告)日：2013-11-12
申请号：US11840553
申请日：2007-08-17
申请人： Alexander D. Deitz , Sagy P. Mintz , David W. Garrison
发明人： Alexander D. Deitz , Sagy P. Mintz , David W. Garrison
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： System and methods for reducing the risks involved in trading multiple spread trading strategies in an electronic trading environment are provided. Specifically, reducing the risks involved in trading multiple spreads that share a leg by, among other things, quoting a single order in the shared leg instead of quoting orders for each of the corresponding spread legs. Based on the computed quote price for the single order, associating the single order with the leaned on price that results in the price closest to the inside market in the shared leg. The single quote order is based on the market conditions in the spread legs and the desired spread price. Once the single order fills, a hedge order is sent to the leg that obtains the most advantageous price for the spread based on the other spread options.
摘要翻译：提供了减少电子交易环境中交易多种交易策略交易风险的系统和方法。具体来说，减少交易多股利差所涉及的风险，除其他事项外，在共享支线中引用单一订单，而不是针对每个相应的分支线引用订单。根据单一订单的计算报价，将单一订单与倾向的价格相关联，导致价格最接近共享分支中的内部市场。单笔报价单是根据摊位的市场情况和所需的价差。一旦单一订单填写，就会将一个对冲订单发送给该支票，该交易根据其他差价期权获得最有利的价差。

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