Determination of implied orders in a trade matching system

作者: Aleksandr Sedlin , Andrew Ferguson Milne

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摘要: A computer implemented method for determining implied orders in an electronic trading system is provided. The comprises receiving a first set of one or more real orders, wherein the are not tradable against each other. One identified within orders. Market data corresponding to can also be identified. At least additional order received and tradability determined resting from those affected by order. Implied

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