限价订单相关的专利数据

序号	专利名	申请号	申请日	公开（公告）号	公开（公告）日	发明人
61	SYSTEM AND METHOD FOR DISPLAYING AND/OR ANALYZING A LIMIT ORDER BOOK	US13493173	2012-06-11	US20130097063A1	2013-04-18	Jeffrey M. BANDMAN; Nathan J. ONDYAK; Eugene M. SORENSON; Bernie A. WEINSTEIN
Various systems and methods for determining information about limit orders is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and stored. For each of a subset of the plurality of limit orders, a market distance is determined. The market distance comprises the difference between the price of the respective limit order and a market price. A weighting of the respective limit order is determined based at least on the determined market distance for the respective limit order. One or more market indicators is determined based at least in part on the weighting of each of the at least two limit orders. The one or more market indicators are caused to be displayed in a graphical user interface.
62	AGGREGATION OF TRADING ORDERS	US13281010	2011-10-25	US20120041868A1	2012-02-16	Arman Glodjo; Nathan D. Bronson; Scott E. Harrington
Systems and methods for generating limit order books are disclosed. A computer system may receive, from a plurality of trading entities, orders that are specified using a machine-to-machine communication protocol. The computer system may select two or more of the received orders, including orders from at least two different ones of the plurality of trading entities, and then generate a limit order book that includes the selected orders. The computer system may then convey the limit order book to a graphical user interface of a trader. In one embodiment, the orders may be for foreign exchange instruments.
63	Reprice-to-block order	US11416942	2006-05-03	US07877316B2	2011-01-25	Paul D. Adcock; Michael A. Cormack; Thomas F. Haller; Robert A. Hill
A reprice-to-block order and related market center and process are disclosed which automatically reprice a posted limit order to the price of a block trade executed at an inferior price on a market away from the market center that posted the limit order.
64	Chart for representing data on stock selling and buying orders	US09776628	2001-02-06	US20010014874A1	2001-08-16	Tatsuhide Iida; Kayoko Iida
A chart used to show the current price of stocks of a particular brand prevailing at a particular point of time of day, a limit price set by an investor for each selling or buying order not yet executed, and the number of stocks available at each set price is arranged to show those prices along the ordinate axis, and the number of stocks along the abscissa axis, and has a price range portion 10 formed by a segment 4 joining along the ordinate axis a single current price plot 1 representing the current price and one or more limit price plots 2a, 2b, . . . representing the limit price or prices set for a selling or buying order or orders, and a stock number representing portion 20 starting at each limit price plot 2a, 2b, . . . on the price range portion 10 and extending along the abscissa axis in accordance with the number of stocks corresponding to each limit price.
65	Trail order with automatic price range changing function	JP2007023531	2007-01-04	JP2008165720A	2008-07-17	OKAMOTO FUMITAKA
<P>PROBLEM TO BE SOLVED: To provide an trail order with automatic price range changing function for setting a plurality of target prices and price ranges corresponding to the respective target prices, and automatically changing the price range corresponding thereto when the target price is attained. <P>SOLUTION: The trail order comprises an order content storage part for storing an order quantity, an expiration date, combinations of a plurality of set target prices with price ranges which are validated when the target prices are attained; a reverse limit price calculation means 2 for regularly monitoring a current price during a tradable time, changing, every time when the current price reaches the target value, the current price to the price range to be validated, and calculating, every time when the current price is changed, a reverse limit price based on the price range validated at the point of time and the current price; a reverse limit price storage part 3 for storing the reverse limit price; and an order contract means 4 for regularly monitoring the current price during the tradable time, and establishing a contract for an order in which the current price reaches the reverse limit price. <P>COPYRIGHT: (C)2008,JPO&INPIT
66	System and method for displaying and analyzing limit order book	JP2011176568	2011-08-12	JP2011222054A	2011-11-04	JEFFREY M BANDMAN; NATHAN J ONDYAK; EUGENE M SORENSON; BARNEY A WEINSTEIN
PROBLEM TO BE SOLVED: To provide a system for displaying and/or analyzing a limit order book.SOLUTION: According to one embodiment, the system for generating the display of a limit order book is provided. Data about a plurality of limit orders inputted to an electronic marketplace is received, and at least temporarily recorded in a memory. Data about each limit order has a price and time related to the limit order. A processor generates a graphical display indicating the price and time which are related to the limit order for each limit order inputted and recorded in the electronic marketplace within a certain term on the basis of the received data. The price related to each limit order is indicated by a first axis of the graphical display, and the time related to each limit order is indicated by a second axis of the graphical display. An electronic display device displays the graphical display.
67	AGGREGATION OF TRADING ORDERS	US14795440	2015-07-09	US20160048916A1	2016-02-18	Arman Glodjo; Nathan D. Bronson; Scott E. Harrington
Systems and methods for generating limit order books are disclosed. A computer system may receive, from a plurality of trading entities, orders that are specified using a machine-to-machine communication protocol. The computer system may select two or more of the received orders, including orders from at least two different ones of the plurality of trading entities, and then generate a limit order book that includes the selected orders. The computer system may then convey the limit order book to a graphical user interface of a trader. In one embodiment, the orders may be for foreign exchange instruments.
68	Financial product transaction management apparatus and program	JP2006177260	2006-06-27	JP2008009562A	2008-01-17	YAMAMOTO HISATOSHI; AIBA HITOSHI
<P>PROBLEM TO BE SOLVED: To efficiently and smoothly conduct limit order transactions by avoiding disadvantages of limit orders for financial products to brokers and customers of financial products. <P>SOLUTION: An order information transaction management apparatus 1 comprises an order input reception part 12 for receiving trading order application information about a financial product, an order information generation part 16 for generating order information about the financial product according to the trading order application information, an order table 181 for recording the order information, and a contract information generation part 14 for contracting for the financial product according to the order information. The order information generation part 16 generates an order information group of pieces of order information limit-ordering a plurality of financial products of the same type by a fixed product amount at a fixed price range according to the single trading order application information. The order information group is recorded in the order table 181. The contract information generation part 14 contracts for the financial products according to the individual pieces of order information forming the order information group. <P>COPYRIGHT: (C)2008,JPO&INPIT
69	SYSTEM AND METHOD FOR A HYBRID AUCTION MARKET	PCT/US2005025102	2005-07-15	WO2006019986A3	2006-06-01	BURKHARDT ROGER; ALLEN ANNE E; MCSWEENEY ROBERT J
A buy order is received with a limit price that is above a published best offer (15702), and represented in the auction market (15704). If the buy order is not immediately executed (15706), the buy order is quoted at a minimum variation better than a published best bid (15708), and the price of the quoted buy order becomes the published best bid (15710). Alternatively, a sell order is received with a limit price that is below a published best bid (15702), and represented in the auction market (15704). If the sell order is not immediately executed (15706), it is quoted at a minimum variation better than a published best offer (15708), and the price of the quoted sell order becomes the published best offer (15710).
70	Financial product dealing management device and program	JP2007327167	2007-12-19	JP2009151434A	2009-07-09	YAMAMOTO HISATOSHI; AIBA HITOSHI
<P>PROBLEM TO BE SOLVED: To provide a financial product dealing management device which places a plurality of if-done orders, without complicated ordering procedures, to efficiently conduct limit order transactions when limit orders for financial products are placed. <P>SOLUTION: The order information generation part 16 of the financial product dealing management device 1 generates order information groups of one price zone for a plurality of price zones on the basis of sale-purchase order application information, the order information groups comprising purchase-order information for placing limit orders at one price for the same kind of financial products and sale-order information, and makes either the purchase-order information or the sale-order information, which both constitute the order information groups, a valid first order and the remainder an invalid second order in each of the order information groups. The contract information generation part 14 changes the second order to valid order information from invalid order information, when the first order forming one order information group is contracted, and generates the order information group again when the valid second order is contacted. <P>COPYRIGHT: (C)2009,JPO&INPIT
71	TRADING INTERFACE FOR SINGLE-CLICK OPEN ORDER CANCEL-REPLACE	US13840184	2013-03-15	US20140279348A1	2014-09-18	John D. PETERSEN; Bryan E. SAMPIERI; Victor A. JONES
Methods, systems, and apparatuses, including computer programs encoded on computer-readable media, for requesting one or more open orders from a trading platform and sending to a client. Price data for at least one of the one or more orders is requested and sent to the client. A limit price for a first open order from the one or more open orders is received and a new order request is built. The order request is based at least on the first open order and the limit price. A cancel order request is built based at least on the first open order. A cancel-replace request is send to the trading platform. The cancel-replace request is based at least on the new order request and the cancel order request. The trading platform cancels an open order and opens a new order based on the cancel-replace request.
72	Method And Apparatus For Monitoring And Evaluating Limit Order Trading	US14587861	2014-12-31	US20150187005A1	2015-07-02	Alan M. Buckwalter; John P. Xenakis; Pavel Golovinsky
Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.
73	Method and apparatus for monitoring and evaluating limit order trading	US10697541	2003-10-30	US08041624B2	2011-10-18	Alan M. Buckwalter; John P. Xenakis; Pavel Golovinsky
Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.
74	Method and apparatus for monitoring and evaluating limit order trading	US10697541	2003-10-30	US20040254877A1	2004-12-16	Alan M. Buckwalter; John P. Xenakis; Pavel Golovinsky
Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.
75	Transaction support system, transaction support method, transaction support program and recording medium	JP2005033113	2005-02-09	JP2006221346A	2006-08-24	SUZUKI MASATO; KAWAMURA MASAFUMI; JINNO JUNJI
<P>PROBLEM TO BE SOLVED: To absorb the difference in transaction rule between auction markets. <P>SOLUTION: In this auction market transaction support system 1 comprising a transaction support server 2 connected to a transaction server 8 of a financial product auction market through a communication line to perform ordering, board information including the transaction state of the market is acquired by a board information acquisition part through the communication line, and an optimum limit value is set based on the board information. After a virtual market order transmitted from a virtual market order terminal is accepted, the virtual market order is converted to the limit order based on the optimum limit value, and the transaction server 8 is made to execute the limit order. <P>COPYRIGHT: (C)2006,JPO&NCIPI
76	Financial commodity transaction system and program	JP2012102654	2012-04-27	JP2013232051A	2013-11-14	AIBA HITOSHI; YAMAMOTO HISATOSHI
PROBLEM TO BE SOLVED: To provide a financial commodity transaction system allowing a user to place a limit order with high convenience by allowing the user to place a plurality of limit orders by a simple operation without performing complicated input work.SOLUTION: The financial commodity transaction system including touch panels 211...21n includes: a price range identification unit 24 that identifies any order price range having an upper limit price and a lower limit price on a financial commodity chart displayed on the touch panels 211...21n; and an order placement unit 25 that generates a plurality of pieces of order information of an order price range identified by the price range identification unit 24, for placing a limit order of financial commodities, on the basis of any ordering condition. When a chart is displayed and a contact object touches thereon from the outside, the touch panels 211...21n acquire price information of a place that has been touched, when the contact object is separated therefrom, sets an upper limit price and a lower limit price on the basis of the price information corresponding to the upper/lower contact positions, and causes the order placement unit to place the order information in an order price range between the upper limit price and the lower limit price.
77	Method and apparatus for monitoring and evaluating limit order trading	US13232667	2011-09-14	US08930259B2	2015-01-06	Alan M. Buckwalter; John P. Xenakis; Pavel Golovinsky
Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.
78	Method and apparatus for monitoring and evaluating limit order trading	US13232667	2011-09-14	US20120005067A1	2012-01-05	Alan M. Buckwalter; John P. Xenakis; Pavel Golovinsky
Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.
79	SYSTEM AND METHOD FOR A HYBRID AUCTION MARKET	PCT/US2005/025102	2005-07-15	WO2006019986A2	2006-02-23	BURKHARDT, Roger; ALLEN, Anne, E.; MCSWEENEY, Robert, J.
A buy order is received with a limit price that is above a published best offer, and represented in the auction market. If the buy order is not immediately executed, it is quoted at a minimum variation better than a published best bid, and the price of the quoted buy order becomes the published best bid. Alternatively, a sell order is received with a limit price that is below a published best bid, and represented in the auction market. If the sell order is not immediately executed, it is quoted at a minimum variation better than a published best offer, and the price of the quoted sell order becomes the published best offer.
80	SYSTEM, METHOD, AND ARTICLE OF MANUFACTURE FOR ESTIMATING A TIME	PCT/US2000/020956	2000-08-01	WO01009700A3	2001-06-07
A system, method and article of manufacture are provided for estimating a time associated with a limit order. First, an indicia identifying a security is received from a user (224). A time for filling a limit order for the security is then estimated (226). Estimation of the time may be based on various factors such as a desired price for the limit order, a desired probability with which the limit order is to be filled, and/or a current bid price and offered price for the security. Thereafter, the time associated with the limit order is outputted (228). The time may be estimated on a server connected to a plurality of client computers via a network. By this structure, the indicia may be received from the client computers over the network. Further, estimated time associated with the limit order may be outputted to the client computers over the network.

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