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
121	Market Data-Driven Simulation of Order Book Mechanics	US12060109	2008-03-31	US20080243572A1	2008-10-02	Matthew Thomas Stephen Amos
A system and a method are disclosed for simulating data driven market order exchange mechanics. An event processing engine receives a feed of market data and forwards it to an exchange simulator. The feed of market data may be recorded market data, live relayed market data, or simulated market data. A series of order requests is also received. The order requests are market order or limit orders, and can include new orders, amend orders, or cancel orders. The feed of market data is analyzed and an inference algorithm is applied by making probabilistic inferences to determine what actions may have occurred to produce the received feed of market data. A second series of order requests are produced. The received order requests and the second series of order requests are combined with normal exchange rules to produce a stream of simulated market data and a series of updated order requests.
122	IDEAL LATENCY FLOOR	EP14898437.0	2014-12-30	EP3186769A1	2017-07-05	MELTON, Hayden Paul
The invention relates to a system and method for providing a latency floor for an electronic trading venue in which market participants who can respond within the value the floor and choose to compete in a specific race to make or take a price may each have a substantially equal chance of winning that race. The system may detect and distinguish individual "races" that occur on an electronic trading venue. Upon detection of the first order (or message) in such a race, the system may create a batch and a timer for that race. As orders pertaining to that race are received, they are added to its batch. Upon the timer reaching a predetermined value, typically the value of the floor, the race is determined to have ended and the orders are drained from the batch for processing (e.g., against the instrument's central limit order book (CLOB)).
123	Financial product transaction management device and program	JP2010109715	2010-05-11	JP2011238075A	2011-11-24	YAMAMOTO HISATOSHI; AIBA HITOSHI
PROBLEM TO BE SOLVED: To provide a financial product transaction management device convenient for customer who trades limit order of a financial product by an if-done order.SOLUTION: An order information generation unit 16 of a financial product transaction management device 1 generates more than once an order information group including first order information and second order information which is for placing a sell limit order at another price. An execution information generation unit 14 repeats processing which contracts for the financial product on the basis of the first order information when a market price obtained by a price information receiving unit 19 becomes equal to or lower than a certain price, and contracts the financial product on the basis of the second order information when the market price becomes equal to or higher than the other price after the first contract.
124	Buying and selling ordering program and buying and selling ordering method	JP2008042428	2008-02-25	JP2009199485A	2009-09-03	ABE YOSHINOBU
<P>PROBLEM TO BE SOLVED: To provide a buying and selling ordering program for sending a buying and selling order of a financial commodity from a computer operated by an investor to a securities company system through a network while preventing an incorrect order resulting from a mistake of input operation and reducing the load for input operation of order conditions. <P>SOLUTION: An order input cell for inputting an order quantity is set on both sides of a board for displaying quotation information for each offered price-based price. When the order quantity is input to the order input cell, order data in which buying or selling, a price designated as a limit price, and the order quantity are automatically designated as order conditions from the buying or selling and price associated with the input cell. Therefore, the input operation of the order conditions can be simplified to reduce the operation load therefor, and further since the order conditions can be visually acquired on the board screen, an incorrect order resulting from a mistake of input operation can be prevented. <P>COPYRIGHT: (C)2009,JPO&INPIT
125	PROTECTED QUOTE FINDER	US11678944	2007-02-26	US20070203733A1	2007-08-30	Christopher KELLEY
A method of automatically finding a market venue for a limit order, including identifying which of a plurality of market venues on a list of potential routing destinations would offer an order protection from trade-through. Moreover, if at least two of the market venues would offer the order protection from trade-through, the method may further include selecting a protecting market venue, from among the market venues that would offer the order protection from trade-through, based on one or more criteria. If none of the market venues would offer the order protection from trade-through, the method may further include selecting a non-protecting market venue from the list of potential routing destinations based on one or more criteria.
126	金融商品取引管理装置、プログラム	JP2015186965	2015-09-24	JP2015228267A	2015-12-17	相葉斉; 山本久敏
【課題】複数の注文を連続的に組み合わせることで金融商品の注文の取引を行う顧客にとって利便性の高い金融商品取引管理装置を提供する。【解決手段】金融商品取引管理装置1の注文情報生成部16は、第一注文情報、及び、他の価格について売りの指値注文をする第二注文情報からなる注文情報群を生成する。注文情報生成部16が生成した注文情報群は、価格情報受信部19が取得した相場価格が一の価格になった場合、第一注文情報に基づいて金融商品の約定を行い、約定の後、相場価格が他の価格になった場合、第二注文情報に基づいて金融商品の約定を行う処理を複数回繰り返し、相場価格の変動がトレール幅情報以上となった場合、新たな一の価格の新たな第一注文情報と新たな他の価格の新たな第二注文情報とを設定する。【選択図】図1
127	SYSTEM, METHOD, AND ARTICLE OF MANUFACTURE FOR ESTIMATING A TIME	PCT/US0020956	2000-08-01	WO0109700A2	2001-02-08	NARANG MANOJ
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. A time required for a limit order for the security to be filled is then estimated. 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 of the security. Thereafter, the time associated with the limit order is outputted. 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, the estimated time associated with the limit order may be outputted to the client computers over the network.
128	金融商品取引管理装置、プログラム	JP2016030178	2016-02-19	JP2016115372A	2016-06-23	相葉斉; 山本久敏
【課題】複数の注文を連続的に組み合わせることで金融商品の注文の取引を行う顧客にとって利便性の高い金融商品取引管理装置を提供する。【解決手段】金融商品取引管理装置1の注文情報生成部16は、第一注文情報、及び、他の価格について売りの指値注文をする第二注文情報からなる注文情報群を生成する。注文情報生成部16が生成した注文情報群は、価格情報受信部19が取得した相場価格が一の価格になった場合、第一注文情報に基づいて金融商品の約定を行い、約定の後、相場価格が他の価格になった場合、第二注文情報に基づいて金融商品の約定を行う処理を複数回繰り返し、相場価格の高値側、又は安値側への変動が予め設定された値以上となった場合、新たな一の価格の新たな第一注文情報と新たな他の価格の新たな第二注文情報とを設定する。【選択図】図1
129	Systems, Methods and Computer Program Products For Routing Electronic Trade Orders For Execution	US12780681	2010-05-14	US20100293109A1	2010-11-18	Rajendra Jain; Hitesh Mittal
A system, method and computer program product are provided for routing electronic trade orders to trade execution venues. At an electronic trading server, electronic order information is received that defines a first electronic trade order including an identification of underlying assets to be traded on an electronic exchange or marketplace, a side of the trade, and a limit price. The electronic order information is stored in an electronic data storage facility. One or more second electronic trade orders are generated from the first electronic trade order and transmitted, via a trade router, to one or more electronic trading venues. Market data for a non-displayed electronic trading venue is received. It is determined if one or more of the second electronic trade orders has become stagnant. If any of orders are determined to be stagnant, the stagnant orders are cancelled and one or more third electronic trade orders are generated based on the first electronic trade order and on the cancelled orders, and transmitted to the non-displayed electronic trading venue.
130	METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE	PCT/US2012/031977	2012-04-03	WO2012138641A2	2012-10-11	BRADY, Neal, B.
A system allowing customers to use instant messaging (IM) (or other non- financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
131	Unit amount of stock automatic transfer system in employee stock ownership business proxy operation	JP2009213912	2009-09-16	JP2011065307A	2011-03-31	HIRANO KOSUKE
<P>PROBLEM TO BE SOLVED: To provide a system for preventing a member from missing a selling timing by, in a timing when the member's equities become equal to or more than the unit amounts of stocks, automatically transferring it to a member account. <P>SOLUTION: An employee stock ownership business proxy operation system includes: a server including an application registration part, a trading order ordering part, a distribution processing part and a transfer processing part; and a terminal for management connected through a private line to this server. This employee stock ownership business proxy operation system includes a means for, when the number of balance stocks of each member is equal to or more than the unit amounts of stocks, automatically transferring the unit amounts of stocks to a member account, and for making a selling order to a market system as a no-limit order or a limit order. <P>COPYRIGHT: (C)2011,JPO&INPIT
132	Trade order system, method for trade order processing, and program	JP2008179644	2008-07-09	JP2010020501A	2010-01-28	SATO NAOKI
<P>PROBLEM TO BE SOLVED: To provide a trade order system and a trade order processing method which allow to earn an expected profit even if financial product market prices move contrary to expectation, and allow an investor to reduce labor and time for input when placing an order. <P>SOLUTION: The trade order system 10 includes: an order acceptance processing means 21 for accepting input of order data for an input order including a name, a trade quantity, a reference value, a trade classification, a condition price, a limit price value, and the like by a customer; a mirror order generation processing means 22 for reversing the accepted trade classification and generating a mirror order by reversing the condition price or the like up and down with the reference value as the center; a condition establishment determination processing means 25 for comparing current price data with the condition prices of the input order and the mirror order; and an order data generation processing means 26 for generating order data for an order having the current price data matching the condition price. <P>COPYRIGHT: (C)2010,JPO&INPIT
133	Product ordering device	US10511432	2003-05-23	US20050182635A1	2005-08-18	Masaaki Maikuma; Hiroaki Watanabe
There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other.
134	Product ordering device	US10511432	2003-05-23	US07464049B2	2008-12-09	Masaaki Maikuma; Hiroaki Watanabe
There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other.
135	METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE	PCT/US2012031977	2012-04-03	WO2012138641A3	2014-04-24	BRADY NEAL B
A system allowing customers to use instant messaging (IM) (or other non- financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
136	Method and apparatus for providing a market environment	US12939985	2010-11-04	US08386370B2	2013-02-26	Walter M. Yuan; Rajeev Advani; Peter L. Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.
137	METHOD AND SYSTEM FOR TRADING AND CLEARING FINANCIAL INSTRUMENTS VIA A MESSAGING INTERFACE	US13079505	2011-04-04	US20120254008A1	2012-10-04	Neal B. Brady
A system allowing customers to use instant messaging (IM) (or other non-financial information exchange compliant communication based) communications to communicate market actions directly to an electronic facility platform that, in turn, publishes market data and matches orders according to standard exchange trading protocols and allows for direct communication with at least one market participant via a financial information exchange compliant communication network for negotiating the terms of and entering into bilateral transactions with the at least market participant, without the need for a human intermediary. The system and method allows matching and publishing market data for Over the Counter (OTC) contracts, OTC cleared contracts, and for the routing of orders to Exchange central limit order books.
138	Method and apparatus for providing a market environment	US11531683	2006-09-13	US07853514B1	2010-12-14	Walter Miao Yuan; Rajeev Advani; Peter L Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.
139	순간체결자료와 호가집계장자료의 변동구조를 활용하는전략트레이딩 시스템	KR1020020039439	2002-07-08	KR1020020063542A	2002-08-03	강철준
PURPOSE: A strategy trading system using a variance structure of the tic data and the limit order book data is provided to easily construct a buy and sell strategy by analyzing and patterning the variance structure of a tic chart and a limit book data. CONSTITUTION: A user inputs a variance pattern of the tic data by selectively inputting one of the rising, the fall and the no-variance for each tic. The user inputs the structure variance pattern of the limit book data in order to generate a sell or buy signal according to a ratio of the selling volume to the buying volume, the variance of the difference between the first bid offer price and the volume weight average bid price, or the ratio variance of the first bid volume and a sum of the entire bid price distribution. The sell and buy signal is generated by applying the market trading data provided from the stock exchange to the previous steps.
140	METHOD AND APPARATUS FOR PROVIDING A MARKET ENVIRONMENT	US12939985	2010-11-04	US20110047047A1	2011-02-24	Walter Miao Yuan; Rajeev Advani; Peter L. Bossaerts
The system provides two-sided local markets that enable local and/or intermittent resource allocation through a market model. The system provides a method for defining goods, services or assets are to be exchanged among a large but limited number of participants (e.g. between 10 and 100). In one embodiment, all participants may have both needs and endowments of the goods, services and assets to be traded and who may at times want to simultaneously buy and sell multiple units. Alternatively the market may have participants who are either sellers or buyers. The system provides a market mechanism where participants can submit orders (through limit orders and market orders) in user defined time frames.

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