System and method for performing automatic spread trading
US10902518B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | May 22, 2020 |
| Grant date | Jan 26, 2021 |
| Priority date | — |
| Expiry date | May 22, 2040 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
The present embodiments are provided to facilitate the automatic trading of spreads in a fast and accurate manner. One or more market data feeds that contain market information for tradeable objects are received at an exchange. A spread data feed is generated in response to the market data feeds and from one or more spread setting parameters, which can be entered by a user. The spread data feed is preferably displayed in a spread window as bid and ask quantities associated with an axis or scale of prices. The user can enter orders in the spread window and the legs will be automatically worked to achieve, or attempt to achieve, the spread. In addition, other tools disclosed herein may be utilized to assist the user in making such trades.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.