Patent · US Active

Automated exchange for trading of securities

US9996876B1 · kind B1 · utility

0Cited by
48References
6Claims
0Family size

Assignee

Inventor

Key dates

Filing dateApr 24, 2007
Grant dateJun 12, 2018
Priority date
Expiry dateJan 20, 2032

Classification

  • Technology area (CPC G)Physics
  • CPC primaryG06Q40/06
  • WIPO fieldIT methods for management
  • WIPO sectorElectrical engineering

Abstract

An automated exchange is provided for trading financial instruments, such as options contracts. The exchange receives a plurality of orders to buy or sell the instruments and stores them in a book memory arranged in order of best price to worst price. The exchange also receives a quotation to purchase or sell a quantity of the instruments at the best price and stores the quotation in the book memory. The orders are traded with the quotation at the best price and when the entirety of the quotation is traded a new quotation is generated and stored in the book memory at a price one or more minimum trading increments worse than the best price. The size of the generated quotation is based on values stored in a quotation table.

Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.