Utilizing a trigger order with multiple counterparties in implied market trading
A Milne, A Sedlin - US Patent 8,417,618, 2013 - Google Patents
An electronic trading system utilizes a Match Engine that receives orders, stores them
internally, calculates tradable combinations and advertises the availability of real and …
internally, calculates tradable combinations and advertises the availability of real and …
Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
A Milne, A Sedlin - US Patent 8,266,030, 2012 - Google Patents
An electronic trading system utilizes a Match Engine that receives orders, stores them
internally, calculates tradable combinations and advertises the availability of real and …
internally, calculates tradable combinations and advertises the availability of real and …
Ratio spreads for contracts of different sizes in implied market trading
A Milne - US Patent 8,255,305, 2012 - Google Patents
A method for matching orders is provided. The method includes receiving a first order for a
product, the first order specifying a first volume, receiving a second order for the product, the …
product, the first order specifying a first volume, receiving a second order for the product, the …
Prediction of hidden liquidity in thelimit order book of globex futures
HL Christensen, R Woodmansey - The Journal of Trading, 2013 - pm-research.com
Modern securities exchanges have the concept of the open limit order book (LOB), where
any market participant can see all the orders in the market. Hidden orders are a variation on …
any market participant can see all the orders in the market. Hidden orders are a variation on …
Leg pricer
A Milne, A Sedlin - US Patent 8,229,838, 2012 - Google Patents
An electronic trading system utilizes a Match Engine that receives orders, stores them
internally, calculates tradable combinations and advertises the availability of real and …
internally, calculates tradable combinations and advertises the availability of real and …
Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
A Milne, A Sedlin - US Patent 8,392,322, 2013 - Google Patents
An electronic trading system utilizes a Match Engine that receives orders, stores them
internally, calculates tradable combinations and advertises the availability of real and …
internally, calculates tradable combinations and advertises the availability of real and …
Ratio spreads for contracts of different sizes in implied market trading
A Milne - US Patent 8,793,180, 2014 - Google Patents
A method for matching orders is provided. The method includes receiving a first order for a
product, the first order specifying a first volume, receiving a second order for the product, the …
product, the first order specifying a first volume, receiving a second order for the product, the …
Determination of implied orders in a trade matching system
A Milne, A Sedlin - US Patent 10,395,316, 2019 - Google Patents
A computer implemented method for determining implied orders in an electronic trading
system is provided. The method comprises receiving a first set of one or more real orders …
system is provided. The method comprises receiving a first set of one or more real orders …
Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
A Milne, A Sedlin - US Patent 8,577,771, 2013 - Google Patents
An electronic trading system utilizes a Match Engine that receives orders, stores them
internally, calculates tradable combinations and advertises the availability of real and …
internally, calculates tradable combinations and advertises the availability of real and …
Determination of implied orders in a trade matching system
A Milne, A Sedlin - US Patent 11,216,878, 2022 - Google Patents
(57) ABSTRACT A computer implemented method for determining implied orders in an
electronic trading system is provided. The method comprises receiving a first set of one or …
electronic trading system is provided. The method comprises receiving a first set of one or …