Methods and systems for monitoring and controlling order message traffic
AssigneeTrading Technologies International, Inc.
InventorSagy Pundak Mintz
Life of this patent
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AssigneeTrading Technologies International, Inc.
InventorSagy Pundak Mintz
Estimating the term…
Example methods, systems, and tangible computer readable storage media disclosed herein provide for tracking of order messages. An example method includes tracking, using a computing device, an order message, the order message including an order for a tradeable object in a trading market. The trading market includes an inside market. The example method includes determining, using the computing device, whether the order is directed to the inside market of the trading market. If the order is determined to be directed to the inside market, the example method includes adjusting a weighting factor to decrease a message ratio. The message ratio compares a weighted order message total to a fill total. If the order is determined to be directed away from the inside market, the example method includes adjusting a weighting factor to increase the message ratio. The example method includes determining, using the computing device, if the message ratio satisfies a message ratio threshold. The example method includes implementing, using the computing device, message ratio handling if the message ratio satisfies the message ratio threshold.
A method comprising:
A system comprising:
A tangible computer readable storage medium comprising instructions that, when executed, cause a computing device to at least:
Dependencies are inferred from the claim text.