GB201000047D0 - Order matching - Google Patents

Order matching

Info

Publication number
GB201000047D0
GB201000047D0 GB201000047A GB201000047A GB201000047D0 GB 201000047 D0 GB201000047 D0 GB 201000047D0 GB 201000047 A GB201000047 A GB 201000047A GB 201000047 A GB201000047 A GB 201000047A GB 201000047 D0 GB201000047 D0 GB 201000047D0
Authority
GB
United Kingdom
Prior art keywords
orders
subset
sum
subset sums
find
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Withdrawn
Application number
GB201000047A
Other versions
GB2476677A (en
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Cinnober Financial Technology AB
Original Assignee
Cinnober Financial Technology AB
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Cinnober Financial Technology AB filed Critical Cinnober Financial Technology AB
Priority to GB201000047A priority Critical patent/GB2476677A/en
Publication of GB201000047D0 publication Critical patent/GB201000047D0/en
Priority to SE1250897A priority patent/SE1250897A1/en
Priority to BR112012016577A priority patent/BR112012016577A2/en
Priority to US13/520,362 priority patent/US20130018773A1/en
Priority to PCT/EP2011/050072 priority patent/WO2011080351A1/en
Publication of GB2476677A publication Critical patent/GB2476677A/en
Priority to US17/149,508 priority patent/US20210209690A1/en
Withdrawn legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

An automated trading system, comprising a trading module for matching orders, the trading module comprising a memory storing a plurality of orders submitted to the system and a subset sum module configured to find the subset sum of a set of orders of the plurality of orders by considering a first set of orders of the set of orders, determining the subset sums of the first set of orders, considering a second set of orders of the orders wherein the second set of orders comprises at least one more order than the first set of orders and determining the subset sums of the second set of orders by using the determined subset sums of the first set of orders. The automated trading system may find the subset sums for a set or bid orders and a set of ask orders, find the highest common sum of the bid subset sums and the ask subset sums and create a trade for the subsets that sum to the highest common sum.
GB201000047A 2010-01-04 2010-01-04 Order matching Withdrawn GB2476677A (en)

Priority Applications (6)

Application Number Priority Date Filing Date Title
GB201000047A GB2476677A (en) 2010-01-04 2010-01-04 Order matching
SE1250897A SE1250897A1 (en) 2010-01-04 2011-01-04 Order Matching
BR112012016577A BR112012016577A2 (en) 2010-01-04 2011-01-04 "automated trading system, order matching method in an automated trading system, and, computer program"
US13/520,362 US20130018773A1 (en) 2010-01-04 2011-01-04 Order matching
PCT/EP2011/050072 WO2011080351A1 (en) 2010-01-04 2011-01-04 Order matching
US17/149,508 US20210209690A1 (en) 2010-01-04 2021-01-14 Order matching

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
GB201000047A GB2476677A (en) 2010-01-04 2010-01-04 Order matching

Publications (2)

Publication Number Publication Date
GB201000047D0 true GB201000047D0 (en) 2010-02-17
GB2476677A GB2476677A (en) 2011-07-06

Family

ID=41795963

Family Applications (1)

Application Number Title Priority Date Filing Date
GB201000047A Withdrawn GB2476677A (en) 2010-01-04 2010-01-04 Order matching

Country Status (1)

Country Link
GB (1) GB2476677A (en)

Also Published As

Publication number Publication date
GB2476677A (en) 2011-07-06

Similar Documents

Publication Publication Date Title
WO2019025864A3 (en) A memory-based distributed processor architecture
WO2008085977A3 (en) Computation of elementwise expression in parallel
SG195216A1 (en) Financial management system
NZ754204A (en) Object tracking system optimization and tools
WO2013052609A3 (en) Automatic relationship detection for reporting on spreadsheet data
PH12017500534A1 (en) System and method for information processing
WO2013009994A3 (en) Raided memory system
WO2012082410A3 (en) Technique for supporting multiple secure enclaves
WO2014140541A3 (en) Signal processing systems
WO2014066052A3 (en) Systems and methods for interest-driven data sharing in interest-driven business intelligence systems
GB2514275A (en) Identifying and ranking solutions from multiple data sources
EP3989155A4 (en) Asset trading system enabling transparent trading history management
MX2015006815A (en) Systems, methods, and computer program products for a software build and load process using a compilation and deployment service.
EP3877837A4 (en) Tracking changes in database data
MX2012003443A (en) Container and system for processing bank notes.
GB2489886A (en) A trading apparatus and method
GB2558095A8 (en) System and method for detecting advertisements in multimedia assets
EP3353657A4 (en) Fault-tolerant methods, systems and architectures for data storage, retrieval and distribution
SG10201501502PA (en) System and method for processing insurance contracts based on cloud computing, and related business management tool
PH12017500234A1 (en) Information-processing system
MX348918B (en) Trading circles.
WO2011097316A3 (en) Securitization system and process
WO2014052684A3 (en) Online auction system
EP3997594A4 (en) Matrix data reuse techniques in processing systems
WO2011080727A3 (en) Device, method and system of pricing financial instruments

Legal Events

Date Code Title Description
WAP Application withdrawn, taken to be withdrawn or refused ** after publication under section 16(1)