WO2007046987A3 - System and method for determining data points for financial bar charts and their presentation - Google Patents

System and method for determining data points for financial bar charts and their presentation Download PDF

Info

Publication number
WO2007046987A3
WO2007046987A3 PCT/US2006/035797 US2006035797W WO2007046987A3 WO 2007046987 A3 WO2007046987 A3 WO 2007046987A3 US 2006035797 W US2006035797 W US 2006035797W WO 2007046987 A3 WO2007046987 A3 WO 2007046987A3
Authority
WO
WIPO (PCT)
Prior art keywords
price
volume
ask
trade
bid
Prior art date
Application number
PCT/US2006/035797
Other languages
French (fr)
Other versions
WO2007046987A2 (en
Inventor
Timothy S Mather
Michael J Glista
Ernst Popke
Original Assignee
Cqg Inc
Timothy S Mather
Michael J Glista
Ernst Popke
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 Cqg Inc, Timothy S Mather, Michael J Glista, Ernst Popke filed Critical Cqg Inc
Publication of WO2007046987A2 publication Critical patent/WO2007046987A2/en
Publication of WO2007046987A3 publication Critical patent/WO2007046987A3/en

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
    • G06Q40/06—Asset management; Financial planning or analysis
    • 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

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

A method for analyzing financial data related to a financial instrument traded on an electronic exchange includes serially receiving sets of price and volume data including a price corresponding to a best bid, a best ask, or a trade, and a volume representing the volume of units of the financial instrument available at the best bid price or best ask price or executed at the trade price, and generating a data point including a best bid price, a best ask price, a high price, a low price, a bid trade volume, a bid large trade volume, an ask trade volume, and an ask large trade volume of the financial instrument in the discrete time period, and determining whether the inside market has moved based at least in part on a relationship between the most recently received price and one or more of the current best bid price, the current best ask price, the current high price, and the current low price.
PCT/US2006/035797 2005-10-17 2006-09-14 System and method for determining data points for financial bar charts and their presentation WO2007046987A2 (en)

Applications Claiming Priority (8)

Application Number Priority Date Filing Date Title
US72774805P 2005-10-17 2005-10-17
US60/727,748 2005-10-17
US77267106P 2006-02-13 2006-02-13
US60/772,671 2006-02-13
US78121106P 2006-03-10 2006-03-10
US60/781,211 2006-03-10
US83309506P 2006-07-25 2006-07-25
US60/833,095 2006-07-25

Publications (2)

Publication Number Publication Date
WO2007046987A2 WO2007046987A2 (en) 2007-04-26
WO2007046987A3 true WO2007046987A3 (en) 2007-11-08

Family

ID=37962980

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2006/035797 WO2007046987A2 (en) 2005-10-17 2006-09-14 System and method for determining data points for financial bar charts and their presentation

Country Status (1)

Country Link
WO (1) WO2007046987A2 (en)

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030139989A1 (en) * 2002-01-24 2003-07-24 Churquina Eduardo Enrique Integrated price and volume display of market traded instruments using price-volume bars
US20040153394A1 (en) * 2003-01-31 2004-08-05 West Robert A. System and method for displaying money management information in an electronic trading environment
US20050228735A1 (en) * 2002-06-18 2005-10-13 Duquette Douglas R System and method for analyzing and displaying security trade transactions

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030139989A1 (en) * 2002-01-24 2003-07-24 Churquina Eduardo Enrique Integrated price and volume display of market traded instruments using price-volume bars
US20050228735A1 (en) * 2002-06-18 2005-10-13 Duquette Douglas R System and method for analyzing and displaying security trade transactions
US20040153394A1 (en) * 2003-01-31 2004-08-05 West Robert A. System and method for displaying money management information in an electronic trading environment

Also Published As

Publication number Publication date
WO2007046987A2 (en) 2007-04-26

Similar Documents

Publication Publication Date Title
WO2005015345A3 (en) Financial investment advice system and method
WO2006047789A3 (en) System and method for trading financial instruments based on undisclosed values
WO2004068272A3 (en) Automated system for routing orders for financial instruments based upon undisclosed liquidity
WO2005094408A3 (en) Systems, methods, and devices for selling transaction instruments
WO2007079136A3 (en) System and method for a trading interface incorporating a chart
WO2004061564A3 (en) System and method for pricing loans in the secondary mortgage market
WO2006073994A3 (en) Initiating orders to buy or sell tradeable objects
WO2002027429A3 (en) User-interactive financial vehicle performance prediction, trading and training system and methods
WO2006044671A3 (en) A flexible system and method for electronic trading
WO2008100908A3 (en) Method and system for providing financial services
WO2006078872A3 (en) Method and system for tracking and budgeting energy usage
MX2007015510A (en) Credit score simulation.
SG132686A1 (en) Quick-filling customer asset trading system
WO2007016078A3 (en) System and method for displaying and/or analyzing a limit order book
WO2006053151A3 (en) System and method for valuing stocks
WO2009046258A3 (en) Method and apparatus for improved electronic trading
WO2005086593A3 (en) Inter-operable, multi-operator, multi-bank, multi-merchant mobile payment method and a system therefor
GB2396459A (en) Systems and methods for sharing excess profits
EP1265182A3 (en) Validation system
SE0103642D0 (en) A method and a system for improved trading of options and futures and combinations thereof
EP2320374A3 (en) System and method for performing automatic spread trading
EP1783624A4 (en) Company evaluation device, company evaluation program, and company evaluation method
WO2007004068A3 (en) Interactive asset data visualization guide
EP1732018A3 (en) Improvements in and relating to RFID
WO2006133051A3 (en) System and method for a request for cross in a trade matching engine

Legal Events

Date Code Title Description
121 Ep: the epo has been informed by wipo that ep was designated in this application
NENP Non-entry into the national phase

Ref country code: DE

122 Ep: pct application non-entry in european phase

Ref document number: 06814648

Country of ref document: EP

Kind code of ref document: A2