Electronic trading spooler,申请号US20100798130-传众专利搜索

Electronic trading spooler

申请公布号：US2011246389(A1)

申请号：US20100798130

申请日期：2010.03.30

申请公布日期：2011.10.06

申请人：

ZIOLEK MARCIN SZYMON;ADAMS STEPHEN MARK;LITSIOS JAMES B;HJALTMAN LARS

发明人：ZIOLEK MARCIN SZYMON;ADAMS STEPHEN MARK;LITSIOS JAMES B.;HJALTMAN LARS

分类号：G06Q40/00;G06F9/46;G06F9/50

主分类号：G06Q40/00

摘要：A spooler for a computerized trading system is provided. The spooler acts as a master to a calculation engine slave that calculates the desired state of the orders and quotes in the market. Thus, the spooler controls the high-level allocation of computational and communicational resources of the computerized trading system and the calculation engine receives from the spooler what to calculate. The spooler imposes when necessary an overall priority of calculation of the trading system that supports the spooling activity. The spooler comprises a scheduler and a package assembly. The scheduler determines the current state of the underlying prices relative to the underlying prices used to calculate quotes still active in the exchange and whether the computational resources of the trading system should focus as much as possible on preparing quoting operations, or whether other activities of the trading system can be done. The package assembly prepares quoting operations and builds the quoting operation data package. Depending on the state of the system, the scheduler operates in different modes: a “normal computations” mode, a “priority computations” mode, and a “masshold” mode.