System and method for displaying andor analyzing

专利名称：System and method for displaying and/or

analyzing a limit order book

发明人：Jeffrey M. Bandman,Nathan J.

Ondyak,Eugene M. Sorenson,Bernie A.Weinstein

申请号：US12395603申请日：20090227公开号：US08069108B2公开日：20111129

专利附图：

摘要：According to one embodiment, a method of generating a display of a limit

order book is provided. Data regarding a plurality of limit orders entered onto anelectronic market is received and recorded, at least temporarily. The data regarding eachlimit order includes a price and a time associated with that limit order. Based on thereceived data, a graphical display is generated that indicates, for each recorded limitorder entered into the electronic market within a period of time, the price and the timeassociated with that limit order. The price associated with each limit order is indicated bya first axis of the graphical display and the time associated with each limit order isindicated by a second axis of the graphical display. The graphical display may bedisplayed using an electronic display device.

申请人：Jeffrey M. Bandman,Nathan J. Ondyak,Eugene M. Sorenson,Bernie A. Weinstein

地址：New York NY US,New York NY US,New York NY US,Katonah NY US

国籍：US,US,US,US

代理人：Thomas D. Bradshaw

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