Patents Assigned to LIFFE ADMINISTRATION AND MANAGEMENT INCORPORATED
  • Controlling price cascade movements in an electronic trading system
    Patent number: 9799074
    Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative market price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
    Type: Grant
    Filed: November 17, 2014
    Date of Patent: October 24, 2017
    Assignee: LIFFE Administration and Management Incorporated
    Inventors: Robert James Fuller, Steven John Katesmark, Christopher Roy Harrison
  • CONTROLLING PRICE CASCADE MOVEMENTS IN AN ELECTRONIC TRADING SYSTEM
    Publication number: 20130173446
    Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative market price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
    Type: Application
    Filed: February 26, 2013
    Publication date: July 4, 2013
    Applicant: LIFFE ADMINISTRATION AND MANAGEMENT INCORPORATED
    Inventor: LIFFE Administration and Management Incorporated
  • Controlling price cascade movements in an electronic trading system
    Patent number: 8417619
    Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative market price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
    Type: Grant
    Filed: November 3, 2009
    Date of Patent: April 9, 2013
    Assignee: Liffe Administration and Management Incorporated
    Inventors: Robert James Fuller, Steven John Katesmark, Christopher Roy Harrison
  • CONTROLLING PRICE CASCADE MOVEMENTS IN AN ELECTRONIC TRADING SYSTEM
    Publication number: 20110106684
    Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative market price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
    Type: Application
    Filed: November 3, 2009
    Publication date: May 5, 2011
    Applicant: LIFFE ADMINISTRATION AND MANAGEMENT INCORPORATED
    Inventors: Robert James Fuller, Steven John Katesmark, Christopher Roy Harrison