Abstract: A tool for synthetic order recovery is provided. An exemplary method for synthetic order recovery includes the features for detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity.

Abstract: A tool for synthetic order recovery is provided.

Abstract: A tool for synthetic order recovery is provided.

Abstract: A tool for synthetic order recovery is provided.

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradeable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

Abstract: This patent document relates to a system, method, and tool for synthetic order recovery.

Abstract: Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradeable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.

Abstract: Certain embodiments provide an “increase on re-quote” tool. According to the techniques of this tool, when the quantity available in a lean leg increases after the quantity of a quoting order has previously been decreased, the quantity for the quoting order is not increased until the quoting order is to be re-quoted at another price level. Certain embodiments provide a “quote inside market only and reload” tool. According to the techniques of this tool, a quoting order only leans on the inside market and, when the leaned on quantity decreases, the quoting quantity is reduced as appropriate. The quoting quantity does not increase, even if the available quantity in a lean leg increases. Instead, when the quoting order is filled, the strategy order is reloaded by placing a new quoting order for the remaining desired quantity, again leaning on only the quantity available at the inside market.