Inventors:
Dmitry Batashvili - New York NY, US
Sergey Nekipelyy - New York NY, US
Assignee:
TF NETWORK, INC. - New York NY
International Classification:
G07G 1/00
G06Q 40/00
G06F 17/30
Abstract:
The paper describes a method of improving the performance of modules detecting stop, limit, margin call, and other feed based conditions on accounts with individual feed settings. It provides a way of eliminating repetitive re-calculation of bid and asks values for accounts with individual feed settings. This significantly increases the system performance and decreases time of system reaction to the met condition. The algorithm is very useful for large brokerages and other financial real-time systems.