07577608 is referenced by 13 patents and cites 3 patents.

A system and method for providing a linear spread in an electronic trading environment are described. According to one example embodiment, a trading system can receive market information associated to a trading strategy, known as a spread. The trader may also define a market volatility parameter to utilize in the calculation of a linear spread price axis. The received market information and a divide spread algorithm are also used to determine the linear spread price axis. The trading application determines a linear spread price axis, at which price levels are separated by consistent linear tick increments. The linear spread price axis allows for more efficient and effective trading in the electronic trading environment especially when certain tradeable objects are traded or when certain spread algorithms, like the divide spread algorithm, are utilized.

Title
System and method for providing a linear spread
Application Number
11/483064
Publication Number
7577608 (B1)
Application Date
July 7, 2006
Publication Date
August 18, 2009
Inventor
Michael J Burns
Riverside
IL, US
Sagy P Mintz
Lincolnshire
IL, US
Agent
McDonnell Boehnen Hulbert & Berghoff
Assignee
Trading Technologies International
IL, US
IPC
G06Q 40/00
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