Patent ID: 11941701
Assignee: PURESTREAM TRADING TECHNOLOGIES INC.
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 11:
12. The method of claim 1, further comprising the steps of in the strategy matching venue:
matching while the match between the first strategy order and first contra order is unbroken, the first strategy order to a second contra strategy order stored in a computer memory of the strategy matching venue and having a respective strategy compatible with the strategy of the first strategy order as adjusted based on a strategy applied to fills for the match between the first strategy order and first contra order;
generating, using the trade processor streaming engine, a plurality of discrete fills between the first strategy order and the second contra strategy order while the match between the first strategy order and the second contra strategy order remains unbroken;
breaking the match between the first strategy order and the second contra strategy order in response to a determination that either of the first strategy order or the second contra strategy order has been filled.