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

Claim 27:
28. The system of claim 20,
the first computer instructions on execution further causing the strategy matching venue to:
send a firm-up request for the first strategy order to the algo system if the first strategy order is a conditional order; and
receive from the algo system a firm-up response for the first strategy order, the firm-up response indicating a firmed-up quantity of shares available for the first strategy order;
wherein generation of the plurality of discrete fills between the first strategy order and the first contra strategy order is not performed until after the firm-up response is received;

the third computer instructions on execution further causing the interface system to:
receive the firm-up request for the first strategy order;
determine a quantity of shares that are available for strategy matching via the first strategy order; and
send the firm-up response to the strategy matching venue specifying the determined quantity as the firmed-up quantity for the first strategy order.