Patent ID: 8666878
Filing Date: 2014-03-04
Classification: G06Q

Abstract:
1. An automated exchange for trading financial instruments arranged to receive combination orders to be matched, comprising: a first computer entity associated with a first computer processor and configured to match the received combination orders; a second computer entity, associated with a second processor configured to, locally at the automated exchange and independently of received combination orders, pre-calculate dynamically non-natural matching data values based on received market data for the financial instruments traded at the automated exchange, of which at least some non-natural matching data values will be required in the matching of a received combination order requiring a simultaneous trade of multiple sub-contracts for different financial instruments, wherein the pre-calculated non-natural matching data values include a volume and/or prices associated with the sub-contracts in combination orders likely to be received by the automated exchange; and a shared memory, operatively connected to the first computer entity and the second computer entity, and configured to store the locally pre-calculated, non-natural matching data values, wherein the first computer entity is configured to use some of the pre-calculated, non-natural matching data values in subsequent matching of one of the received combination orders.