Patent ID: 8601479
Filing Date: 2013-12-03
Classification: G06Q

Abstract:
1. A method comprising: utilizing one or more processors to execute program instructions configured to: receive at a queue one or more multi-leg transaction requests; look-ahead in the queue to identify one or more resolving transaction requests from transaction requests queued after receipt of the one or more multi-leg transaction requests if the one or more multi-leg transaction requests cannot complete, the one or more resolving transaction requests representing a match with one or more blocked transactions having a conflicting order with the one or more multi-leg transaction requests; and wherein said identifying one or more resolving transaction requests comprises identifying the one or more resolving transaction requests which can be traded according to one or more trading rules; in response to identifying the one or more resolving transaction requests, process the one or more blocked transactions and the one or more resolving transaction requests during a waiting period of the one or more multi-leg transaction requests without losing a match with an order for the one or more multi-leg transaction requests, wherein the one or more blocked transactions are queued after the receipt of the one or more multi-leg transaction requests and are blocked due to the one or more multi-leg transaction requests not being able to complete.