System and Method for Analyzing and Displaying Security Trade Transactions
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Accused Products
Abstract
A system and methods for processing and charting security exchange trading and market information shows security traders if current transactions originated as buy orders or sell orders, and simultaneously indicates traded quantity. Security exchange trading information is received that includes the price, volume and time of each trade. In addition, security exchange market information is received from buyers, specifying bide prices and quantities, and from sellers, specifying asking prices and quantities. The security exchange trading and market information is processed simultaneously and displayed as a continuously updated real-time chart depicting the exchange auction process whereby buyers and sellers agree to trade at specified prices, including details of individual transactions. The chart is formed by plotting each trade at the price traded, and for each plot point shows a distinctive icon indication whether the transaction was initiated by a buyer or seller.
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Citations
42 Claims
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1-31. -31. (canceled)
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32. A method for use with a trader workstation for displaying securities market transaction information comprising:
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receiving transaction information regarding a selected security via the trader work station, the information including price of a plurality of trades; receiving order book information regarding a selected security, via the trader work station; determining according to the transaction information and the order book information whether each of a user-selected range of trades represented in the transaction information was seller-initiated or buyer-initiated; grouping the trades into one or more auction events, the trades in each auction event being related to one another as determined by user-selectable criteria; displaying for each trade of a user-selected security within the user-selected range of transactions represented in the transaction information a first indicia representing the price of such trade, the indicia having an appearance distinguishing between buyer-initiated and seller-initiated trades, wherein for each of the auction events, the first indicia corresponding to all trades grouped into such auction event are displayed adjacently; and displaying a second indicia identifying the beginning of each auction event of which a displayed trade is a member.
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37. A method displaying market transaction information comprising:
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receiving transaction information for a security; receiving order book information regarding the security; determining whether each of a user-selected range of trades of the security represented in the transaction information was seller-initiated or buyer-initiated according to the order book information; grouping the user-selected trades into one or more auction events according to a first user-selectable criterion; displaying for each trade of a user-selected security within the user-selected range of transactions represented in the transaction information a first indicia representing a price of the trade, the first indicia having an appearance distinguishing between buyer-initiated and seller-initiated trades, where for each of the auction events, the first indicia corresponding to all trades grouped into such auction event are displayed adjacently; and displaying a second indicia identifying the beginning of each auction event of which a displayed trade is a member.
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42. A computer-readable medium having code stored thereon for execution by a processor to carry out steps comprising:
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receiving transaction information for a security; receiving order book information regarding the security; determining whether each of a user-selected range of trades of the security represented in the transaction information was seller-initiated or buyer-initiated according to the order book information; grouping the user-selected trades into one or more auction events according to a first user-selectable criterion; displaying for each trade of a user-selected security within the user-selected range of transactions represented in the transaction information a first indicia representing a price of the trade, the first indicia having an appearance distinguishing between buyer-initiated and seller-initiated trades, where for each of the auction events, the first indicia corresponding to all trades grouped into such auction event are displayed adjacently; and displaying a second indicia identifying the beginning of each auction event of which a displayed trade is a member.
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Specification