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System and method of visual representation of stock exchange transactions

  • US 8,694,405 B2
  • Filed: 01/21/2010
  • Issued: 04/08/2014
  • Est. Priority Date: 01/21/2010
  • Status: Active Grant
First Claim
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1. A method of visual representation of stock exchange transactions for at least one registered stock in terms of price levels in a price limit order book, where each transaction is defined by transaction information associated with the transaction, the transaction information including at least:

  • a date and time;

    a negotiation market;

    a negotiated stock;

    an execution volume;

    a sell limit price registered in a first sell level of the order book;

    a buy limit price registered in a first buy level of the order book; and

    an execution price,the method for each stock exchange transaction comprising;

    receiving in real time, using a user equipment processor, at least one transaction and its associated transaction information;

    labeling, using the user equipment processor, the at least one transaction with a label selected from between an initiated buy transaction, when the execution price is equal to or greater than the sell limit price registered in the first sell level of the order book, and an initiated sell transaction, when the execution price is equal to or lower than the buy limit price registered in the first buy level of the order book;

    determining, using the user equipment processor, a value in real time of a binary variable known as “

    side”

    which takes a value “

    1”

    when the transaction information is an initiated buy transaction and takes a value “

    2”

    when the transaction information is an initiated sell transaction;

    depicting in real time, using a user equipment graphic processor and on a user graphic interface, the transaction information selected between the initiated sell transaction information, the initiated buy transaction information and a combination of both by means of at least two colors determined by the “

    side”

    binary variable;

    adding a color for depicting in real time, on the user graphic interface, an evolution in time of the buy limit price in the first buy level and of the sell limit price in the first sell level; and

    calculating for each minimum representation time period “

    t”

    , a buy volume executed against sell orders of a book (ASK), VAt, whose value corresponds to a sum of the executed volumes of initiated buy transactions whose date and time lie within a minimum representation time period “

    t”

    , and an executed sell volume against buy orders of a book (BID), VBt, whose value corresponds to a sum of the executed volumes of initiated sell transactions whose date and time lie within the minimum representation time period “

    t”

    .

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