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Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
交易解决方案 强大的交易前端,API和交易所连接
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Patsystems公司提供为客户量身定做的,基于模块化的交易解决方案,以提高衍生品交易的性能及交易处理。我们与客户共同协作来开发出能有效支持其经营战略的坚实系统。
每时每刻,全球知名的各大银行,投行,对冲基金及专业交易商利用Patsystems公司产品拓宽衍生品,外汇及其它金融衍生品交易带来的利润。
全球市场
Patsystems广阔的市场连通性为客户带来了极大的便利。通过接入超过60
个全球各大交易所,Patsystems提供了种类繁多的衍生品供客户选择。
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
北美
Patsystems在芝加哥,纽约建立了办公场所,可以
帮助客户以极低延迟接入某些全球最大的期货交易
所。
中美及南美
Patsystems可接入拉丁美洲交易所,如墨西哥金
融衍生工具交易所(Mexican Derivatives Ex-
change)及BM&FBOVESPA
欧洲
由伦敦至巴黎,布鲁塞尔至马德里,Patsystems的
连通性覆盖了全欧洲范围内的众多知名交易所。
非洲及中东
Patsystems可接入非洲及中东区域内的土耳其金融衍生工具交易所(Turkish Derivatives Exchange)及南非期货交易所(South Africa Futures Exchange)。
亚太地区
Patsystems在10年内持续不断地投资及与澳大利
亚,香港,印度尼西亚,日本,韩国,马来西亚和
新加坡期货交易所的连通性,使其在亚太地区一直
处于主导地位。
交易所直接接入(DMA)
Patsystems连至全球各大知名交易所及流动资金池的高性能一直备受客户赞誉。Patsystems建立了非常具有
弹性的、可连入任意交易所的Exchange Specific Adapters (ESAs),可为客户带来如下便利:
• 直接接入交易所(DMA)
• 低延迟市场数据分发
• 丰富的功能
• 支持丰富的订单类型
• 支持多样性的接入方式
XLink
XLink是Patsystems公司特有的、可以改进整个世界贸易共同体内交易所连通性的软件解决方案。XLink支
持客户利用另一交易所的资格,还不需支付昂贵的交易所会费或附加的交易所网关。XLink提供:
• 全球主导市场内更清晰的选择
• 简单、易懂并易于实施的系统
• 订单类型的全面支持,风险管理配置
XLink可连接至任意位置的Patsystems交易系统。例如,某公司可用Patsystems XLink网络连接他们在芝加
哥和伦敦的系统。或者,两个完全无关的公司可利用XLink连接在巴西和新加坡的系统。无论它们之间的关
系,XLink可帮助用户连接到原不可到达的远程交易所。
XLink软件运行在本地的服务器之上,将订单无缝地从源公司转发至目标公司。XLink可运行于LAN,WAN,
租用线路或互联网,可带来Patsystems提供的交易前风险管理的所有优点,接入速度及直连式的处理。
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
全球化交易所连接
XConnect
XConnect,Patsystems的软件服务供应商(Application Service Provider,简称ASP) 可带来Patsystems
交易平台的所有优势,而不用客户投资技术基础设施或技术支持费用。XConnect利用Patsystems XLink技
术接入Patsystems广泛的交易所网络。
高接入和可用性
XConnect是一个高可用性的服务,可通过客户已有
的交易所会员资格,或Patsystems广泛的XLink网
络连接至全球市场。XConnect提供给终端用户多种
接入方式如互联网,VPN,WAN和租用线路。
高级交易解决方案
提供了三种高级交易前端供XConnect终端用户选
择:
• Pro-Mark供高吞吐量的专业用户使用,提供强
大的定制期差工具,期权交易工具,Microsoft
Excel 完全集成及图表功能
• J-Trader供需要快速,易用的市场接入的用户
使用。
• IQ-Trader专为基于图表的交易人使用,提供方
差和策略最优化
高效的技术支持
客户对终端用户的档案,风险参数保留全部控制权
的同时,可享受到Patsystems经验丰富的客户经理
和24/6的技术支持团队。Patsystems有专业的全球
范围的服务团队来保证其可用性,为XConnect用户
提供全天候的技术支持。
精密的风险监控
已交易容量的增加需要被严密地监控,并进行高效
地风险管理,Patsystems解决方案被业内领先的,
交易前风险管理支持。风险管理工具的灵活性意味
着用户档案可被配置为,支持多交易人操作同一帐
户,或同一分组下的多个帐户,交易人访问权限可
被单独或基于组成员被启用。
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
作为广为使用的,行业领先的软件,J-Trader易于部署,易于使
用,并且具备你期望一个成功的,多功能的交易前端所应有的所有
功能。称得上是完美的万能交易工具。
J-Trader 完美的万能交易工具
前端交易解决方案
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
止损及税档Reflector
• 市场深度,现状,最新报价和仓位在屏幕内滚动
• 一键交易,取消,修改
• 动态价格
• 价格和订单锁定
• 易见的最近交易价,全天高点、低点指示器
• 外部订单指示器
• 最后交易价审计
• 止损及税档
• 分组订单 - 将多个利润水平及止损组合用于创建全自
动执行
• 市场订单 - 快速进行买进卖出市场订单按钮
• 反转按钮 - 仓位反转按钮可快速变更方向
• 铺平按钮 - 发送订单到市场以重置交易人仓位
• 根据市场变动情况止损
• 多重利润分级
最新报价窗口
• 用户自定义交易窗口
• 单击/双击交易
• 查看和交易所有大市场
• 图形化界面显示市场深度和最后交易价
• 查看隐含价格
• 自动执行,定价用户自定义MEL策略
• 可交易市场深度
订单簿
• 订单买卖高亮
• 工作中和已交易订单簿
• 交易前,交易后分配
• 精密的订单过滤排序系统
• 修改,拉出,查询和打印功能
• 一键取消
• 多用户订单共享
MEL 模板创建
• 以任意比率,跨交易所创建任意策略
• 策略可包含任意数量用户自定义边
• 策略边可由任意股票,期权,期货构成
实时仓位显示
• 实时P&L
• 实时仓位管理
• 全部交易历史
• P&L中自动佣金扣除
• 单窗口实时查看多用户P&L及仓位
期差矩阵窗口
• 用户友好的矩阵创建
• 交易完全市场和期差市场
• 单击/双击交易
• 开关隐含价格
• 最近20条交易记录
• 全部市场深度的所有日期期差
设置窗口
• 键盘交易功能
• 自定义用户界面:
- 自定义字体,颜色,声音
- 自定义交易前数量控制(预防误操作,价格合理性
检查)
- 自定义屏幕布局
- 自定义佣金
图表
• 70余个可定制技术指标
• 24个强大易用的绘图工具及完全可定制的规模
• 保存用户技术指标参数,图表分析及模板
• 完全可配置技术指标,图表风格及含市场简要的呈现
方式
• 高效快速的检验功能
• 定制当天及历史数据
• 直观易用的编程语言
(Pro-Mark包含相同的图表功能)
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
作为专为技术性交易人设计的交易工具,IQ-Trader对需全面观察市
场和产品的专业性交易人来说是一个杰出的工具。您无需了解编程
知识,也可使用它进行精密的操作。
IQ-Trader 技术性交易人图表分析工具
前端交易解决方案
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
图表分析
• 整合Patsystems的实时数据和第三方提供的历史数
据。
• 支持在图表上直接操作订单。
• 支持在分析的基础上创建交易事件自动下单。
• 支持多种当前先进流行的技术分析策略和图表显示方
案,如蜡烛图,Bollinger指标,费波纳奇数列指标等
等。
期差交易
• 支持任意数量的与产品和市场无关的的期差交易。
• 支持多种数量的期差交易的动态数据更新显示。
• 支持在期差显示价格上直接操作限价和止损订单。
• 支持期差交易的历史数据和当日数据的图表分析。
• 支持在期差交易中创建交易事件自动交易。
• 实时完整的仓位管理。
高级交易工具
• 支持脚本语言和图形化创建策略。
• 多种功能支持最优化交易策略。
• 支持前端和后端交易策略模拟测试。
• 先进的资金管理工具。
• 支持事件驱动的交易策略。
多种交易形式
• 支持在图表上拖拽以显示价格,下发订单和取消订
单。
• 在交易数据窗口上显示仓位和收益信息。
• 以标签形式显示当前活动和完成订单信息。
• 以梯形显示市场深度行情包括价格,数量以及其所占
的比重。
• 支持Bracket订单以防止过多的损失。
• 支持新窗口显示第三方数据信息。
独特交易方式
• 支持鼠标点击方式修改订单:
- 禁止一个不断下滑的订单
- 在相应事件时保护你的收益
- 动态调整你的订单价格
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Pro-Mark 是在专业交易领域中拥有极高声誉的最为先进的前端交
易解决方案。Pro-Mark是在多个产品和交易所基础上使用复杂策略
的专业交易人员的理想的工具。
Pro-Mark 专为高吞吐量用户定制的交易前端
前端交易解决方案
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Prism: 多边价差交易
• 支持在多个交易所上的智能多边期差交易。
• 支持逻辑推理以最优化的价格执行策略。
• 支持灵活的在多边上创建任意比例的自定义策略。
• 支持成交数量的智能保护。
• 支持高级订单类型如Icebergs等。
• 支持在任意交易类型如期货,期权等上的多边交易。
• 支持在策略中定义限价交易。
• Volume Tracker对于可用的成交数量的予以保护。
• Message Tracker工具能帮助客户监视发往交易所的消
息。
动态行情
• 显示任意合约的详细信息。
• 显示合约可用的合约档期行情。
• 自定义设置适合你的交易界面。
• 可选的嵌入式的交易界面。
• 策略控制 – 查看策略档期行情,期差策略所有边和
每一条边的档期行情。
• 快速订单查询。
• 与动态行情窗口关联的浮动交易工具。
• 快速定位交易所支持的所有合约。
Excel集成
• 完美集成Excel的灵活性和Pro-Mark的强大功能以提供
完整的交易功能。
• 集成订单下发,修改,取消以及仓位管理等功能。
• 集成实时数据更新。
• 支持从订单薄到Excel的批处理功能。
档期行情
• 统一的档期行情显示,支持鼠标单击操作订单下发,
取消和修改。
• 动态行情显示,价格和订单锁定,最优化订单,最近
成交价格,当日最高和最低价格,以及订单数量所占
的比重等。
• 颜色指标帮助显示期差交易模型和支持阻力级别。
• 支持智能修改同一个层次的多个订单。
• 支持鼠标点击增加或减少订单数量。
可选窗口
• 在At the money中启动或禁止买卖选项。
• 多个合约标签。
• 方便的合约到期查看。
• 嵌入式的交易窗口。
• 策略创建和查看工具。
• 启用或禁止新策略创建和策略创建器的连接。
Grid: 期差矩阵
• 期差矩阵界面包括outrights, calendars,
butterflys, condors, packs 和 bundles。
• 查看上述任意数量的上述信息。
• 创建和定价任意outrights组合的策略。
• 在所有界面上快速切换标签。
劵商权力
• 在客户订单到达交易所之前可以根据需要接受,取消
或者更改。
• 依据期望修改或者拆分订单。
• 发送订单到多个劵商。
高级订单类型
• Pro-Mark支持以下高级订单类型:
- Icebergs
- Ghost Order
- Block Trades
- 取消前有效 (GTC)
- 一定时间内有效 (GTD)
- 限价成交和取消 (FAK)
- 限价成交或取消 (FOK)
• 同SyOMS-Pro一起,Pro-Mark还可以支持:
- Time-sliced Orders
- “With A Tick”
- OCO Limit Stop
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Patsystems交易解决方案运行在一个集中的功能强大的订单处理引擎 – ORE (Order Routing Engine).
订单处理引擎可以把多种来源的订单分别转发到相应的执行模块,Patsystems收到的订单既可以是来自
Patsystems的前端交易系统,也可以来自使用Patsystems交易接口的第三方交易商。
Patsystems的ORE是高吞吐量低延时的,因为它是基于在不同的客户,账户和市场类型在内存中实现高
性能转发的。通过在内存中的数据库来管理风险,Patsystems的每一个订单的处理都是高性能低延时
的。Patsystems的高效灵活的架构已经被证明是可以支持全世界范围内的大量的交易客户,并且能够保持
到所有交易所的高效事务处理。对于多用户需求的情况,处理负载也可以被多个服务器来均衡,这些灵活
性不仅可以保证交易系统高效的运行,同时也可以提供丰富的弹性策略给我们的客户。
Patsystems的交易系统的管理是也是方便高效的。我们的系统和风险管理工具 (SARA) 可以集中的管理交
易系统,来为复杂的账户结构,合约和风险模型的访问分配权限。SARA可以被劵商用来方便的管理他们的
客户,客户的权限如可以访问的订单类型,交易所等可以通过SARA来定义,除此之外,SARA也可以定义相
关的风险级别来实现不同类型的提醒,同时系统配置也可以被SARA来管理,包括系统汇率设置,
密码控制等。
系统体系结构
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
前端交易解决方案
无论是同全球性的金融机构一起还是独立完成交易事务,高级的交易人员总是会希望能够创建他们自己的交
易程序和使用他们自定义的交易算法,这也是Patsystems提供特有的交易接口来允许第三方能够自由的使用
全世界上最好的交易系统之一来访问超过60家全球的交易市场的原因。程序员们可以使用多种语言包括C++,
Visual Studio, Java和 C#来访问Patsystems的交易接口,而且Patsystems也同时提供以下支持:
• 以Excel形式提供同Pro-Mark无缝集成的测试模型和策略。
• 后台测试,优化和图形化显示任何策略。
• 提供到Patsystems开发论坛的访问权限,能够提出自己的问题和查看从其他程序员或者Patsystems接口
开发者得到的回复。
• 提供Patsystems测试服务器的访问权限。
• 一对一的一致性测试。
交易接口
FIX - (Financial Information eXchange)是金融业事实上的信息交换标准。Patsystems是Global
Derivatives Steering Committee (全球衍生品指导委员会)的一员,并且协助FIX协议的开发工作。
Patsystems的FIX标准网关建立在工业标准FIX 4.2之上。我们的网关为订单流和市场数据提供了高速的连通
解决方案。FIX开发人员可以最小时间连通FIX。
Patsystem FIX网关有两种形式,其界面可被用于订单流,市场数据及执行通知。两种形式为:
• 可部署的基于API的应用程序,嵌入到买方应用程序或一个FIX引擎。应用程序发送Patsystem私有的消息
到经纪人。
• 传统方式直接转发到卖方经纪人的基于FIX的消息到基于FIX的服务器。
FIX 交易网关
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
ACTIVE
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
Quoted Instrument Bid Vol Bid Offer Offer Vol Last Last Vol Buy Orders Sell Ordersffe/EURIBOR/MAR10 2.712 98.720* 98.725 799 98.725 1ffe/EURIBOR/JUN10 123 98.510 98.515* 3,638 98.515 7ffe/EURIBOR/SEP10 1,992 98.260* 98.265* 670 98.265 5ffe/EURIOBR/DEC10 63 97.955* 97.960* 1,187 97.960 30
ffe/EURIBOR/MAR11 803 97.705* 97.710* 461 97.710 13ffe/EURIBOR/JUN11 1,318 97.415* 97.425* 1,078 97.425 17ffe/EURIOBR/SEP11 293 97.155* 97.160 29 97.155 17ffe/EURIBOR/DEC11 35 96.895* 96.900* 122 96.890 7
ffe/EURIBOR/MAR12 361 96.715* 96.725* 187 96.716 50 X [email protected]/EURIBOR/JUN12 5 96.530* 96.540* 68 X [email protected]/EURIBOR/SEP12 55 96.370* 96.385* 77 96.380 1 X [email protected]/EURIBOR/DEC12 1 96.000* 96.895* 1
PATS1 ...Account:0Lots:Implieds Pull Pull AllA
MAR11LiffeEURIBOR
Limit ... PATS1 ...
Cust Acct
Account Code
ITM
Close after Trade
Buy
1 2 5
10 20 50
100 200 500
Set to Zero
20 97.690
Volume: Option Futures Strategies RFQ Strategy Alerts
Liffe/EURIBOR Market Volume Price TimeLiffe/EURIBOR/SEP11 17 97.155 14:04:02Liffe/EURIBOR/MAR11 13 97.710 14:03:53Liffe/EURIBOR/SEP11 9 97.155 14:03:32Liffe/EURIBOR/JUN10 7 98.515 13:16:18Liffe/EURIBOR/SEP10 5 98.265 13:16:17Liffe/EURIBOR/MAR11 31 97.710 13:16:17Liffe/EURIBOR/DEC10 30 97.960 13:16:17Liffe/EURIBOR/SEP10 36 98.265 13:16:17Liffe/EURIBOR/SEP09 25 98.805 13:16:17Liffe/EURIBOR/SEP10 24 98.265 13:16:17
5
PATS1 ...Account: AQuoted Instrument Net Pos Buys Sells Average Last Open P&L Cum P&L RemainingLiffe/EURIBOR/MAR11 +16 16 0 97.7100 97.710 -0 0Liffe/EURIBOR/SEP11 -26 0 26 97.1550 97.155 -0 0Liffe/EURIBOR/SEP12 0 1 1 0.0000 96.380 0 -0TOTAL: -10 -10 27 -0 0 0
Position: FlatProfit & Loss: -
Overall+ Liffe
关于 Patsystems
灵活性
Patsystems公司提供为客户量身定做的,基于模块化组件的交易解决方案,
以提高衍生品交易的性能及交易处理。我们与客户共同协作来开发出能有效
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自1994年成立以后,我们一直致力于为客户提供满足客户商业策略的健壮的
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货交易所交易和流动性结算。
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• 功能全面的交易所和后台解决方案,能够确保从交易前端到后台的所有交
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