Inventors:
James Doherty - New York NY, US
Daniel Mathisson - New York NY, US
Assignee:
CREDIT SUISSE SECURITIES (USA) LLC - New York NY
International Classification:
G06Q 40/04
Abstract:
A processor-implemented method for transforming transaction data and market feed data into trade metrics. The method includes executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database, receiving market data, regarding the financial instrument from a public exchange data source, determining a mark price for the financial instrument, calculating a trade metric for the executed transaction using an executed price for the transaction and the mark price, and storing the trade metric in the database. Trade metric data for a client may then be aggregated and used to categorize the client into one of a plurality of trading pools and to limit access to certain trading pools based on the categorization of the client.