The rules used in the Trade Match System in this paper are according to the 65th article in “Shanghai and Shenzhen Stock Exchange rules”. The rules are: security exchange is bided and matched by the price priority and the time priority principle. The Trade Match System is the most important part in the Future Trading System. The quality of the Trade Match System directly decides the quality of the Stocks System. The price priority principle is: the declaration of buying at a higher price is more prior than that at a lower price, and the declaration of selling at a lower price is more prior than that at a higher price. The time priority principle is: when trading in the same direction, the earlier to declare, the earlier to trade. The sequence is determined by the time given from the trading host. The method used in the Trade Match System is Database-Matching.
