Method and apparatus for providing order queue information

Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance

Reexamination Certificate

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Details

C705S03600T, C705S037000, C705S038000, C705S039000

Reexamination Certificate

active

07620576

ABSTRACT:
A system and method for providing market information are disclosed. In this application, updates are received for a tradeable object at a price level from at least one exchange. To the extent that the updates do not include enough details to compute the number of orders resting at a particular price level in a market, estimation may be used to provide order queue information. As a result, the number of orders which are pending in the market at various price levels may be determined using the techniques described herein. The interface disclosed herein may be used to display the number and/or quantity of the orders in the order queue.

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patent: 2003/0004853 (2003-01-01), Ram
patent: 2003/0009411 (2003-01-01), Ram
patent: 2007/0136182 (2007-06-01), Ketchum et al.
patent: WO00/62187 (2000-10-01), None
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patent: WO02/059815 (2002-08-01), None

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