System and Method For Processing and Displaying Quantity Information During User Configurable Time Periods
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Abstract
A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.
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Citations
17 Claims
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1. (canceled)
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2. A computer readable medium having stored therein instructions executable by a processor, including instructions executable to:
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receive market data; determine a first plurality of buy traded quantities for a first time period based on the received market data, wherein each buy traded quantity in the first plurality of buy traded quantities is associated with a price level of a plurality of price levels; determine a first plurality of sell traded quantities for the first time period based on the received market data, wherein each sell traded quantity in the first plurality of sell traded quantities is associated with a price level of the plurality of price levels; determine a second plurality of buy traded quantities for a second time period based on the received market data, wherein each buy traded quantity in the second plurality of buy traded quantities is associated with a price level of the plurality of price levels, wherein the second time period is different than the first time period; determine a second plurality of sell traded quantities for the second time period based on the received market data, wherein each sell traded quantity in the second plurality of sell traded quantities is associated with a price level of the plurality of price levels; generate a first plurality of buy traded quantity indicators associated with the first plurality of buy traded quantities, wherein each buy traded quantity indicator in the first plurality of buy traded quantity indicators represents the corresponding buy traded quantity; generate a first plurality of sell traded quantity indicators associated with the first plurality of sell traded quantities, wherein each sell traded quantity indicator in the first plurality of sell traded quantity indicators represents the corresponding sell traded quantity; generate a second plurality of buy traded quantity indicators associated with the second plurality of buy traded quantities, wherein each buy traded quantity indicator in the second plurality of buy traded quantity indicators represents the corresponding buy traded quantity; generate a second plurality of sell traded quantity indicators associated with the second plurality of sell traded quantities, wherein each sell traded quantity indicator in the second plurality of sell traded quantity indicators represents the corresponding sell traded quantity; display an axis including a plurality of locations, wherein each location in the plurality of locations is associated with a price level in the plurality of price levels; display each buy traded quantity indicator of the first plurality of buy traded quantity indicators along the axis at a location of the plurality of locations corresponding to the price level associated with the respective buy traded quantity in the first plurality of buy traded quantities; display each sell traded quantity indicator of the first plurality of sell traded quantity indicators along the axis at a location of the plurality of locations corresponding to the price level associated with the respective sell traded quantity in the first plurality of sell traded quantities; display each buy traded quantity indicator of the second plurality of buy traded quantity indicators along the axis at a location of the plurality of locations corresponding to the price level associated with the respective buy traded quantity in the second plurality of buy traded quantities, wherein the second plurality of buy traded quantity indicators are overlaid on the first plurality of buy traded quantity indicators; and display each sell traded quantity indicator of the second plurality of sell traded quantity indicators along the axis at a location of the plurality of locations corresponding to the price level associated with the respective sell traded quantity in the second plurality of sell traded quantities, wherein the second plurality of sell traded quantity indicators are overlaid on the first plurality of sell traded quantity indicators. - View Dependent Claims (3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17)
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Specification