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Method and interface for presenting last traded quantity information

  • US 7,680,727 B2
  • Filed: 03/11/2008
  • Issued: 03/16/2010
  • Est. Priority Date: 09/25/2002
  • Status: Active Grant
First Claim
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1. A client device for displaying an estimate of a last traded total sweep quantity of a tradeable object, the client device comprising:

  • a display device;

    a market data receiver configured to receive market data identifying quantity associated with orders to buy a tradeable object and quantity associated with orders to sell a tradeable object;

    a processor coupled with the display device and configured to execute instructions to estimate a last traded total sweep quantity based on a number of trades executed in a market sweep over a plurality of price levels and to display on the display device a graphical user interface having;

    a first display region for dynamically displaying the quantity associated with orders to buy the tradeable object;

    a second display region for dynamically displaying the quantity associated with orders to sell the tradeable object;

    a third display region for dynamically displaying the estimated last traded total sweep quantity for the tradeable object; and

    wherein, the first, second and third regions dynamically display information in relation to a static axis of prices.

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