Patent ID: 11922503
Assignee: NYSE GROUP, INC.
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 22:
23. A non-transitory computer-readable medium storing computer-readable instructions that, when executed by at least one processor of a posting market center computer, cause the at least one processor to perform the method steps of:
receiving, via an interface of the posting market center computer, from among a plurality of external data sources via a network, displayed orders, partially displayed orders, nondisplayed orders and published market maker quotes, at least one of the nondisplayed orders including a tracking liquidity order, the tracking liquidity order having a price equal to the displayed orders, the published market maker quotes and the partially displayed orders;
storing the displayed orders, the partially displayed orders, the nondisplayed orders and the published market maker quotes in an order book;
receiving, via the interface, from among the plurality of external data sources, an incoming order that is eligible for routing to an away market among the plurality of external data sources;
determining to prevent said incoming order that is eligible for routing to the away market from being routed to the away market; and
executing the incoming order against the tracking liquidity order subsequent to the displayed orders, the published market maker quotes and the partially displayed orders without routing said incoming order to the away market.