Patent ID: 7620588
Filing Date: 2009-11-17
Classification: G06F,G06Q

Abstract:
1. A method for displaying market data on a video display comprising: receiving a market data feed from an electronic exchange via a processor associated with a trading device, the market data feed including streaming market updates identifying at least a current inside market for a tradeable object defined by a current best bid price and a current best ask price available for the tradeable object; displaying a first indicator and a second indicator, the first indicator representing the current best bid price available for the tradeable object at a first location corresponding to a first price level along a price axis, and the second indicator representing the current best ask price available for the tradeable object at a second location corresponding to a second price level along the price axis; in response to receiving the market data feed, storing the current inside market for the tradeable object in an order book for the tradeable object, where the current best bid price replaces a most previous best bid price from the market data feed in the order book and the current best ask price replaces a most previous best ask price from the market data feed in the order book; storing the most previous best bid price with stored previous best bid prices for the tradeable object and the most previous best ask bid price with stored previous best ask prices for the tradeable object; comparing the current best bid price available for the tradeable object to a previous best ask price of the stored previous best ask prices for the tradeable object to detect a first time the current best bid price exceeds the previous best ask price of the stored previous best ask prices for the tradeable object; in response to comparing the current best bid price available for the tradeable object to the previous best ask price of the stored previous best ask prices, recording the first time; and in response to recording the first time, displaying a first upward market cross indicator at a third price level along the price axis corresponding to the current best bid price at the first time.