Patent ID: 8015098
Filing Date: 2011-09-06
Classification: G06Q

Abstract:
1. A method executed in a computer system, the method comprising: receiving reports of trades in securities, each of the trades including contra-side party information for each side of each trade; for a plurality of contra-side parties, calculating, by one or more computers, based on the received reports of trades, a buy volume weighted average price associated with a particular party buying a selected security during a selected period of time and a sell volume weighted average price associated with the particular party selling the selected security during the selected period of time; filtering out, by the one or more computers, ineligible contra-parties to the calculated volume weighted average buy and sell prices to generate a set of remaining contra-parties; and generating, by the one or more computers, a first ranking comprising ranked buy volume weighted average prices for the remaining, contra-parties by ranking the remaining contra-parties based on the calculated buy volume weighted average prices from best price to worst price; and generating, by the one or more computers, a second ranking that is separate from the first ranking, the second ranking comprising ranked sell volume weighted average prices for the remaining, contra-parties by ranking the remaining contra-parties based on the calculated sell volume weighted average prices from best price to worst price.