A computer-implemented method for storing price changes in a computing device, the computer-implemented method comprising: (a) calculating a price change ΔP( q) by a price data compression module of an exchange computer system, wherein the price change ΔP( q) corresponds to a time t( q) and is based on a difference between a price corresponding to the time t( q) and a price corresponding to a previous time t( q -1) stored in a memory device; (b) identifying, by the price data compression module of the exchange computer system, a price change category for ΔP( q), wherein the identified category is a member of a group of price change categories, wherein each of the price change categories in the group corresponds to a different range of price changes, and wherein the price change category identified for ΔP( q) corresponds to a range of price changes that includes ΔP( q); (c) storing, in a memory device by the price data compression module of the exchange computer system, a code corresponding to the price change category identified for ΔP( q); and (d) repeating (a) through (c) for multiple iterations, each iteration corresponding to a successively incremented value of q and a successively later time; characterized in that: each of the price change categories corresponds to a range bounded by multiples of a standard deviation of price changes corresponding to times in a time period prior to the time t(q); a first portion of the price change categories represent positive ranges of standard deviations, a second portion of the price change categories represent negative ranges of standard deviations, and a center price change category represents a range of changes that includes no change; the center price change category code is a single digit and is a 0 or a 1; the center price change category is bounded by a positive multiple of the standard deviation and a negative multiple of the standard deviation; and each of the remaining price change category codes has a plurality of digits, has the same number of digits, includes digits selected from 1 and 0, and begins with a digit that is different from the single digit of the center price change category code. (a) calculating a price change ΔP( q) by a price data compression module of an exchange computer system, wherein the price change ΔP( q) corresponds to a time t( q) and is based on a difference between a price corresponding to the time t( q) and a price corresponding to a previous time t( q -1) stored in a memory device; (b) identifying, by the price data compression module of the exchange computer system, a price change category for ΔP( q), wherein the identified category is a member of a group of price change categories, wherein each of the price change categories in the group corresponds to a different range of price changes, and wherein the price change category identified for ΔP( q) corresponds to a range of price changes that includes ΔP( q); (c) storing, in a memory device by the price data compression module of the exchange computer system, a code corresponding to the price change category identified for ΔP( q); and (d) repeating (a) through (c) for multiple iterations, each iteration corresponding to a successively incremented value of q and a successively later time; each of the price change categories corresponds to a range bounded by multiples of a standard deviation of price changes corresponding to times in a time period prior to the time t(q); a first portion of the price change categories represent positive ranges of standard deviations, a second portion of the price change categories represent negative ranges of standard deviations, and a center price change category represents a range of changes that includes no change; the center price change category code is a single digit and is a 0 or a 1; the center price change category is bounded by a positive multiple of the standard deviation and a negative multiple of the standard deviation; and each of the remaining price change category codes has a plurality of digits, has the same number of digits, includes digits selected from 1 and 0, and begins with a digit that is different from the single digit of the center price change category code.