Patent ID: 7933828

Claim:
A method of generating a display of a limit order book, comprising: receiving at a processor data regarding a plurality of limit orders entered onto an electronic market, the data regarding each limit order including a price and a time associated with that limit order, in which the data is received over a network from at least one server coupled to the processor; recording at the processor the received data for each of the plurality of limit orders; determining a market distance for each limit order, the market distance comprising the difference between the price of the respective limit order and a market price at the time associated with the respective limit order; generating by the processor a graphical display based on the received data for each of the plurality of limit orders, in which: the graphical display comprises an icon associated with each of the plurality of limit orders; the price associated with each limit order is indicated along a first axis of the graphical display; the time associated with each limit order is indicated along a second axis of the graphical display; the market distance of at least a portion of the plurality of limit orders is indicated by at least one of the shape, size, color, brightness, transparency, opaqueness, and flashing of an icon corresponding to the respective limit order; and a duration of a trading state entered into by two or more of the plurality of limit orders is indicated along the direction of the second axis of the graphical display; and displaying the graphical display at an electronic display device electronically coupled to the processor.