Patent ID: 7558754

Claim:
A method for displaying quantity related information associated with a tradable object in an electronic trading environment, the method comprising: defining a time period to be used to determine traded buy or traded sell quantity related information associated with the tradable object; determining at a computer device traded quantity related information for the time period at each of a plurality of price levels at which the tradable object is traded on at least one exchange, wherein the traded quantity related information for each price level during the time period is determined using market updates being received from the at least one exchange; determining at a computer device whether the traded quantity related information for the time period at each of the plurality of price levels comprises the traded buy quantity or the traded sell quantity, wherein the traded buy quantity is determined when an order to buy is used to match an order to sell pending at a price level in an order book at the at least one exchange, and wherein the traded sell quantity is determined when an order to sell is used to match an order to buy pending at a price level in the order book at the at least one exchange; when the traded quantity related information comprises the traded buy quantity, displaying for each price level along a price axis of the plurality of price levels the traded buy quantity related information for the time period using a first graphical representation; when the traded quantity related information comprises the traded sell quantity, displaying for each price level along the price axis of the plurality of price levels the traded sell quantity related information for the time period using a second graphical representation that is distinguishable from the first graphical representation; and dynamically updating at a computer device the displayed traded buy quantity related information and the traded sell quantity related information at each price level so that the displayed traded buy or traded sell quantity reflects buy or sell quantity traded at each price level during a moving window, wherein a size of the moving window is defined by the time period.