Patent ID: 7991668

Claim:
A method including: receiving by a computing device a selection command to individually select a strategy order, wherein the strategy order is for a trading strategy at a desired strategy price, wherein the trading strategy is specified by a definition and includes a first leg and a second leg, wherein the first leg corresponds to a first tradeable object and the second leg corresponds to a second tradeable object, wherein the strategy order is associated with a first leg order at a first price for the first tradeable object, wherein the first price is determined according to the definition for the trading strategy based on the desired strategy price and market data for the second tradeable object; receiving by the computing device a parameter command, wherein the parameter command includes a tolerance parameter; assigning by the computing device the tolerance parameter to the individually selected strategy order in response to receiving the parameter command; and working by the computing device the first leg order according to the definition for the trading strategy based on the desired strategy price, the market data for the second tradeable object, and the tolerance parameter assigned to the individually selected strategy order.