Patent ID: 8433644

Claim:
A method of routing an original order to a marketplace, comprising: electronically delaying, by a software program executing on a computer processor, the original order by a predetermined short time period, electronically sending, by the software program, the original order to the marketplace at the end of the predetermined short time period, electronically providing, by the software program, information relating to the original order to a procedure during the predetermined short time period, the procedure being a second software program executing on at least one processor, so that the procedure can determine whether to generate a spawned order, the information including at least one characteristic of the original order, the characteristic selected from the group of symbol, price, side, quantity and party, the side being either buy or sell, based upon the determination, electronically generating the spawned order by the procedure, at least one characteristic of the spawned order being determined in response to the received information for the original order, and electronically sending, by the procedure, the spawned order from the at least one processor to a destination for execution essentially contemporaneously with the sending of the original order to the marketplace.