Patent ID: 7590578

Claim:
A method for displaying, on an electronic display device, data associated with a trading strategy involving at least two commodities being traded electronically on at least one electronic exchange, the method comprising: receiving at a computing device a first market data feed corresponding to a first commodity from at least one electronic exchange, wherein the first market data feed comprises price and quantity information for the first commodity; receiving at the computing device a second market data feed corresponding to a second commodity from at least one electronic exchange, wherein the second market data feed comprises price and quantity information for the second commodity; determining at the computing device a plurality of prices representing the trading strategy, wherein the plurality of prices are computed using at least the price information from the first market data feed and the second market data feed; determining at the computing device a total traded quantity associated with the trading strategy at each price of the plurality of prices, wherein the total traded quantity at a price is computed by adding a new traded quantity at the price to a previous total traded quantity at the price, the new traded quantity being computed using at least the quantity information from the first market data feed and the second market data feed; displaying at a client device the plurality of prices; and dynamically displaying at the client device an indicator corresponding to each price of the plurality of prices, each indicator representing the total traded quantity associated with the trading strategy corresponding to one of the plurality of prices.