Patent ID: 8051001

Claim:
A system for providing a linear price axis for a trading strategy in an electronic trading environment, the system comprising: a computing device adapted to: receive a definition for a trading strategy comprising a first tradeable object and a second tradeable object, wherein the definition defines a relationship between the first tradeable object and the second tradeable object, wherein the trading strategy has non-linear tick increments based on the relationship; receive market information comprising information associated with executed trades for the first tradeable object and the second tradeable object; receive a first market volatility parameter corresponding to the first tradeable object and a second market volatility parameter corresponding to the second tradeable object; generate a linear price axis for the trading strategy, wherein the trading strategy having non-linear tick increments based on the defined relationship, wherein to generate the linear price axis the computing device is further adapted to: determine a total number of price levels for the trading strategy by adding the first market volatility parameter to the second market volatility parameter; determine a minimum price for the trading strategy based on the definition for the trading strategy and the market information; determine a maximum price for the trading strategy based on the definition for the trading strategy and the market information; calculate a difference value by subtracting the minimum price from the maximum price; calculate a linear tick increment for the trading strategy by dividing the difference value by the total number of price levels; and generate the linear price axis for the trading strategy based on the linear tick increment, wherein the linear price axis comprises a plurality of price levels, wherein each price level corresponds to a price for the trading strategy, wherein the linear tick increment represents a consistent interval between price levels; and provide the linear price axis to a client device, wherein the client device is adapted to display the linear price axis.