Patent ID: 7801796

Claim:
An electronic securities trading system comprising: a computer system configured to: receive a primary attributable security interest message specifying a price and one or more secondary attributable security interest messages that are at the same price as the primary security interest message, the primary and secondary security interest messages placed by the same market participant into the electronic securities trading system, the primary attributable security interest message specifying a defined quantity of an individual security traded on the electronic securities trading system; produce a value of a total quantity by summing the defined quantities of the primary and each secondary message for the said same market participant, assign a superior prioritization code to the primary attributable security interest message and an inferior prioritization code to each secondary attributable security interest message; link the primary and secondary attributable security interest messages for reporting of activities involving the primary and secondary attributable security interest messages for said same market participant; and match the primary and secondary attributable security interest messages, with the prioritization codes controlling the order in which the attributable security interest messages for said same market participant are matched to contra side security interest messages in the system, and with the inferior prioritization code being subordinate to the superior prioritization code.