Patent ID: 8095453

Claim:
A computer system for chronicling order execution in an order book maintained in an electronic market, the system comprises: a processor; a persistent storage medium storing an order activity log file; main memory coupled to the processor, the main memory storing an order book that stores orders for at least one security that is traded on the electronic market; and computer instructions for matching incoming orders against entries in the order book, the computer instructions comprising instructions to: store received incoming orders and other commands in addition to incoming orders, referred to as activities into a matching trigger queue; retrieve a next incoming order from the matching trigger queue and retrieve a record of an order from the order book stored in main memory; match the retrieved next incoming order and retrieved record from the order book; record match of the retrieved next incoming order and retrieved record from the order book in the order book in the main memory of the computer system; and record the match in the persistent storage medium in the order activity log file, prior to retrieving a subsequent activity from the activities from the matching trigger queue.