Patent ID: 8069108

Claim:
An apparatus comprising: a processor; and a memory electronically coupled to the processor that stores instructions which, when executed by the processor, direct the processor to: receive data regarding a plurality of limit orders entered onto an electronic market, the data regarding each limit order comprising a respective price and a respective time associated with the respective limit order; record the received data for each of the plurality of limit orders; and periodically calculate one or more market indicators regarding the state of the electronic market, in which each periodic calculation comprises: determining a subset of the plurality of limit orders for the respective periodic calculation; determining a market distance for each limit order of the subset, the market distance for each limit order comprising the difference between the price of the respective limit order and a market price; determining a weighting for each limit order of the subset based at least on the determined market distance for the respective limit order; and calculating the one or more market indicators based at least on the weighting of each limit order of the subset; and causing the one or more periodically calculated market indicators to be displayed in a graphical user interface.