Patent ID: 7921056

Claim:
An apparatus, comprising: a processor; and a memory, communicatively coupled to the processor, storing instructions that, when executed, cause the processor to: receive a first trading order for a first quantity of a first trading product from a trader; identify one or more trading products other than the first trading product, wherein identifying the one or more trading products comprises, for each trading product of the one or more trading products, determining that a respective quantity of the trading product is substantially equivalent to a quantity of the first trading product; receive market data from one or more market centers, wherein the market data relates to at least the one or more trading products; determine, based at least in part on the market data and the one or more trading products, a composite value, wherein the composite value comprises an aggregated quantity of at least one trading product of the one or more trading products, and wherein the aggregated quantity is substantially equivalent to another quantity of the first trading product; perform at least one of: receiving, from the trader, a composite trading order for at least a portion of the composite value; and generating the composite trading order; determine, based at least in part on the composite trading order, one or more constituent trading orders, wherein the one or more constituent trading orders are configured to, if filled, satisfy the composite trading order; submit, on behalf of the trader, the one or more constituent trading orders to the one or more market centers; monitor whether the one or more constituent trading orders are filled successfully in the one or more market centers; determine that at least one constituent trading order of the one or more constituent trading orders was not filled successfully within a configurable time period; and determine one or more new constituent trading orders, wherein the one or more new constituent trading orders are configured to be substantially equivalent to an unfilled portion of the at least one constituent trading order.