Patent ID: 7529707

Claim:
A method, comprising: in a market for a particular type of instrument, a processing device receiving electronic data including trading orders that have been placed on a trading exchange, the trading orders having associated prices; the processing device determining that the price of a particular trading order differs from at least one comparison price by more than a threshold value; the processing device receiving from a particular trader a subsequent trading order having an original price that would trade with the price of the particular trading order; and based at least in part on (i) determining that the price of the particular trading order differs from the at least one comparison price by more than the threshold value and (ii) the subsequent trading order having the original price that would trade with the price of the particular trading order, the processing device: communicating, via a display, an alert message regarding the subsequent trading order to the particular trader; and preventing the subsequent trading order from trading with the particular trading order at least until a response to the alert message is received from the particular trader; wherein the received trading orders are in respective ones of a plurality of trading order stacks; wherein the particular trading order is promoted to a top of its respective trading order stack; and wherein determining that the price of the particular trading order differs from the at least one comparison price by more than the threshold value is made in response to the particular trading order being promoted to the top of its respective trading order stack.