Patent ID: 7685049

Claim:
A method for coalescing market data at a client device, the method comprising the steps of: receiving by client device a first market data update from an electronic exchange; storing via the client device the first market data update in a data structure; notifying via the client device a graphical user interface of the first market data update; receiving by the client device a second market data update from the electronic exchange after the step of notifying the graphical user interface of the first market data update, but before the graphical user interface retrieves the first market data update; updating by the client device the data structure based on the second market update by coalescing the first market data update with the second market data update into a coalesced market update, wherein coalescing the first market data update with the second market data update comprises replacing data related to a market data parameter from the first market data update with data related to the market data parameter from the second market data update; retrieving by the client device a market data update responsive to the step of notifying, wherein the coalesced market data update is retrieved by the graphical user interface; and displaying by the client device the retrieved market data update on the graphical user interface.