Patent ID: 7873565

Claim:
An apparatus, comprising: a processor; and a memory, wherein the memory stores instructions that, when executed, cause the processor to: identify a plurality of different trading products, wherein the plurality of different trading products comprises a first trading product, and wherein identifying the plurality of different trading products comprises, for each trading product of the plurality of different trading products other than the first trading product, 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 the plurality of different trading products; determine, based at least in part on the market data and the plurality of different trading products, a composite value, wherein determining the composite value comprises: determining one or more respective weighted quantities of one or more trading products of the plurality of different trading products other than the first trading product; and summing a particular quantity of the first trading product and the one or more respective weighted quantities; perform at least one of: receiving, from a trader, a composite trading order for at least a portion of the composite value; and generating the composite trading order; and 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, combine to satisfy the composite trading order; and transmit, on behalf of the trader, the one or more constituent trading orders to the one or more market centers.