Patent ID: 7788162

Claim:
A method implemented at least partially in a programmed computer for representing broker buying interest in a security, the method comprising: using the programmed computer to automatically receive broker interest to buy a security at a first price and a first size; using the programmed computer to automatically determine whether the first price equals a published best bid price; if the first price equals the published best bid price, using the programmed computer to automatically include the first size in the published bid; using the programmed computer to automatically determine whether the first price is less than the published best bid price; and if the first price is less than the published best bid price, using the programmed computer to automatically block any disclosure to other brokers of the first size and first price of the broker interest, wherein blocking any disclosure to the other brokers means that while disclosure to the other brokers is blocked, the other brokers are not provided with information on either the first size or the first price of the broker buying interest in the security.