Patent ID: 8255314

Claim:
A method, comprising: receiving, by a processor of a computer, trading information for a first financial instrument from a first trading system, in which the first financial instrument may be traded with a second financial instrument in a second trading system using at least one conversion factor; determining, by the processor, a second quantity of the first financial instrument by multiplying a first quantity of the first financial instrument by a risk factor; selecting, by the processor, from the trading information, one or more available orders for the first financial instrument based on a value that defines a number of price levels; determining, by the processor, an availability of the second quantity of the first financial instrument over the one or more available orders for the first financial instrument, in which the one or more available orders comprises a best available order; and determining, by the processor, a price average for the first financial instrument based on the availability of the second quantity of the first financial instrument over the one or more available orders; in which an order price and size for the second financial instrument is provided in the second trading system based at least in part on the price average and the at least one conversion factor.