Patent ID: 8224740

Claim:
An apparatus comprising at least one computing device having control logic associated therewith that when executed makes the computing device operable to: receive from a first work station an order, in which the order comprises a first price and a size; receive from a second work station a trading command against at least a portion of the size of the order; prior to executing the trading command, change the order from the first price to a second price; and execute the trading command against the order at the first price; in which the control logic, that when executed, makes the computing device further operable to determine that a time at which the order is changed to the second price is within a predetermined time interval prior to a time of the trading command; and in which to execute the trading command against the order at the first price comprises to execute the trading command against the order at the first price based at least in part on determining that the time at which the order is changed to the second price is within the predetermined time interval prior to the time of the trading command.