Patent ID: 7945508

Claim:
A method for prioritized data delivery to a client in an electronic trading environment, comprising: receiving at an intermediary device a first message associated with a tradeable object; determining at the intermediary device that the first message comprises data associated with a low priority level; storing the data from the first message in a data structure, wherein the intermediary device is in communication with the data structure; determining at the intermediary device if a second message comprising data associated with a high priority level is received during a time period after the first message is received; when the time period expires and the second message was not received at the intermediary device during the time period, sending from the intermediary device the data associated with the low priority level to the client; and when the second message is received during the time period at the intermediary device, sending to the client from the intermediary device the data associated with the high priority level together with the data associated with the low priority level upon receiving the second message.