Patent ID: 7917426

Claim:
A method for processing and displaying data for use in electronic trading, the method comprising: displaying an indicator associated with a total traded quantity in relation to a price level of a plurality of price levels at which a tradeable object is traded at an electronic exchange, wherein the total traded quantity is determined at the price level for a first time period defined between a predefined start time and a current time, wherein the total traded quantity is determined using market updates being received from the electronic exchange; dynamically determining by a computing device a traded quantity for a second time period at the price level using market updates being received from the electronic exchange, wherein the second time period is associated with a moving time window corresponding to a predetermined number of time units of the first time period; subdividing the indicator to graphically represent a portion of the total traded quantity that corresponds to the traded quantity during the second time period; dynamically updating the indicator to reflect the total traded quantity during the first time period; and dynamically updating the indicator to reflect the traded quantity during the second time period.