Patent ID: 7356501

Claim:
A computer implemented method for providing an integrated display of price and volume of a market traded security comprising the steps of: a. receiving trading data of said security comprising price, time, and size of individual trades, and b. having a set of consecutive time intervals and a set of preselected price brackets, and c. computing a volume per price bracket for each said price bracket for each said time interval, each said volume per price bracket being an aggregate of said sizes of said trades executed at prices within the corresponding said price bracket and executed during the corresponding said time interval, and d. displaying the resulting data in a chart comprising a set of sequential price-volume bars, each said price-volume bar corresponding to one said time interval, and e. each said price-volume bar having graphical means for proportionately representing said volume per price bracket of each said price bracket, whereby traders considering said chart can compare trading volumes between said price brackets occurred during said time intervals, and therefore gain an enhanced knowledge of trading activity of said security.