Patent ID: 8131628

Claim:
A brokerage aggregation system including an order execution device having a computer processor and a main memory, comprising: an input interface of the order execution device configured to receive a single electronic message including a plurality of activity requests, each activity request being directed to a corresponding brokerage service firm from among a plurality of brokerage service firms, and the electronic message being sent by a user to the input interface in a first predetermined format; a plurality of output interfaces, each output interface configured to connect to a corresponding brokerage service firm of the plurality of brokerage service firms, and to transmit each of the plurality of activity requests in one of a plurality of second predetermined formats, wherein each of the plurality of second predetermined formats corresponds with a corresponding brokerage service firm from among the plurality of brokerage service firms; and a controller of the order execution device configured to receive the electronic message including the plurality of activity requests, simultaneously extract each activity request from among the plurality of activity requests included in the single electronic message, determine to which of the plurality of output interfaces each of the plurality of activity requests is to be transferred for subsequent transmission to the corresponding brokerage service firm, reformat each of the plurality of activity requests from the first predetermined format to the second predetermined format corresponding to the output interface previously determined, and transfer each of the plurality of activity requests after reformatting to the output interface previously determined for subsequent transmission to the corresponding brokerage service firm based on an association between respective of the plurality of output interfaces and the plurality of brokerage service firms, wherein each corresponding brokerage service firm transfers each plurality request to a corresponding clearing exchange associated with said each plurality request, wherein the controller further comprises: a storage unit configured to store a predetermined table, the predetermined table storing an identification of a user, an identification of a financial instrument, and a destination for each of the plurality of activity requests, wherein the controller is configured to determine the destination to which of the plurality of output interfaces the plurality of activity requests are to be transmitted based on the predetermined table, and a data interface configured to receive information data from an information provider, the received information including a trading availability status of a financial instrument at the destination, wherein the controller is further configured to update the predetermined table to optimize the destination based on the information data received.