Patent ID: 7558750

Claim:
A method for displaying information relating to a trading strategy involving a tradeable object being traded electronically on an electronic exchange, comprising: displaying, on a graphical user interface device, market information relating to a trading strategy, the market information comprising at least one bid quantity and at least one ask quantity that are displayed along a price axis, wherein the trading strategy comprises trading a plurality of tradeable objects such that an order to buy or sell a first tradeable object is based on a desired trading strategy price and further based on market conditions in at least one other tradeable object; defining, via a computing device, a plurality of price ranges, each price range having a tolerance parameter; determining, via the computing device, an acceptable range of prices a user is willing to accept for the trading strategy without re-pricing the order for the first tradeable object based on changing market conditions in the at least one other tradeable object of the trading strategy, at least one of the plurality of price ranges, and the associated tolerance parameter; determining, via the computing device, that a first price range of the plurality of price ranges controls the trading strategy, wherein the first price range comprises the desired trading strategy price; determining, via the computing device, a tolerance price range corresponding to the first price range, wherein the tolerance price range is determined based on the desired trading strategy price and a tolerance parameter for the first price range; graphically displaying, on the graphical user interface device, an order indicator at the desired trading strategy price along the price axis; graphically displaying, on the graphical user interface device, a first indicator along the price axis, the first indicator representing the first price range; and graphically displaying, on the graphical user interface device, a second indicator along the price axis, the second indicator representing the tolerance price range.