Patent ID: 8595111

Claim:
A system including: a computing device, wherein the computing device is configured to receive a selection command to select a group of strategy orders, wherein the group of strategy orders is a subset of a plurality of strategy orders for a trading strategy, wherein the trading strategy is specified by a definition and includes a first leg and a second leg, wherein the first leg corresponds to a first tradeable object and the second leg corresponds to a second tradeable object, wherein each strategy order in the group of strategy orders is associated with a desired strategy price and a first leg order at a first price for the first tradeable object, wherein the first price of the first leg order of each strategy order in the group of strategy orders is determined according to the definition for the trading strategy based on the desired strategy price of the strategy order and market data for the second tradeable object; wherein the computing device is configured to receive a parameter command, wherein the parameter command includes a tolerance parameter; wherein the computing device is configured to assign the tolerance parameter to each strategy order in the group of strategy orders in response to receiving the parameter command; and wherein the computing device is configured to work the first leg order of each of the strategy orders in the group of strategy orders according to the definition for the trading strategy based on the desired strategy price of the strategy order, the market data for the second tradeable object, and the tolerance parameter assigned to the strategy order.