Patent ID: 7742962

Claim:
A method for coalescing market data at a client device, the method comprising the steps of: receiving by a client device in a first thread at a client device a first market data update for a tradeable object from an electronic exchange; storing by the client device the first market data update in a shared data structure, wherein the shared data structure is shared between the first thread and a second thread; notifying by the client device a graphical user interface running in the second thread of the first market data update; receiving by the client device in the first thread at the client device a second market data update for the tradeable object from the electronic exchange subsequent to the step of notifying; replacing by the client device the first market data update in the shared data structure with the second market data update before the first market update is received by the graphical user interface; and retrieving by the client device the second market data update from the shared data structure by the graphical user interface responsive to the step of notifying.