Patent ID: 7769656

Claim:
A computer based method for providing market information for a tradeable object listed with an exchange, the method comprising: storing by a computing device a total quantity currently pending for the tradeable object for each of a plurality of prices where orders are pending at the exchange; displaying by a client device a plurality of order indicators, each order indicator representing an estimation of orders pending at the exchange for each of the plurality of prices, the estimation of orders is based on the stored total quantity; receiving by the computing device a plurality of market updates for the tradeable object where the plurality of market updates provide new total quantities associated with the plurality of prices; updating by the computing device the stored total quantities to reflect the new total quantities, and for each price that comprises an updated total quantity: comparing by the computing device a new total quantity at a particular price with a stored total quantity at the particular price; estimating by the computing device a new estimation of orders pending at the exchange for the particular price based at least in part on the comparison and the new total quantity at the particular price; and updating by the client device an order indicator for the particular price to reflect the new estimation of orders pending at the exchange for the particular price.