Patent ID: 7707086

Claim:
A device for processing and displaying market data associated with a trading strategy involving at least two commodities traded electronically on at least one electronic exchange, comprising: a processor configured to execute code including instructions to display an interface for receiving a first market data feed having price information corresponding to pending orders for a first commodity, and a second commodity; and an output device associated with the processor and configured to display: a price axis corresponding to a plurality of price levels representing the trading strategy calculated based on the price information, a first indicator at a highest bid area in relation to a highest bid price level on the price axis associated with a highest bid price currently available according to the trading strategy, where the first indicator moves relative to the price axis to a new highest bid area relative to a new highest bid price level on the price axis according to a change in the highest bid price, and a second indicator at a lowest ask area in relation to a lowest ask price level on the price axis associated with a lowest ask price currently available according to the trading strategy, where the second indicator moves relative to the price axis to a new lowest ask area relative to a new lowest ask price level on the price axis according to a change in the lowest ask price.