Patent ID: 7844532

Claim:
A computer-implemented method for displaying market information on a trading screen, the method comprising: receiving by a computing device market information for a tradeable object from an electronic exchange; generating by the computing device a plurality of price levels along a static axis of prices, the plurality of price levels pertaining to the market information for the tradeable object; consolidating by the computing device a first portion of the plurality of price levels along the static axis of prices, wherein the first portion does not include a highest bid price level or a lowest ask price level, wherein every two or more price levels of the first portion are grouped into a consolidated price level, and wherein the step of consolidating the first portion of the plurality of price levels results in a plurality of consolidated price levels; consolidating by the computing device quantity indicators for the every two or more price levels of the first portion into a consolidated quantity indicator, wherein the consolidated quantity indicator corresponds to the consolidated price level, and wherein the step of consolidating the quality indicators for every two or more price levels of the first portion of the plurality of price levels results in a plurality of consolidated quantity levels; displaying by the computing device the plurality of consolidated price levels for the first portion of the plurality of price levels along the static axis of prices; displaying by the computing device the plurality of consolidated quantity indicators for the first portion of the plurality of price levels along the static axis of prices in alignment with the plurality of consolidated price levels; displaying by the computing device a second portion of the plurality of price levels along the static axis of prices without consolidation, wherein the second portion includes at least one of the highest bid price level and the lowest ask price level, wherein the first portion and the second portion align to form the static axis of prices; and displaying by the computing device quantity indicators for the second portion of the plurality of price levels in the static axis of prices in alignment with the second portion of the plurality of price levels, wherein the quantity indicators for the second portion are un-consolidated.