Patent ID: 8682775

Claim:
A system including: a gateway, wherein the gateway is configured to receive market data associated with a tradeable object, wherein the market data includes quantity information in a flow-based unit; wherein the gateway is configured to convert the quantity information in the flow-based unit to converted quantity information in a contract-based unit; wherein the gateway is configured to provide the converted quantity information to a trading station; wherein the gateway is configured to receive a first message from the trading station to initiate placement of an order to buy or sell the tradeable object, the first message including an order quantity parameter in the contract-based unit; wherein the gateway is configured to convert the order quantity parameter in the contract-based unit to a converted order quantity parameter in the flow-based unit; and wherein the gateway is configured to send a second message to buy or sell the tradeable object, wherein the second message includes the converted order quantity parameter in the flow-based unit.