Patent ID: 8694416

Claim:
A method of processing orders in a security trading system by one or more computing devices, the method comprising: receiving, by at least one of the one or more computing devices, a buy order comprising an upper limit and a conditional upper limit, wherein the upper limit and the conditional upper limit define a conditional buying price range in which the buy order can be executed under certain buying conditions; receiving, by at least one of the one or more computing devices, a sell order comprising a lower limit, a visible sell volume parameter and a hidden sell volume parameter; determining, by at least one of the one or more computing devices, whether said certain buying conditions are fulfilled; and executing, by at least one of the one or more computing devices, the buy order and the sell order against each other if at least said certain buying conditions are fulfilled; wherein the visible sell volume parameter specifies a first part of the volume of the sell order intended to be disclosed to all the customers of the security trading system; wherein the hidden sell volume parameter specifies a second part of the volume of the sell order intended not to be disclosed to all the customers of the security trading system; and wherein determining whether said certain buying conditions are fulfilled comprises determining whether the sum of said first part and said second part of the volume of the sell order is superior or equal to a threshold volume.