Patent ID: 8195548

Claim:
A system including: a computing device including a processor and a storage device containing instructions that when executed by the processor: receive a selection command to individually select a strategy order, wherein the strategy order is for a trading strategy at a desired strategy price, wherein the trading strategy is specified by a definition and includes a first leg and a second leg, wherein the first leg corresponds to a first tradeable object and the second leg corresponds to a second tradeable object, wherein the strategy order is associated with a first leg order at a first price for the first tradeable object, wherein the first price is determined according to the definition for the trading strategy based on the desired strategy price and market data for the second tradeable object; receive a parameter command, wherein the parameter command includes a tolerance parameter; assign the tolerance parameter to the individually selected strategy order in response to receiving the parameter command; and work the first leg order according to the definition for the trading strategy based on the desired strategy price, the market data for the second tradeable object, and the tolerance parameter assigned to the individually selected strategy order.