Patent ID: 7650305

Claim:
A system for generating a display of at least one side of a market, the system comprising a computer system having one or more computers and operable to: receive market data reflecting one or more offers, from a plurality of market participants, each offer comprising an offered price and an offered quantity; provide a plurality of offer bars representing the one or more offers from the plurality of market participants; divide each of the plurality of offer bars into one or more bar segments, each bar segment corresponding to a particular offer from a particular market participant; prioritize each bar segment within the plurality of offer bars by vertically positioning each bar segment in the plurality of offer bars according to a prioritization scheme; generate a display of the plurality of offer bars, the display comprising a price axis and a quantity axis, placement of each of the plurality of an offer bars along the price axis representing the offered prices for the one or more offers represented by each of the plurality of offer bars, height of each of the plurality of offer bars relative to the quantity axis representing an aggregate offered quantity for the one or more offers represented by each of the plurality of offer bars; access an average price specified by a user; calculate an offered quantity available at the specified average price based on the received market data; and indicate the calculated offered quantity within the display of the received market data.