Patent Document ID: 9721299
Application ID: 14314250
Patent Flag: 1

Claim One:
1. A system configured to generate market information based on causally linked events, the system comprising a computing device in communication with a market for a tradable object, the computing device including a memory to store a trading application and a processor to execute computer-readable instructions included in the trading application, the computing device comprising improvements configured to: receive a data message associated with the tradable object, wherein the data message includes an instruction to initiate a market event; determine if the initiated market event results in the generation of two or more market messages relating to the initiated market event; classify the generated two or more market messages as part of a sequence of causally linked market messages that relate to the initiated market event; queue the sequence of causally linked market messages; detect an end of the sequence of causally linked market messages; generate a logically reduced market data message construct descriptive of the two or more market messages represented by the queued sequence of causally linked market messages, wherein the logically reduced market data message construct groups together market messages related to the initiated market event; and transmit the logically reduced market data message construct from the computing device to a receiving computing device.