Method and Interface for Historical Display of Market Information

Abstract

Trading software may receive information from an exchange. The trading software may track historical bid and ask information for a tradeable object. The trading software may display historical market depth information for the tradeable object on a trading screen.

1 . (canceled) 
     
     
         2 . An electronic computing device comprising:
 an electronic processor; and   an electronic display coupled with the electronic processor and configured to display:   a bid indicator for at least one of a plurality of bid orders for a tradeable object, the bid indicator being displayed at one of a plurality of axially aligned price levels corresponding to a bid price of the at least one of the plurality of bid orders according to market information received from an electronic exchange during a current time,   an ask indicator for at least one of a plurality of ask orders for the tradeable object, the ask indicator being displayed at one of the plurality of axially aligned price levels corresponding to an ask price of the at least one of the plurality of ask orders according to the market information received from the electronic exchange during the current time,   a total bid indicator for a total bid quantity available at the one of the plurality of axially aligned price levels corresponding to the bid price of the at least one of the plurality of bid orders during a prior time period, the total bid quantity being determined according to the market information received from the electronic exchange during the prior time period, and   a total ask indicator for a total ask quantity available at the one of the plurality of axially aligned price levels corresponding to the ask price of the at least one of the plurality of ask orders during the prior time period, the total ask quantity being determined according to the market information received from the electronic exchange during the prior time period.   
     
     
         3 . The electronic computing device of  claim 2  where the total bid indicator is displayed along the at least one of the plurality of axially aligned price levels corresponding to the bid price. 
     
     
         4 . The electronic computing device of  claim 2  where the total ask indicator is displayed along the at least one of the plurality of axially aligned price levels corresponding to the ask price. 
     
     
         5 . The electronic computing device of  claim 2  where the display is further configured to display:
 a plurality of bid indicators along the plurality of axially aligned price levels, and 
 a plurality of ask indicators along the plurality of axially aligned price levels. 
 
     
     
         6 . The electronic computing device of  claim 5  where the plurality of bid indicators are displayed in a bid order region aligned with the plurality of axially aligned price levels and the plurality of ask indicators are displayed in an ask order region aligned with the plurality of axially aligned price levels. 
     
     
         7 . The electronic computing device of  claim 2  where the total bid indicator is displayed in a prior bid region aligned with the plurality of axially aligned price levels, and where the total ask indicator is displayed in a prior ask region aligned with the plurality of axially aligned price levels. 
     
     
         8 . The electronic computing device of  claim 2 , where the electronic display is further configured to display:
 a plurality of total bid locations for each of a plurality prior time periods, each of the plurality of total bid locations being aligned with the plurality of axially aligned price levels, and   at least one total bid indicator along at least one of the total bid locations, where the at least one total bid indicator is determined according to a total bid quantity available during the at least one of the plurality of prior time periods for the at least one of the total bid location for the at least one of the one of the plurality of axially aligned price levels with which the at least one of the total bid locations is aligned.   
     
     
         9 . The electronic computing device of  claim 8  where a number of the prior time periods is variable. 
     
     
         10 . The electronic computing device of  claim 2 , where the electronic display is further configured to display:
 a plurality of total ask locations for each of a plurality prior time periods, each of the plurality of total ask locations being aligned with the plurality of axially aligned price levels, and   displaying at least one total ask indicator along at least one of the total ask locations, where the at least one total ask indicator is determined according to a total ask quantity available during the at least one of the plurality of time periods for the at least one of the total ask location for the at least one of the one of the plurality of axially aligned price levels with which the at least one of the total ask locations is aligned.   
     
     
         11 . The electronic computing device of  claim 10  where a number of the prior time periods is variable. 
     
     
         12 . The electronic computing device of  claim 2  where an amount of time of the prior time period is variable. 
     
     
         13 . The electronic computing device of  claim 2 , further comprising:
 a user input device coupled with the electronic processor and configured to receive a user command to select and place an icon in one of a plurality of order entry locations of an order entry region aligned with an associated one of the plurality of price levels of the price axis; and   an order router coupled with the electronic processor and configured to submit an order to the electronic exchange in response to receiving the user command, the order having a price corresponding to the associated one of the plurality of price levels.   
     
     
         14 . The electronic computing device of  claim 2 , further comprising:
 a user input device coupled with the electronic processor and configured to receive a user command to select and place an icon in one of a plurality of order entry locations aligned with an associated one of the plurality axially aligned price levels; and   an order router coupled with the electronic processor and configured to submit an order to the electronic exchange in response to receiving the user command, the order having a price corresponding to the associated one of the plurality of axially aligned price levels.   
     
     
         15 . The electronic computing device of  claim 14  where the user command establishes an order quantity for the order. 
     
     
         16 . An electronic computing device comprising:
 an electronic processor; and   an electronic display coupled with the electronic processor and configured to display:
 a plurality of order indicators in an order region aligned with a plurality of axially aligned price levels, each order indicator of the plurality of order indicators being associated with at least one order available for a tradeable object during a current time and being displayed along one of the plurality of axially aligned price levels corresponding to a price for the at least one order; and 
 a total quantity indicator along each price level of the plurality of axially aligned price levels at which an order indicator is displayed during a prior time period, the total quantity indicator being displayed for each time period of a plurality of prior time periods and representing a total order quantity available for the tradeable object during the prior time period. 
   
     
     
         17 . The electronic computing device of  claim 16 , further comprising:
 a user input device coupled with the electronic processor and configured to receive a user command to select and place an icon in one of a plurality of order entry locations aligned with an associated one of the plurality axially aligned price levels,   an order router coupled with the electronic processor and configure to submit an order to an electronic exchange in response to receiving the user command, the order having a price corresponding to the associated one of the plurality of axially aligned price levels.   
     
     
         18 . The electronic computing device of  claim 17  where the user command establishes an order quantity for the order.