Abstract: Various techniques are disclosed whereby computer technology such as a client-server arrangement is specially configured to generate and display parallel coordinates graphs of financial instrument data on a display screen. In an example embodiment, progressive rendering techniques can be used to improve performance by reducing a perception of slowness with respect to the loading of a parallel coordinates graph.

Abstract: A computer-implemented method for managing portfolio-relevant content is implemented by a content management computer system coupled to a memory. The method includes receiving a set of assets associated with an investor account, transmitting an investment content request for an investment content associated with at least one asset of the set of assets, receiving the investment content including a plurality of investment content items, determining a plurality of content indicators associated with each investment content item, determining a set of relevant investment content including a plurality of display parameters based at least partially on at least a portion of the investment content and at least a portion of the set of assets, and providing the set of relevant investment content for display on a user device based on at least a portion of the display parameters.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on-separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: In an automated financial instrument brokerage system, during a first interval, data relating to option trades is stored in an old customer account database and data relating to equity trades is stored in a new customer account database. Also, customer account data is retrieved from both the old and new databases in response to activity requests. During a second interval, data relating to option trades and equity trades is stored in the new database and customer account data is retrieved from both the old and new databases in response to activity requests. After the second interval expires, the content of the old database is copied into the new database, data relating to option trades and equity trades is stored in the new database, and customer account data is retrieved from the new database in response to activity requests. The first and second intervals define a settlement period for equity trades.

Abstract: An improved interface for interacting with a user of financial instrument trading software is disclosed herein. The improvements include efficient user access to multiple accounts, the ability to quickly cancel open orders from an interface window, the display of real-time quote data within an order entry window, greater flexibility in viewing quote data within a quotes window and chart data within a chart window, the display of a high/low graph for a financial instrument in a quote window, improved visual highlighting techniques for notifying the user of significant data relating to a financial instrument, the ability to embed a chart from a chart window into a quote window, the ability to effectively link different user interface windows together such that a user action in one linked window will have an effect in another window linked thereto, and the ability to efficiently manage open orders within an open orders window.

Abstract: A system and method for creating an index value for evaluating market center execution quality. This can include a summation of at least two derived values selected from: an execution speed of a predetermined order of covered security orders that were executed at a market center; price improvement of a predetermined order of covered security orders that were executed at a market center; percentage of covered security orders that were executed at a market center at a quoted value or a better value; a percentage of covered security orders that were executed at outside the quoted value; and effective spread, which is as twice the difference between the securities execution price and the midpoint of a consolidated best bid or offer at the time of a securities order receipt. The index value can be utilized to compare market center executions provided in public data versus that provided by private data.

Abstract: A method and system for receiving an inputted request for information related to a financial instrument from a user with a first processor, where the request includes a financial instrument identifier. The request is processed to identify the financial instrument identifier. A plurality of data representative of a financial instrument associated with the financial instrument identifier is provided with at least one second processor. A dynamic advertisement is generated based on the received plurality of data. Preferably, the generated dynamic advertisement further includes a chart and text associated with the financial instrument. Preferably, the inputted request for information related to a financial instrument includes a Uniform Resource Locator (“URL”) that includes a query string and the query string includes the financial instrument identifier.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: Disclosed herein in a preferred embodiment is an automated financial instrument brokerage system wherein a front end layer interacts with customers to generate activity requests for an intermediate layer. The intermediate layer preferably processes the activity requests and places financial instrument orders on a financial market if appropriate. A backend layer preferably provides data to the intermediate layer for processing activity requests. Multiple heterogeneous front end customer applications may be supported by the same intermediate layer. Further, multiple backend layer applications may interact with the intermediate layer in a manner transparent to the front end layer. Further, scalability can be achieved be partitioning various tasks of the intermediate layer onto separate servers, and more preferably on separate redundant servers. Load balancers may then be used in the intermediate layer to provide distributed access to these servers.

Abstract: A system and method for creating an index value for evaluating market center execution quality. This can include a summation of at least two derived values selected from: an execution speed of a predetermined order of covered security orders that were executed at a market center; price improvement of a predetermined order of covered security orders that were executed at a market center; percentage of covered security orders that were executed at a market center at a quoted value or a better value; a percentage of covered security orders that were executed at outside the quoted value; and effective spread, which is as twice the difference between the securities execution price and the midpoint of a consolidated best bid or offer at the time of a securities order receipt. The index value can be utilized to compare market center executions provided in public data versus that provided by private data.