Abstract: A method is disclosed. The method includes obtaining displayed price information for a product pair from a consolidated order book created from a user-selected exchange group, obtaining fee information for all exchanges in the consolidated order book for the product pair from publicly available sources of the exchanges, determining final price information for the product pair based on a comparison of discrete order sizes and the displayed price information for the product pair from the consolidated order book, and displaying, in a user interface, the final price information without displaying the individual displayed prices from the consolidated order book.

Abstract: The invention provides methods and systems for crossing securities orders. A first order to buy or sell a particular security is received, the first order including at least information reflecting quantity of the first order. A second order to buy or sell the security is received, the second order including at least information reflecting price of the second order and information reflecting quantity of the second order, wherein the first order and second order are compatible for a cross. A crossing size is identified as a quantity of the second order that is less than or equal to the quantity of the first order. An excess size is identified as a quantity of the second order that is greater than the quantity of the first order. A third order is created for the security, the third order having at least information reflecting a quantity that is equal to the excess size. The third order is sent to a securities market for execution, and a best bid or best offer price is determined for the security.