Abstract: Methods and systems for providing network-based trading platforms with a continuous stream of up-to-date pricing date for derivatives by way of an externally based pricing-engine system. The pricing engine receives and process feeds of up-to-date information to derive up-to-date pricing data for complex derivative securities. Preferably, the up-to-date information feed is received in real time from a network-based source. The methods and systems of the invention then write the derived pricing data to the locations in cache memory of a network-based trading platform where pricing data is read.