Abstract: Apparatus and methods for managing messages in a computer system are described. A plurality of order/quote messages is received via an input mechanism, and the order/quote messages are ranked based on the at least one ranking value parameter at a first ranking unit. At least one top ranked order/quote message is sent from the first ranking unit to a matching unit, and the top ranked order/quote messages are matched at the matching unit.

Abstract: Apparatus and methods for managing messages in a computer system are described. A plurality of order/quote messages is received via an input mechanism, and the order/quote messages are ranked based on the at least one ranking value parameter at a first ranking unit. At least one top ranked order/quote message is sent from the first ranking unit to a matching unit, and the top ranked order/quote messages are matched at the matching unit.

Abstract: A monitoring system for monitoring trade at an electronic exchange comprises memories related to a specific time interval. A trade occurring during that time interval or a parameter value related to the trade is recorded to a memory related to the time interval. At a point in time, a recent trade parameter is determined based on the accumulated trade parameter values in the memories. Based on the recent trade parameter and some rules and operators, one or more monitoring actions is executed.

Abstract: A method for managing messages in a computer system is described. The method comprising the steps of; receiving a plurality of order/quote messages via an input mechanism, ranking the order/quote messages based on the at least one ranking value parameter at a first ranking unit, sending at least one top ranked order/quote message from the first ranking unit to a matching unit, matching the top ranked order/quote messages at the matching unit. A computer system and a processor for inter alia performing the method are also enclosed.

Abstract: The present invention relates to a monitoring system and method for monitoring trade at an electronic exchange. The system comprises memories being related to a specific time interval. A trade occurring during that time interval or a parameter value related to the trade is recorded to the memory related to the time interval. At a point in time a recent trade parameter is determined based on the accumulated trade parameter values in the memories. Based on the resent trade parameter and some rules and operators one or more monitoring actions is executed.