Abstract: A GUI display, method and system facilitating electronic trading. The GUI display presents market scope for a traded instrument, including showing and differentiating the current market from at least one selected historical market. A separately denoted last traded price may also be displayed. Preferably, an order entry tool, including a plurality of bids, offers and aligned price entries for the traded instrument, is aligned with the market scope display. In one preferred embodiment, the graphical display includes histograms color-coded to show ranges of offers and bids, and to separately denote the last traded price.

Abstract: A method for optimizing the rate at which an order-related message is received by an electronic market. Passive messages may be transmitted along different order routes from a user/trader to an electronic market. The fastest or most expeditious route may be calculated, and active messages may then be transmitted along this route. Active message times may then be calculated, and these times may be used to again calculate the fastest or most expeditious routes.

Abstract: A GUI display and method for mapping market prices and volumes for facilitating electronic trading of a traded instrument. A plurality of prices in the market are displayed for the traded instrument, together with a plurality of corresponding market volumes. Each of the market values may be positioned on the display in a two-dimensional “map” or range of ascending or descending order based on quantity, enabling a trader to quickly assess price levels and relative sizes of corresponding volumes which are active in the market. Working limit orders and working stop orders corresponding to the prices may also be displayed. Aggregate order quantities and/or orders in queue may be displayed. The volume range of the market volumes may be adjusted.

Abstract: A method and system for estimating and displaying the time position of queued electronic orders to market participants, whether the price and volume data for the orders is distributed by an electronic market using an aggregate volume distribution method or an order volume distribution method, by applying a worst case order queue position estimate.

Abstract: A method, and a graphical user interface and communicating user input device, for use in electronic trading an instrument on an electronic exchange having an inside market. Aligned dyamic bid, dynamic offer and dynamic price ladders are displayed, either in conventional grid format or in “price wheels” or other spatial configurations, which may include regions of expanded and compressed data to enhance both trader viewing and spatial and trading efficiency. Using the present invention, order parameters for a potential trade order may be displayed using an initial single user action; during display, the dynamic price ladder may continue to move, and may be displayed, without affecting the display of selected order parameters. Different order parameters may also be selected and, when desired, via a final single user action, a trade with the desired order parameters may be executed (i.e., sent to the electronic exchange).