Method and interface for presenting last traded quantity information

Abstract

Trading software may receive trading information from an exchange. The trading software may use the trading information to compute an estimate of last traded total sweep quantity. The trading software may also display the last traded total sweep quantity on a trading screen.

1 . (canceled) 
     
     
         2 . A trading device for displaying trading information, the trading device comprising:
 an electronic processor; and   an electronic display coupled with the electronic processor and adapted to dynamically display an indicator for a last traded total sweep quantity value corresponding to a number of trades executed over a plurality of different price levels including a last traded price level for a tradeable object, where the last traded total quantity sweep value is dynamically determined in response to market updates for the tradeable object received from an electronic exchange.   
     
     
         3 . The trading device of  claim 2 , where the electronic display is further adapted to:
 dynamically display a quantity indicator associated with at least one order to buy the tradeable object in relation to a static axis of prices; and   dynamically display a quantity indicator associated with at least one order to sell the tradeable object in relation to the static axis of prices,   where the indicator is displayed in relation to the static axis of prices.   
     
     
         4 . The trading device of  claim 2  where the electronic display is further adapted to display an order entry region for receiving a user-command to submit an order for the tradeable object. 
     
     
         5 . The trading device of  claim 4  where the order entry region is displayed relative to a static axis of prices. 
     
     
         6 . The trading device of  claim 2  where the indicator fades out over a predetermined period of time. 
     
     
         7 . The trading device of  claim 2  where the market updates include a total traded quantity and a last traded quantity. 
     
     
         8 . The trading device of  claim 2  where electronic processor is configured to dynamically determine the last traded total sweep quantity value according to a difference between sequential total traded quantities. 
     
     
         9 . The trading device of  claim 2  where the market updates comprise a last traded quantity for a last traded price. 
     
     
         10 . The trading device of  claim 9  where the electronic display is further adapted to display the last traded quantity.