Filtered, Consolidated, Cryptocurrency Best Bid and Offer (FCCBBO) data feed and historical data server

Abstract

The FCCBBO provides investors, speculators and traders in cryptocurrency products with a unique, customized data feed that solves for several problems unique to the cryptocurrency markets. The ability to filter based on order size allows for efficient scanning of available order books as well as to understand the recent historical trading patterns. This, along with the unique ability to select which exchanges should be included based on the unique account status of software users at each exchange allows for a much more contextual view of the data. While other financial markets have examples of consolidated data feeds, none of them allow for multiple size filters and no commercial feeds support customizable exchange selection based on user account status. Those features are uniquely important in the cryptocurrency markets, which is what is the driver behind this invention.

What is claimed is: 
     
         1 . A method for processing quotes for product pairs, the method comprising:
 providing access to data filtered for a plurality of selectable order sizes; and   generating, for display, a user interface that includes a consolidated best bid and offer that is filtered by a plurality of order sizes over time.