Tracking liquidity order

A computer system comprising:

• (a) a posting market center computer coupled to a plurality of external data sources via a network, the posting market center computer having at least one non-transitory computer-readable storage medium with at least one region for storing executable program code and at least one processor for executing the program code stored in the computer-readable storage medium, the program code defining at least one order matching engine and an order book;
• and
• (b) an interface of the posting market center computer defined by the program code for receiving displayed and nondisplayed orders, at least one of the nondisplayed orders including a tracking liquidity order,
• the at least one interface configured to receive, from among the external data sources, an incoming order that is eligible for routing to an away market among the external data sources,
• the order matching engine interacting with the interface and configured to:
• store, in the order book, the displayed and nondisplayed orders,
• determine to prevent said incoming order that is eligible for routing to the away market from being routed to the away market;
• and
• execute said incoming order against the tracking liquidity order without routing said incoming order to the away market.