Method and Apparatus for Providing Order Queue Information

A system for providing market information for a tradeable object, the system including:

• a computing device adapted to store a total quantity currently pending for a tradeable object for each of a plurality of prices where orders are pending at an exchange;
• a client device adapted to display a plurality of order indicators, each order indicator representing an estimation of orders pending at the exchange for each of the plurality of prices, the estimation of orders is based on the stored total quantity;
• wherein the computing device is further adapted to receive a plurality of market updates for the tradeable object where the plurality of market updates provide new total quantities associated with the plurality of prices;
• wherein the computing device is further adapted to update the stored total quantities to reflect the new total quantities, and for each price that comprises an updated total quantity:
• the computing device is further adapted to compare a new total quantity at a particular price with a stored total quantity at the particular price and the computing device is further adapted to estimate a new estimation of orders pending at the exchange for the particular price based at least in part on the comparison and the new total quantity at the particular price;
• and
• the client device is further adapted to update an order indicator for the particular price to reflect the new estimation of orders pending at the exchange for the particular price.