Sticky Order Routers

A computer readable medium having instructions stored thereon, which when executed by a processor cause the processor to carry out acts comprising:

• assigning a trading session to a first order router in communication with an electronic exchange;
• monitoring transaction message traffic between the first order router and the electronic exchange to determine whether the transaction message traffic exceeds a predetermined threshold;
• and
• in response to determining that the transaction message traffic exceeds the threshold, re-assigning the trading session to a second order router in communication with the electronic exchange.

An order routing system comprising:

• a plurality of order routers in communication with an electronic exchange for communicating transaction messages, where each order router of the plurality of order routers communicates transaction messages for a plurality of associated assigned trading sessions and the electronic exchange;
• a transaction message traffic monitor configured to monitor transaction message traffic between each order router of the plurality of order routers and the electronic exchange;
• and
• an order router balancer configured to re-assign a trading session associated with a first order router to a second order router according to transaction message traffic between the first order router and the electronic exchange exceeding a first threshold.