System and method for dynamically changing an electronic trade order quantity

A computer readable medium having stored therein instructions executable by a processor, wherein the instructions are executable to:

• send a first command to enter a first trade order for a first tradeable object, wherein the first trade order includes an order quantity, wherein the order quantity is based on a definition for a trading strategy, a desired strategy quantity, and market data for a second tradeable object, wherein the trading strategy includes the first tradeable object and the second tradeable object;
• detect a decrease in quantity available for the second tradeable object;
• determine a new quantity based on the definition for the trading strategy and the decrease in quantity available for the second tradeable object;
• and
• send a second command to decrease the order quantity of the first trade order to the new quantity when the decrease in quantity available for the second tradeable object conforms to a decrease parameter.