Interprogram communication using messages related to groups of orders

A system comprising:

• a first processor configured to execute a first program, the first program configured to:
• receive a first message indicating a first order, in which the first order defines a first side of a first trade for a first financial instrument,
• receive a second message indicating a second order, in which the second order defines a second side of a second trade for a second financial instrument,
• determine that an order management system of a participant includes a third order that defines an opposite side to the second side of the second trade for the second financial instrument,
• transmit a first message to a second program requesting an acceptance to enter into the first trade and the second trade,
• receive a second message indicating the acceptance, and
• in response to receiving the second message, facilitate execution of the first trade and the second trade;
• and
• a second processor configured to execute the second program, the second program configured to:
• receive the first message from the first program,
• in response to receiving the first message, provide a request for the acceptance to an operator of a computer,
• receive an indication of a positive response from the operator, and
• in response to receiving the positive response, transmit the second message to the first program.