System and Method for Pre-Marshalling Messages in an Electronic Trading Environment

A system comprising:

• a computing device, wherein the computing device comprises an input device,
• wherein the computing device is configured to establish an electronic communication link with an electronic exchange, the electronic communication link configured to communicate a plurality of electronic messages from the computing device to the electronic exchange, each electronic messages of the plurality of electronic message having a first portion and a second portion;
• wherein the computing device is configured to receive, via the input device, a first user input identifying a first condition for determining whether to assemble a first portion of a message for an electronic communication for an order for a tradeable object from the computing device to the electronic exchange, the message having at least the first portion and a second portion;
• wherein the computing device is configured to detect the first condition for determining whether to assemble the first portion of the message;
• wherein the computing device is configured to, in response to detecting the first condition, assemble the first portion for the message for the tradeable object, and store the message with the first portion without the second portion of the message, where the stored message with the first portion is incomplete;
• wherein the computing device is configured to receive, via the input device, a second user input identifying a second condition for transmitting the message to an electronic exchange;
• wherein the computing device is configured to detect the second condition for transmitting the message to an electronic exchange;
• and
• wherein the computing device is configured to, in response to detecting the second condition, assemble the second portion of the message for the tradeable object according to a second set of information available at a second time, append the second portion of the message to the stored incomplete message with the first portion, generate in response to appending, a complete message, where the complete message includes at least the first portion and the second portion, and electronically send, via the electronic communication link, the complete message to the electronic exchange.