System and method for providing electronic price feeds for tradeable objects

摘要

Systems and methods for a price feed generation are described. According to an example method described herein, upon receiving market information including a plurality of linear prices and order qualifications, a referenced price level is selected and a price feed message is generated to include the reference price level and the plurality of order quantities. The price feed message is then provided to client terminals. @feetS less C x 0d