| 摘要 |
A system to disseminate attributable interest information includes an internal interface that receives attributable interest messages concerning a specific security that is traded on a computerized trading system. Each attributable interest message includes a lot size, a per unit value, and a market participant identifier. An interest grouping process groups the attributable interest messages according to their per unit values, forming a plurality of price level groups. An external interface publishes, over an information bus, the attributable interest messages included in one or more selected price level groups that are chosen from the plurality of price level groups.
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