Trading Interface Historical Market Depth Visualization
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Solution Overview
Problem
Traders in electronic trading environments lack the ability to view historical market activity, which limits their insight into market patterns and decision-making, as existing displays only provide current market information without historical context.
Innovation Solution
A trading application and interface that displays historical market information, including historical bid and ask quantities at various price levels, using color-coding and graphical representations to differentiate and visualize past market activity, allowing traders to analyze market depth over time.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Speed
If current market information is displayed, then real-time trading capability is improved, but historical market context is lost
Solution Approach 1:
The patent adds a temporal dimension to the market display by incorporating historical market data alongside current market information. The interface displays multiple timeframes (e.g., current, 5-minute, 15-minute, 30-minute, 60-minute historical data) in a multi-dimensional grid format, allowing traders to simultaneously view real-time prices and historical patterns without sacrificing either real-time capability or historical context.
2Device complexity
If only current market depth is displayed, then display simplicity is improved, but market pattern recognition is limited
Solution Approach 1:
The patent segments historical market data into discrete time intervals (5-minute, 15-minute, 30-minute, 60-minute blocks) and organizes them in a structured grid format. Each cell in the grid represents a specific time period with its corresponding bid/ask quantities and prices. This segmentation allows complex historical data to be presented in an organized, easily interpretable manner that maintains display simplicity while enabling pattern recognition.
Solution Approach 2:
The patent transforms one-dimensional current market depth data into a multi-dimensional display that includes time as an additional dimension. By arranging historical data across multiple timeframes in a grid structure with price levels as rows and time periods as columns, the system enables traders to visually identify patterns, trends, and resistance levels that would be invisible in simple current-only displays.
3Loss of information
If historical market data is collected and displayed, then market analysis capability is improved, but information processing complexity increases
Solution Approach 1:
The patent extracts only the essential market data elements needed for analysis—bid quantities, ask quantities, and price levels—at specific time intervals. Rather than processing and displaying all available market data, the system selectively extracts and presents the most relevant information (outstanding bids and asks at key price levels) in an organized format, reducing processing complexity while maintaining analytical capability.
Data Source
AI summary
Trading software may receive information from an exchange. The trading software may track historical bid and ask information for a tradeable object. The trading software may display historical market depth information for the tradeable object on a trading screen.