Dynamic selection of a quoting leg based on liquidity

摘要

Certain embodiments of the present inventions provide for dynamic selection of a quoting leg based on liquidity. Certain embodiments of the present inventions utilize various techniques for determining the liquidity of one or more legs. Certain embodiments provide for selecting a leg to quote based on the determined liquidity. Certain embodiments provide a configuration interface for specifying techniques to be used in determining a liquidity value for a particular tradeable object. Certain embodiments provide for liquidity indicators being presented in various user interfaces.