A method for trading a security in an electronic market includes entering
an order at a client station for executing against any market participant
that can at least in part satisfy the order, determining a threshold for
executing the entered order based on an inside price of the security in
the electronic market, matching a portion of the entered order at a
server system against interest in the market that does not exceed the
determined threshold, and returning any unmatched portion of the entered
order that can not be matched by the interest in the market without
exceeding the determined threshold.