The present embodiments are provided to facilitate the automatic trading
of spreads in a fast and accurate manner. One or more market data feeds
that contain market information for tradeable objects are received at an
exchange. A spread data feed is generated in response to the market data
feeds and from one or more spread setting parameters, which can be
entered by a user. The spread data feed is preferably displayed in a
spread window as bid and ask quantities associated with an axis or scale
of prices. The user can enter orders in the spread window and the legs
will be automatically worked to achieve, or attempt to achieve, the
spread. In addition, other tools disclosed herein may be utilized to
assist the user in making such trades.