An apparatus for processing a composite trading order comprises an
interface operable to display a composite value representing a weighted
quantity of a plurality of trading products. The apparatus further
comprises a processor operable to receive at least one input representing
a composite trading order, wherein the at least one input comprises a
quantity that is equal to at least a portion of the weighted quantity.
The at least one input is usable to generate one or more constituent
trading orders that, when filled, combine to satisfy the composite
trading order.