A system and method for prioritized data delivery in an electronic trading
environment are described herein. According to one example embodiment, by
prioritizing the messages associated with a tradeable object, the
bandwidth and system resource usage may be optimally reduced, and any
loss of priority content in the messages sent between the network device
and the client device may be reduced. An example method includes
associating different priority levels with messages comprising market
data. Messages containing market information related to the inside market
may be associated to a higher priority level. Whereas messages containing
market information relating to the quantities at prices outside the
inside market may be associated with a lower priority level. Based on the
priority level associated with a message, a network device may send the
message directly to the client device or store the message in a data
structure until a pre-defined condition is satisfied.