1. A system for providing the execution probability of a limit order of at least one financial interest, the system comprising at least one computer, at least one database comprising financial trade data of the at least one financial interest, and programming stored on a computer readable medium or media that when executed causes the at least one computer to: calculate a frequency of trade execution of the at least one financial interest; calculate a price movement of the at least one financial interest; calculate a distribution of trade volumes of the at least one financial interest; determine a current market state of the at least one financial interest; and calculate an execution probability of a limit order of the at least one financial interest within a given time period based on the calculated frequency of trade execution, the calculated price movement, the calculated distribution of trade volumes, and the determined current market state.