An order room creates a linked order comprising a list of orders. The order room instructs trading processes to perform market discovery for the orders in the linked order. The trading processes, as well as market processes, operate on a platform. If an objective function is satisfied within a threshold determined by the order room, the linked order is sent to a platform process, which executes the orders only if each of the orders can be executed at a specified price. Generally, before sending the linked order to the platform process, the order room instructs its trading processes to obtain short term options from market processes, and then sends the short term options to the platform process. The platform process can adjust the expiration time of the short term options to guarantee the execution prices of the orders in the linked order.