Virtually all of my current work is with that goal (logicscope.com). The group took a dirty problem - integrating dispirate banking systems - and wrote a cool abstraction that lets it work as a multiadapter. Plus support, configuration management, etc, etc. By accident, the system also turns out to be a not-entirely-elegant but much cheaper and easier-to-work-with replacement for MQ for many settings.
The idea of queueing and releasing a chain of transactions on the trading side of the transaction may be interesting but I can't see it yet. Are you referring to situations in which you do a single "trade" but with a complex series of legs? If so - this already exists in some organisations but is not widely supported by APIs or major GUI interfaces yet. Or are you thinking more of forming a position across a range of positions and then unleashing it? This could be useful, but I'm not sure who you'd target it at. The banks are likely to have internal software teams doing a mixed job of delivering this sort of fn already, and I'm not sure how you could base a startup on it. I expect there would be some hedge funds that could do this to come up with interesting situations - for example - setting up pricing queues for stocks floated on multiple exchanges and currencies and then doing automatic arbitrage based on this. Algorithmic trading isn't my speciality though, and I'm sure there are smart people doing this already :)