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Limit order books
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests o...
| Autores principales: | , , , , |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2016
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1017/CBO9781316683040 http://cds.cern.ch/record/2706218 |