Limit Order Books photograph

Limit Order Books

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Originally published May 9, 2016
AuthorsIoane Muni Toke
Frédéric Abergel
Aymen Jedidi
Marouane Anane
Anirban Chakraborti
Date of Reg.
Date of Upd.
ID3075324
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About 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. . . .

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