Limit-order-book posts
A sell limit order is analogous; it can only be executed at the limit price or higher. ... If it is not filled, it still held on the order book for later execution. ... Limit Order Book Definition - Definition of Limit Order Book Definition on Investopedia - A record of unexecuted limit orders maintained by the specialist. limit order book. The agent faces an inventory risk due to the ... Indeed, the availability of high frequency data on the limit order book (see ...
09/08/2010
Order (exchange) - Wikipedia, the free encyclopedia
09/08/2010
Limit Order Book Definition
09/08/2010
High-frequency trading in a limit order book
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