Limit Order Books

by Aymen Jedidi, Marouane Anane, Fraedaeric Abergel, et al.

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 of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way...

• Format: Hardcover
• Language: English
• ISBN: 1107163986
• ISBN13: 9781107163980
• Release Date: May 2016
• Publisher: Cambridge University Press
• Length: 238 Pages
• Weight: 1.44 lbs.
• Dimensions: 0.7" x 7.5" x 10.1"