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Limit Order Books
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Book cover for 9781107163980
With Frederic Abergel, Anirban Chakraborti, Ioane Muni Toke, Aymen Jedidi | from Cambridge Univ Pr (October 1, 2017)
9781107163980 | details & prices | List price $64.99
About: 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.