limit order book

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More than 10.000 documents for limit order book

- Self-Regulatory Organizations; Proposed Rule Changes:
...) may electronically submit for execution an order it represents as agent on behalf of a public custo... not smaller than one cent) better than any limit order on the limit order book on the same side of ...
- FR, August 16, 2010
- Notices
- Securities and Exchange Commission
- Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists
We examine daily and intraday spreads and depth for both the specialist and limit order book. Spreads are lower and depth is greater on Tuesday than the other days of the week. This increased depth on Tuesday can be attributed to the limit order book. Quoted depth from both the specialist and limit order book exhibits an inverted U-shaped pattern on an intraday basis. We also find that the specialist provides less depth, on average, than the limit order book. This finding holds on a daily and an intraday basis.
- Quarterly Journal of Finance and Accounting; QJFA
- Vol. 44 Nbr. 3/4, July 2005
- 3DStockCharts.com Begins Real-Time Integrated ECN Limit Order Book Combining Island/Archipelago Data.
Business Editors SANTA BARBARA, Calif.--(BUSINESS WIRE)--July l2, 2000 Continuous, Online Presentation of Transparent Buy/Sell Data from Multipl...
- Business Wire
- July 12, 2000

- Aitken, Almeida, Harris, and McInish examine the orders of active and passive institutional investors across five (bid) steps of the limit order book; they also test recent theories of order aggressiveness in limit order placement decisions.
Aitken, Almeida, Harris, and McInish examine the orders of active and passive institutional investors across five (bid) steps of the limit order book;...
- NBER Reporter
- Nbr. 2005, March 2005
- If You Can't Beat Em... Cme Goes Otc Forex
The Chicago Mercantile Exchange (CME) and Reuters plan to bring institutional traders a new choice in global forex trading through a new electronic trading platform, FXMarketSpace. Set to launch in the first quarter of 2007, the 50/50 joint venture would be the world's first centrally-cleared, global foreign exchange marketplace. FXMarketSpace FX products will be hosted on the CME Globex electronic trading platform and cleared using CME clearing technology. This brings to the forex market a centralized limit-order book with central counterparty clearing, where everyone can see what the marketplace looks like. The FXMarketSpace business plan requires each party to contribute capital of up to $45 million to fund the venture through to profitability.
- Futures; Chicago
- Vol. 35 Nbr. 7, June 2006
- Market microstructure.
Members of the Research Group on Microstructure of the National Bureau of Economic Research conducted a meeting in Cambridge, MA, on May 14, 1999. Topics of interest discussed during the forum included an empirical study on the stock price behavior at the market close for Russell 1000 stock index, the influence of the limit-order book in stock trading/future stock price changes and a proposed theoretical model of price formation in a competitive dealership market.
- NBER Reporter
- Nbr. 1999, June 1999
- Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing of Proposed Rule Change Relating to Legging Orders
...Legging Orders. A legging order is a limit order on the regular limit order book that represe...
- Federal Register Nbr. 76 FR 77275, December 12, 2011
- Notices
- Securities and Exchange Commission
- Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Complex Order Fees and Rebates for Adding and Removing Liquidity in Select Symbols
... against an order on the Complex Order Book (``CBOOK''), or sweeping a resting Customer Comple... be executed against existing quote and or limit orders on the limit order book for the individual ...
- Federal Register Nbr. 77 FR 15400, March 15, 2012
- Notices
- Securities and Exchange Commission
- Self-Regulatory Organizations; Proposed Rule Changes:
....05(c), Non-Electronic Orders, to state that, respecting crossing, facilitation ... priority over out- of-crowd broker-dealer limit orders on the limit order book. \3\ A Remote Speci...
- FR, May 10, 2011
- Notices
- Securities and Exchange Commission
- Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Proposed Rule Change Related to Complex Order Processing in Hybrid 3.0 Classes
... submitted to the electronic complex order book (``COB'') or the complex order RFR auction process... as the trading crowd and public customer limit order book, provided at least one leg of the compl...
- Federal Register Nbr. 76 FR 77878, December 14, 2011
- Notices
- Securities and Exchange Commission