Limit Order Book

An order book is the list of orders (manual or electronic) that a trading venue (in particular stock exchanges) uses to record the interest of buyers and sellers in a particular financial instrument. A matching engine uses the book to determine which orders can be fulfilled i.e. what trades can be made.
Posts about Limit Order Book
  • Bloomberg and UBS clash over Sef aggregation

    … wishing to access liquidity through an introducing broker," Hamill said in June. As of October 23, Bloomberg was seeing 66% of all dealer-to-client trade flow in interest rates, index CDS and forex swaps. Speaking at Sefcon, Bloomberg's Jenner went on to question the rationale for Sef aggregation, resulting in another ill-tempered exchange…

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