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

    … UBS claims terminal giant's Sef has "impartial access issues" Bloomberg and UBS clashed yesterday over attempts by the Swiss bank to provide clients of its Neo trading platform with access to Bloomberg's swap execution facility (Sef) - a so-called introducing broker service that UBS claims the Sef refuses to support. The dirty linen was aired…

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