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

    … 1,000 index credit default swap (CDS) trades executed daily on Bloomberg Sef, just 30 to 50 of those trades happen via its Clob. It sparked an immediate response from Rana Chammaa, head of rates and credit derivative agency trading sales at UBS. "I would say that it suits Nathan to suggest most of his clients get better pricing by name give-up. He…

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