I am doing an assignment which requires me to review changes in market microstructure across countries over the pass 20 years. SO I would like to get a timeline/implementation dates of market structure developments (fragmentation, autoquote, HFT etc). For example, Reg NMS and miFID were implemented in Oct 2007 and Nov 2007, respectively. How about other developments such as an implementation of autoquote, decimilisation etc. Is there a good report/ papers that provide such review?


Have a look in the introduction of the book of @lehalle and Laruelle: Market Microstructure in Practice, there is an excellent overview in tabular form.

Lehalle, Charles-Albert, and Sophie Laruelle, eds. Market microstructure in practice. World Scientific, 2013.

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    $\begingroup$ ...that you can find here on page 9. $\endgroup$ – Daneel Olivaw Jul 13 '17 at 16:45

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