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Results tagged with Search options user 2168

The prioritized list of resting orders held by the exchange. Each limit order represents an obligation to buy or sell. The most common type of order book is prioritized first by price and them by time. Another variation is the price/size book, where larger size results in higher priority.

4
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A correct answer would depend on the instruments and markets you're trading, and whether this is for handling public or propietary orders. For example, if I were to design for the simple case, US equ …
answered Mar 13 '12 by stevegt
8
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2answers
Does anyone know of any prior art for non-SQL data structures for high-frequency accounting, whether client, broker, or exchange-side? I'm thinking specifically of the problem of booking individual t …
asked Mar 13 '12 by stevegt