A record of unexecuted limit orders which is maintained by specialists. These orders are treated the same as other orders in terms of priority of execution.
Related information about limit order book:
- Central limit order book - Wikipedia, the free encyclopedia
A central limit order book (CLOB) was a centralised database of limit orders proposed by the Securities Exchange Commission. However, the concept was ...
- Limit Order Book Definition | Investopedia
A record of unexecuted limit orders maintained by the specialist.
- Analyzing an Electronic Limit Order Book - The R Journal
Analyzing an Electronic Limit Order Book by David Kane, Andrew Liu, and Khanh Nguyen. Abstract The orderbook package provides fa- cilities for exploring and ...
- High-frequency trading in a limit order book - Finance Concepts
Apr 28, 2008 ... frequency data on the limit order book (see www.inetats. com) ensures a fair playing field where various agents can post limit orders at the ...
- Price Jump Prediction in Limit Order Book
Apr 6, 2012 ... Abstract: A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an ...
- Limit Order Book - Financial Dictionary - The Free Dictionary
A record of unexecuted limit orders maintained by the specialist. These orders are treated equally with other orders in terms of priority of execution.
- The information content of an open limit-order book
form, and the single centralized limit-order book offered by Euronext.liffe are ... only the dealers' best quotes, a limit-order-book system allows its users to view ...
- What is limit order book? definition and meaning
Definition of limit order book: A record of unexecuted limit orders which is maintained by specialists. These orders are treated the same as other orders in terms ...