The data – which is comprised of all order activity in the Nasdaq system - can be aggregated either by price level or by MPID. Orders received into Nasdaq’s book are immediately visible on ...
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The ...
Our unique market structure and technology fosters ... Enhances ISE’s industry-leading Complex Order Book by enabling interaction of multi-legged orders with the regular order book.
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