Limit order · TradersWeek

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Output: Research filter
Input: Order book, spread, volume, auction and trading costs
Horizon: Seconds to the order life cycle
Best use: Choose an executable order and account for implementation cost.

Input: Order book, spread, volume, auction and trading costs.
Output: filter.
Use boundary: Choose an executable order and account for implementation cost.

The graph4

How the method is built, and where it has been read

Depends on

Often reviewed together

Trailing stop4 readings

Often reviewed together

Stop-loss order6 readings

Often reviewed together

Order routing8 readings

Compares with

Market orderconfidence 0.76

Archive readings treat limit and market orders as alternative executable order types for the same book, spread, and implementation-cost choice, contrasting when each is used rather than nesting one inside the other.

Read in the archive24 of 51 readings

1989Limit fills around option fair valueOptions and volatility 1994Cash-first stops beyond crowded landmarksStops and loss limits 1995Canceled prints versus executable fillsOrder types and routing 1996Index spread pairs with seasonal filters and limit ordersIntermarket and spreads 1999How order routing changes market and limit fillsOrder types and routing 2001Retail routing and market versus limit fillsOrder types and routing 2003Opening-only limits and priced exitsOrder types and routing 2003Precommit the stop and limit after a rule-based entryEntry and exit rules 2004Direct access order routing after the display rulesOrder types and routing 2004Listed-stock limit envelopes versus market-order routingOrder types and routing 2004Session volume-weighted average for limit placement and listed routingLiquidity and costs 2005Pre-open indications, limit fills, and morning levelsOrder types and routing 2005Limit orders, routing paths, and commission tradeoffsOrder types and routing 2005Closing option spreads with limit or market ordersOptions and volatility 2005Precommit a stop-loss at entry with pivot triggersStops and loss limits 2005Bracket orders that precommit stop and target exitsStops and loss limits 2005Electronic index futures: spread quotes that follow the tapeLiquidity and costs 2005Contingent routing as a pre-trade futures contractOrder types and routing 2006Mechanical systems need fill-aware failure modesSystem design 2006Opening and close auctions versus limit-laddersAuction and volume 2006Ranking near-term support for ETF limit entriesTrend and channels 2007Constructing executable futures orders with market, limit, and fill or killOrder types and routing 2007Precommit futures stops and limits with contingent ordersOrder types and routing 2007Overnight option limit fills, stops and trailing exitsOrder types and routing

This registry entry describes a research method. It is not investment advice and does not make a performance claim.