Research method
Market order
Market order is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- 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 graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Order routing11 readings
Read in the archive24 of 32 readings
1986Open outcry hand signals as order routing1989Finishing a market order in a first index-pit session1995Canceled prints versus executable fills1999How order routing changes market and limit fills2000Direct access, intelligent order routing, and visible book depth2001Retail routing and market versus limit fills2001Stop triggers and opening-only short market orders2002Market-order routing across linked venues2002Market-order routing, internalization, and displayed size2003Opening-only limits and priced exits2003Opening auction fills and the post-print tape2004Direct access order routing after the display rules2004Listed-stock limit envelopes versus market-order routing2005Closing option spreads with limit or market orders2005Contingent routing as a pre-trade futures contract2007Constructing executable futures orders with market, limit, and fill or kill2008Overnight session routing for good-till-cancelled, limit, and market orders2008Bid-ask spreads, routing paths, and order choice2008Retail market buys hit the ask2008Limit versus market orders for a commodity option-spread2011A pre-trade checklist before market or limit orders2013Retail market orders and the displayed queue they never join2013Option stop orders, wide spreads and forced market exits2013Depth of market ladder versus resting order ticket
This registry entry describes a research method. It is not investment advice and does not make a performance claim.