Research topic87 readings
Order types and routing
Order types and routing within execution-and-market-microstructure.
FieldExecution and market microstructure317 readingsThe registry
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The archive87 readings
Readings on this topic
2006Manual after-hours routing and open-outcry fill risk2006Fill entitlement, hybrid routing, and pairs sequencing2006Alerts over resting stops, with tape-reading at the exit2006Order-book depth and passive flow for execution2007Constructing executable futures orders with market, limit, and fill or kill2007Precommit futures stops and limits with contingent orders2007Overnight option limit fills, stops and trailing exits2008Perfect prints before the chart2008Overnight session routing for good-till-cancelled, limit, and market orders2008Bid-ask spreads, routing paths, and order choice2008Hidden size, tape delay, and pairs shorts belong in the trade rule2008Retail market buys hit the ask