Research topic87 readings
Order types and routing
Order types and routing within execution-and-market-microstructure.
FieldExecution and market microstructure317 readingsThe registry
Entries in this field
The archive87 readings
Readings on this topic
2010Inside the spread: why OHLC bars hide the buy-sell shift2010Seasonal commodity windows and stop-limit fill risk2011Routing fees, do-not-ship flags, and maker-taker limit orders2011Smart order routing, maker-taker, and midpoint execution costs2011OCA exit groups, trailing limits, and ATR stops2012Limit orders when a tick saved costs the fill2012Compare equivalent listings before routing2012Rebate-aware routing and execution cost2012Platform routing, fees, and server-side stops2013Futures platform order entry and per-trade fees2013Retail market orders and the displayed queue they never join2013Compare equivalent listings, then route the order