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
2014Commission shopping is the wrong first filter for a futures order2014Constructing forex orders from session liquidity2015Routing orders when equivalent products trade on multiple venues2015Forex venue checks for speed, margin, and implementation cost2015Forex execution checks for fills, margin, and leverage2015Backup venues and symbol splits in futures routing2015Order-type and routing scripts for faster execution2015Market, limit, and routing choices inside the order life cycle2015Bid-ask queues and the instant-adjustment critique2015Handheld futures tickets as a second execution venue2016Filter exchange venues before routing orders2016Route orders across competing exchange venues