Open Order Books
topic on 1 show · 1 statements across 1 episodes
1 statements about Open Order Books, every show
Open order books suffer from zero-cost millisecond phantom orders
“Today, one of the biggest structural issues we have in the market is that even though we're trading often with open order books, many of the orders in these open order books are basically phantom orders. They're orders that can be withdrawn from the market at,…”