Question: Given the following Table 1 Order Book and Table 2 Incoming Order Lists Table 1 Order Book BID Price Size Size 175.00 50 178.00
Given the following Table 1 Order Book and Table 2 Incoming Order Lists Table 1 Order Book BID Price Size Size 175.00 50 178.00 20 170.00 100 180.00 30 165.00 100 182.00 100 ASK Price Table 2 Incoming Order Lists Order Type Limit Order B Market Order B Limit Order B B/S Price Size 175.00 50 20 179.00 60 Work out the final Order Book state.
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To work out the final order book state we need to process the incoming order lists against the current order book Well take each incoming order in Tab... View full answer
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