dxFeed, a leading market data solutions and index management provider for the global financial industry, launched dxFeed Grenadier, a novel tool designed to deliver real-time inference of market ...

Market participants can easily view the order book and make informed trading decisions based on the available information. However, there are also some limitations of a Centralized CLOB.

Accessing BMLL’s historical order book data, alongside our real-time data, in one harmonised format, reduces time to market and empowers the buy-side community to enhance their execution and ...

Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts ...

A limit order book is a record of outstanding limit orders, which are buy and sell orders that are to be executed at pre-specified prices or better.

PHLX provides a wide selection of data offerings ranging from real-time information on orders and depth, to historical order book data. Through trader sentiment tools and aggregated trading ...

Bitcoin Bottom In? BTC Order Book Liquidity Says Yes Liquidity both close to and further away from the going market rate has declined, hinting at an impending bull reversal.

Asset issuers and exchanges should engage market makers — and leverage the RCV methodology — to analyze whether the market makers are appropriately structuring initial order books.