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An electronic record of outstanding buy and sell limit orders organized by price level and timestamp.
An electronic record of outstanding buy and sell limit orders organized by price level and timestamp.
The Limit Order Book aggregates passive buyer and seller liquidity. Matching engines execute market orders against top book bids and asks.
Level 1: Best bid & best ask (top of book).
Level 2: Depth of book across multiple price levels.
Level 3: Full order-by-order tick data.