A study of limit orders book.

Discussion in 'Order Execution' started by Pierreg, Nov 8, 2009.

  1. Pierreg


    Hi all,

    I am a student and I am studing the book orders of shares on the Euronext stocks. I have unfortunately access only to those kind of information:

    which is a sampled order book, of 10 lines each side. So I would like to access to more data, to the whole range of the limit book orders.

    Does some know where I could have access to those data?

    It is indeed very important to study the books orders, because it reflects the traders anticipations.

    I am very interesting in those kind of studies, and I would be very glad to exchange point of view and ideas with anyone who share same interets.