Any pointers to market micro-structure of futures markets?

Discussion in 'Commodity Futures' started by mizhael, Jun 30, 2010.

  1. Most books target at equities markets;
    but I am looking for readings on market micro-structure of futures markets.
    The goal is at the micro level, to design better order placing/execution algorithms, and at the higher level, to design better strategies...
    Any pointers?
    Thanks a lot!
  2. You got mail. :cool:
  3. Thanks a lot nazzdack!

    Everybody else, more please... really appreciate your help!