Matching Orders

Discussion in 'Index Futures' started by crazyfizikci, Feb 22, 2021.

  1. Do market orders(sell) match other market(buy) orders? or market orders only match limit orders
  2. newwurldmn


    they match whatever the matching engines at the exchange they are sent do decides.

    typically, two market orders will trade with hft at different prices - especially in the pfof where orders can be held for a particular amount of time.
  3. can you pls check below screenshot which shows 20 sec NQ future candle and the volume is really so high and 2400.l have a curiosity about scenario of this candle


  4. can you pls recommend me any books or something which provide me that two market orders can match each others. A market order can execute against a market order?
    Last edited: Feb 24, 2021