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Quantitative Finance · Begrippenlijst

Wat is Limit order, market order?

Ook bekend als: limit order · market order

Definition 1.1 Microstructure and Execution · Hoofdstuk 1 — The Limit Order Book

A limit order is an order to buy at a stated price or lower, or to sell at a stated price or higher; the part that cannot execute at once rests in the book until it executes, is cancelled or expires. A market order is an order to buy or sell a quantity at the best prices available; it never rests.

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