Link for the lazy of a Draft Copy available made in 2002: http://www.acsu.buffalo.edu/~keechung/MGF743/Readings/Trading-Exchanges-Market-Microstructure-Practit

Link for the lazy of a Draft Copy available made in 2002: http://www.acsu.buffalo.edu/~keechung/MGF743/Readings/Trading-Exchanges-Market-Microstructure-Practitioners%20Draft%20Copy.pdf http://www.acsu.buffalo.edu/~keechung/MGF743/Readings/Tradin... Also a weird book-like slide set that explains what the book is about (and the very important concepts/market participants): https://rkbookreviews.files.wordpress.com/2013/12/trading-and-exchanges.pdf https://rkbookreviews.files.wordpress.com/2013/12/trading-an...