This is the definitive book: https://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708 https://www.amazon.com/Trading-Exchange

This is the definitive book: https://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708 https://www.amazon.com/Trading-Exchanges-Market-Microstructu...