④触及市价指令(market-if-touched order, MIT) 指当客户指定的某一特定价格被市场触及后,将其交易指令立即变为市价交易指令(以可能的最 有利价格进行...
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停止限价指令综合了停价…
首先通过从直观经济含义推导出来的简单模型得到逆向选择成本,并对前文提及的限价指令簿量价关系模型作稳健性分析。
This dissertation shows that adverse selection component estimates based on the price-volume model in limit order books and those obtained using popular model-free methods are closely correlated.
在您的连随指令启动时,您的指令无效(例如:限价止蚀沽盘所设定的止蚀价较当时市价为高) 。
Dependent order is invalid e. g. stop price is higher than the market price for stop limit order at the time it is activated.
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