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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