Any more up-to-date materials similar to Trading and Exchanges: Market Microstructure for Practitioners, that nicely summarizes existing venues, market structures, and liquidity fees?
I see Algo Trading & DMA as closest, but I want a nice summary of market structures and some theoretical implications rather than an order execution discussion
I see Algo Trading & DMA as closest, but I want a nice summary of market structures and some theoretical implications rather than an order execution discussion
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