How to create a limit order book? \begin{tabular}{|l|l|l|l|l|l|} \hline Time &...
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Finance
How to create a limit order book?
\begin{tabular}{|l|l|l|l|l|l|} \hline Time & Investor & Buylsell & Order Type & Quantity & Price \\ \hline 10:49 & A & Buy & Limit Order & 1,000 & $29 \\ \hline 10:53 & B & Buy & Limit Order & 500 & $30 \\ \hline 10:57 & C & Sell & Limit Order & 3,000 & $33 \\ \hline 11:01 & D & Buy & Limit Order & 2,000 & $29 \\ \hline 11:04 & E & Sell & Limit Order & 1,000 & $32 \\ \hline 11:07 & F & Buy & Limit Order & 5,000 & $28 \\ \hline 11:12 & G & Sell & Market Order & 500 & \\ \hline 11:16 & H & Buy & Limit Order & 500 & $32 \\ \hline 11:19 & I & Sell & Market Order & 1,000 & \\ \hline \end{tabular}

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