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What is the RC5 algorithm?
Limit Order Book
A record of all open buy and sell orders for a specific security or asset, organized by price level.
Market Buy Order
An order to purchase a security immediately at the best available current price.
Last Trade
The most recent transaction that occurred for a specific security on a trading platform.
Limit Order Book
A record of all the open buy and sell orders for a particular security at various prices.
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