exact matching procedures. - depth.

  1. 9,866 Posts.
    Can someone direct me to the site which fully explains the matching procedures of the market depths. Before the market opens, and in the auction period after the market closes. That is from 4.00pm - 4.05pm. I only want to know the system when a stock is in pre-open and then it starts trading. That is what happens at 10 am and also at 4.05pm. When bids are overlapping.

    Thanks,
 
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