An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment

Table 2

Remaining unexecuted orders after matching.

Cumulative bid volume	Bid volume	Price	Ask volume	Cumulative ask volume
		107.00	94	119
		106.50	25	32
		106.00	7	7
10	10	105.50
10		105.00
67	57	104.50
67		104.00
97	30	103.50
97		103.00
196	99	102.50
196		102.00
218	22	101.50
223	5	~~~
256	33	93.00