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Skog
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Here is an interesting document on this subject. Written by Richard Malato of MarketDelta. It was posted on their website a couple of years ago. Don't know if it's still there, but you can at least read it here. It gives you a thorough introduction to the microstructure of the auction process in the electronic markets and clearly describes the relationship between aggressive and passive traders. Enjoy. -Skog MarketDelta_White_Paper.doc