medium · Market Microstructure
In a 'Pro-Rata' matching engine, three limit sell orders are at $10.00: Order A (6,000 shares), Order B (3,000 shares), and Order C (1,000 shares).
If a market buy order for 2,000 shares arrives, how many shares are allocated to Order B?
- 0
- 2,000
- 1,000
- 600
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