medium · Market Microstructure
An exchange utilizes a pro-rata matching engine. There are three resting limit buy orders at 10.00: Order A for 6,000 shares, Order B for 3,000 shares, and Order C for 1,000 shares.
If a market sell order for 2,000 shares arrives, how many shares are allocated to Order B?
- 600 shares
- 3,000 shares
- 667 shares
- 0 shares
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