This competition uses recent trade and quote data from the London Stock Exchange (LSE).
The LSE is one of the world’s largest and most international organised markets with more than 3,000 companies listed from over 60 countries. The market is structured essentially as an electronic communication network, with multiple dealers and an electronic
 order display book. In 2009, on the LSE’s limit order book alone, over 600,000 trades worth more than £4 billion (US$ 6.5 billion) were traded each day.
The stocks trade on weekdays between the hours of 08:00 and 16:30. The LSE trading engine matches buy and sell orders on a price/time priority. The market is an electronic trading environment with both market makers and anonymous orders. The LSE has registered
 market makers, whose purpose is to enhance liquidity and facilitate orderly trading. Although all stocks are eligible to participate, the focus is on medium and low liquidity stocks. In these agreements, a member firm agrees to maintain two-sided quotes on
 the market’s central order book of at least a minimum size throughout the trading day. As a hybrid market, the limit order book may contain both public orders and those of registered market makers.