fivenines
1/39
Lesson 0.1

What a stock exchange actually does

What you'll learn

The four jobs every exchange performs, and the one-sentence version of each.

Strip away the regulation, the co-location halls, and the ticker tape, and an exchange is a machine with four jobs:

  1. Take orders in. Accept instructions to buy or sell — safely, fairly, and only from people allowed to trade.
  2. Match them. Pair willing buyers with willing sellers according to published, deterministic rules.
  3. Tell everyone what happened. Broadcast prices, quotes, and trades to the entire market at once — market data is the exchange's most consumed product.
  4. Make the trade real. After the match, move the money and the shares: clearing and settlement.
flowchart LR
    T["Traders"] -- orders --> IN["1 · Order intake"]
    IN --> M["2 · Matching"]
    M -- prices and trades --> MD["3 · Market data"]
    MD -- broadcast --> T
    M -- executed trades --> PT["4 · Clearing and settlement"]
    PT -- cash and shares move --> T
    
The core loop. Orders flow in, matches flow out as public market data, and executed trades flow into post-trade processing. Everything you build in this course elaborates one of these four boxes.

Notice the loop: market data feeds back into traders' decisions, which produce more orders. This feedback loop is why latency fairness matters — if some participants see prices before others, they can systematically pick off the slow. It is also why market data and matching must never disagree.

Key ideas
  • An exchange = intake + matching + market data + post-trade.
  • Market data is a product, not a byproduct — and it must be released fairly.
Next step

See what actually stuck.

Take the practice scenarios now.