Список проголосовавших за комментарий "Михаил Шардин, <br/> Если что-то не продают, то это не значит, что это не продается...<br/> Но речь шла не о Мосбирже.<blockquote>Our study is based on a dataset from the Tokyo Stock Exchange (TSE), provided by the Japan Exchange Group<br/> (JPX) for academic purposes only. The dataset contains all orders sent to the exchange, with a unique order ID, a virtual server ID, the price and type of the order, the volume and price of the best quotes, for all stocks available on the exchange from 2012 to 2018. Here the virtual server ID is the unit of trading accounts on the TSE. Technically it is not a membership ID (i.e., the corporate level ID) because any<br/> trader may have several virtual servers to avoid the submission-number limit during a fixed interval. However, one can reconstruct an effective trader ID, called the Trading Desk, by properly aggregating those virtual server IDs. In this paper, the Trading Desks are referred to as trader IDs.</blockquote>"