{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2010:HRKPIUVTZC7ROZ2A5UD5GDBWDO","short_pith_number":"pith:HRKPIUVT","canonical_record":{"source":{"id":"1012.0349","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2010-12-01T23:25:03Z","cross_cats_sorted":["physics.data-an","q-fin.GN","q-fin.ST"],"title_canon_sha256":"ac63a79ea5f21bcc0485d7148c463272174a00803495890d688f56070b562d6c","abstract_canon_sha256":"c4dc235f13577d37df37fad40a0f717de51dc26922e8c035930d555e40a40d0c"},"schema_version":"1.0"},"canonical_sha256":"3c54f452b3c8bf176740ed07d30c361b8ec7431fb2a0c19bfd6901770a32f6bf","source":{"kind":"arxiv","id":"1012.0349","version":4},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1012.0349","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"arxiv_version","alias_value":"1012.0349v4","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1012.0349","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"pith_short_12","alias_value":"HRKPIUVTZC7R","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_16","alias_value":"HRKPIUVTZC7ROZ2A","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_8","alias_value":"HRKPIUVT","created_at":"2026-05-18T12:26:07Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2010:HRKPIUVTZC7ROZ2A5UD5GDBWDO","target":"record","payload":{"canonical_record":{"source":{"id":"1012.0349","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2010-12-01T23:25:03Z","cross_cats_sorted":["physics.data-an","q-fin.GN","q-fin.ST"],"title_canon_sha256":"ac63a79ea5f21bcc0485d7148c463272174a00803495890d688f56070b562d6c","abstract_canon_sha256":"c4dc235f13577d37df37fad40a0f717de51dc26922e8c035930d555e40a40d0c"},"schema_version":"1.0"},"canonical_sha256":"3c54f452b3c8bf176740ed07d30c361b8ec7431fb2a0c19bfd6901770a32f6bf","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:23:16.933702Z","signature_b64":"deunsWsuH0EtoCkFox/PNaIVD3M2AT0S0y+sVwFPA/bkbjGjzLaABvq0pgxkzwxBNoe0wg8jx5nKk0z7N7+5AA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"3c54f452b3c8bf176740ed07d30c361b8ec7431fb2a0c19bfd6901770a32f6bf","last_reissued_at":"2026-05-18T02:23:16.933194Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:23:16.933194Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1012.0349","source_version":4,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:23:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"msxcfWT+Zyz4HeuyArKzF6DMZG5zTEPcYsWKtwHAWb0EAhWOLh1CeGeSseUQAQ027LwMwJTcPTi6WnLXCK3kBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-20T08:41:11.714248Z"},"content_sha256":"007b7d95f658bbe06602369d3a9a14ceb71974c69c8fe75d08b218acd50dbeeb","schema_version":"1.0","event_id":"sha256:007b7d95f658bbe06602369d3a9a14ceb71974c69c8fe75d08b218acd50dbeeb"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2010:HRKPIUVTZC7ROZ2A5UD5GDBWDO","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Limit Order Books","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an","q-fin.GN","q-fin.ST"],"primary_cat":"q-fin.TR","authors_text":"Daniel J. Fenn, Mark McDonald, Martin D. Gould, Mason A. Porter, Sam D. Howison, Stacy Williams","submitted_at":"2010-12-01T23:25:03Z","abstract_excerpt":"Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical facts have yet to be reproduced satisfactorily. Finally, we identify several key unresolved questions"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1012.0349","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:23:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pJZNaxzBDv0ceeBPqwg/SCTvY4Pd5tVdYdBboTvFvVJCPdZv/359uvASrJu28kI9rRtcL5fbES2BDYHpSEAZAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-20T08:41:11.714628Z"},"content_sha256":"080b854ba7d1172673c2f1c09f1a2b7025ce2d7afed5f4bd889e22257c4f15ec","schema_version":"1.0","event_id":"sha256:080b854ba7d1172673c2f1c09f1a2b7025ce2d7afed5f4bd889e22257c4f15ec"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/bundle.json","state_url":"https://pith.science/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-20T08:41:11Z","links":{"resolver":"https://pith.science/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO","bundle":"https://pith.science/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/bundle.json","state":"https://pith.science/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/state.json","well_known_bundle":"https://pith.science/.well-known/pith/HRKPIUVTZC7ROZ2A5UD5GDBWDO/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:HRKPIUVTZC7ROZ2A5UD5GDBWDO","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"c4dc235f13577d37df37fad40a0f717de51dc26922e8c035930d555e40a40d0c","cross_cats_sorted":["physics.data-an","q-fin.GN","q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2010-12-01T23:25:03Z","title_canon_sha256":"ac63a79ea5f21bcc0485d7148c463272174a00803495890d688f56070b562d6c"},"schema_version":"1.0","source":{"id":"1012.0349","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1012.0349","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"arxiv_version","alias_value":"1012.0349v4","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1012.0349","created_at":"2026-05-18T02:23:16Z"},{"alias_kind":"pith_short_12","alias_value":"HRKPIUVTZC7R","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_16","alias_value":"HRKPIUVTZC7ROZ2A","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_8","alias_value":"HRKPIUVT","created_at":"2026-05-18T12:26:07Z"}],"graph_snapshots":[{"event_id":"sha256:080b854ba7d1172673c2f1c09f1a2b7025ce2d7afed5f4bd889e22257c4f15ec","target":"graph","created_at":"2026-05-18T02:23:16Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical facts have yet to be reproduced satisfactorily. Finally, we identify several key unresolved questions","authors_text":"Daniel J. Fenn, Mark McDonald, Martin D. Gould, Mason A. Porter, Sam D. Howison, Stacy Williams","cross_cats":["physics.data-an","q-fin.GN","q-fin.ST"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2010-12-01T23:25:03Z","title":"Limit Order Books"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1012.0349","kind":"arxiv","version":4},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:007b7d95f658bbe06602369d3a9a14ceb71974c69c8fe75d08b218acd50dbeeb","target":"record","created_at":"2026-05-18T02:23:16Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"c4dc235f13577d37df37fad40a0f717de51dc26922e8c035930d555e40a40d0c","cross_cats_sorted":["physics.data-an","q-fin.GN","q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2010-12-01T23:25:03Z","title_canon_sha256":"ac63a79ea5f21bcc0485d7148c463272174a00803495890d688f56070b562d6c"},"schema_version":"1.0","source":{"id":"1012.0349","kind":"arxiv","version":4}},"canonical_sha256":"3c54f452b3c8bf176740ed07d30c361b8ec7431fb2a0c19bfd6901770a32f6bf","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3c54f452b3c8bf176740ed07d30c361b8ec7431fb2a0c19bfd6901770a32f6bf","first_computed_at":"2026-05-18T02:23:16.933194Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:23:16.933194Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"deunsWsuH0EtoCkFox/PNaIVD3M2AT0S0y+sVwFPA/bkbjGjzLaABvq0pgxkzwxBNoe0wg8jx5nKk0z7N7+5AA==","signature_status":"signed_v1","signed_at":"2026-05-18T02:23:16.933702Z","signed_message":"canonical_sha256_bytes"},"source_id":"1012.0349","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:007b7d95f658bbe06602369d3a9a14ceb71974c69c8fe75d08b218acd50dbeeb","sha256:080b854ba7d1172673c2f1c09f1a2b7025ce2d7afed5f4bd889e22257c4f15ec"],"state_sha256":"d7beaf8e2786cf32c6377008546aa58d33993ea85d3ea4c63d8d90a9e7ef1f2a"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"gNKws3X0zUuIooR5EL4HkUplShsIDGWrNYXmXwbOKcg9qVvC5cvx0uwB9lEg/IXcjfFM97ZV11BDfXzr9TxhAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-20T08:41:11.716789Z","bundle_sha256":"063b53a5b3f52733d7f4300b2b4adf6e2aca50564fc9917bd21b0c3e0cfc3e29"}}