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Orders & ExecutionIntermediate

Taker

A trader whose order immediately executes against a resting limit, removing liquidity from the book and typically paying a fee.

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A taker removes liquidity from the order book by submitting an order that immediately matches against a resting order. Market orders are always takers; aggressive limit orders that cross the spread are also takers.

On maker-taker exchanges, takers pay a fee for consuming available liquidity — the flip side of the maker rebate. The combined spread and taker fee is the true minimum cost of immediate execution.

Payment for order flow (PFOF) in U.S. equities means retail market orders are often sold to wholesalers who pocket the spread, effectively making retail traders involuntary takers even when spread-quoted fills look fair.

#execution#fees#microstructure

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