the Harris one but that's the easy pick
What are some good market structure/related books you’ve read recently? Would appreciate any recommendations 
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Seeking Virtue in Finance by JC de Swaan was interesting.
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Oldies but goodies: The Quants and Dark Pools by Scott Patterson. Make the Trade by Dave Cummings. Escape to the Futures by Leo Melamed.
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On the technical side, Trades, Quotes, and Prices. On the non-technical side, the new MacKenzie book
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Have you ever heard of flash boys?
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Hot take: Flash Boys is the best Michael Lewis finance book
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If you want to get into the weeds, anything published by
@StanDolgopolovhttps://www.linkedin.com/in/stanislav-dolgopolov-7b4b86a … -
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@ClearErroneous ! My own prose is too dense and legalistic to be enjoyable, but I could suggest the "Market Structure Crisis" book from 2015 co-authored by@HaimBodek and myself and Haim's earlier book titled "The Problem of HFT."
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Market Liquidity: Theory, Evidence and Policy by Foucault is one of the better books in this areahttps://www.amazon.com/Market-Liquidity-Theory-Evidence-Policy/dp/0199936242 …
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