Market microstructure books of references

[OoozeDonatin]

Dear community,

My program does not have a market microstructure class, but I am very interested in learning about the subject.

Could you please recommend your best sources and books?

Thank you!

 

[MichaelLewis]

Dear community,

My program does not have a market microstructure class, but I am very interested in learning about the subject.

Could you please recommend your best sources and books?

Thank you!

Trading and Exchanges
Empirical Market Microstructure
Market Structure Theory