2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208324Financial markets can be described on several time scales. We use data from the limit order book of the London Stock Exchange (LSE) to compare how the fluctuation dominated microstructure crosses over to a more systematic global behavior.11 pages, 7 figures, 2 tables, to appear in Proc. SPIE, Fluctuations and Noise 2007, FlorenceTrading and Market MicrostructureData Analysis, Statistics and ProbabilityPhysics and Societytext