Sociology of high frequency trading

The Journal Economy and Society has a special issue on Cultures of High-Frequency Trading, which includes the following articles:

Cultures of high-frequency trading: mapping the landscape of algorithmic developments in contemporary financial markets Ann-Christina Lange, Marc Lenglet & Robert Seyfert Pages: 149-165 Published online: 20 Sep 2016

Article Where do electronic markets come from? Regulation and the transformation of financial exchanges Michael Castelle, Yuval Millo, Daniel Beunza & David C. Lubin Pages: 166-200 Published online: 26 Sep 2016

Article Squaring the speed of light? Regulating market access in algorithmic finance Marc Lenglet & Joeri Mol Pages: 201-229 Published online: 20 Sep 2016

Article Organizational ignorance: an ethnographic study of high-frequency trading Ann-Christina Lange Pages: 230-250 Published online: 20 Sep 2016

Article Bugs, predations or manipulations? Incompatible epistemic regimes of high-frequency trading Robert Seyfert Pages: 251-277 Published online: 20 Sep 2016

Article What is an algorithm? Financial regulation in the era of high-frequency trading Nathan Coombs Pages: 278-302 Published online: 20 Sep 2016

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A related working paper I enjoyed reading, on Donald MacKenzie's website:

How Algorithms Interact: Goffman’s ‘Interaction Order’ in Automated Trading
Donald MacKenzie
April 2016