This study examines the statistical properties of the order-driven market from KOSPI(Korean Stock Price Index) 200 futures. We nd
1) the characteristics of limit order places around the best prices and 2) the shape of the average and instantaneous limit order book. The ndings are consistent with previous results for stock market in the US and the UK. However, we suggest the rst estimation of the exponent of Power-law distribution in KOSPI 200 futures market.
