[This message was posted by Noah Zucker of NYSE Technologies <[email protected]> 
to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You 
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Here are two books that I have found tremendously helpful. They provide a great 
deal of knowledge that one can learn through experience ("on-the-job"), and 
thus can help those new to the financial industry get there faster.

Trading and Exchanges by Larry Harris
http://tradingandexchanges.com/

The Complete Guide to Capital Markets for Quantitative Professionals
http://www.mhprofessional.com/product.php?search_crawl=true&isbn=0071468293

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