Before revision:  Here we give empirical evidences , by making as few assumptions as possible, that the market microstructure capturing almost all of the available information in the data of stock markets does not involve higher order than pairwise interactions.
After revision:  Here we give empirical evidence , by making as few assumptions as possible, that the market microstructure capturing almost all of the available information in the data of stock markets does not involve higher order than pairwise interactions.