This article examines the global microstructures of financial markets, focusing on the integration patterns that characterize the global social system embedded in economic transactions. Using participant-observation data, interviews, and trading transcripts from interbank currency trading, the study explores the concept of "global microstructures," which refer to patterns of relatedness and coordination that are global in scope but microsocial in character. These structures are embedded in processes that have global breadth and are influenced by features of the interaction order, which have become constitutive of global markets. The article highlights the unique characteristics of financial markets, particularly the foreign exchange market, which is not organized in centralized exchanges but derives from interdealer transactions in a global banking network. These markets are seen as an icon of contemporary global high-technology professional cultures, yet they remain poorly understood. The study argues that these markets require a new approach to understand the global social systems embedded in economic transactions, emphasizing the role of traders and their high-technology communication in real-time interactions. The article also discusses the importance of microsociology in understanding global social forms, extending the concept of microsociology to global studies. It introduces the idea of "response-presence-based" social forms, which are characterized by the ability to respond to one another and common objects in real time without being physically present. This concept is illustrated through the analysis of global financial markets, where traders engage in conversations that perform economic actions and are supported by dematerialized transactions and electronic communication. The study also emphasizes the transnational nature of financial markets, involving the exchange of national currencies and acting as external observers of national macroeconomic policies. The article discusses the role of institutional arrangements in these markets, highlighting the importance of knowledge and information in financial transactions. It also notes the global orientation to a common object, exemplified by the face-to-screen situation, where traders interact with screens and global markets while maintaining a secondary orientation to the local setting. The article concludes by proposing the notion of a "global we relationship" based on temporal coordination, suggesting that a level of microintegration or intersubjectivity is possible in global fields. It also discusses the importance of institutional arrangements in extending the concepts of intersubjectivity and integration derived from Schutz's ideas. The study provides empirical data from field research on trading floors of globally operating investment banks, highlighting the characteristics of these markets and the role of traders in maintaining global social forms.This article examines the global microstructures of financial markets, focusing on the integration patterns that characterize the global social system embedded in economic transactions. Using participant-observation data, interviews, and trading transcripts from interbank currency trading, the study explores the concept of "global microstructures," which refer to patterns of relatedness and coordination that are global in scope but microsocial in character. These structures are embedded in processes that have global breadth and are influenced by features of the interaction order, which have become constitutive of global markets. The article highlights the unique characteristics of financial markets, particularly the foreign exchange market, which is not organized in centralized exchanges but derives from interdealer transactions in a global banking network. These markets are seen as an icon of contemporary global high-technology professional cultures, yet they remain poorly understood. The study argues that these markets require a new approach to understand the global social systems embedded in economic transactions, emphasizing the role of traders and their high-technology communication in real-time interactions. The article also discusses the importance of microsociology in understanding global social forms, extending the concept of microsociology to global studies. It introduces the idea of "response-presence-based" social forms, which are characterized by the ability to respond to one another and common objects in real time without being physically present. This concept is illustrated through the analysis of global financial markets, where traders engage in conversations that perform economic actions and are supported by dematerialized transactions and electronic communication. The study also emphasizes the transnational nature of financial markets, involving the exchange of national currencies and acting as external observers of national macroeconomic policies. The article discusses the role of institutional arrangements in these markets, highlighting the importance of knowledge and information in financial transactions. It also notes the global orientation to a common object, exemplified by the face-to-screen situation, where traders interact with screens and global markets while maintaining a secondary orientation to the local setting. The article concludes by proposing the notion of a "global we relationship" based on temporal coordination, suggesting that a level of microintegration or intersubjectivity is possible in global fields. It also discusses the importance of institutional arrangements in extending the concepts of intersubjectivity and integration derived from Schutz's ideas. The study provides empirical data from field research on trading floors of globally operating investment banks, highlighting the characteristics of these markets and the role of traders in maintaining global social forms.