Reddit reviews The Futures: The Rise of the Speculator and the Origins of the World's Biggest Markets
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If you're a practitioner or academic, I recommend Trading and Exchanges by Larry Harris (USC). Joel Hasbrouck (NYU) also has a great set of lecture notes for his course, Securities Trading: Principles and Procedures. Finally, Eugene White at Rutgers has written extensively about the history of equities trading; his papers would be a great place to dive in.
For lighter reading, I don't have great recommendations for equities. On the derivatives side, I recommend The Futures by Emily Lambert and Zero-Sum Game by Erika Olson.