Of course! Linking some below:
- Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market
- Flash Boys
- Trading and Exchanges Market Microstructure for Practitioners
- The House of Morgan: An American Banking Dynasty
- A History of Money and Banking in the United States: The Colonial Era to World War II

just finished dark pools, and what a great book to learn about the history of algorithmic trading, and how dark pools came into existence. 

thank you @zeentrain for the recommendation