It may not be as specific as what you are looking for, but Karen Ho's (2009, Duke University Press) monograph Liquidated: An Ethnography of Wall Street is very good.

https://books.google.com/books/about/Liquidated.html?id=KwgEHdeA-kUC

Thank you for this reference - my guess is that this is the major work in the domain. 

Would we be able to call it "ethnographic" when we try to identify different styles of trade without identifying and considering the ethnicity (roots?) of the single actors?

In any case the traders as well as their products are multicultural, multiethnical and syncretical. At the NYSE you will find all types of traders and trade.

What do they have in common?

• The absolute will to cheat their colleagues by using and providing asymmetrical information. (see the Grossman-Stiglitz-Paradox)
• The absolute disintrest to serving in any way to the public goods. They are all small Adam-Smith-guys while prioritizing self-interest: avoiding taxes, avoiding laws and control, damaging the environment, blasting the middle-class, sponsoring wars.

Nevertheless we find different styles in practicing these virtues. We may call them "cultural".

Some examples:

1) In Japan and China you don't provide a negative information because you don't want to damage your collective. In London, Amsterdam and New York you conceal for your personal bonus and benefit. You don't find a Madoff or Boesky in the Asian stock markets.

2) In Germany and Italy you find true and "real" companies on the stock market where they perform badly, are aquired and chased by foreign investors such as Blackrock. In both countries the stock trade ruins the local economy and technology and only contributes to the concentration and monopolization of markets.

3) All over Europe (except a bit Scandinavia) it is strictly forbidden to go public with your company. So you can't get capital and have to leave the international markets to Google, Apple and other companies benefiting from a deliberated trade market.

4) The overwhelming success of the U.S. stock markets are driven by private pension plans of around 150 million employees. In most European countries only few elders achieve their pension from stock income.

These are just examples but they may be called "ethnographic". 

But in around 200 years the ethnic differences due to traffic and communication will be reduced to reservation resorts and museums. There you will find what once has been called "Texan", "Bavarian" or "Brazilian",

Ethnography will then be archeology.