Renewable energy sources are inherently stochastic in nature and as a result might lead to high balancing costs. Allowing trade closer to the time of delivery is a potential solution. Intraday markets provide this possibility to the market participants to adjust their positions in the market based on the updated forecast. However, the way in which intraday markets are set-up, they face several challenges like low liquidity, high price volatility leading to low trading activities. In this paper, we provide an overview of the literature on intraday electricity markets and prices. Several studies have been highlighted which focus on the bidding strategies for different types of producers and consumers. Some literature on specific electricity markets is also discussed in the paper. There exists some research work on intraday electricity prices, which has also been summarized. Research gaps and possibility of future work in each of these topics have been discussed.