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Preview Report: 2026Q2 Routing × 2026Q3 Benchmarks
Preview, not a Rule 5310 review quarter. Routing and PFOF come from 2026Q2 (606, latest month in that quarter); execution quality comes from 2026Q3 amended 605 benchmarks. Route shares from one period are applied to benchmarks from another.
CRD #16843
Review Period: 2026Q2
Filing: Direct 606 filer
FIRSTRADE SECURITIES INC. (CRD #16843) — Quarterly Rule 606 vs. Amended Rule 605 Competing Market Review
• 29 COMPETING-MARKET EXCEPTIONS REQUIRING RULE 5310.09 COMMITTEE DISPOSITION
Primary Routed Venues (606)
1. CITADEL SECURITIES LLC(489.6%)
2. Virtu Americas, LLC(218.4%)
3. Wolverine Execution Services, LLC(116.0%)
Top routed order shares
Disclosed PFOF / Rebates
$4,246,844.95
Avg 25.35 ¢
Competing-Market Exceptions
29 of 96
Scored cells with >1.0 bps shortfall
Data Coverage
1 mo • 1 build
Months: 202608
Sample Benchmark Proof
Worst Disparity Cell: other • nonmarketable_limit • $250–$999 (ROUND)
Virtu Americas, LLC's reported 605 statistics in the $250–$999 other nonmarketable_limit tier (ROUND) trailed the mix-adjusted peer benchmark by 100.47 bps.
| Role | Market Center | Routing Share (606) | PFOF Rate (¢/100) | NPI (bps) | Peer Bench (bps) | Fill Rate | 5310.09 Status |
|---|---|---|---|---|---|---|---|
| Routed Venue | Virtu Americas, LLC (NITE) | 36.2% | — | 52.1 bps | 152.6 bps | 7.2% | -100.5 bps Shortfall |
| Benchmark | Mix-Adjusted Peer Average | — | — | 152.6 bps | 152.6 bps | — | Market Average |
| Best Competing | FORS | 0.0% | N/A | 281.5 bps | 152.6 bps | — | Competing Benchmark |
Rule 5310.09 Exceptions Preview (Showing 25 of 29)
All scored order size and routing buckets where venue net price improvement trailed mix-adjusted peers by > 1.0 bps.
| Month | Routed Venue | Class & Tier | Route % | PFOF (¢/100) | NPI (bps) | Peer Bench (bps) | Shortfall | Action |
|---|---|---|---|---|---|---|---|---|
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $250–$999 • other (ROUND)
| 36.2% | — | 52.1 bps | 152.6 bps | -100.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • other (ROUND)
| 36.2% | — | 27.5 bps | 87.3 bps | -59.7 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • other (ODD)
| 36.2% | — | 32.9 bps | 73.3 bps | -40.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $250–$999 • other (ODD)
| 36.2% | — | 18.6 bps | 54.1 bps | -35.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • other (ODD)
| 36.2% | — | 18.2 bps | 51.3 bps | -33.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • other (ODD)
| 36.2% | — | 16.8 bps | 47.7 bps | -30.8 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • other (ROUND)
| 36.2% | — | 18.1 bps | 48.2 bps | -30.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • other (ROUND)
| 36.2% | — | 11.0 bps | 37.8 bps | -26.8 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • sp500_proxy (ROUND)
| 35.2% | — | 2.9 bps | 29.4 bps | -26.6 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • sp500_proxy (ROUND)
| 35.2% | — | 3.4 bps | 29.5 bps | -26.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • other (ODD)
| 36.2% | — | 22.3 bps | 47.6 bps | -25.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $50k–$200k • sp500_proxy (ROUND)
| 35.2% | — | 2.6 bps | 27.8 bps | -25.2 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • sp500_proxy (ODD)
| 35.2% | — | 3.7 bps | 28.1 bps | -24.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • other (ROUND)
| 36.2% | — | 12.5 bps | 35.6 bps | -23.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • sp500_proxy (ODD)
| 35.2% | — | 3.7 bps | 26.2 bps | -22.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit ≥$200k • other (ROUND)
| 36.2% | — | 6.2 bps | 28.6 bps | -22.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit ≥$200k • sp500_proxy (ROUND)
| 35.2% | — | 2.4 bps | 23.6 bps | -21.2 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • sp500_proxy (ROUND)
| 35.2% | — | 3.2 bps | 22.1 bps | -19.0 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $250–$999 • sp500_proxy (ODD)
| 35.2% | — | 3.8 bps | 22.5 bps | -18.7 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • sp500_proxy (ODD)
| 35.2% | — | 3.9 bps | 22.4 bps | -18.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $50k–$200k • other (ROUND)
| 36.2% | — | 9.3 bps | 27.2 bps | -17.9 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • other (ROUND)
| 36.2% | — | 54.3 bps | 70.2 bps | -15.9 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • sp500_proxy (ODD)
| 35.2% | — | 3.9 bps | 19.2 bps | -15.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • other (ODD)
| 36.2% | — | 24.1 bps | 39.1 bps | -15.0 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • sp500_proxy (ROUND)
| 35.2% | — | 4.7 bps | 13.1 bps | -8.4 bps | Dispose → |
FINRA Rule 5310.09 Review Packet
FIRSTRADE SECURITIES INC.
CRD Number: 16843 •
Quarter: 2026Q2 •
Generated: Wed, 14 Oct 2026 20:17:07 GMT
Methodology: exq-2
Status: IN-PROGRESS / PREVIEW
Resolved Rule 606 Source Filings
| Author / Clearing Firm | CRD | Variant / Context | Version | SHA-256 Digest | Source Document |
|---|---|---|---|---|---|
| FIRSTRADE SECURITIES INC. | 16843 | 20260730-133930_FFSI | V1 | 1586dd3263c14b92e0de359009d4246e81bd5ec6ee2dbdda563fbba77324d4cf | Download XML ↗ |
Benchmark Builds Applied
• Month 202608: build 202608-20261001T134852Z (exq-2) • S&P constituent source: public_constituent_list (2026Q3) • NPI row exclusions: 224
1. SEC Rule 606(a)(1) Order Routing
Quarterly non-directed customer order routing shares and net PFOF/rebates by section and venue.
| Month | Section | Execution Venue | 605 Reporter | Route % | Market % | Mkt Limit % | Non-Mkt % | PFOF Mkt (¢/100) | PFOF Limit (¢/100) |
|---|---|---|---|---|---|---|---|---|---|
| 202604 | options | CITADEL SECURITIES LLC | CDRG | 46.5% | 49.2% | 40.2% | 44.3% | 37.09 ¢ | 40.85 ¢ |
| 202604 | options | Wolverine Execution Services, LLC | Unmapped | 38.4% | 33.9% | 41.2% | 41.0% | 41.57 ¢ | 42.49 ¢ |
| 202604 | options | Dash/IMC Financial Markets | Unmapped | 12.7% | 15.2% | 15.4% | 12.9% | 41.72 ¢ | 41.70 ¢ |
| 202604 | other_stocks | CITADEL SECURITIES LLC | CDRG | 59.0% | 56.5% | 61.3% | 62.4% | 13.41 ¢ | 10.47 ¢ |
| 202604 | other_stocks | Virtu Americas, LLC | NITE | 36.2% | 37.3% | 30.5% | 35.4% | 12.45 ¢ | 10.79 ¢ |
| 202604 | sp500 | CITADEL SECURITIES LLC | CDRG | 60.4% | 59.5% | 62.0% | 62.7% | 15.00 ¢ | 10.06 ¢ |
| 202604 | sp500 | Virtu Americas, LLC | NITE | 35.2% | 35.0% | 30.6% | 35.0% | 15.00 ¢ | 15.00 ¢ |
| 202605 | options | CITADEL SECURITIES LLC | CDRG | 45.4% | 44.0% | 39.6% | 42.6% | 38.56 ¢ | 42.79 ¢ |
| 202605 | options | Wolverine Execution Services, LLC | Unmapped | 38.4% | 37.1% | 40.5% | 41.2% | 42.22 ¢ | 43.23 ¢ |
| 202605 | options | Dash/IMC Financial Markets | Unmapped | 14.0% | 17.2% | 16.8% | 14.2% | 42.23 ¢ | 42.76 ¢ |
| 202605 | other_stocks | CITADEL SECURITIES LLC | CDRG | 59.4% | 56.5% | 62.8% | 62.5% | 13.77 ¢ | 8.69 ¢ |
| 202605 | other_stocks | Virtu Americas, LLC | NITE | 36.5% | 38.6% | 29.3% | 35.5% | 12.15 ¢ | 7.05 ¢ |
| 202605 | sp500 | CITADEL SECURITIES LLC | CDRG | 60.1% | 58.5% | 63.4% | 63.1% | 15.00 ¢ | 10.58 ¢ |
| 202605 | sp500 | Virtu Americas, LLC | NITE | 35.9% | 36.6% | 30.5% | 34.7% | 15.00 ¢ | 15.00 ¢ |
| 202606 | options | CITADEL SECURITIES LLC | CDRG | 44.5% | 40.8% | 37.6% | 42.3% | 38.53 ¢ | 40.43 ¢ |
| 202606 | options | Wolverine Execution Services, LLC | Unmapped | 39.2% | 38.3% | 41.0% | 41.9% | 42.94 ¢ | 42.78 ¢ |
| 202606 | options | Dash/IMC Financial Markets | Unmapped | 13.4% | 16.5% | 16.1% | 13.4% | 40.12 ¢ | 40.67 ¢ |
| 202606 | other_stocks | CITADEL SECURITIES LLC | CDRG | 56.9% | 53.4% | 60.2% | 60.2% | 12.90 ¢ | 9.53 ¢ |
| 202606 | other_stocks | Virtu Americas, LLC | NITE | 37.6% | 38.9% | 31.0% | 36.8% | 12.69 ¢ | 8.49 ¢ |
| 202606 | sp500 | CITADEL SECURITIES LLC | CDRG | 57.5% | 55.5% | 59.8% | 60.9% | 15.00 ¢ | 10.40 ¢ |
| 202606 | sp500 | Virtu Americas, LLC | NITE | 36.9% | 37.2% | 32.1% | 35.8% | 15.00 ¢ | 15.00 ¢ |
2. Venue Scorecards (Amended Rule 605)
Execution quality metrics for routed venues benchmarked against mix-adjusted competitors on identical symbols and size tiers.
| Month | Venue | Class | Notional × Lot | Fill Rate | PI Rate | NPI (bps) | Peer Bench (bps) | Coverage | Rank Pctl | Eff Spread | Speed <1s |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 202608 | NITE | market | <$250 • FRACT | 98.3% | 91.3% | 4.9 bps | 5.8 bps | 88% | 90th | $0.0606 | 100.0% |
| 202608 | NITE | market | <$250 • ODD | 85.6% | 86.3% | 9.0 bps | 9.4 bps | 98% | 68th | $0.0097 | 99.9% |
| 202608 | NITE | market | <$250 • ROUND | 73.9% | 77.9% | 25.6 bps | 25.2 bps | 95% | 52nd | $0.0016 | 99.2% |
| 202608 | NITE | market | $250–$999 • FRACT | 97.2% | 90.4% | 1.9 bps | 1.9 bps | 89% | 87th | $0.1931 | 100.0% |
| 202608 | NITE | market | $250–$999 • ODD | 86.8% | 89.1% | 6.0 bps | 6.2 bps | 93% | 62nd | $0.0146 | 99.9% |
| 202608 | NITE | market | $250–$999 • ROUND | 66.1% | 76.0% | 19.2 bps | 18.7 bps | 94% | 70th | $0.0032 | 99.7% |
| 202608 | NITE | market | $1k–$5k • FRACT | 97.4% | 91.1% | 2.5 bps | 4.1 bps | 95% | 33rd | $0.8852 | 100.0% |
| 202608 | NITE | market | $1k–$5k • ODD | 88.5% | 92.7% | 4.5 bps | 4.9 bps | 94% | 64th | $0.0196 | 100.0% |
| 202608 | NITE | market | $1k–$5k • ROUND | 76.6% | 75.0% | 9.5 bps | 9.4 bps | 94% | 71st | $0.0049 | 99.6% |
| 202608 | NITE | market | $5k–$10k • ODD | 89.9% | 93.3% | 4.0 bps | 4.1 bps | 91% | 67th | $0.0309 | 100.0% |
| 202608 | NITE | market | $5k–$10k • ROUND | 80.1% | 75.9% | 6.1 bps | 5.5 bps | 85% | 71st | $0.0064 | 99.2% |
| 202608 | NITE | market | $10k–$20k • ODD | 89.7% | 93.2% | 4.7 bps | 4.9 bps | 91% | 78th | $0.0593 | 100.0% |
| 202608 | NITE | market | $10k–$20k • ROUND | 78.0% | 77.4% | 4.5 bps | 4.1 bps | 76% | 71st | $0.0096 | 98.5% |
| 202608 | NITE | market | $20k–$50k • ODD | 88.0% | 93.4% | 3.8 bps | 3.6 bps | 89% | 57th | $0.1334 | 100.0% |
| 202608 | NITE | market | $20k–$50k • ROUND | 80.6% | 81.5% | 3.9 bps | 3.6 bps | 79% | 76th | $0.0104 | 98.5% |
| 202608 | NITE | market | $50k–$200k • ROUND | 79.5% | 82.7% | 2.9 bps | 2.7 bps | 83% | 75th | $0.0097 | 98.7% |
| 202608 | NITE | market | ≥$200k • ROUND | 43.6% | 45.3% | -1.1 bps | -0.3 bps | 53% | 31st | $0.0466 | 85.1% |
| 202608 | NITE | marketable_limit | <$250 • FRACT | 99.3% | 74.2% | 2.5 bps | 1.7 bps | 86% | 53rd | $0.0232 | 100.0% |
| 202608 | NITE | marketable_limit | <$250 • ODD | 90.5% | 85.7% | 7.6 bps | -38.6 bps | 97% | 73rd | $0.0120 | 99.8% |
| 202608 | NITE | marketable_limit | <$250 • ROUND | 78.2% | 79.6% | 13.1 bps | -75.9 bps | 97% | 58th | $0.0017 | 98.5% |
| 202608 | NITE | marketable_limit | $250–$999 • FRACT | 98.1% | 74.3% | 2.0 bps | 0.9 bps | 70% | 78th | $0.0935 | 99.9% |
| 202608 | NITE | marketable_limit | $250–$999 • ODD | 91.1% | 91.8% | 4.9 bps | -19.3 bps | 88% | 70th | $0.0257 | 99.8% |
| 202608 | NITE | marketable_limit | $250–$999 • ROUND | 75.1% | 70.0% | 11.3 bps | -63.6 bps | 96% | 64th | $0.0035 | 99.0% |
| 202608 | NITE | marketable_limit | $1k–$5k • FRACT | 98.4% | 69.4% | 5.8 bps | — | 0% | 100th | $0.8995 | 100.0% |
| 202608 | NITE | marketable_limit | $1k–$5k • ODD | 92.5% | 93.0% | 2.9 bps | -6.8 bps | 84% | 64th | $0.0350 | 99.9% |
| 202608 | NITE | marketable_limit | $1k–$5k • ROUND | 69.9% | 63.2% | 7.5 bps | -28.1 bps | 92% | 70th | $0.0056 | 96.4% |
| 202608 | NITE | marketable_limit | $5k–$10k • ODD | 91.9% | 93.1% | 2.6 bps | -7.4 bps | 81% | 72nd | $0.0532 | 99.9% |
| 202608 | NITE | marketable_limit | $5k–$10k • ROUND | 67.8% | 62.9% | 4.6 bps | -12.5 bps | 73% | 69th | $0.0078 | 92.4% |
| 202608 | NITE | marketable_limit | $10k–$20k • ODD | 93.0% | 93.7% | 3.7 bps | -3.9 bps | 77% | 74th | $0.0994 | 99.9% |
| 202608 | NITE | marketable_limit | $10k–$20k • ROUND | 71.8% | 68.8% | 3.3 bps | -7.1 bps | 68% | 70th | $0.0096 | 90.3% |
| 202608 | NITE | marketable_limit | $20k–$50k • ODD | 92.3% | 92.8% | 2.9 bps | -0.4 bps | 45% | 72nd | $0.1613 | 99.9% |
| 202608 | NITE | marketable_limit | $20k–$50k • ROUND | 80.6% | 74.8% | 2.6 bps | -3.8 bps | 77% | 70th | $0.0097 | 92.5% |
| 202608 | NITE | marketable_limit | $50k–$200k • ROUND | 79.7% | 68.1% | 1.8 bps | -2.7 bps | 76% | 79th | $0.0107 | 91.8% |
| 202608 | NITE | marketable_limit | ≥$200k • ROUND | 56.4% | 39.4% | -0.9 bps | -3.6 bps | 38% | 27th | $0.0280 | 69.8% |
| 202608 | NITE | nonmarketable_limit | <$250 • FRACT | 0.3% | 100.0% | 9.6 bps | 1.6 bps | 24% | 38th | $0.0202 | 45.3% |
| 202608 | NITE | nonmarketable_limit | <$250 • ODD | 37.9% | 100.0% | 32.9 bps | 73.3 bps | 98% | 73rd | $0.0248 | 77.4% |
| 202608 | NITE | nonmarketable_limit | <$250 • ROUND | 7.7% | 100.0% | 54.3 bps | 70.2 bps | 90% | 44th | $0.0020 | 52.3% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • FRACT | 0.5% | 100.0% | 6.5 bps | — | 65% | 50th | — | 49.7% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • ODD | 17.4% | 100.0% | 18.6 bps | 54.1 bps | 95% | 61st | $0.0542 | 60.1% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • ROUND | 7.2% | 100.0% | 52.1 bps | 152.6 bps | 88% | 54th | $0.0047 | 49.1% |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • FRACT | — | — | — | — | — | — | — | — |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • ODD | 5.5% | 100.0% | 16.8 bps | 47.7 bps | 78% | 72nd | $0.1224 | 49.2% |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • ROUND | 6.6% | 100.0% | 27.5 bps | 87.3 bps | 78% | 57th | $0.0100 | 40.8% |
| 202608 | NITE | nonmarketable_limit | $5k–$10k • ODD | 7.1% | 100.0% | 18.2 bps | 51.3 bps | 78% | 81st | $0.2573 | 62.0% |
| 202608 | NITE | nonmarketable_limit | $5k–$10k • ROUND | 4.7% | 100.0% | 18.1 bps | 48.2 bps | 45% | 61st | $0.0183 | 33.7% |
| 202608 | NITE | nonmarketable_limit | $10k–$20k • ODD | 7.3% | 100.0% | 22.3 bps | 47.6 bps | 78% | 87th | $0.5018 | 67.4% |
| 202608 | NITE | nonmarketable_limit | $10k–$20k • ROUND | 4.4% | 100.0% | 12.5 bps | 35.6 bps | 34% | 47th | $0.0287 | 32.0% |
| 202608 | NITE | nonmarketable_limit | $20k–$50k • ODD | 5.3% | 100.0% | 24.1 bps | 39.1 bps | 74% | 84th | $0.6113 | 75.0% |
| 202608 | NITE | nonmarketable_limit | $20k–$50k • ROUND | 3.9% | 100.0% | 11.0 bps | 37.8 bps | 35% | 57th | $0.0484 | 29.5% |
| 202608 | NITE | nonmarketable_limit | $50k–$200k • ROUND | 6.3% | 100.0% | 9.3 bps | 27.2 bps | 42% | 56th | $0.0736 | 28.5% |
| 202608 | NITE | nonmarketable_limit | ≥$200k • ROUND | 18.3% | 100.0% | 6.2 bps | 28.6 bps | 37% | 46th | $0.0486 | 26.3% |
| 202608 | NITE | market | <$250 • FRACT | 98.7% | 91.0% | 2.2 bps | 3.1 bps | 100% | 50th | $0.0724 | 100.0% |
| 202608 | NITE | market | <$250 • ODD | 62.9% | 92.6% | 2.6 bps | 3.0 bps | 100% | 47th | $0.0159 | 99.9% |
| 202608 | NITE | market | $250–$999 • FRACT | 97.1% | 90.0% | 2.5 bps | 3.6 bps | 97% | 52nd | $0.2255 | 100.0% |
| 202608 | NITE | market | $250–$999 • ODD | 78.4% | 92.8% | 2.6 bps | 3.0 bps | 100% | 44th | $0.0257 | 100.0% |
| 202608 | NITE | market | $250–$999 • ROUND | 95.7% | 90.0% | 4.9 bps | 5.5 bps | 100% | 50th | $0.0025 | 100.0% |
| 202608 | NITE | market | $1k–$5k • FRACT | 94.9% | 90.1% | 3.2 bps | 5.1 bps | 93% | 57th | $0.6309 | 100.0% |
| 202608 | NITE | market | $1k–$5k • ODD | 92.2% | 93.3% | 2.7 bps | 3.2 bps | 100% | 55th | $0.0284 | 100.0% |
| 202608 | NITE | market | $1k–$5k • ROUND | 92.3% | 90.1% | 1.8 bps | 2.1 bps | 100% | 51st | $0.0030 | 100.0% |
| 202608 | NITE | market | $5k–$10k • ODD | 93.4% | 93.4% | 2.6 bps | 3.1 bps | 100% | 49th | $0.0380 | 100.0% |
| 202608 | NITE | market | $5k–$10k • ROUND | 92.4% | 90.8% | 1.7 bps | 1.9 bps | 99% | 62nd | $0.0043 | 100.0% |
| 202608 | NITE | market | $10k–$20k • ODD | 93.2% | 93.7% | 2.7 bps | 3.2 bps | 99% | 54th | $0.0526 | 100.0% |
| 202608 | NITE | market | $10k–$20k • ROUND | 92.4% | 92.1% | 2.3 bps | 2.6 bps | 99% | 59th | $0.0111 | 100.0% |
| 202608 | NITE | market | $20k–$50k • ODD | 93.5% | 94.5% | 3.3 bps | 3.8 bps | 97% | 68th | $0.1191 | 100.0% |
| 202608 | NITE | market | $20k–$50k • ROUND | 92.7% | 92.6% | 2.2 bps | 2.5 bps | 99% | 58th | $0.0162 | 100.0% |
| 202608 | NITE | market | $50k–$200k • ODD | 88.9% | 93.2% | 3.5 bps | 4.0 bps | 100% | 58th | $0.3060 | 100.0% |
| 202608 | NITE | market | $50k–$200k • ROUND | 91.7% | 92.9% | 2.8 bps | 3.0 bps | 98% | 77th | $0.0215 | 100.0% |
| 202608 | NITE | market | ≥$200k • ROUND | 57.5% | 65.9% | 0.5 bps | 0.5 bps | 87% | 34th | $0.1105 | 97.2% |
| 202608 | NITE | marketable_limit | <$250 • FRACT | 99.6% | 74.0% | 4.2 bps | 2.5 bps | 97% | 100th | $0.0543 | 100.0% |
| 202608 | NITE | marketable_limit | <$250 • ODD | 95.7% | 93.1% | 1.5 bps | -2.3 bps | 100% | 51st | $0.0179 | 99.9% |
| 202608 | NITE | marketable_limit | $250–$999 • FRACT | 99.1% | 74.5% | 4.5 bps | 2.6 bps | 40% | 100th | $0.2142 | 100.0% |
| 202608 | NITE | marketable_limit | $250–$999 • ODD | 95.0% | 93.9% | 1.5 bps | -2.8 bps | 100% | 45th | $0.0224 | 99.9% |
| 202608 | NITE | marketable_limit | $250–$999 • ROUND | 87.4% | 96.3% | 4.3 bps | -1.7 bps | 100% | 92nd | $0.0025 | 100.0% |
| 202608 | NITE | marketable_limit | $1k–$5k • FRACT | 98.5% | 74.2% | 5.8 bps | 3.3 bps | 29% | 63rd | $0.9808 | 100.0% |
| 202608 | NITE | marketable_limit | $1k–$5k • ODD | 94.3% | 93.8% | 1.5 bps | -4.1 bps | 99% | 43rd | $0.0361 | 99.9% |
| 202608 | NITE | marketable_limit | $1k–$5k • ROUND | 91.1% | 93.6% | 1.4 bps | -5.5 bps | 97% | 60th | $0.0046 | 99.9% |
| 202608 | NITE | marketable_limit | $5k–$10k • FRACT | — | — | — | — | — | — | — | — |
| 202608 | NITE | marketable_limit | $5k–$10k • ODD | 93.7% | 93.6% | 1.6 bps | -5.0 bps | 93% | 50th | $0.0539 | 99.9% |
| 202608 | NITE | marketable_limit | $5k–$10k • ROUND | 90.3% | 93.2% | 1.1 bps | -5.3 bps | 91% | 67th | $0.0063 | 99.9% |
| 202608 | NITE | marketable_limit | $10k–$20k • ODD | 93.8% | 93.8% | 1.7 bps | -3.8 bps | 92% | 54th | $0.0739 | 99.9% |
| 202608 | NITE | marketable_limit | $10k–$20k • ROUND | 91.3% | 93.8% | 1.7 bps | -4.5 bps | 92% | 64th | $0.0139 | 99.9% |
| 202608 | NITE | marketable_limit | $20k–$50k • ODD | 93.0% | 94.2% | 2.3 bps | -0.5 bps | 93% | 69th | $0.1914 | 99.9% |
| 202608 | NITE | marketable_limit | $20k–$50k • ROUND | 89.9% | 91.3% | 1.4 bps | -4.2 bps | 92% | 55th | $0.0195 | 99.8% |
| 202608 | NITE | marketable_limit | $50k–$200k • ODD | 91.0% | 90.6% | 2.2 bps | 1.2 bps | 97% | 63rd | $0.6327 | 100.0% |
| 202608 | NITE | marketable_limit | $50k–$200k • ROUND | 88.0% | 90.1% | 1.4 bps | -2.8 bps | 89% | 60th | $0.0310 | 99.1% |
| 202608 | NITE | marketable_limit | ≥$200k • ROUND | 58.0% | 57.1% | -0.1 bps | -3.9 bps | 77% | 21st | $0.1039 | 81.5% |
| 202608 | NITE | nonmarketable_limit | <$250 • FRACT | 0.3% | 100.0% | 4.6 bps | 1.9 bps | 89% | 24th | $0.0691 | 58.3% |
| 202608 | NITE | nonmarketable_limit | <$250 • ODD | 22.2% | 100.0% | 3.9 bps | 19.2 bps | 97% | 35th | $0.0295 | 55.4% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • FRACT | 0.1% | 100.0% | 4.7 bps | — | 82% | 33rd | — | 63.6% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • ODD | 19.4% | 100.0% | 3.8 bps | 22.5 bps | 98% | 41st | $0.0621 | 60.9% |
| 202608 | NITE | nonmarketable_limit | $250–$999 • ROUND | — | — | — | — | — | — | — | — |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • FRACT | — | 100.0% | 5.5 bps | — | — | 50th | — | 69.1% |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • ODD | 5.8% | 100.0% | 3.7 bps | 26.2 bps | 94% | 34th | $0.0753 | 55.0% |
| 202608 | NITE | nonmarketable_limit | $1k–$5k • ROUND | 1.6% | 100.0% | 4.7 bps | 13.1 bps | 89% | 75th | $0.0027 | 28.0% |
| 202608 | NITE | nonmarketable_limit | $5k–$10k • ODD | 7.7% | 100.0% | 3.7 bps | 28.1 bps | 86% | 34th | $0.0929 | 59.4% |
| 202608 | NITE | nonmarketable_limit | $5k–$10k • ROUND | 3.2% | 100.0% | 3.2 bps | 22.1 bps | 79% | 59th | $0.0130 | 37.4% |
| 202608 | NITE | nonmarketable_limit | $10k–$20k • ODD | 7.9% | 100.0% | 3.9 bps | 22.4 bps | 86% | 45th | $0.1309 | 64.0% |
| 202608 | NITE | nonmarketable_limit | $10k–$20k • ROUND | 4.4% | 100.0% | 3.4 bps | 29.5 bps | 80% | 47th | $0.0385 | 45.3% |
| 202608 | NITE | nonmarketable_limit | $20k–$50k • ODD | 7.3% | 100.0% | 3.9 bps | 10.8 bps | 88% | 51st | $0.2588 | 64.1% |
| 202608 | NITE | nonmarketable_limit | $20k–$50k • ROUND | 4.4% | 100.0% | 2.9 bps | 29.4 bps | 85% | 28th | $0.0597 | 51.2% |
| 202608 | NITE | nonmarketable_limit | $50k–$200k • ODD | 5.2% | 100.0% | 7.6 bps | 2.9 bps | 98% | 78th | $0.4398 | 69.0% |
| 202608 | NITE | nonmarketable_limit | $50k–$200k • ROUND | 4.3% | 100.0% | 2.6 bps | 27.8 bps | 81% | 22nd | $0.0848 | 50.5% |
| 202608 | NITE | nonmarketable_limit | ≥$200k • ROUND | 23.9% | 100.0% | 2.4 bps | 23.6 bps | 76% | 28th | $0.0938 | 50.2% |
3. Routing-Weighted Composite Quality
Implied execution quality achieved by the firm’s routing mix across the 24 amended size tiers, compared against the best and median competing venues.
| Month | Class | Notional × Lot | Metric | Firm Composite | Best Competing | Best Venue | Median Competing | Mapped Flow |
|---|---|---|---|---|---|---|---|---|
| 202608 | market | <$250 • FRACT | fill_rate | 98.7% | 100.0% | APRT | 97.7% | 37% |
| 202608 | market | <$250 • FRACT | pi_rate | 91.0% | 99.8% | NFBS | 98.1% | 37% |
| 202608 | market | <$250 • FRACT | npi_bps | 2.2 bps | 5.6 bps | NYLS | 2.2 bps | 37% |
| 202608 | market | <$250 • FRACT | efq_pct | 37.8% | -1.9% | FTSR | 12.5% | 37% |
| 202608 | market | <$250 • FRACT | eff_sprd | 0.0724 | -0.0020 | NFSF | 0.0082 | 37% |
| 202608 | market | <$250 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 37% |
| 202608 | market | <$250 • FRACT | real_sprd_15s | 0.0716 | -0.0192 | FTSR | 0.0085 | 37% |
| 202608 | market | <$250 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | FTSR | 0.0% | 37% |
| 202608 | market | <$250 • FRACT | real_sprd_1m | 0.0711 | -0.0541 | WLTH | 0.0159 | 37% |
| 202608 | market | <$250 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | WLTH | 0.0% | 37% |
| 202608 | market | <$250 • FRACT | speed_1s | 1.0000 | 1.0000 | PNCC | 0.9996 | 37% |
| 202608 | market | <$250 • ODD | fill_rate | 62.9% | 100.0% | ETMM | 26.7% | 37% |
| 202608 | market | <$250 • ODD | pi_rate | 92.6% | 100.0% | JPMX | 96.1% | 37% |
| 202608 | market | <$250 • ODD | npi_bps | 2.6 bps | 38.7 bps | EDGK | 2.7 bps | 37% |
| 202608 | market | <$250 • ODD | efq_pct | 24.9% | -30983.8% | EDGJ | 19.8% | 37% |
| 202608 | market | <$250 • ODD | eff_sprd | 0.0159 | -5.5353 | EDGJ | 0.0123 | 37% |
| 202608 | market | <$250 • ODD | eff_sprd_pct | 0.0% | -0.9% | EDGJ | 0.0% | 37% |
| 202608 | market | <$250 • ODD | real_sprd_15s | 0.0154 | -5.5075 | EDGJ | 0.0119 | 37% |
| 202608 | market | <$250 • ODD | real_sprd_15s_pct | 0.0% | -0.9% | EDGJ | 0.0% | 37% |
| 202608 | market | <$250 • ODD | real_sprd_1m | 0.0148 | -5.3288 | EDGJ | 0.0115 | 37% |
| 202608 | market | <$250 • ODD | real_sprd_1m_pct | 0.0% | -0.9% | EDGJ | 0.0% | 37% |
| 202608 | market | <$250 • ODD | speed_1s | 0.9992 | 1.0000 | NFSF | 0.9997 | 37% |
| 202608 | market | $250–$999 • FRACT | fill_rate | 97.1% | 100.0% | AEIS | 100.0% | 37% |
| 202608 | market | $250–$999 • FRACT | pi_rate | 90.0% | 99.5% | NYLS | 97.2% | 37% |
| 202608 | market | $250–$999 • FRACT | npi_bps | 2.5 bps | 6.1 bps | APRT | 2.3 bps | 37% |
| 202608 | market | $250–$999 • FRACT | efq_pct | 36.7% | -2.1% | NFSF | 5.2% | 37% |
| 202608 | market | $250–$999 • FRACT | eff_sprd | 0.2255 | -0.0100 | NFSF | 0.0208 | 37% |
| 202608 | market | $250–$999 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 37% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s | 0.2101 | -0.0214 | NFSF | 0.0393 | 37% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 37% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m | 0.2209 | -0.0756 | ROCK | 0.0593 | 37% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | MKTI | 0.0% | 37% |
| 202608 | market | $250–$999 • FRACT | speed_1s | 1.0000 | 1.0000 | PNCC | 0.9999 | 37% |
| 202608 | market | $250–$999 • ODD | fill_rate | 78.4% | 100.0% | JPDA | 34.8% | 37% |
| 202608 | market | $250–$999 • ODD | pi_rate | 92.8% | 100.0% | JPMX | 95.8% | 37% |
| 202608 | market | $250–$999 • ODD | npi_bps | 2.6 bps | 67.0 bps | EDGK | 2.7 bps | 37% |
| 202608 | market | $250–$999 • ODD | efq_pct | 22.4% | -37.5% | JPDA | 21.4% | 37% |
| 202608 | market | $250–$999 • ODD | eff_sprd | 0.0257 | -0.0308 | JPDA | 0.0241 | 37% |
| 202608 | market | $250–$999 • ODD | eff_sprd_pct | 0.0% | -0.1% | EDGK | 0.0% | 37% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s | 0.0244 | -0.0295 | JPDA | 0.0250 | 37% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s_pct | 0.0% | -0.1% | EDGK | 0.0% | 37% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m | 0.0235 | -0.0347 | JSDP | 0.0237 | 37% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m_pct | 0.0% | -0.1% | EDGK | 0.0% | 37% |
| 202608 | market | $250–$999 • ODD | speed_1s | 0.9996 | 1.0000 | PNCC | 0.9998 | 37% |
| 202608 | market | $250–$999 • ROUND | fill_rate | 95.7% | 99.6% | HRTF | 47.9% | 37% |
| 202608 | market | $250–$999 • ROUND | pi_rate | 90.0% | 100.0% | NFSC | 90.0% | 37% |
| 202608 | market | $250–$999 • ROUND | npi_bps | 4.9 bps | 5.5 bps | HRTF | 4.9 bps | 37% |
| 202608 | market | $250–$999 • ROUND | efq_pct | 22.1% | 6.7% | NFSC | 10.3% | 37% |
| 202608 | market | $250–$999 • ROUND | eff_sprd | 0.0025 | 0.0007 | NFSC | 0.0011 | 37% |
| 202608 | market | $250–$999 • ROUND | eff_sprd_pct | 0.0% | 0.0% | NFSC | 0.0% | 37% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s | -0.0017 | -0.0024 | HRTF | -0.0013 | 37% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s_pct | -0.0% | -0.0% | HRTF | -0.0% | 37% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m | -0.0052 | -0.0071 | HRTF | -0.0039 | 37% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m_pct | -0.1% | -0.1% | HRTF | -0.0% | 37% |
| 202608 | market | $250–$999 • ROUND | speed_1s | 1.0000 | 1.0000 | CRFN | 1.0000 | 37% |
| 202608 | market | $1k–$5k • FRACT | fill_rate | 94.9% | 100.0% | FUTC | 56.6% | 37% |
| 202608 | market | $1k–$5k • FRACT | pi_rate | 90.1% | 100.0% | ETOR | 90.3% | 37% |
| 202608 | market | $1k–$5k • FRACT | npi_bps | 3.2 bps | 7.3 bps | FIBS | 2.9 bps | 37% |
| 202608 | market | $1k–$5k • FRACT | efq_pct | 37.3% | -7.8% | FIBS | 43.6% | 37% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd | 0.6309 | -0.1275 | FIBS | 0.7859 | 37% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 37% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s | 0.6682 | -0.1565 | FIBS | 0.8300 | 37% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | FIBS | 0.0% | 37% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m | 0.6004 | -0.3011 | FIBS | 0.5782 | 37% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | FIBS | 0.0% | 37% |
| 202608 | market | $1k–$5k • FRACT | speed_1s | 1.0000 | 1.0000 | ETOR | 1.0000 | 37% |
| 202608 | market | $1k–$5k • ODD | fill_rate | 92.2% | 100.0% | JPDA | 39.4% | 37% |
| 202608 | market | $1k–$5k • ODD | pi_rate | 93.3% | 100.0% | JANM | 95.9% | 37% |
| 202608 | market | $1k–$5k • ODD | npi_bps | 2.7 bps | 43.3 bps | EDGK | 2.5 bps | 37% |
| 202608 | market | $1k–$5k • ODD | efq_pct | 21.8% | -34.3% | JPDA | 21.8% | 37% |
| 202608 | market | $1k–$5k • ODD | eff_sprd | 0.0284 | -0.0417 | JPDA | 0.0264 | 37% |
| 202608 | market | $1k–$5k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s | 0.0263 | -0.0399 | JPDA | 0.0246 | 37% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m | 0.0248 | -0.0418 | JPDA | 0.0247 | 37% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $1k–$5k • ODD | speed_1s | 0.9997 | 1.0000 | ALBS | 0.9997 | 37% |
| 202608 | market | $1k–$5k • ROUND | fill_rate | 92.3% | 100.0% | ETMM | 32.5% | 37% |
| 202608 | market | $1k–$5k • ROUND | pi_rate | 90.1% | 100.0% | JPDA | 96.1% | 37% |
| 202608 | market | $1k–$5k • ROUND | npi_bps | 1.8 bps | 3.5 bps | JPDA | 1.8 bps | 37% |
| 202608 | market | $1k–$5k • ROUND | efq_pct | 24.7% | -41.6% | JPDA | 11.6% | 37% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd | 0.0030 | -0.0056 | JPDA | 0.0015 | 37% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s | 0.0015 | -0.0284 | XNYS | 0.0011 | 37% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | XNYS | 0.0% | 37% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m | 0.0007 | -0.0299 | HRTS | 0.0003 | 37% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m_pct | 0.0% | -0.2% | HRTS | 0.0% | 37% |
| 202608 | market | $1k–$5k • ROUND | speed_1s | 0.9997 | 1.0000 | ALTR | 0.9996 | 37% |
| 202608 | market | $5k–$10k • ODD | fill_rate | 93.4% | 100.0% | JPDA | 35.4% | 37% |
| 202608 | market | $5k–$10k • ODD | pi_rate | 93.4% | 100.0% | JPMX | 96.2% | 37% |
| 202608 | market | $5k–$10k • ODD | npi_bps | 2.6 bps | 54.7 bps | EDGK | 2.6 bps | 37% |
| 202608 | market | $5k–$10k • ODD | efq_pct | 21.5% | -30.2% | JPDA | 19.7% | 37% |
| 202608 | market | $5k–$10k • ODD | eff_sprd | 0.0380 | -0.0569 | JPDA | 0.0311 | 37% |
| 202608 | market | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s | 0.0337 | -0.0573 | JSDP | 0.0340 | 37% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m | 0.0333 | -0.1357 | JPMX | 0.0347 | 37% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | JPMX | 0.0% | 37% |
| 202608 | market | $5k–$10k • ODD | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9999 | 37% |
| 202608 | market | $5k–$10k • ROUND | fill_rate | 92.4% | 100.0% | ETMM | 37.2% | 37% |
| 202608 | market | $5k–$10k • ROUND | pi_rate | 90.8% | 100.0% | JPDA | 95.4% | 37% |
| 202608 | market | $5k–$10k • ROUND | npi_bps | 1.7 bps | 40.6 bps | BATS | 1.6 bps | 37% |
| 202608 | market | $5k–$10k • ROUND | efq_pct | 22.4% | -35.2% | JPDA | 15.1% | 37% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd | 0.0043 | -0.0079 | JPDA | 0.0037 | 37% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s | 0.0030 | -0.0053 | JPDA | 0.0028 | 37% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m | 0.0022 | -0.0212 | SWST | 0.0029 | 37% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | HRTS | 0.0% | 37% |
| 202608 | market | $5k–$10k • ROUND | speed_1s | 0.9997 | 1.0000 | WBUS | 0.9998 | 37% |
| 202608 | market | $10k–$20k • ODD | fill_rate | 93.2% | 100.0% | JPDA | 49.7% | 37% |
| 202608 | market | $10k–$20k • ODD | pi_rate | 93.7% | 100.0% | JPDA | 95.3% | 37% |
| 202608 | market | $10k–$20k • ODD | npi_bps | 2.7 bps | 31.3 bps | BATS | 2.7 bps | 37% |
| 202608 | market | $10k–$20k • ODD | efq_pct | 21.1% | -25.4% | JPDA | 21.1% | 37% |
| 202608 | market | $10k–$20k • ODD | eff_sprd | 0.0526 | -0.0711 | JPDA | 0.0374 | 37% |
| 202608 | market | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s | 0.0464 | -0.0977 | JSDP | 0.0363 | 37% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m | 0.0483 | -0.2625 | JSDP | 0.0378 | 37% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | PNCC | 0.0% | 37% |
| 202608 | market | $10k–$20k • ODD | speed_1s | 0.9996 | 1.0000 | PNCC | 0.9996 | 37% |
| 202608 | market | $10k–$20k • ROUND | fill_rate | 92.4% | 100.0% | BYXX | 42.4% | 37% |
| 202608 | market | $10k–$20k • ROUND | pi_rate | 92.1% | 100.0% | JPDA | 94.6% | 37% |
| 202608 | market | $10k–$20k • ROUND | npi_bps | 2.3 bps | 37.4 bps | BATS | 2.1 bps | 37% |
| 202608 | market | $10k–$20k • ROUND | efq_pct | 21.2% | -35443.2% | EDGJ | 16.7% | 37% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd | 0.0111 | -1.7901 | EDGJ | 0.0124 | 37% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd_pct | 0.0% | -1.1% | EDGJ | 0.0% | 37% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s | 0.0086 | -1.7854 | EDGJ | 0.0105 | 37% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s_pct | 0.0% | -1.1% | EDGJ | 0.0% | 37% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m | 0.0078 | -1.7501 | EDGJ | 0.0078 | 37% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m_pct | 0.0% | -1.1% | EDGJ | 0.0% | 37% |
| 202608 | market | $10k–$20k • ROUND | speed_1s | 0.9997 | 1.0000 | ALTR | 0.9999 | 37% |
| 202608 | market | $20k–$50k • ODD | fill_rate | 93.5% | 100.0% | JPDA | 47.9% | 37% |
| 202608 | market | $20k–$50k • ODD | pi_rate | 94.5% | 100.0% | JPDA | 94.7% | 37% |
| 202608 | market | $20k–$50k • ODD | npi_bps | 3.3 bps | 6.1 bps | JSJX | 3.0 bps | 37% |
| 202608 | market | $20k–$50k • ODD | efq_pct | 19.1% | -15.4% | JPDA | 19.7% | 37% |
| 202608 | market | $20k–$50k • ODD | eff_sprd | 0.1191 | -0.0936 | JPDA | 0.1051 | 37% |
| 202608 | market | $20k–$50k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s | 0.0943 | -0.1388 | JPDA | 0.1062 | 37% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 37% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m | 0.0909 | -0.2258 | JPDA | 0.0945 | 37% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | XNYS | 0.0% | 37% |
| 202608 | market | $20k–$50k • ODD | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9999 | 37% |
| 202608 | market | $20k–$50k • ROUND | fill_rate | 92.7% | 100.0% | JPDA | 40.4% | 37% |
| 202608 | market | $20k–$50k • ROUND | pi_rate | 92.6% | 100.0% | JPDA | 93.5% | 37% |
| 202608 | market | $20k–$50k • ROUND | npi_bps | 2.2 bps | 33.2 bps | EDGK | 2.0 bps | 37% |
| 202608 | market | $20k–$50k • ROUND | efq_pct | 20.6% | -39823.2% | BATS | 18.1% | 37% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd | 0.0162 | -1.1421 | EDGJ | 0.0212 | 37% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd_pct | 0.0% | -0.4% | EDGJ | 0.0% | 37% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s | 0.0119 | -1.1323 | EDGJ | 0.0170 | 37% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s_pct | 0.0% | -0.4% | EDGJ | 0.0% | 37% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m | 0.0095 | -1.1324 | EDGJ | 0.0149 | 37% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m_pct | 0.0% | -0.4% | EDGJ | 0.0% | 37% |
| 202608 | market | $20k–$50k • ROUND | speed_1s | 0.9998 | 1.0000 | PNCC | 0.9997 | 37% |
| 202608 | market | $50k–$200k • ODD | fill_rate | 88.9% | 100.0% | ETMM | 88.9% | 37% |
| 202608 | market | $50k–$200k • ODD | pi_rate | 93.2% | 99.8% | ETMM | 95.4% | 37% |
| 202608 | market | $50k–$200k • ODD | npi_bps | 3.5 bps | 4.7 bps | FIBS | 3.4 bps | 37% |
| 202608 | market | $50k–$200k • ODD | efq_pct | 20.7% | -6.4% | FIBS | 19.3% | 37% |
| 202608 | market | $50k–$200k • ODD | eff_sprd | 0.3060 | -0.0791 | FIBS | 0.2595 | 37% |
| 202608 | market | $50k–$200k • ODD | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 37% |
| 202608 | market | $50k–$200k • ODD | real_sprd_15s | 0.0874 | -0.4321 | JPBD | 0.1478 | 37% |
| 202608 | market | $50k–$200k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPBD | 0.0% | 37% |
| 202608 | market | $50k–$200k • ODD | real_sprd_1m | 0.1355 | -0.3667 | SOHW | 0.1526 | 37% |
| 202608 | market | $50k–$200k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | SOHW | 0.0% | 37% |
| 202608 | market | $50k–$200k • ODD | speed_1s | 0.9998 | 1.0000 | CRFN | 1.0000 | 37% |
| 202608 | market | $50k–$200k • ROUND | fill_rate | 91.7% | 100.0% | JPDA | 31.8% | 37% |
| 202608 | market | $50k–$200k • ROUND | pi_rate | 92.9% | 100.0% | JPDA | 91.3% | 37% |
| 202608 | market | $50k–$200k • ROUND | npi_bps | 2.8 bps | 24.8 bps | BATS | 2.3 bps | 37% |
| 202608 | market | $50k–$200k • ROUND | efq_pct | 19.3% | -5.8% | PNCC | 21.0% | 37% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd | 0.0215 | -0.0084 | JPDA | 0.0292 | 37% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd_pct | 0.0% | -0.1% | BATS | 0.0% | 37% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s | 0.0121 | -0.2641 | JPMX | 0.0191 | 37% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | JPMX | 0.0% | 37% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m | 0.0100 | -0.0417 | PNCC | 0.0178 | 37% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m_pct | -0.0% | -0.1% | BATS | 0.0% | 37% |
| 202608 | market | $50k–$200k • ROUND | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9997 | 37% |
| 202608 | market | ≥$200k • ROUND | fill_rate | 57.5% | 100.0% | JPDA | 11.7% | 37% |
| 202608 | market | ≥$200k • ROUND | pi_rate | 65.9% | 100.0% | JPDA | 61.7% | 37% |
| 202608 | market | ≥$200k • ROUND | npi_bps | 0.5 bps | 63.2 bps | EDGJ | 0.7 bps | 37% |
| 202608 | market | ≥$200k • ROUND | efq_pct | 107.8% | -1885.0% | EDGJ | 92.3% | 37% |
| 202608 | market | ≥$200k • ROUND | eff_sprd | 0.1105 | -0.4991 | EDGJ | 0.0989 | 37% |
| 202608 | market | ≥$200k • ROUND | eff_sprd_pct | 0.0% | -0.3% | EDGJ | 0.0% | 37% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s | 0.0472 | -0.5034 | EDGJ | 0.0528 | 37% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | EDGJ | 0.0% | 37% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m | 0.0517 | -0.5290 | JPMX | 0.0517 | 37% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.3% | EDGJ | 0.0% | 37% |
| 202608 | market | ≥$200k • ROUND | speed_1s | 0.9718 | 1.0000 | ARCX | 0.9736 | 37% |
| 202608 | marketable_limit | <$250 • FRACT | fill_rate | 99.6% | 100.0% | WLTF | 75.5% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | pi_rate | 74.0% | 100.0% | NOMA | 86.2% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | npi_bps | 4.2 bps | 4.2 bps | NITE | 2.5 bps | 32% |
| 202608 | marketable_limit | <$250 • FRACT | efq_pct | 28.4% | -16.2% | NFSF | 28.4% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd | 0.0543 | -0.0159 | NFSF | 0.0381 | 32% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s | 0.0539 | -0.0167 | NFSF | 0.0381 | 32% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m | 0.0529 | -0.0173 | NFSF | 0.0351 | 32% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • FRACT | speed_1s | 0.9999 | 1.0000 | CNBS | 0.9976 | 32% |
| 202608 | marketable_limit | <$250 • ODD | fill_rate | 95.7% | 100.0% | DWFT | 26.2% | 32% |
| 202608 | marketable_limit | <$250 • ODD | pi_rate | 93.1% | 100.0% | TLQNA | 86.0% | 32% |
| 202608 | marketable_limit | <$250 • ODD | npi_bps | 1.5 bps | 8.3 bps | SBSH | 1.4 bps | 32% |
| 202608 | marketable_limit | <$250 • ODD | efq_pct | 51.3% | -40.0% | JPDA | 65.2% | 32% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd | 0.0179 | -0.0152 | JPDA | 0.0212 | 32% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s | 0.0170 | -0.1989 | XSTM | 0.0144 | 32% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s_pct | 0.0% | -0.1% | XSTM | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m | 0.0182 | -0.2104 | XSTM | 0.0150 | 32% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m_pct | 0.0% | -0.1% | XSTM | 0.0% | 32% |
| 202608 | marketable_limit | <$250 • ODD | speed_1s | 0.9991 | 1.0000 | ALPX | 0.9999 | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | fill_rate | 99.1% | 100.0% | HRTF | 72.2% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | pi_rate | 74.5% | 98.0% | NFSC | 86.0% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | npi_bps | 4.5 bps | 4.5 bps | NITE | 3.6 bps | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | efq_pct | 28.4% | -18.4% | NFSF | 28.4% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd | 0.2142 | -0.0579 | NFSF | 0.2142 | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s | 0.2067 | -0.0511 | NFSF | 0.2067 | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m | 0.1937 | -0.0825 | NFSF | 0.1937 | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | NFSF | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • FRACT | speed_1s | 0.9998 | 1.0000 | HRTF | 0.9962 | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | fill_rate | 95.0% | 100.0% | DWFT | 32.4% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | pi_rate | 93.9% | 100.0% | JPDA | 87.6% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | npi_bps | 1.5 bps | 4.6 bps | XTXE | 1.6 bps | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | efq_pct | 55.5% | -38.0% | JPDA | 72.6% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd | 0.0224 | -0.0313 | JPMS | 0.0334 | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s | 0.0216 | -0.0236 | MSRP | 0.0238 | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s_pct | 0.0% | -0.0% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m | 0.0209 | -0.0935 | JPMS | 0.0265 | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m_pct | 0.0% | -0.0% | JPMS | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • ODD | speed_1s | 0.9986 | 1.0000 | ALPX | 0.9999 | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | fill_rate | 87.4% | 99.1% | IBAT | 12.8% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | pi_rate | 96.3% | 99.7% | CHAS | 18.2% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | npi_bps | 4.3 bps | 5.7 bps | IBAT | 0.5 bps | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | efq_pct | 24.4% | 1.1% | IBAT | 92.3% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd | 0.0025 | 0.0001 | IBAT | 0.0088 | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd_pct | 0.0% | 0.0% | IBAT | 0.1% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s | 0.0012 | -0.0095 | ONEC | 0.0029 | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | ONEC | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m | -0.0005 | -0.0305 | ONEC | 0.0013 | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m_pct | -0.0% | -0.3% | ONEC | 0.0% | 32% |
| 202608 | marketable_limit | $250–$999 • ROUND | speed_1s | 1.0000 | 1.0000 | HRTS | 1.0000 | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | fill_rate | 98.5% | 100.0% | FUTC | 70.3% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | pi_rate | 74.2% | 99.0% | NFSC | 76.3% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | npi_bps | 5.8 bps | 6.2 bps | FIBS | 5.1 bps | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | efq_pct | 30.9% | -18.7% | NFSF | 30.9% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd | 0.9808 | -0.2582 | NFSF | 0.9808 | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd_pct | 0.1% | -0.0% | NFSF | 0.1% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s | 1.1245 | -0.4593 | NFSF | 1.1245 | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s_pct | 0.1% | -0.0% | NFSF | 0.1% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m | 1.0366 | -1.1902 | FIBS | 1.0366 | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m_pct | 0.1% | -0.1% | FIBS | 0.1% | 32% |
| 202608 | marketable_limit | $1k–$5k • FRACT | speed_1s | 1.0000 | 1.0000 | FUTC | 1.0000 | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | fill_rate | 94.3% | 100.0% | DWFT | 26.2% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | pi_rate | 93.8% | 100.0% | JPDA | 86.8% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | npi_bps | 1.5 bps | 6.9 bps | XTXE | 1.7 bps | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | efq_pct | 52.1% | -34.2% | JPDA | 65.8% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd | 0.0361 | -0.0326 | JPDA | 0.0448 | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s | 0.0348 | -0.0575 | JPMS | 0.0350 | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m | 0.0352 | -0.0483 | JPDA | 0.0351 | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ODD | speed_1s | 0.9985 | 1.0000 | AEFA | 0.9997 | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | fill_rate | 91.1% | 100.0% | DWFT | 21.7% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | pi_rate | 93.6% | 100.0% | JPDA | 77.9% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | npi_bps | 1.4 bps | 3.3 bps | JPDA | 0.7 bps | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | efq_pct | 39.6% | -43.4% | JPDA | 79.8% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd | 0.0046 | -0.0054 | JPDA | 0.0095 | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s | 0.0025 | -0.0269 | MSRP | 0.0021 | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m | 0.0013 | -0.0137 | JPDA | 0.0025 | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | XASE | 0.0% | 32% |
| 202608 | marketable_limit | $1k–$5k • ROUND | speed_1s | 0.9992 | 1.0000 | ALPX | 0.9997 | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | fill_rate | 93.7% | 100.0% | DWFT | 28.1% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | pi_rate | 93.6% | 100.0% | JPDA | 85.7% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | npi_bps | 1.6 bps | 6.9 bps | XTXE | 1.6 bps | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | efq_pct | 45.6% | -29.1% | JPDA | 72.1% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd | 0.0539 | -0.0497 | JPDA | 0.0650 | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s | 0.0505 | -0.1225 | JPMS | 0.0472 | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m | 0.0519 | -0.3059 | JPMS | 0.0471 | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | JPMS | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ODD | speed_1s | 0.9988 | 1.0000 | ALPX | 0.9999 | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | fill_rate | 90.3% | 100.0% | DWFT | 22.3% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | pi_rate | 93.2% | 100.0% | JPDA | 79.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | npi_bps | 1.1 bps | 3.1 bps | JPDA | 0.7 bps | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | efq_pct | 41.5% | -34.4% | JPDA | 83.7% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd | 0.0063 | -0.0062 | JPDA | 0.0134 | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s | 0.0050 | -0.0102 | JPDA | 0.0051 | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m | 0.0048 | -0.0222 | SOHS | 0.0048 | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | 0.0% | -0.1% | SOHS | 0.0% | 32% |
| 202608 | marketable_limit | $5k–$10k • ROUND | speed_1s | 0.9991 | 1.0000 | CODX | 0.9993 | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | fill_rate | 93.8% | 100.0% | DWFT | 32.7% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | pi_rate | 93.8% | 100.0% | JPDA | 81.4% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | npi_bps | 1.7 bps | 4.8 bps | XTXE | 1.6 bps | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | efq_pct | 45.3% | -22.9% | JPDA | 69.9% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd | 0.0739 | -0.0586 | JPDA | 0.1055 | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s | 0.0758 | -0.1169 | MSRP | 0.0769 | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.1% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m | 0.0670 | -0.1357 | TLQNA | 0.0711 | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | TLQNA | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ODD | speed_1s | 0.9993 | 1.0000 | ALPX | 1.0000 | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | fill_rate | 91.3% | 100.0% | DWFT | 22.8% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | pi_rate | 93.8% | 100.0% | JPDA | 78.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | npi_bps | 1.7 bps | 3.5 bps | JPDA | 1.2 bps | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | efq_pct | 38.1% | -30.6% | JPDA | 80.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd | 0.0139 | -0.0138 | JPDA | 0.0343 | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s | 0.0116 | -0.0327 | MSRP | 0.0156 | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m | 0.0123 | -0.0277 | JPDA | 0.0120 | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $10k–$20k • ROUND | speed_1s | 0.9989 | 1.0000 | CGWM | 0.9997 | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | fill_rate | 93.0% | 100.0% | JPDA | 32.5% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | pi_rate | 94.2% | 100.0% | JPDA | 78.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | npi_bps | 2.3 bps | 5.0 bps | JPDA | 1.6 bps | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | efq_pct | 41.5% | -12.9% | JPDA | 71.7% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd | 0.1914 | -0.0886 | JPDA | 0.2351 | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s | 0.1866 | -0.4619 | TLQNA | 0.1281 | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.1% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m | 0.1327 | -0.4795 | MSRP | 0.1322 | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ODD | speed_1s | 0.9993 | 1.0000 | ALPX | 1.0000 | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | fill_rate | 89.9% | 100.0% | DWFT | 21.3% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | pi_rate | 91.3% | 100.0% | JPDA | 73.3% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | npi_bps | 1.4 bps | 3.9 bps | HRBF | 1.2 bps | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | efq_pct | 38.7% | -17.6% | JPDA | 80.4% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd | 0.0195 | -0.0110 | JPDA | 0.0494 | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s | 0.0162 | -0.0220 | XASE | 0.0237 | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m | 0.0152 | -0.0337 | DWFT | 0.0218 | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | MSCO | 0.0% | 32% |
| 202608 | marketable_limit | $20k–$50k • ROUND | speed_1s | 0.9983 | 1.0000 | CNBS | 0.9985 | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | fill_rate | 91.0% | 100.0% | ETMM | 19.5% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | pi_rate | 90.6% | 100.0% | BYXX | 70.9% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | npi_bps | 2.2 bps | 34.8 bps | BYXX | 1.5 bps | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | efq_pct | 48.1% | -21483.9% | BYXX | 82.1% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | eff_sprd | 0.6327 | -57.2546 | BYXX | 0.7914 | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | eff_sprd_pct | 0.0% | -0.9% | BYXX | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_15s | 0.4529 | -57.2522 | BYXX | 0.4559 | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_15s_pct | 0.0% | -0.9% | BYXX | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_1m | -0.4591 | -57.2499 | BYXX | 0.1525 | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_1m_pct | -0.0% | -0.9% | BYXX | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ODD | speed_1s | 1.0000 | 1.0000 | ALPX | 1.0000 | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | fill_rate | 88.0% | 100.0% | DWFT | 16.5% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | pi_rate | 90.1% | 100.0% | DWFT | 70.2% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | npi_bps | 1.4 bps | 3.9 bps | TLQNA | 1.1 bps | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | efq_pct | 41.6% | -28.0% | AEFA | 83.8% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd | 0.0310 | -0.0328 | AEFA | 0.0646 | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd_pct | 0.0% | -0.0% | AEFA | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s | 0.0236 | -0.0835 | MSRP | 0.0268 | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | MSRP | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m | 0.0191 | -0.2390 | AEFA | 0.0248 | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.1% | AEFA | 0.0% | 32% |
| 202608 | marketable_limit | $50k–$200k • ROUND | speed_1s | 0.9905 | 1.0000 | CODX | 0.9966 | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | fill_rate | 58.0% | 100.0% | JPDA | 6.3% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | pi_rate | 57.1% | 100.0% | JPDA | 36.4% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | npi_bps | -0.1 bps | 4.4 bps | TLQNA | 0.1 bps | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | efq_pct | 128.8% | -852.2% | TLQNA | 97.6% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd | 0.1039 | -0.0299 | MSRP | 0.0970 | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd_pct | 0.0% | -0.0% | TLQNA | 0.0% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s | 0.0505 | -0.0544 | JPBD | 0.0457 | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | TLQNA | 0.0% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m | 0.0585 | -0.0993 | JPDA | 0.0382 | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | TLQNA | 0.0% | 32% |
| 202608 | marketable_limit | ≥$200k • ROUND | speed_1s | 0.8150 | 1.0000 | CODX | 0.9590 | 32% |
| 202608 | nonmarketable_limit | <$250 • FRACT | fill_rate | 0.3% | 97.1% | EDJF | 69.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | npi_bps | 4.6 bps | 43.0 bps | FORS | 6.4 bps | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | efq_pct | 11.5% | -56.5% | FIBS | 7.3% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd | 0.0691 | -0.1953 | FIBS | -0.0106 | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd_pct | 0.0% | -0.1% | CHAS | -0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s | -0.0078 | -0.0339 | CHAS | 0.0212 | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s_pct | -0.0% | -0.0% | CHAS | 0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m | -0.0442 | -0.0527 | CHAS | 0.0194 | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m_pct | -0.0% | -0.0% | EDJF | 0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • FRACT | speed_1s | 0.5828 | 0.9534 | CHAS | 0.5185 | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | fill_rate | 22.2% | 100.0% | DWFT | 7.5% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | pi_rate | 100.0% | 100.0% | ALTR | 100.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | npi_bps | 3.9 bps | 78.1 bps | EDGJ | 4.5 bps | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | efq_pct | 19.9% | -40.3% | JPDA | 14.1% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd | 0.0295 | -0.0505 | JPDA | 0.0168 | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s | 0.0035 | -1.9669 | EDGK | 0.0084 | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s_pct | -0.0% | -0.2% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m | 0.0040 | -0.4839 | EDGK | 0.0087 | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m_pct | -0.0% | -0.2% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | <$250 • ODD | speed_1s | 0.5539 | 1.0000 | CODX | 0.5568 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | fill_rate | 0.1% | 83.8% | FUTC | 59.4% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | npi_bps | 4.7 bps | 8.4 bps | NFSC | 4.8 bps | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | efq_pct | — | -56.7% | FIBS | -22.4% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | eff_sprd | — | -0.5035 | NFSC | -0.1846 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | eff_sprd_pct | — | -0.1% | FIBS | -0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_15s | 0.1356 | 0.0507 | NFSF | 0.1243 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | 0.0% | NFSF | 0.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m | -0.1093 | -0.1093 | NITE | 0.1553 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | -0.0% | -0.0% | NITE | 0.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | speed_1s | 0.6363 | 0.6363 | NITE | 0.4112 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | fill_rate | 19.4% | 100.0% | DWFT | 4.7% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | pi_rate | 100.0% | 100.0% | ALTR | 100.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | npi_bps | 3.8 bps | 72.5 bps | BYXX | 4.0 bps | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | efq_pct | 22.5% | -40.3% | JPDA | 16.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd | 0.0621 | -0.0807 | JPDA | 0.0320 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s | 0.0042 | -0.3130 | XGWD | 0.0095 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s_pct | -0.0% | -0.2% | BYXX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m | 0.0038 | -0.8430 | XGWD | 0.0123 | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m_pct | -0.0% | -0.3% | XGWD | 0.0% | 36% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | speed_1s | 0.6091 | 1.0000 | CODX | 0.5983 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | fill_rate | — | 80.5% | FUTC | 55.8% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | npi_bps | 5.5 bps | 11.6 bps | FIBS | 5.5 bps | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | efq_pct | — | -74.0% | FIBS | -21.1% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | eff_sprd | — | -1.2379 | FIBS | -0.3552 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | eff_sprd_pct | — | -0.1% | FIBS | -0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | real_sprd_15s | — | 0.2500 | NFSC | 0.3145 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | real_sprd_15s_pct | — | 0.0% | NFSC | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | real_sprd_1m | — | 0.3954 | NFSF | 0.7795 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | real_sprd_1m_pct | — | 0.0% | NFSF | 0.1% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | speed_1s | 0.6907 | 0.7053 | APCC | 0.3943 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | fill_rate | 5.8% | 100.0% | DWFT | 4.1% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | npi_bps | 3.7 bps | 76.6 bps | BYXX | 4.1 bps | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | efq_pct | 24.5% | -37.5% | JPDA | 17.1% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd | 0.0753 | -0.0948 | JPDA | 0.0443 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s | 0.0691 | -0.6680 | BATS | 0.0224 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | 0.0% | -0.3% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m | 0.0691 | -0.6637 | BATS | 0.0270 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | 0.0% | -0.3% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | speed_1s | 0.5500 | 1.0000 | CODX | 0.6379 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | fill_rate | 1.6% | 88.1% | TKNG | 1.3% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | npi_bps | 4.7 bps | 38.3 bps | EDGJ | 3.5 bps | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | efq_pct | 7.6% | -229.3% | TLQNA | 5.6% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd | 0.0027 | -0.0170 | JPBD | 0.0026 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPBD | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s | 0.0071 | -0.0734 | SOHS | 0.0023 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | 0.0% | -1.3% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m | 0.0114 | -0.1275 | SOHS | 0.0043 | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | 0.0% | -0.3% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | speed_1s | 0.2801 | 1.0000 | CODX | 0.6221 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | fill_rate | 7.7% | 100.0% | DWFT | 3.3% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | npi_bps | 3.7 bps | 80.3 bps | BYXX | 4.1 bps | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | efq_pct | 26.2% | -32.9% | JPDA | 20.1% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd | 0.0929 | -0.1122 | JPDA | 0.0602 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s | 0.0849 | -3.6143 | EDGK | 0.0258 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.7% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m | 0.0789 | -3.9455 | EDGK | 0.0355 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.7% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | speed_1s | 0.5941 | 1.0000 | CODX | 0.6712 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | fill_rate | 3.2% | 90.8% | TKNG | 1.2% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | npi_bps | 3.2 bps | 57.4 bps | EDGJ | 3.0 bps | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | efq_pct | 19.8% | -36.9% | JPBD | 9.7% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd | 0.0130 | -0.0117 | JPBD | 0.0068 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd_pct | 0.0% | -0.0% | TKNG | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s | 0.0139 | -5.2399 | EDGK | 0.0060 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | 0.0% | -3.7% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m | 0.0186 | -4.8036 | EDGK | 0.0062 | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | 0.0% | -3.4% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | speed_1s | 0.3738 | 1.0000 | CODX | 0.5688 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | fill_rate | 7.9% | 100.0% | DWFT | 2.8% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | npi_bps | 3.9 bps | 77.2 bps | BYXX | 4.0 bps | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | efq_pct | 26.6% | -32.1% | JPDA | 18.8% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd | 0.1309 | -0.1229 | JPDA | 0.0888 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s | 0.1137 | -0.6875 | BYXX | 0.0217 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.2% | BYXX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m | 0.1006 | -0.6776 | BYXX | 0.0464 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.2% | BYXX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | speed_1s | 0.6401 | 1.0000 | CODX | 0.7319 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | fill_rate | 4.4% | 100.0% | DWFT | 1.2% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | npi_bps | 3.4 bps | 77.8 bps | BYXX | 3.5 bps | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | efq_pct | 24.2% | -19.2% | JPBD | 16.5% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd | 0.0385 | -0.2681 | JPMS | 0.0248 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd_pct | 0.0% | -0.1% | JPMS | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s | 0.0397 | -6.2533 | EDGK | 0.0126 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | 0.0% | -1.9% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m | 0.0406 | -4.0054 | EDGK | 0.0164 | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | 0.0% | -1.7% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | speed_1s | 0.4526 | 1.0000 | CODX | 0.5548 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | fill_rate | 7.3% | 92.6% | TKNG | 2.5% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | npi_bps | 3.9 bps | 72.3 bps | BYXX | 3.9 bps | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | efq_pct | 30.8% | -78.5% | MSCO | 22.8% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd | 0.2588 | -0.2072 | MSCO | 0.1949 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd_pct | 0.0% | -0.1% | MSCO | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s | 0.2434 | -5.1078 | XGWD | 0.1095 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.7% | XGWD | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m | 0.2437 | -5.3878 | XGWD | 0.0937 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.7% | XGWD | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | speed_1s | 0.6409 | 1.0000 | CODX | 0.7576 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | fill_rate | 4.4% | 100.0% | DWFT | 1.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | npi_bps | 2.9 bps | 82.7 bps | BYXX | 3.3 bps | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | efq_pct | 25.5% | -19.5% | JPDA | 18.4% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd | 0.0597 | -0.0365 | JPDA | 0.0375 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s | 0.0592 | -1.6672 | EDGK | 0.0166 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m | 0.0613 | -2.1293 | EDGK | 0.0191 | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | 0.0% | -0.4% | EDGK | 0.0% | 36% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | speed_1s | 0.5121 | 1.0000 | CODX | 0.5780 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | fill_rate | 5.2% | 84.3% | ETMM | 2.3% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | pi_rate | 100.0% | 100.0% | ALPX | 100.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | npi_bps | 7.6 bps | 82.7 bps | BATS | 4.5 bps | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | efq_pct | 30.8% | -2.0% | ALPX | 25.3% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | eff_sprd | 0.4398 | -0.0235 | ALPX | 0.4953 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | eff_sprd_pct | 0.0% | -0.0% | ALPX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_15s | 0.5264 | -10.9006 | BYXX | 0.1906 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_15s_pct | 0.0% | -0.4% | TLQNA | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_1m | 0.1194 | -10.8858 | BYXX | 0.1416 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_1m_pct | 0.0% | -0.4% | XSTM | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | speed_1s | 0.6897 | 1.0000 | ALPX | 0.9380 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | fill_rate | 4.3% | 100.0% | JPDA | 0.7% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | npi_bps | 2.6 bps | 70.6 bps | BYXX | 3.2 bps | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | efq_pct | 28.6% | -46.1% | TLQNA | 21.5% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd | 0.0848 | -0.0575 | JPMS | 0.0590 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPMS | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s | 0.0890 | -0.7820 | BYXX | 0.0323 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | BYXX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m | 0.0903 | -1.7983 | EDGK | 0.0378 | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.3% | BYXX | 0.0% | 36% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | speed_1s | 0.5045 | 1.0000 | CODX | 0.6028 | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | fill_rate | 23.9% | 94.0% | TKNG | 0.5% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | npi_bps | 2.4 bps | 51.6 bps | BYXX | 3.0 bps | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | efq_pct | 29.7% | -311.5% | TLQNA | 26.8% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd | 0.0938 | -0.0028 | TLQNA | 0.0827 | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd_pct | 0.0% | -0.0% | TLQNA | 0.0% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s | 0.0474 | -18.5096 | BATS | 0.0324 | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.5% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m | 0.0402 | -18.5008 | BATS | 0.0228 | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.5% | BATS | 0.0% | 36% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | speed_1s | 0.5016 | 1.0000 | CODX | 0.5571 | 36% |
| 202608 | market | <$250 • FRACT | fill_rate | 98.3% | 100.0% | APRT | 72.6% | 39% |
| 202608 | market | <$250 • FRACT | pi_rate | 91.3% | 99.8% | FORS | 97.4% | 39% |
| 202608 | market | <$250 • FRACT | npi_bps | 4.9 bps | 7.2 bps | GNPR | 2.3 bps | 39% |
| 202608 | market | <$250 • FRACT | efq_pct | 38.8% | -1.0% | VGRD | 7.4% | 39% |
| 202608 | market | <$250 • FRACT | eff_sprd | 0.0606 | -0.0011 | FIBS | 0.0034 | 39% |
| 202608 | market | <$250 • FRACT | eff_sprd_pct | 0.1% | -0.0% | FIBS | 0.0% | 39% |
| 202608 | market | <$250 • FRACT | real_sprd_15s | 0.0600 | -0.0097 | CNBS | 0.0035 | 39% |
| 202608 | market | <$250 • FRACT | real_sprd_15s_pct | 0.1% | -0.1% | NFBS | 0.0% | 39% |
| 202608 | market | <$250 • FRACT | real_sprd_1m | 0.0612 | -0.0120 | APRT | 0.0061 | 39% |
| 202608 | market | <$250 • FRACT | real_sprd_1m_pct | 0.1% | -0.1% | NFBS | 0.0% | 39% |
| 202608 | market | <$250 • FRACT | speed_1s | 1.0000 | 1.0000 | FORS | 0.9994 | 39% |
| 202608 | market | <$250 • ODD | fill_rate | 85.6% | 100.0% | JPDA | 14.0% | 39% |
| 202608 | market | <$250 • ODD | pi_rate | 86.3% | 100.0% | JPMX | 93.1% | 39% |
| 202608 | market | <$250 • ODD | npi_bps | 9.0 bps | 152.2 bps | EDGJ | 6.9 bps | 39% |
| 202608 | market | <$250 • ODD | efq_pct | 29.9% | -491579.6% | EDGJ | 29.9% | 39% |
| 202608 | market | <$250 • ODD | eff_sprd | 0.0097 | -0.3142 | EDGJ | 0.0089 | 39% |
| 202608 | market | <$250 • ODD | eff_sprd_pct | 0.2% | -4.3% | BYXX | 0.1% | 39% |
| 202608 | market | <$250 • ODD | real_sprd_15s | 0.0091 | -0.3139 | EDGJ | 0.0082 | 39% |
| 202608 | market | <$250 • ODD | real_sprd_15s_pct | 0.2% | -4.3% | BYXX | 0.1% | 39% |
| 202608 | market | <$250 • ODD | real_sprd_1m | 0.0088 | -0.3137 | EDGJ | 0.0087 | 39% |
| 202608 | market | <$250 • ODD | real_sprd_1m_pct | 0.2% | -4.2% | BYXX | 0.1% | 39% |
| 202608 | market | <$250 • ODD | speed_1s | 0.9987 | 1.0000 | ALTR | 0.9987 | 39% |
| 202608 | market | <$250 • ROUND | fill_rate | 73.9% | 100.0% | JPDA | 9.7% | 39% |
| 202608 | market | <$250 • ROUND | pi_rate | 77.9% | 100.0% | JPDA | 67.0% | 39% |
| 202608 | market | <$250 • ROUND | npi_bps | 25.6 bps | 354.2 bps | BYXX | 24.9 bps | 39% |
| 202608 | market | <$250 • ROUND | efq_pct | 37.0% | -132911.4% | BYXX | 41.2% | 39% |
| 202608 | market | <$250 • ROUND | eff_sprd | 0.0016 | -0.2010 | BYXX | 0.0026 | 39% |
| 202608 | market | <$250 • ROUND | eff_sprd_pct | 0.5% | -32.7% | BYXX | 0.6% | 39% |
| 202608 | market | <$250 • ROUND | real_sprd_15s | 0.0012 | -0.1999 | BYXX | 0.0019 | 39% |
| 202608 | market | <$250 • ROUND | real_sprd_15s_pct | 0.3% | -32.6% | BYXX | 0.5% | 39% |
| 202608 | market | <$250 • ROUND | real_sprd_1m | 0.0013 | -0.1973 | BYXX | 0.0013 | 39% |
| 202608 | market | <$250 • ROUND | real_sprd_1m_pct | 0.3% | -31.9% | BYXX | 0.4% | 39% |
| 202608 | market | <$250 • ROUND | speed_1s | 0.9920 | 1.0000 | ALBS | 0.9955 | 39% |
| 202608 | market | $250–$999 • FRACT | fill_rate | 97.2% | 100.0% | AEIS | 87.0% | 39% |
| 202608 | market | $250–$999 • FRACT | pi_rate | 90.4% | 100.0% | CNBS | 93.5% | 39% |
| 202608 | market | $250–$999 • FRACT | npi_bps | 1.9 bps | 7.4 bps | WBUS | 1.1 bps | 39% |
| 202608 | market | $250–$999 • FRACT | efq_pct | 38.2% | -7.4% | PNCC | 2.0% | 39% |
| 202608 | market | $250–$999 • FRACT | eff_sprd | 0.1931 | -0.0050 | NFSC | 0.0025 | 39% |
| 202608 | market | $250–$999 • FRACT | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 39% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s | 0.1904 | -0.0345 | PNCC | 0.0166 | 39% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | PNCC | 0.0% | 39% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m | 0.1794 | -0.0796 | PNCC | 0.0350 | 39% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | PNCC | 0.0% | 39% |
| 202608 | market | $250–$999 • FRACT | speed_1s | 0.9999 | 1.0000 | PNCC | 0.9996 | 39% |
| 202608 | market | $250–$999 • ODD | fill_rate | 86.8% | 100.0% | JPDA | 28.8% | 39% |
| 202608 | market | $250–$999 • ODD | pi_rate | 89.1% | 100.0% | JPMX | 93.1% | 39% |
| 202608 | market | $250–$999 • ODD | npi_bps | 6.0 bps | 47.1 bps | BATS | 5.3 bps | 39% |
| 202608 | market | $250–$999 • ODD | efq_pct | 27.2% | -23751.6% | EDGJ | 25.5% | 39% |
| 202608 | market | $250–$999 • ODD | eff_sprd | 0.0146 | -0.2005 | EDGJ | 0.0134 | 39% |
| 202608 | market | $250–$999 • ODD | eff_sprd_pct | 0.1% | -0.8% | EDGJ | 0.1% | 39% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s | 0.0134 | -0.1986 | EDGJ | 0.0116 | 39% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s_pct | 0.1% | -0.8% | EDGJ | 0.0% | 39% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m | 0.0129 | -0.1961 | EDGJ | 0.0107 | 39% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m_pct | 0.1% | -0.8% | EDGJ | 0.0% | 39% |
| 202608 | market | $250–$999 • ODD | speed_1s | 0.9992 | 1.0000 | PNCC | 0.9991 | 39% |
| 202608 | market | $250–$999 • ROUND | fill_rate | 66.1% | 100.0% | JPDA | 26.6% | 39% |
| 202608 | market | $250–$999 • ROUND | pi_rate | 76.0% | 100.0% | JPDA | 78.8% | 39% |
| 202608 | market | $250–$999 • ROUND | npi_bps | 19.2 bps | 137.2 bps | EDGJ | 15.3 bps | 39% |
| 202608 | market | $250–$999 • ROUND | efq_pct | 41.5% | -284033.3% | BYXX | 39.5% | 39% |
| 202608 | market | $250–$999 • ROUND | eff_sprd | 0.0032 | -0.5883 | BYXX | 0.0030 | 39% |
| 202608 | market | $250–$999 • ROUND | eff_sprd_pct | 0.3% | -5.4% | BYXX | 0.4% | 39% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s | 0.0022 | -0.5741 | BYXX | 0.0022 | 39% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s_pct | 0.2% | -5.6% | BYXX | 0.2% | 39% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m | 0.0022 | -0.5760 | BYXX | 0.0022 | 39% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m_pct | 0.1% | -5.7% | BYXX | 0.1% | 39% |
| 202608 | market | $250–$999 • ROUND | speed_1s | 0.9973 | 1.0000 | TPTG | 0.9988 | 39% |
| 202608 | market | $1k–$5k • FRACT | fill_rate | 97.4% | 97.4% | NITE | 66.7% | 39% |
| 202608 | market | $1k–$5k • FRACT | pi_rate | 91.1% | 100.0% | APCC | 89.9% | 39% |
| 202608 | market | $1k–$5k • FRACT | npi_bps | 2.5 bps | 4.7 bps | NFSC | 3.3 bps | 39% |
| 202608 | market | $1k–$5k • FRACT | efq_pct | 43.1% | -3.7% | NFSC | 20.1% | 39% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd | 0.8852 | -0.0485 | FIBS | 0.2757 | 39% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 39% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s | 0.8720 | -0.0349 | FIBS | 0.2094 | 39% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | FIBS | 0.0% | 39% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m | 0.8999 | 0.0243 | NFSF | 0.2354 | 39% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m_pct | 0.0% | 0.0% | NFSF | 0.0% | 39% |
| 202608 | market | $1k–$5k • FRACT | speed_1s | 1.0000 | 1.0000 | NFSC | 1.0000 | 39% |
| 202608 | market | $1k–$5k • ODD | fill_rate | 88.5% | 100.0% | JPDA | 23.9% | 39% |
| 202608 | market | $1k–$5k • ODD | pi_rate | 92.7% | 100.0% | JPMX | 93.2% | 39% |
| 202608 | market | $1k–$5k • ODD | npi_bps | 4.5 bps | 43.2 bps | EDGK | 4.0 bps | 39% |
| 202608 | market | $1k–$5k • ODD | efq_pct | 24.4% | -22.7% | JPDA | 21.8% | 39% |
| 202608 | market | $1k–$5k • ODD | eff_sprd | 0.0196 | -0.0201 | JPDA | 0.0146 | 39% |
| 202608 | market | $1k–$5k • ODD | eff_sprd_pct | 0.0% | -0.1% | EDGJ | 0.0% | 39% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s | 0.0179 | -0.0752 | JSDP | 0.0150 | 39% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s_pct | 0.0% | -0.1% | EDGJ | 0.0% | 39% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m | 0.0175 | -0.1446 | JSDP | 0.0161 | 39% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m_pct | 0.0% | -0.2% | JSDP | 0.0% | 39% |
| 202608 | market | $1k–$5k • ODD | speed_1s | 0.9995 | 1.0000 | ALBS | 0.9995 | 39% |
| 202608 | market | $1k–$5k • ROUND | fill_rate | 76.6% | 100.0% | JPDA | 17.0% | 39% |
| 202608 | market | $1k–$5k • ROUND | pi_rate | 75.0% | 100.0% | TLQNA | 79.2% | 39% |
| 202608 | market | $1k–$5k • ROUND | npi_bps | 9.5 bps | 46.4 bps | TWTT | 6.7 bps | 39% |
| 202608 | market | $1k–$5k • ROUND | efq_pct | 56.7% | -24.9% | JPDA | 48.4% | 39% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd | 0.0049 | -0.0043 | JPDA | 0.0049 | 39% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd_pct | 0.3% | -0.1% | JPDA | 0.3% | 39% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s | 0.0025 | -0.0719 | UBSA | 0.0034 | 39% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | HRTS | 0.1% | 39% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m | 0.0024 | -0.0494 | UBSA | 0.0033 | 39% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m_pct | 0.0% | -3.3% | UBSA | 0.0% | 39% |
| 202608 | market | $1k–$5k • ROUND | speed_1s | 0.9958 | 1.0000 | CNBS | 0.9982 | 39% |
| 202608 | market | $5k–$10k • ODD | fill_rate | 89.9% | 100.0% | JPDA | 41.8% | 39% |
| 202608 | market | $5k–$10k • ODD | pi_rate | 93.3% | 99.9% | JPDA | 93.8% | 39% |
| 202608 | market | $5k–$10k • ODD | npi_bps | 4.0 bps | 55.8 bps | EDGK | 3.5 bps | 39% |
| 202608 | market | $5k–$10k • ODD | efq_pct | 22.3% | -21.8% | JPDA | 21.5% | 39% |
| 202608 | market | $5k–$10k • ODD | eff_sprd | 0.0309 | -0.0465 | PNCC | 0.0218 | 39% |
| 202608 | market | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 39% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s | 0.0275 | -0.0403 | JPDA | 0.0216 | 39% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 39% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m | 0.0267 | -0.0959 | JSDP | 0.0169 | 39% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | JSDP | 0.0% | 39% |
| 202608 | market | $5k–$10k • ODD | speed_1s | 0.9995 | 1.0000 | ALBS | 0.9996 | 39% |
| 202608 | market | $5k–$10k • ROUND | fill_rate | 80.1% | 100.0% | JPDA | 16.2% | 39% |
| 202608 | market | $5k–$10k • ROUND | pi_rate | 75.9% | 100.0% | TLQNA | 78.4% | 39% |
| 202608 | market | $5k–$10k • ROUND | npi_bps | 6.1 bps | 24.0 bps | BYXX | 4.6 bps | 39% |
| 202608 | market | $5k–$10k • ROUND | efq_pct | 61.4% | -22.2% | JPDA | 51.0% | 39% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd | 0.0064 | -0.0072 | JPDA | 0.0070 | 39% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd_pct | 0.3% | -10.3% | EDGJ | 0.2% | 39% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s | 0.0023 | -0.0163 | JSDP | 0.0038 | 39% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s_pct | 0.0% | -10.0% | EDGJ | 0.0% | 39% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m | 0.0014 | -0.0249 | JSDP | 0.0036 | 39% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m_pct | -0.0% | -9.9% | EDGJ | 0.0% | 39% |
| 202608 | market | $5k–$10k • ROUND | speed_1s | 0.9920 | 1.0000 | CNBS | 0.9970 | 39% |
| 202608 | market | $10k–$20k • ODD | fill_rate | 89.7% | 100.0% | JPDA | 22.6% | 39% |
| 202608 | market | $10k–$20k • ODD | pi_rate | 93.2% | 100.0% | JPDA | 94.0% | 39% |
| 202608 | market | $10k–$20k • ODD | npi_bps | 4.7 bps | 17.8 bps | JSJX | 3.6 bps | 39% |
| 202608 | market | $10k–$20k • ODD | efq_pct | 20.9% | -20.3% | JPDA | 18.7% | 39% |
| 202608 | market | $10k–$20k • ODD | eff_sprd | 0.0593 | -0.0711 | JPDA | 0.0406 | 39% |
| 202608 | market | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 39% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s | 0.0526 | -0.0703 | JSDP | 0.0341 | 39% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JSDP | 0.0% | 39% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m | 0.0532 | -0.0855 | JSDP | 0.0321 | 39% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | JSDP | 0.0% | 39% |
| 202608 | market | $10k–$20k • ODD | speed_1s | 0.9995 | 1.0000 | CNBS | 0.9995 | 39% |
| 202608 | market | $10k–$20k • ROUND | fill_rate | 78.0% | 100.0% | JPDA | 14.5% | 39% |
| 202608 | market | $10k–$20k • ROUND | pi_rate | 77.4% | 100.0% | TLQNA | 80.6% | 39% |
| 202608 | market | $10k–$20k • ROUND | npi_bps | 4.5 bps | 25.7 bps | BATS | 3.7 bps | 39% |
| 202608 | market | $10k–$20k • ROUND | efq_pct | 61.3% | -31502.0% | EDGJ | 42.9% | 39% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd | 0.0096 | -0.0098 | JPDA | 0.0099 | 39% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd_pct | 0.3% | -13.9% | EDGJ | 0.1% | 39% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s | 0.0038 | -0.0125 | PNCC | 0.0060 | 39% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s_pct | 0.1% | -13.9% | EDGJ | 0.1% | 39% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m | 0.0021 | -0.0201 | JPMX | 0.0052 | 39% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m_pct | 0.0% | -13.8% | EDGJ | 0.0% | 39% |
| 202608 | market | $10k–$20k • ROUND | speed_1s | 0.9845 | 1.0000 | BYXX | 0.9945 | 39% |
| 202608 | market | $20k–$50k • ODD | fill_rate | 88.0% | 100.0% | ETMM | 18.6% | 39% |
| 202608 | market | $20k–$50k • ODD | pi_rate | 93.4% | 100.0% | HRTS | 93.4% | 39% |
| 202608 | market | $20k–$50k • ODD | npi_bps | 3.8 bps | 26.9 bps | TWTT | 3.5 bps | 39% |
| 202608 | market | $20k–$50k • ODD | efq_pct | 21.5% | -19.0% | VGRD | 21.5% | 39% |
| 202608 | market | $20k–$50k • ODD | eff_sprd | 0.1334 | -0.0064 | NFSC | 0.0856 | 39% |
| 202608 | market | $20k–$50k • ODD | eff_sprd_pct | 0.0% | -0.0% | NFSC | 0.0% | 39% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s | 0.0898 | -0.0111 | NFSC | 0.0625 | 39% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | NFSC | 0.0% | 39% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m | 0.0612 | -0.0094 | NFSC | 0.0547 | 39% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | NFSC | 0.0% | 39% |
| 202608 | market | $20k–$50k • ODD | speed_1s | 0.9997 | 1.0000 | ALTR | 1.0000 | 39% |
| 202608 | market | $20k–$50k • ROUND | fill_rate | 80.6% | 100.0% | JPDA | 12.7% | 39% |
| 202608 | market | $20k–$50k • ROUND | pi_rate | 81.5% | 100.0% | TLQNA | 80.9% | 39% |
| 202608 | market | $20k–$50k • ROUND | npi_bps | 3.9 bps | 28.0 bps | BATS | 3.0 bps | 39% |
| 202608 | market | $20k–$50k • ROUND | efq_pct | 57.6% | -5236.3% | EDGK | 39.6% | 39% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd | 0.0104 | -0.0127 | PNCC | 0.0108 | 39% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd_pct | 0.2% | -6.1% | EDGJ | 0.1% | 39% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s | 0.0044 | -0.0831 | JSDP | 0.0069 | 39% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s_pct | 0.1% | -6.1% | EDGJ | 0.0% | 39% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m | 0.0031 | -0.0693 | JSDP | 0.0059 | 39% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m_pct | 0.0% | -6.1% | EDGJ | 0.1% | 39% |
| 202608 | market | $20k–$50k • ROUND | speed_1s | 0.9846 | 1.0000 | EDGJ | 0.9930 | 39% |
| 202608 | market | $50k–$200k • ROUND | fill_rate | 79.5% | 100.0% | JPDA | 8.6% | 39% |
| 202608 | market | $50k–$200k • ROUND | pi_rate | 82.7% | 100.0% | TLQNT | 72.8% | 39% |
| 202608 | market | $50k–$200k • ROUND | npi_bps | 2.9 bps | 25.2 bps | TLQNT | 1.9 bps | 39% |
| 202608 | market | $50k–$200k • ROUND | efq_pct | 47.9% | -11.5% | JPDA | 60.4% | 39% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd | 0.0097 | -0.0368 | PNCC | 0.0164 | 39% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd_pct | 0.1% | -0.0% | PNCC | 0.1% | 39% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s | 0.0029 | -0.1700 | DADA | 0.0097 | 39% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.4% | DADA | 0.0% | 39% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m | 0.0017 | -0.1048 | PNCC | 0.0101 | 39% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.1% | JSJX | 0.0% | 39% |
| 202608 | market | $50k–$200k • ROUND | speed_1s | 0.9867 | 1.0000 | BYXX | 0.9816 | 39% |
| 202608 | market | ≥$200k • ROUND | fill_rate | 43.6% | 100.0% | TKNG | 4.8% | 39% |
| 202608 | market | ≥$200k • ROUND | pi_rate | 45.3% | 99.8% | TLQNA | 45.7% | 39% |
| 202608 | market | ≥$200k • ROUND | npi_bps | -1.1 bps | 64.2 bps | EDGJ | -0.4 bps | 39% |
| 202608 | market | ≥$200k • ROUND | efq_pct | 164.7% | -15967.5% | EDGJ | 158.6% | 39% |
| 202608 | market | ≥$200k • ROUND | eff_sprd | 0.0466 | -4.2043 | EDGJ | 0.0445 | 39% |
| 202608 | market | ≥$200k • ROUND | eff_sprd_pct | 0.2% | -1.8% | EDGJ | 0.1% | 39% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s | 0.0225 | -4.1934 | EDGJ | 0.0218 | 39% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s_pct | 0.1% | -1.8% | EDGJ | 0.0% | 39% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m | 0.0236 | -4.1480 | EDGJ | 0.0203 | 39% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m_pct | 0.1% | -1.7% | EDGJ | 0.0% | 39% |
| 202608 | market | ≥$200k • ROUND | speed_1s | 0.8510 | 1.0000 | FUTM | 0.8780 | 39% |
| 202608 | marketable_limit | <$250 • FRACT | fill_rate | 99.3% | 100.0% | WLTF | 84.5% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | pi_rate | 74.2% | 100.0% | NOMA | 87.5% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | npi_bps | 2.5 bps | 6.5 bps | CRFN | 2.3 bps | 31% |
| 202608 | marketable_limit | <$250 • FRACT | efq_pct | 29.3% | -15.1% | NFSF | 31.8% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd | 0.0232 | -0.0093 | NFSF | 0.0137 | 31% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s | 0.0223 | -0.0107 | NFSF | 0.0140 | 31% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m | 0.0202 | -0.0126 | NFSF | 0.0132 | 31% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | <$250 • FRACT | speed_1s | 0.9998 | 1.0000 | NOMA | 0.9966 | 31% |
| 202608 | marketable_limit | <$250 • ODD | fill_rate | 90.5% | 100.0% | DWFT | 13.6% | 31% |
| 202608 | marketable_limit | <$250 • ODD | pi_rate | 85.7% | 100.0% | TLQNA | 77.8% | 31% |
| 202608 | marketable_limit | <$250 • ODD | npi_bps | 7.6 bps | 58.2 bps | TTSI | 3.8 bps | 31% |
| 202608 | marketable_limit | <$250 • ODD | efq_pct | 61.3% | -21.9% | JPDA | 70.3% | 31% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd | 0.0120 | -0.0057 | JPDA | 0.0150 | 31% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd_pct | 0.4% | -0.1% | JPDA | 0.3% | 31% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s | 0.0105 | -0.0097 | JPDA | 0.0119 | 31% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s_pct | 0.3% | -0.2% | JPDA | 0.2% | 31% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m | 0.0099 | -0.0117 | JPDA | 0.0104 | 31% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m_pct | 0.3% | -0.0% | JPMS | 0.2% | 31% |
| 202608 | marketable_limit | <$250 • ODD | speed_1s | 0.9980 | 1.0000 | ALPX | 0.9995 | 31% |
| 202608 | marketable_limit | <$250 • ROUND | fill_rate | 78.2% | 100.0% | DWFT | 9.0% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | pi_rate | 79.6% | 100.0% | TLQNA | 45.0% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | npi_bps | 13.1 bps | 56.1 bps | DAIN | 8.9 bps | 31% |
| 202608 | marketable_limit | <$250 • ROUND | efq_pct | 59.4% | 0.0% | TLQNA | 83.7% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | eff_sprd | 0.0017 | -0.0008 | JPBD | 0.0037 | 31% |
| 202608 | marketable_limit | <$250 • ROUND | eff_sprd_pct | 0.5% | -0.0% | JPBD | 0.7% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | real_sprd_15s | 0.0013 | -0.0186 | CSTI | 0.0030 | 31% |
| 202608 | marketable_limit | <$250 • ROUND | real_sprd_15s_pct | 0.4% | -4.6% | GTSM | 0.6% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | real_sprd_1m | 0.0012 | -0.0046 | JRET | 0.0029 | 31% |
| 202608 | marketable_limit | <$250 • ROUND | real_sprd_1m_pct | 0.3% | -3.3% | GTSM | 0.6% | 31% |
| 202608 | marketable_limit | <$250 • ROUND | speed_1s | 0.9855 | 1.0000 | ALPX | 0.9976 | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | fill_rate | 98.1% | 100.0% | HRTF | 71.6% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | pi_rate | 74.3% | 97.3% | NFSF | 76.6% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | npi_bps | 2.0 bps | 2.1 bps | FIBS | 1.3 bps | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | efq_pct | 31.4% | -20.7% | NFSF | 31.4% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd | 0.0935 | -0.0287 | NFSF | 0.0935 | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s | 0.0937 | -0.0283 | NFSF | 0.0937 | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m | 0.0618 | -0.0377 | NFSF | 0.0618 | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $250–$999 • FRACT | speed_1s | 0.9987 | 1.0000 | HRTF | 0.9985 | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | fill_rate | 91.1% | 100.0% | DWFT | 15.3% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | pi_rate | 91.8% | 99.9% | DWFT | 84.0% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | npi_bps | 4.9 bps | 30.0 bps | XTXE | 2.7 bps | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | efq_pct | 55.7% | -25.2% | JPDA | 70.9% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd | 0.0257 | -0.0370 | AEFA | 0.0250 | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd_pct | 0.2% | -0.0% | JPDA | 0.1% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s | 0.0234 | -0.0280 | AEFA | 0.0193 | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s_pct | 0.2% | -0.0% | JPDA | 0.1% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m | 0.0213 | -0.0195 | AEFA | 0.0161 | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m_pct | 0.2% | -0.2% | MSCO | 0.1% | 31% |
| 202608 | marketable_limit | $250–$999 • ODD | speed_1s | 0.9978 | 1.0000 | AEFA | 0.9997 | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | fill_rate | 75.1% | 100.0% | DWFT | 10.5% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | pi_rate | 70.0% | 100.0% | DWFT | 51.9% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | npi_bps | 11.3 bps | 37.4 bps | DAIN | 6.4 bps | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | efq_pct | 66.8% | -4.0% | JPBD | 82.6% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd | 0.0035 | -0.0029 | JPBD | 0.0069 | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd_pct | 0.4% | -0.1% | JPBD | 0.5% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s | 0.0025 | -0.0020 | XASE | 0.0036 | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s_pct | 0.3% | -0.2% | ARCX | 0.3% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m | 0.0022 | -0.0024 | XASE | 0.0035 | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m_pct | 0.2% | -0.3% | ARCX | 0.2% | 31% |
| 202608 | marketable_limit | $250–$999 • ROUND | speed_1s | 0.9902 | 1.0000 | CGWM | 0.9958 | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | fill_rate | 98.4% | 98.4% | NITE | 80.4% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | pi_rate | 69.4% | 100.0% | NFSF | 77.7% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | npi_bps | 5.8 bps | 5.8 bps | NITE | 5.0 bps | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | efq_pct | 31.2% | -19.6% | NFSF | 5.8% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd | 0.8995 | -0.3116 | NFSF | 0.2940 | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s | 0.9563 | -0.2694 | NFSF | 0.3434 | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s_pct | 0.1% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m | 0.9706 | -0.1845 | NFSF | 0.3930 | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m_pct | 0.1% | -0.0% | NFSF | 0.0% | 31% |
| 202608 | marketable_limit | $1k–$5k • FRACT | speed_1s | 1.0000 | 1.0000 | NFSF | 1.0000 | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | fill_rate | 92.5% | 100.0% | DWFT | 18.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | pi_rate | 93.0% | 100.0% | JPDA | 82.0% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | npi_bps | 2.9 bps | 48.0 bps | TWTT | 2.1 bps | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | efq_pct | 50.0% | -41.9% | PNCC | 71.0% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd | 0.0350 | -0.0136 | JPDA | 0.0446 | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd_pct | 0.1% | -0.0% | JPDA | 0.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s | 0.0314 | -0.0324 | JPDA | 0.0316 | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | 0.1% | -0.0% | JPDA | 0.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m | 0.0304 | -0.0613 | AEFA | 0.0300 | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | 0.1% | -0.1% | HRTF | 0.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ODD | speed_1s | 0.9985 | 1.0000 | PNCC | 0.9993 | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | fill_rate | 69.9% | 100.0% | DWFT | 8.6% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | pi_rate | 63.2% | 100.0% | JPDA | 53.6% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | npi_bps | 7.5 bps | 20.4 bps | GTSM | 3.1 bps | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | efq_pct | 73.5% | -21.9% | JPDA | 83.4% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd | 0.0056 | -13.1268 | EDGK | 0.0116 | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd_pct | 0.4% | -0.1% | JPDA | 0.3% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s | 0.0034 | -0.0092 | EDGK | 0.0045 | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | 0.2% | -0.2% | ARCX | 0.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m | 0.0028 | -0.0057 | ARCX | 0.0042 | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | 0.2% | -0.2% | ARCX | 0.1% | 31% |
| 202608 | marketable_limit | $1k–$5k • ROUND | speed_1s | 0.9642 | 1.0000 | CNBS | 0.9859 | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | fill_rate | 91.9% | 100.0% | DWFT | 26.5% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | pi_rate | 93.1% | 100.0% | TLQNA | 80.2% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | npi_bps | 2.6 bps | 21.9 bps | TWTT | 1.4 bps | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | efq_pct | 46.2% | -5.7% | FIBS | 75.6% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd | 0.0532 | -0.0074 | FIBS | 0.0823 | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | NFSC | 0.1% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s | 0.0507 | -0.0589 | MSCO | 0.0561 | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.1% | MSCO | 0.0% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m | 0.0465 | -0.1230 | MSCO | 0.0492 | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | MSCO | 0.0% | 31% |
| 202608 | marketable_limit | $5k–$10k • ODD | speed_1s | 0.9986 | 1.0000 | ALPX | 0.9997 | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | fill_rate | 67.8% | 100.0% | DWFT | 8.4% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | pi_rate | 62.9% | 100.0% | JPDA | 50.6% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | npi_bps | 4.6 bps | 15.6 bps | SWST | 2.0 bps | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | efq_pct | 78.7% | -25.7% | JPDA | 87.6% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd | 0.0078 | -0.0058 | JPDA | 0.0177 | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd_pct | 0.4% | -0.0% | JPDA | 0.2% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s | 0.0037 | -0.0143 | AEFA | 0.0057 | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | 0.1% | -0.5% | WEDB | 0.1% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m | 0.0029 | -0.0102 | WEDB | 0.0048 | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | 0.1% | -0.5% | WEDB | 0.1% | 31% |
| 202608 | marketable_limit | $5k–$10k • ROUND | speed_1s | 0.9243 | 1.0000 | CODX | 0.9808 | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | fill_rate | 93.0% | 100.0% | DWFT | 24.4% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | pi_rate | 93.7% | 100.0% | TLQNA | 79.5% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | npi_bps | 3.7 bps | 14.3 bps | XTXE | 1.4 bps | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | efq_pct | 40.6% | -12.0% | JPBD | 75.8% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd | 0.0994 | -0.0115 | NFSC | 0.1408 | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | NFSC | 0.1% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s | 0.0941 | -0.0510 | XSTM | 0.0941 | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | XSTM | 0.0% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m | 0.0940 | -0.0600 | TLQNA | 0.0940 | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | TLQNA | 0.0% | 31% |
| 202608 | marketable_limit | $10k–$20k • ODD | speed_1s | 0.9992 | 1.0000 | ALPX | 0.9999 | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | fill_rate | 71.8% | 100.0% | DWFT | 8.2% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | pi_rate | 68.8% | 100.0% | JPDA | 46.4% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | npi_bps | 3.3 bps | 8.8 bps | HRBF | 1.2 bps | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | efq_pct | 83.4% | -25.2% | JPDA | 88.7% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd | 0.0096 | -0.0061 | JPDA | 0.0200 | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd_pct | 0.4% | -0.0% | JPDA | 0.2% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s | 0.0037 | -0.0110 | MSRP | 0.0059 | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | 0.1% | -0.1% | ARCX | 0.1% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m | 0.0028 | -0.0131 | MSRP | 0.0085 | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | 0.1% | -0.2% | MSRP | 0.1% | 31% |
| 202608 | marketable_limit | $10k–$20k • ROUND | speed_1s | 0.9035 | 1.0000 | CODX | 0.9803 | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | fill_rate | 92.3% | 100.0% | ETMM | 19.4% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | pi_rate | 92.8% | 100.0% | MSRP | 63.4% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | npi_bps | 2.9 bps | 10.5 bps | XTXE | 1.7 bps | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | efq_pct | 39.1% | -10.6% | FIBS | 83.8% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd | 0.1613 | 0.0024 | FIBS | 0.3411 | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd_pct | 0.1% | -0.0% | FIBS | 0.1% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s | 0.1048 | -0.0179 | GTSM | 0.1971 | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | GTSM | 0.1% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m | 0.1241 | -0.0671 | MLCO | 0.1541 | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | MLCO | 0.1% | 31% |
| 202608 | marketable_limit | $20k–$50k • ODD | speed_1s | 0.9994 | 1.0000 | ALPX | 1.0000 | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | fill_rate | 80.6% | 100.0% | DWFT | 8.4% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | pi_rate | 74.8% | 100.0% | JPDA | 42.8% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | npi_bps | 2.6 bps | 7.2 bps | TLQNA | 0.9 bps | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | efq_pct | 78.9% | -23.9% | JPDA | 87.6% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd | 0.0097 | -0.0100 | MOAT | 0.0229 | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd_pct | 0.3% | -0.0% | JPDA | 0.2% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s | 0.0027 | -0.0400 | MOAT | 0.0079 | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | ARCX | 0.0% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m | 0.0012 | -0.1800 | MOAT | 0.0064 | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | -0.0% | -0.2% | MOAT | 0.0% | 31% |
| 202608 | marketable_limit | $20k–$50k • ROUND | speed_1s | 0.9254 | 1.0000 | CODX | 0.9775 | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | fill_rate | 79.7% | 100.0% | DWFT | 5.8% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | pi_rate | 68.1% | 99.9% | DWFT | 36.2% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | npi_bps | 1.8 bps | 10.3 bps | TLQNA | 0.5 bps | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | efq_pct | 76.4% | -7.9% | MSRP | 91.6% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd | 0.0107 | -0.0006 | AEFA | 0.0250 | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd_pct | 0.2% | -0.0% | TLQNA | 0.1% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s | 0.0033 | -0.0077 | ARCX | 0.0088 | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | DWWT | 0.0% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m | 0.0016 | -0.0256 | MSRP | 0.0090 | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.1% | MSRP | 0.0% | 31% |
| 202608 | marketable_limit | $50k–$200k • ROUND | speed_1s | 0.9184 | 1.0000 | CODX | 0.9656 | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | fill_rate | 56.4% | 100.0% | TLQNT | 2.8% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | pi_rate | 39.4% | 99.3% | TLQNT | 28.7% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | npi_bps | -0.9 bps | 21.1 bps | TLQNT | -0.2 bps | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | efq_pct | 125.1% | 2.9% | MSRP | 99.0% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd | 0.0280 | 0.0006 | MSRP | 0.0341 | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd_pct | 0.2% | 0.0% | TLQNT | 0.1% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s | 0.0128 | -0.1537 | SGSD | 0.0135 | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | 0.1% | -0.4% | STFX | 0.0% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m | 0.0096 | -0.2760 | JPBD | 0.0130 | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.4% | STFX | 0.0% | 31% |
| 202608 | marketable_limit | ≥$200k • ROUND | speed_1s | 0.6981 | 1.0000 | CODX | 0.9317 | 31% |
| 202608 | nonmarketable_limit | <$250 • FRACT | fill_rate | 0.3% | 80.3% | HRTF | 63.3% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | npi_bps | 9.6 bps | 83.5 bps | FORS | 14.7 bps | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | efq_pct | 28.8% | -53.5% | FIBS | 1.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd | 0.0202 | -0.1632 | FIBS | -0.0088 | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd_pct | 0.1% | -0.2% | NFSC | -0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s | -0.0647 | -0.1178 | CHAS | 0.0028 | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s_pct | -0.1% | -0.4% | CHAS | -0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m | -0.0499 | -0.0853 | CHAS | 0.0043 | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m_pct | -0.0% | -0.4% | CHAS | 0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • FRACT | speed_1s | 0.4530 | 0.9594 | CHAS | 0.3549 | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | fill_rate | 37.9% | 100.0% | DWFT | 2.4% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | pi_rate | 100.0% | 100.0% | ALTR | 100.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | npi_bps | 32.9 bps | 301.8 bps | TTSI | 23.6 bps | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | efq_pct | 23.6% | -166.7% | CSTI | 13.6% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd | 0.0248 | -0.1000 | CSTI | 0.0191 | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd_pct | 0.5% | -1.3% | CSTI | 0.1% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s | -0.0083 | -151.3148 | EDGK | 0.0021 | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s_pct | -0.5% | -13.2% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m | -0.0084 | -127.5693 | EDGK | 0.0020 | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m_pct | -0.5% | -4.4% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ODD | speed_1s | 0.7736 | 1.0000 | CODX | 0.5363 | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | fill_rate | 7.7% | 100.0% | DWFT | 1.1% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | pi_rate | 100.0% | 100.0% | ARCX | 100.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | npi_bps | 54.3 bps | 354.7 bps | EDGJ | 60.1 bps | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | efq_pct | 33.0% | -0.8% | XSTM | 25.1% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | eff_sprd | 0.0020 | -0.0001 | XSTM | 0.0019 | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | eff_sprd_pct | 0.4% | -0.0% | XSTM | 0.5% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | real_sprd_15s | 0.0021 | -267.2102 | EDGK | 0.0006 | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | real_sprd_15s_pct | 0.4% | -8.7% | EDGK | -0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | real_sprd_1m | 0.0022 | -209.0444 | EDGK | 0.0007 | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | real_sprd_1m_pct | 0.5% | -4.7% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | <$250 • ROUND | speed_1s | 0.5230 | 1.0000 | CODX | 0.6275 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | fill_rate | 0.5% | 87.8% | FUTC | 49.6% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | pi_rate | 100.0% | 100.0% | APCC | 100.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | npi_bps | 6.5 bps | 11.3 bps | NFSC | 6.5 bps | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | efq_pct | — | -65.3% | FIBS | -27.5% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | eff_sprd | — | -0.6199 | NFSC | -0.2117 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | eff_sprd_pct | — | -0.1% | NFSC | -0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_15s | -0.0030 | -0.0321 | NFSF | 0.0003 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | -0.0% | -0.0% | NFSF | -0.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m | 0.0257 | 0.0191 | NFSF | 0.0394 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | 0.0% | NFSF | 0.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | speed_1s | 0.4968 | 0.4968 | NITE | 0.3164 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | fill_rate | 17.4% | 100.0% | DWFT | 1.6% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | npi_bps | 18.6 bps | 148.5 bps | BYXX | 16.4 bps | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | efq_pct | 24.6% | -19.3% | GTSM | 16.4% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd | 0.0542 | -0.0233 | INTL | 0.0289 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd_pct | 0.3% | -0.2% | INTL | 0.1% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s | -0.0011 | -19.3130 | EDGK | 0.0022 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s_pct | -0.2% | -4.9% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m | -0.0020 | -17.4509 | EDGK | 0.0036 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m_pct | -0.2% | -3.0% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | speed_1s | 0.6008 | 1.0000 | CODX | 0.5622 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | fill_rate | 7.2% | 100.0% | DWFT | 1.2% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | pi_rate | 100.0% | 100.0% | AVNU | 100.0% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | npi_bps | 52.1 bps | 281.5 bps | FORS | 49.2 bps | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | efq_pct | 33.0% | -38.2% | CHAS | 21.7% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | eff_sprd | 0.0047 | -0.0088 | CHAS | 0.0038 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | eff_sprd_pct | 0.4% | -0.1% | MSCO | 0.3% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | real_sprd_15s | 0.0036 | -135.3619 | EDGK | 0.0018 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | real_sprd_15s_pct | 0.5% | -10.8% | EDGK | 0.1% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | real_sprd_1m | 0.0038 | -152.6260 | EDGK | 0.0020 | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | real_sprd_1m_pct | 0.5% | -7.5% | EDGK | 0.1% | 37% |
| 202608 | nonmarketable_limit | $250–$999 • ROUND | speed_1s | 0.4907 | 1.0000 | CODX | 0.5929 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | fill_rate | 5.5% | 100.0% | DWFT | 1.4% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | npi_bps | 16.8 bps | 125.3 bps | BYXX | 12.0 bps | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | efq_pct | 25.9% | -2.9% | TLQNA | 20.9% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd | 0.1224 | -0.0004 | XSTM | 0.0479 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd_pct | 0.2% | -0.0% | GTSM | 0.1% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s | 0.0741 | -9.4038 | EDGK | 0.0092 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | 0.1% | -1.2% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m | 0.0567 | -9.1944 | EDGK | 0.0107 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | 0.1% | -1.0% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | speed_1s | 0.4917 | 1.0000 | CODX | 0.5727 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | fill_rate | 6.6% | 100.0% | DWFT | 0.6% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | npi_bps | 27.5 bps | 215.8 bps | SOFI | 25.5 bps | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | efq_pct | 31.9% | -33789.0% | TLQNA | 18.8% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd | 0.0100 | -0.0364 | TLQNA | 0.0082 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd_pct | 0.4% | -0.2% | TLQNA | 0.1% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s | 0.0062 | -122.9636 | EDGK | 0.0037 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | 0.5% | -6.8% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m | 0.0062 | -147.4863 | EDGK | 0.0046 | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | 0.5% | -4.2% | EDGJ | 0.1% | 37% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | speed_1s | 0.4079 | 1.0000 | DWFT | 0.4556 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | fill_rate | 7.1% | 100.0% | DWFT | 1.8% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | npi_bps | 18.2 bps | 117.9 bps | BYXX | 9.4 bps | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | efq_pct | 27.0% | -7.4% | CHAS | 24.9% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd | 0.2573 | -0.0763 | JPBD | 0.0821 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd_pct | 0.1% | -0.0% | INTL | 0.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s | 0.1573 | -0.4067 | BYXX | 0.0209 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | 0.1% | -0.4% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m | 0.1074 | -1.9196 | EDGK | 0.0208 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | 0.1% | -0.4% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | speed_1s | 0.6205 | 1.0000 | CODX | 0.7056 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | fill_rate | 4.7% | 100.0% | DWFT | 0.4% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | npi_bps | 18.1 bps | 105.2 bps | BYXX | 16.4 bps | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | efq_pct | 30.0% | -19.3% | JPBD | 17.4% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd | 0.0183 | -0.0994 | JPBD | 0.0168 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd_pct | 0.3% | -1.4% | JPBD | 0.1% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s | 0.0084 | -0.0931 | BATS | 0.0044 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | 0.4% | -2.9% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m | 0.0087 | -0.0964 | XGWD | 0.0064 | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | 0.5% | -4.3% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | speed_1s | 0.3368 | 1.0000 | CODX | 0.3937 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | fill_rate | 7.3% | 100.0% | DWFT | 1.9% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | npi_bps | 22.3 bps | 129.5 bps | BYXX | 9.8 bps | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | efq_pct | 27.7% | -0.0% | XSTM | 24.7% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd | 0.5018 | 0.0000 | SBSH | 0.1358 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd_pct | 0.2% | 0.0% | SBSH | 0.1% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s | 0.3159 | -0.9500 | SOHS | 0.0393 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | 0.1% | -0.5% | SOHS | 0.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m | 0.1808 | -3.5300 | SOHS | 0.0459 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | 0.1% | -1.9% | SOHS | 0.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | speed_1s | 0.6745 | 1.0000 | CODX | 0.7732 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | fill_rate | 4.4% | 100.0% | DWFT | 0.4% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | npi_bps | 12.5 bps | 105.2 bps | BYXX | 13.4 bps | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | efq_pct | 29.5% | -18.5% | INTL | 19.5% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd | 0.0287 | -0.0097 | JPBD | 0.0256 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd_pct | 0.4% | -0.1% | JPBD | 0.1% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s | 0.0116 | -0.1821 | BATS | 0.0051 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | 0.3% | -1.4% | WEDB | 0.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m | 0.0122 | -0.1470 | BATS | 0.0079 | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | 0.4% | -2.8% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | speed_1s | 0.3196 | 1.0000 | CODX | 0.4024 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | fill_rate | 5.3% | 26.3% | ETMM | 1.1% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | pi_rate | 100.0% | 100.0% | ALPX | 100.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | npi_bps | 24.1 bps | 137.5 bps | EDGJ | 11.9 bps | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | efq_pct | 27.4% | -12.9% | INTL | 27.4% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd | 0.6113 | -0.0032 | INTL | 0.2781 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd_pct | 0.2% | -0.0% | INTL | 0.1% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s | 0.3756 | -0.8457 | BATS | 0.0374 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | 0.1% | -0.4% | BYXX | 0.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m | 0.2312 | -21.9453 | EDGK | 0.0384 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | 0.1% | -0.7% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | speed_1s | 0.7502 | 1.0000 | ALPX | 0.8490 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | fill_rate | 3.9% | 100.0% | DWFT | 0.3% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | npi_bps | 11.0 bps | 96.0 bps | EDGJ | 9.6 bps | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | efq_pct | 30.4% | -180.5% | TLQNA | 22.5% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd | 0.0484 | -0.0008 | MOAT | 0.0443 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd_pct | 0.3% | -0.1% | JPBD | 0.1% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s | 0.0154 | -20.6051 | EDGK | 0.0073 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | 0.3% | -1.6% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m | 0.0156 | -23.5172 | EDGK | 0.0091 | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | 0.4% | -1.7% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | speed_1s | 0.2946 | 1.0000 | CODX | 0.3530 | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | fill_rate | 6.3% | 100.0% | DWFT | 0.2% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | npi_bps | 9.3 bps | 78.7 bps | EDGJ | 8.7 bps | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | efq_pct | 28.0% | -29.8% | TLQNA | 25.2% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd | 0.0736 | -0.0567 | TLQNA | 0.0370 | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd_pct | 0.1% | -0.0% | CHAS | 0.1% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s | 0.0131 | -0.8650 | MOAT | 0.0082 | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | 0.2% | -1.2% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m | 0.0133 | -0.9667 | MOAT | 0.0096 | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | 0.2% | -1.3% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | speed_1s | 0.2853 | 1.0000 | CODX | 0.3759 | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | fill_rate | 18.3% | 96.1% | OLDM | 0.2% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | pi_rate | 100.0% | 100.0% | AEFA | 100.0% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | npi_bps | 6.2 bps | 67.0 bps | BATS | 6.6 bps | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | efq_pct | 28.1% | -81.5% | TLQNA | 23.6% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd | 0.0486 | -0.0308 | TLQNA | 0.0409 | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd_pct | 0.1% | -0.0% | MSRP | 0.0% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s | 0.0146 | -0.1428 | EDGJ | 0.0088 | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | 0.1% | -1.4% | EDGK | 0.0% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m | 0.0123 | -0.1391 | STFX | 0.0046 | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -1.3% | EDGK | -0.0% | 37% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | speed_1s | 0.2626 | 1.0000 | CODX | 0.3243 | 37% |
4. Payment for Order Flow vs. Execution Quality
Addresses FINRA 5310.09 conflicts: comparing PFOF received (¢/100 sh) against net price improvement shortfall vs mix-adjusted peers.
| Month | Venue | Order Class | Route % | 606 Net PFOF (¢/100) | NPI (bps) | Peer Bench (bps) | Delta (bps) | Ref Price | Delta (¢/100 sh) | Conflict Flag |
|---|---|---|---|---|---|---|---|---|---|---|
| 202608 | CITADEL SECURITIES LLC (CDRG) | market | 55.5% | 15.00 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | marketable_limit | 59.8% | 10.40 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | nonmarketable_limit | 60.9% | 12.51 ¢ | — | — | — | — | — | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | market | 37.2% | 15.00 ¢ | 1.9 bps | 2.1 bps | -0.2 bps | $199.65 | -41.95 ¢ | PFOF > 0 • Quality < Peers |
| 202608 | Virtu Americas, LLC (NITE) | marketable_limit | 32.1% | 15.00 ¢ | 0.7 bps | -3.6 bps | 4.3 bps | $192.66 | 822.34 ¢ | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit | 35.8% | 15.00 ¢ | 2.8 bps | 25.1 bps | -22.4 bps | $310.13 | -6932.68 ¢ | PFOF > 0 • Quality < Peers |
| 202608 | CITADEL SECURITIES LLC (CDRG) | market | 53.4% | 12.90 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | marketable_limit | 60.2% | 9.53 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | nonmarketable_limit | 60.2% | 10.50 ¢ | — | — | — | — | — | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | market | 38.9% | 12.69 ¢ | 2.7 bps | 2.7 bps | -0.1 bps | $23.39 | -1.27 ¢ | PFOF > 0 • Quality < Peers |
| 202608 | Virtu Americas, LLC (NITE) | marketable_limit | 31.0% | 8.49 ¢ | 1.7 bps | -5.8 bps | 7.4 bps | $11.42 | 84.67 ¢ | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit | 36.8% | 11.25 ¢ | 12.0 bps | 37.1 bps | -25.1 bps | $30.74 | -770.57 ¢ | PFOF > 0 • Quality < Peers |
Conflict Methodology Note: Quality delta (¢/100 sh) is estimated as Δ_bps × ref_price. A positive PFOF beside a negative delta indicates the firm received payment while the venue delivered less price improvement than competing market centers on identical symbols and size tiers.
5. Material Changes Since Prior Quarter
Changes in routing share (≥ 5 pp), newly added/dropped venues, and PFOF rate shifts since 2026Q1.
No material shifts (≥ 5 percentage point route share or PFOF rate change) detected relative to 2026Q1.
6. Coverage, Exclusions & Standing Limitations
Mandatory regulatory disclosure of data availability, unmapped destinations, and methodological caveats.
Suppressed Cells
3
Cells with < 100 covered ordersUnmapped Venues
0
606 destinations without 605 matchChallenged / Missing 605
1
Venues missing monthly 605 reportUnretrievable 605 File Hosts:
- (CDRG):host_challenge
Standing Review Limitations:
- A venue's Rule 605 statistics describe all flow it handled, not this firm's orders.
- 606 route shares are per order, not per share, and list only the top 10 venues plus any venue with at least 5% of non-directed orders.
- FINRA Rule 5310.09 also requires the firm's own order-level review of its executions.
- This report is not legal or compliance advice.
- Net price improvement is in basis points of executed notional (quote midpoint × shares). The PFOF comparison converts the difference to ¢/100 sh at the venue's average executed price; it is an estimate.