← Back to Execution Reports
Print to PDF: browser Print (Ctrl+P / Cmd+P)
Select Quarter:
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 #337349
Review Period: 2026Q2
Filing: Direct 606 filer
EGRET SECURITIES LLC (CRD #337349) — 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(100.0%)
2. Virtu Americas, LLC(100.0%)
3. Dash/IMC Financial Markets(60.0%)
Top routed order shares
Disclosed PFOF / Rebates
$0.00
Non-directed retail equity flow
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) | 100.0% | — | 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 |
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)
| 100.0% | — | 52.1 bps | 152.6 bps | -100.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • other (ROUND)
| 100.0% | — | 27.5 bps | 87.3 bps | -59.7 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • other (ODD)
| 100.0% | — | 32.9 bps | 73.3 bps | -40.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $250–$999 • other (ODD)
| 100.0% | — | 18.6 bps | 54.1 bps | -35.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • other (ODD)
| 100.0% | — | 18.2 bps | 51.3 bps | -33.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • other (ODD)
| 100.0% | — | 16.8 bps | 47.7 bps | -30.8 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • other (ROUND)
| 100.0% | — | 18.1 bps | 48.2 bps | -30.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • other (ROUND)
| 100.0% | — | 11.0 bps | 37.8 bps | -26.8 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • sp500_proxy (ROUND)
| 100.0% | — | 2.9 bps | 29.4 bps | -26.6 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • sp500_proxy (ROUND)
| 100.0% | — | 3.4 bps | 29.5 bps | -26.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • other (ODD)
| 100.0% | — | 22.3 bps | 47.6 bps | -25.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $50k–$200k • sp500_proxy (ROUND)
| 100.0% | — | 2.6 bps | 27.8 bps | -25.2 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • sp500_proxy (ODD)
| 100.0% | — | 3.7 bps | 28.1 bps | -24.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • other (ROUND)
| 100.0% | — | 12.5 bps | 35.6 bps | -23.1 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • sp500_proxy (ODD)
| 100.0% | — | 3.7 bps | 26.2 bps | -22.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit ≥$200k • other (ROUND)
| 100.0% | — | 6.2 bps | 28.6 bps | -22.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit ≥$200k • sp500_proxy (ROUND)
| 100.0% | — | 2.4 bps | 23.6 bps | -21.2 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $5k–$10k • sp500_proxy (ROUND)
| 100.0% | — | 3.2 bps | 22.1 bps | -19.0 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $250–$999 • sp500_proxy (ODD)
| 100.0% | — | 3.8 bps | 22.5 bps | -18.7 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $10k–$20k • sp500_proxy (ODD)
| 100.0% | — | 3.9 bps | 22.4 bps | -18.5 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $50k–$200k • other (ROUND)
| 100.0% | — | 9.3 bps | 27.2 bps | -17.9 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • other (ROUND)
| 100.0% | — | 54.3 bps | 70.2 bps | -15.9 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit <$250 • sp500_proxy (ODD)
| 100.0% | — | 3.9 bps | 19.2 bps | -15.4 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $20k–$50k • other (ODD)
| 100.0% | — | 24.1 bps | 39.1 bps | -15.0 bps | Dispose → |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit $1k–$5k • sp500_proxy (ROUND)
| 100.0% | — | 4.7 bps | 13.1 bps | -8.4 bps | Dispose → |
FINRA Rule 5310.09 Review Packet
EGRET SECURITIES LLC
CRD Number: 337349 •
Quarter: 2026Q2 •
Generated: Wed, 14 Oct 2026 20:17:43 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 |
|---|---|---|---|---|---|
| Egret Securities LLC | 337349 | EGRT | V1 | 5f0d4dc2d0db0b1674463f04ab7567fa89eb72957457aff850ab70fd7bff9d5e | 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) |
|---|---|---|---|---|---|---|---|---|---|
| 202606 | options | Dash/IMC Financial Markets | Unmapped | 60.0% | 0.0% | 60.0% | 0.0% | 0.00 ¢ | 0.00 ¢ |
| 202606 | options | Jane Street Capital | JNST | 20.0% | 0.0% | 20.0% | 0.0% | 0.00 ¢ | 0.00 ¢ |
| 202606 | options | Global Execution Brokers LP | Unmapped | 20.0% | 0.0% | 20.0% | 0.0% | 0.00 ¢ | 0.00 ¢ |
| 202606 | other_stocks | CITADEL SECURITIES LLC | CDRG | 100.0% | 100.0% | 0.0% | 0.0% | 0.00 ¢ | 0.00 ¢ |
| 202606 | sp500 | Virtu Americas, LLC | NITE | 100.0% | 100.0% | 0.0% | 0.0% | 0.00 ¢ | 0.00 ¢ |
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% | 100% |
| 202608 | market | <$250 • FRACT | pi_rate | 91.0% | 99.8% | NFBS | 98.1% | 100% |
| 202608 | market | <$250 • FRACT | npi_bps | 2.2 bps | 5.6 bps | NYLS | 2.2 bps | 100% |
| 202608 | market | <$250 • FRACT | efq_pct | 37.8% | -1.9% | FTSR | 12.5% | 100% |
| 202608 | market | <$250 • FRACT | eff_sprd | 0.0724 | -0.0020 | NFSF | 0.0082 | 100% |
| 202608 | market | <$250 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 100% |
| 202608 | market | <$250 • FRACT | real_sprd_15s | 0.0716 | -0.0192 | FTSR | 0.0085 | 100% |
| 202608 | market | <$250 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | FTSR | 0.0% | 100% |
| 202608 | market | <$250 • FRACT | real_sprd_1m | 0.0711 | -0.0541 | WLTH | 0.0159 | 100% |
| 202608 | market | <$250 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | WLTH | 0.0% | 100% |
| 202608 | market | <$250 • FRACT | speed_1s | 1.0000 | 1.0000 | PNCC | 0.9996 | 100% |
| 202608 | market | <$250 • ODD | fill_rate | 62.9% | 100.0% | ETMM | 26.7% | 100% |
| 202608 | market | <$250 • ODD | pi_rate | 92.6% | 100.0% | JPMX | 96.1% | 100% |
| 202608 | market | <$250 • ODD | npi_bps | 2.6 bps | 38.7 bps | EDGK | 2.7 bps | 100% |
| 202608 | market | <$250 • ODD | efq_pct | 24.9% | -30983.8% | EDGJ | 19.8% | 100% |
| 202608 | market | <$250 • ODD | eff_sprd | 0.0159 | -5.5353 | EDGJ | 0.0123 | 100% |
| 202608 | market | <$250 • ODD | eff_sprd_pct | 0.0% | -0.9% | EDGJ | 0.0% | 100% |
| 202608 | market | <$250 • ODD | real_sprd_15s | 0.0154 | -5.5075 | EDGJ | 0.0119 | 100% |
| 202608 | market | <$250 • ODD | real_sprd_15s_pct | 0.0% | -0.9% | EDGJ | 0.0% | 100% |
| 202608 | market | <$250 • ODD | real_sprd_1m | 0.0148 | -5.3288 | EDGJ | 0.0115 | 100% |
| 202608 | market | <$250 • ODD | real_sprd_1m_pct | 0.0% | -0.9% | EDGJ | 0.0% | 100% |
| 202608 | market | <$250 • ODD | speed_1s | 0.9992 | 1.0000 | NFSF | 0.9997 | 100% |
| 202608 | market | $250–$999 • FRACT | fill_rate | 97.1% | 100.0% | AEIS | 100.0% | 100% |
| 202608 | market | $250–$999 • FRACT | pi_rate | 90.0% | 99.5% | NYLS | 97.2% | 100% |
| 202608 | market | $250–$999 • FRACT | npi_bps | 2.5 bps | 6.1 bps | APRT | 2.3 bps | 100% |
| 202608 | market | $250–$999 • FRACT | efq_pct | 36.7% | -2.1% | NFSF | 5.2% | 100% |
| 202608 | market | $250–$999 • FRACT | eff_sprd | 0.2255 | -0.0100 | NFSF | 0.0208 | 100% |
| 202608 | market | $250–$999 • FRACT | eff_sprd_pct | 0.0% | -0.0% | NFSF | 0.0% | 100% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s | 0.2101 | -0.0214 | NFSF | 0.0393 | 100% |
| 202608 | market | $250–$999 • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | NFSF | 0.0% | 100% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m | 0.2209 | -0.0756 | ROCK | 0.0593 | 100% |
| 202608 | market | $250–$999 • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | MKTI | 0.0% | 100% |
| 202608 | market | $250–$999 • FRACT | speed_1s | 1.0000 | 1.0000 | PNCC | 0.9999 | 100% |
| 202608 | market | $250–$999 • ODD | fill_rate | 78.4% | 100.0% | JPDA | 34.8% | 100% |
| 202608 | market | $250–$999 • ODD | pi_rate | 92.8% | 100.0% | JPMX | 95.8% | 100% |
| 202608 | market | $250–$999 • ODD | npi_bps | 2.6 bps | 67.0 bps | EDGK | 2.7 bps | 100% |
| 202608 | market | $250–$999 • ODD | efq_pct | 22.4% | -37.5% | JPDA | 21.4% | 100% |
| 202608 | market | $250–$999 • ODD | eff_sprd | 0.0257 | -0.0308 | JPDA | 0.0241 | 100% |
| 202608 | market | $250–$999 • ODD | eff_sprd_pct | 0.0% | -0.1% | EDGK | 0.0% | 100% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s | 0.0244 | -0.0295 | JPDA | 0.0250 | 100% |
| 202608 | market | $250–$999 • ODD | real_sprd_15s_pct | 0.0% | -0.1% | EDGK | 0.0% | 100% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m | 0.0235 | -0.0347 | JSDP | 0.0237 | 100% |
| 202608 | market | $250–$999 • ODD | real_sprd_1m_pct | 0.0% | -0.1% | EDGK | 0.0% | 100% |
| 202608 | market | $250–$999 • ODD | speed_1s | 0.9996 | 1.0000 | PNCC | 0.9998 | 100% |
| 202608 | market | $250–$999 • ROUND | fill_rate | 95.7% | 99.6% | HRTF | 47.9% | 100% |
| 202608 | market | $250–$999 • ROUND | pi_rate | 90.0% | 100.0% | NFSC | 90.0% | 100% |
| 202608 | market | $250–$999 • ROUND | npi_bps | 4.9 bps | 5.5 bps | HRTF | 4.9 bps | 100% |
| 202608 | market | $250–$999 • ROUND | efq_pct | 22.1% | 6.7% | NFSC | 10.3% | 100% |
| 202608 | market | $250–$999 • ROUND | eff_sprd | 0.0025 | 0.0007 | NFSC | 0.0011 | 100% |
| 202608 | market | $250–$999 • ROUND | eff_sprd_pct | 0.0% | 0.0% | NFSC | 0.0% | 100% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s | -0.0017 | -0.0024 | HRTF | -0.0013 | 100% |
| 202608 | market | $250–$999 • ROUND | real_sprd_15s_pct | -0.0% | -0.0% | HRTF | -0.0% | 100% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m | -0.0052 | -0.0071 | HRTF | -0.0039 | 100% |
| 202608 | market | $250–$999 • ROUND | real_sprd_1m_pct | -0.1% | -0.1% | HRTF | -0.0% | 100% |
| 202608 | market | $250–$999 • ROUND | speed_1s | 1.0000 | 1.0000 | CRFN | 1.0000 | 100% |
| 202608 | market | $1k–$5k • FRACT | fill_rate | 94.9% | 100.0% | FUTC | 56.6% | 100% |
| 202608 | market | $1k–$5k • FRACT | pi_rate | 90.1% | 100.0% | ETOR | 90.3% | 100% |
| 202608 | market | $1k–$5k • FRACT | npi_bps | 3.2 bps | 7.3 bps | FIBS | 2.9 bps | 100% |
| 202608 | market | $1k–$5k • FRACT | efq_pct | 37.3% | -7.8% | FIBS | 43.6% | 100% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd | 0.6309 | -0.1275 | FIBS | 0.7859 | 100% |
| 202608 | market | $1k–$5k • FRACT | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 100% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s | 0.6682 | -0.1565 | FIBS | 0.8300 | 100% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_15s_pct | 0.0% | -0.0% | FIBS | 0.0% | 100% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m | 0.6004 | -0.3011 | FIBS | 0.5782 | 100% |
| 202608 | market | $1k–$5k • FRACT | real_sprd_1m_pct | 0.0% | -0.0% | FIBS | 0.0% | 100% |
| 202608 | market | $1k–$5k • FRACT | speed_1s | 1.0000 | 1.0000 | ETOR | 1.0000 | 100% |
| 202608 | market | $1k–$5k • ODD | fill_rate | 92.2% | 100.0% | JPDA | 39.4% | 100% |
| 202608 | market | $1k–$5k • ODD | pi_rate | 93.3% | 100.0% | JANM | 95.9% | 100% |
| 202608 | market | $1k–$5k • ODD | npi_bps | 2.7 bps | 43.3 bps | EDGK | 2.5 bps | 100% |
| 202608 | market | $1k–$5k • ODD | efq_pct | 21.8% | -34.3% | JPDA | 21.8% | 100% |
| 202608 | market | $1k–$5k • ODD | eff_sprd | 0.0284 | -0.0417 | JPDA | 0.0264 | 100% |
| 202608 | market | $1k–$5k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s | 0.0263 | -0.0399 | JPDA | 0.0246 | 100% |
| 202608 | market | $1k–$5k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m | 0.0248 | -0.0418 | JPDA | 0.0247 | 100% |
| 202608 | market | $1k–$5k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $1k–$5k • ODD | speed_1s | 0.9997 | 1.0000 | ALBS | 0.9997 | 100% |
| 202608 | market | $1k–$5k • ROUND | fill_rate | 92.3% | 100.0% | ETMM | 32.5% | 100% |
| 202608 | market | $1k–$5k • ROUND | pi_rate | 90.1% | 100.0% | JPDA | 96.1% | 100% |
| 202608 | market | $1k–$5k • ROUND | npi_bps | 1.8 bps | 3.5 bps | JPDA | 1.8 bps | 100% |
| 202608 | market | $1k–$5k • ROUND | efq_pct | 24.7% | -41.6% | JPDA | 11.6% | 100% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd | 0.0030 | -0.0056 | JPDA | 0.0015 | 100% |
| 202608 | market | $1k–$5k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s | 0.0015 | -0.0284 | XNYS | 0.0011 | 100% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | XNYS | 0.0% | 100% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m | 0.0007 | -0.0299 | HRTS | 0.0003 | 100% |
| 202608 | market | $1k–$5k • ROUND | real_sprd_1m_pct | 0.0% | -0.2% | HRTS | 0.0% | 100% |
| 202608 | market | $1k–$5k • ROUND | speed_1s | 0.9997 | 1.0000 | ALTR | 0.9996 | 100% |
| 202608 | market | $5k–$10k • ODD | fill_rate | 93.4% | 100.0% | JPDA | 35.4% | 100% |
| 202608 | market | $5k–$10k • ODD | pi_rate | 93.4% | 100.0% | JPMX | 96.2% | 100% |
| 202608 | market | $5k–$10k • ODD | npi_bps | 2.6 bps | 54.7 bps | EDGK | 2.6 bps | 100% |
| 202608 | market | $5k–$10k • ODD | efq_pct | 21.5% | -30.2% | JPDA | 19.7% | 100% |
| 202608 | market | $5k–$10k • ODD | eff_sprd | 0.0380 | -0.0569 | JPDA | 0.0311 | 100% |
| 202608 | market | $5k–$10k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s | 0.0337 | -0.0573 | JSDP | 0.0340 | 100% |
| 202608 | market | $5k–$10k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m | 0.0333 | -0.1357 | JPMX | 0.0347 | 100% |
| 202608 | market | $5k–$10k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | JPMX | 0.0% | 100% |
| 202608 | market | $5k–$10k • ODD | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9999 | 100% |
| 202608 | market | $5k–$10k • ROUND | fill_rate | 92.4% | 100.0% | ETMM | 37.2% | 100% |
| 202608 | market | $5k–$10k • ROUND | pi_rate | 90.8% | 100.0% | JPDA | 95.4% | 100% |
| 202608 | market | $5k–$10k • ROUND | npi_bps | 1.7 bps | 40.6 bps | BATS | 1.6 bps | 100% |
| 202608 | market | $5k–$10k • ROUND | efq_pct | 22.4% | -35.2% | JPDA | 15.1% | 100% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd | 0.0043 | -0.0079 | JPDA | 0.0037 | 100% |
| 202608 | market | $5k–$10k • ROUND | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s | 0.0030 | -0.0053 | JPDA | 0.0028 | 100% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m | 0.0022 | -0.0212 | SWST | 0.0029 | 100% |
| 202608 | market | $5k–$10k • ROUND | real_sprd_1m_pct | 0.0% | -0.0% | HRTS | 0.0% | 100% |
| 202608 | market | $5k–$10k • ROUND | speed_1s | 0.9997 | 1.0000 | WBUS | 0.9998 | 100% |
| 202608 | market | $10k–$20k • ODD | fill_rate | 93.2% | 100.0% | JPDA | 49.7% | 100% |
| 202608 | market | $10k–$20k • ODD | pi_rate | 93.7% | 100.0% | JPDA | 95.3% | 100% |
| 202608 | market | $10k–$20k • ODD | npi_bps | 2.7 bps | 31.3 bps | BATS | 2.7 bps | 100% |
| 202608 | market | $10k–$20k • ODD | efq_pct | 21.1% | -25.4% | JPDA | 21.1% | 100% |
| 202608 | market | $10k–$20k • ODD | eff_sprd | 0.0526 | -0.0711 | JPDA | 0.0374 | 100% |
| 202608 | market | $10k–$20k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s | 0.0464 | -0.0977 | JSDP | 0.0363 | 100% |
| 202608 | market | $10k–$20k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m | 0.0483 | -0.2625 | JSDP | 0.0378 | 100% |
| 202608 | market | $10k–$20k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | PNCC | 0.0% | 100% |
| 202608 | market | $10k–$20k • ODD | speed_1s | 0.9996 | 1.0000 | PNCC | 0.9996 | 100% |
| 202608 | market | $10k–$20k • ROUND | fill_rate | 92.4% | 100.0% | BYXX | 42.4% | 100% |
| 202608 | market | $10k–$20k • ROUND | pi_rate | 92.1% | 100.0% | JPDA | 94.6% | 100% |
| 202608 | market | $10k–$20k • ROUND | npi_bps | 2.3 bps | 37.4 bps | BATS | 2.1 bps | 100% |
| 202608 | market | $10k–$20k • ROUND | efq_pct | 21.2% | -35443.2% | EDGJ | 16.7% | 100% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd | 0.0111 | -1.7901 | EDGJ | 0.0124 | 100% |
| 202608 | market | $10k–$20k • ROUND | eff_sprd_pct | 0.0% | -1.1% | EDGJ | 0.0% | 100% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s | 0.0086 | -1.7854 | EDGJ | 0.0105 | 100% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_15s_pct | 0.0% | -1.1% | EDGJ | 0.0% | 100% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m | 0.0078 | -1.7501 | EDGJ | 0.0078 | 100% |
| 202608 | market | $10k–$20k • ROUND | real_sprd_1m_pct | 0.0% | -1.1% | EDGJ | 0.0% | 100% |
| 202608 | market | $10k–$20k • ROUND | speed_1s | 0.9997 | 1.0000 | ALTR | 0.9999 | 100% |
| 202608 | market | $20k–$50k • ODD | fill_rate | 93.5% | 100.0% | JPDA | 47.9% | 100% |
| 202608 | market | $20k–$50k • ODD | pi_rate | 94.5% | 100.0% | JPDA | 94.7% | 100% |
| 202608 | market | $20k–$50k • ODD | npi_bps | 3.3 bps | 6.1 bps | JSJX | 3.0 bps | 100% |
| 202608 | market | $20k–$50k • ODD | efq_pct | 19.1% | -15.4% | JPDA | 19.7% | 100% |
| 202608 | market | $20k–$50k • ODD | eff_sprd | 0.1191 | -0.0936 | JPDA | 0.1051 | 100% |
| 202608 | market | $20k–$50k • ODD | eff_sprd_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s | 0.0943 | -0.1388 | JPDA | 0.1062 | 100% |
| 202608 | market | $20k–$50k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPDA | 0.0% | 100% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m | 0.0909 | -0.2258 | JPDA | 0.0945 | 100% |
| 202608 | market | $20k–$50k • ODD | real_sprd_1m_pct | 0.0% | -0.1% | XNYS | 0.0% | 100% |
| 202608 | market | $20k–$50k • ODD | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9999 | 100% |
| 202608 | market | $20k–$50k • ROUND | fill_rate | 92.7% | 100.0% | JPDA | 40.4% | 100% |
| 202608 | market | $20k–$50k • ROUND | pi_rate | 92.6% | 100.0% | JPDA | 93.5% | 100% |
| 202608 | market | $20k–$50k • ROUND | npi_bps | 2.2 bps | 33.2 bps | EDGK | 2.0 bps | 100% |
| 202608 | market | $20k–$50k • ROUND | efq_pct | 20.6% | -39823.2% | BATS | 18.1% | 100% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd | 0.0162 | -1.1421 | EDGJ | 0.0212 | 100% |
| 202608 | market | $20k–$50k • ROUND | eff_sprd_pct | 0.0% | -0.4% | EDGJ | 0.0% | 100% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s | 0.0119 | -1.1323 | EDGJ | 0.0170 | 100% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_15s_pct | 0.0% | -0.4% | EDGJ | 0.0% | 100% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m | 0.0095 | -1.1324 | EDGJ | 0.0149 | 100% |
| 202608 | market | $20k–$50k • ROUND | real_sprd_1m_pct | 0.0% | -0.4% | EDGJ | 0.0% | 100% |
| 202608 | market | $20k–$50k • ROUND | speed_1s | 0.9998 | 1.0000 | PNCC | 0.9997 | 100% |
| 202608 | market | $50k–$200k • ODD | fill_rate | 88.9% | 100.0% | ETMM | 88.9% | 100% |
| 202608 | market | $50k–$200k • ODD | pi_rate | 93.2% | 99.8% | ETMM | 95.4% | 100% |
| 202608 | market | $50k–$200k • ODD | npi_bps | 3.5 bps | 4.7 bps | FIBS | 3.4 bps | 100% |
| 202608 | market | $50k–$200k • ODD | efq_pct | 20.7% | -6.4% | FIBS | 19.3% | 100% |
| 202608 | market | $50k–$200k • ODD | eff_sprd | 0.3060 | -0.0791 | FIBS | 0.2595 | 100% |
| 202608 | market | $50k–$200k • ODD | eff_sprd_pct | 0.0% | -0.0% | FIBS | 0.0% | 100% |
| 202608 | market | $50k–$200k • ODD | real_sprd_15s | 0.0874 | -0.4321 | JPBD | 0.1478 | 100% |
| 202608 | market | $50k–$200k • ODD | real_sprd_15s_pct | 0.0% | -0.0% | JPBD | 0.0% | 100% |
| 202608 | market | $50k–$200k • ODD | real_sprd_1m | 0.1355 | -0.3667 | SOHW | 0.1526 | 100% |
| 202608 | market | $50k–$200k • ODD | real_sprd_1m_pct | 0.0% | -0.0% | SOHW | 0.0% | 100% |
| 202608 | market | $50k–$200k • ODD | speed_1s | 0.9998 | 1.0000 | CRFN | 1.0000 | 100% |
| 202608 | market | $50k–$200k • ROUND | fill_rate | 91.7% | 100.0% | JPDA | 31.8% | 100% |
| 202608 | market | $50k–$200k • ROUND | pi_rate | 92.9% | 100.0% | JPDA | 91.3% | 100% |
| 202608 | market | $50k–$200k • ROUND | npi_bps | 2.8 bps | 24.8 bps | BATS | 2.3 bps | 100% |
| 202608 | market | $50k–$200k • ROUND | efq_pct | 19.3% | -5.8% | PNCC | 21.0% | 100% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd | 0.0215 | -0.0084 | JPDA | 0.0292 | 100% |
| 202608 | market | $50k–$200k • ROUND | eff_sprd_pct | 0.0% | -0.1% | BATS | 0.0% | 100% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s | 0.0121 | -0.2641 | JPMX | 0.0191 | 100% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.1% | JPMX | 0.0% | 100% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m | 0.0100 | -0.0417 | PNCC | 0.0178 | 100% |
| 202608 | market | $50k–$200k • ROUND | real_sprd_1m_pct | -0.0% | -0.1% | BATS | 0.0% | 100% |
| 202608 | market | $50k–$200k • ROUND | speed_1s | 0.9996 | 1.0000 | ALTR | 0.9997 | 100% |
| 202608 | market | ≥$200k • ROUND | fill_rate | 57.5% | 100.0% | JPDA | 11.7% | 100% |
| 202608 | market | ≥$200k • ROUND | pi_rate | 65.9% | 100.0% | JPDA | 61.7% | 100% |
| 202608 | market | ≥$200k • ROUND | npi_bps | 0.5 bps | 63.2 bps | EDGJ | 0.7 bps | 100% |
| 202608 | market | ≥$200k • ROUND | efq_pct | 107.8% | -1885.0% | EDGJ | 92.3% | 100% |
| 202608 | market | ≥$200k • ROUND | eff_sprd | 0.1104 | -0.4991 | EDGJ | 0.0989 | 100% |
| 202608 | market | ≥$200k • ROUND | eff_sprd_pct | 0.0% | -0.3% | EDGJ | 0.0% | 100% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s | 0.0472 | -0.5034 | EDGJ | 0.0528 | 100% |
| 202608 | market | ≥$200k • ROUND | real_sprd_15s_pct | 0.0% | -0.3% | EDGJ | 0.0% | 100% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m | 0.0517 | -0.5290 | JPMX | 0.0517 | 100% |
| 202608 | market | ≥$200k • ROUND | real_sprd_1m_pct | 0.0% | -0.3% | EDGJ | 0.0% | 100% |
| 202608 | market | ≥$200k • ROUND | speed_1s | 0.9718 | 1.0000 | ARCX | 0.9736 | 100% |
| 202608 | marketable_limit | <$250 • FRACT | fill_rate | — | 100.0% | WLTF | 75.5% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | pi_rate | — | 100.0% | NOMA | 86.2% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | npi_bps | — | 4.2 bps | NITE | 2.5 bps | 0% |
| 202608 | marketable_limit | <$250 • FRACT | efq_pct | — | -16.2% | NFSF | 28.4% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd | — | -0.0159 | NFSF | 0.0381 | 0% |
| 202608 | marketable_limit | <$250 • FRACT | eff_sprd_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s | — | -0.0167 | NFSF | 0.0381 | 0% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_15s_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m | — | -0.0173 | NFSF | 0.0351 | 0% |
| 202608 | marketable_limit | <$250 • FRACT | real_sprd_1m_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • FRACT | speed_1s | — | 1.0000 | CNBS | 0.9976 | 0% |
| 202608 | marketable_limit | <$250 • ODD | fill_rate | — | 100.0% | DWFT | 26.2% | 0% |
| 202608 | marketable_limit | <$250 • ODD | pi_rate | — | 100.0% | TLQNA | 86.0% | 0% |
| 202608 | marketable_limit | <$250 • ODD | npi_bps | — | 8.3 bps | SBSH | 1.4 bps | 0% |
| 202608 | marketable_limit | <$250 • ODD | efq_pct | — | -40.0% | JPDA | 65.2% | 0% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd | — | -0.0152 | JPDA | 0.0212 | 0% |
| 202608 | marketable_limit | <$250 • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s | — | -0.1989 | XSTM | 0.0144 | 0% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_15s_pct | — | -0.1% | XSTM | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m | — | -0.2104 | XSTM | 0.0150 | 0% |
| 202608 | marketable_limit | <$250 • ODD | real_sprd_1m_pct | — | -0.1% | XSTM | 0.0% | 0% |
| 202608 | marketable_limit | <$250 • ODD | speed_1s | — | 1.0000 | ALPX | 0.9999 | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | fill_rate | — | 100.0% | HRTF | 72.2% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | pi_rate | — | 98.0% | NFSC | 86.0% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | npi_bps | — | 4.5 bps | NITE | 3.6 bps | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | efq_pct | — | -18.4% | NFSF | 28.4% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd | — | -0.0579 | NFSF | 0.2142 | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | eff_sprd_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s | — | -0.0511 | NFSF | 0.2067 | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m | — | -0.0825 | NFSF | 0.1937 | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | — | -0.0% | NFSF | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • FRACT | speed_1s | — | 1.0000 | HRTF | 0.9962 | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | fill_rate | — | 100.0% | DWFT | 32.4% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | pi_rate | — | 100.0% | JPDA | 87.6% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | npi_bps | — | 4.6 bps | XTXE | 1.6 bps | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | efq_pct | — | -38.0% | JPDA | 72.6% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd | — | -0.0313 | JPMS | 0.0334 | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s | — | -0.0236 | MSRP | 0.0238 | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_15s_pct | — | -0.0% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m | — | -0.0935 | JPMS | 0.0265 | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | real_sprd_1m_pct | — | -0.0% | JPMS | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • ODD | speed_1s | — | 1.0000 | ALPX | 0.9999 | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | fill_rate | — | 99.1% | IBAT | 12.8% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | pi_rate | — | 99.7% | CHAS | 18.2% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | npi_bps | — | 5.7 bps | IBAT | 0.5 bps | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | efq_pct | — | 1.1% | IBAT | 92.3% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd | — | 0.0001 | IBAT | 0.0088 | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | eff_sprd_pct | — | 0.0% | IBAT | 0.1% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s | — | -0.0095 | ONEC | 0.0029 | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_15s_pct | — | -0.1% | ONEC | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m | — | -0.0305 | ONEC | 0.0013 | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | real_sprd_1m_pct | — | -0.3% | ONEC | 0.0% | 0% |
| 202608 | marketable_limit | $250–$999 • ROUND | speed_1s | — | 1.0000 | HRTS | 1.0000 | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | fill_rate | — | 100.0% | FUTC | 70.3% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | pi_rate | — | 99.0% | NFSC | 76.3% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | npi_bps | — | 6.2 bps | FIBS | 5.1 bps | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | efq_pct | — | -18.7% | NFSF | 30.9% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd | — | -0.2582 | NFSF | 0.9808 | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | eff_sprd_pct | — | -0.0% | NFSF | 0.1% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s | — | -0.4593 | NFSF | 1.1245 | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_15s_pct | — | -0.0% | NFSF | 0.1% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m | — | -1.1902 | FIBS | 1.0366 | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | real_sprd_1m_pct | — | -0.1% | FIBS | 0.1% | 0% |
| 202608 | marketable_limit | $1k–$5k • FRACT | speed_1s | — | 1.0000 | FUTC | 1.0000 | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | fill_rate | — | 100.0% | DWFT | 26.2% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | pi_rate | — | 100.0% | JPDA | 86.8% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | npi_bps | — | 6.9 bps | XTXE | 1.7 bps | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | efq_pct | — | -34.2% | JPDA | 65.8% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd | — | -0.0326 | JPDA | 0.0448 | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s | — | -0.0575 | JPMS | 0.0350 | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | — | -0.0% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m | — | -0.0483 | JPDA | 0.0351 | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ODD | speed_1s | — | 1.0000 | AEFA | 0.9997 | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | fill_rate | — | 100.0% | DWFT | 21.7% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | pi_rate | — | 100.0% | JPDA | 77.9% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | npi_bps | — | 3.3 bps | JPDA | 0.7 bps | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | efq_pct | — | -43.4% | JPDA | 79.8% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd | — | -0.0054 | JPDA | 0.0095 | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s | — | -0.0269 | MSRP | 0.0021 | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | — | -0.1% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m | — | -0.0137 | JPDA | 0.0025 | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | — | -0.0% | XASE | 0.0% | 0% |
| 202608 | marketable_limit | $1k–$5k • ROUND | speed_1s | — | 1.0000 | ALPX | 0.9997 | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | fill_rate | — | 100.0% | DWFT | 28.1% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | pi_rate | — | 100.0% | JPDA | 85.7% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | npi_bps | — | 6.9 bps | XTXE | 1.6 bps | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | efq_pct | — | -29.1% | JPDA | 72.1% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd | — | -0.0497 | JPDA | 0.0650 | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s | — | -0.1225 | JPMS | 0.0472 | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m | — | -0.3059 | JPMS | 0.0471 | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | — | -0.0% | JPMS | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ODD | speed_1s | — | 1.0000 | ALPX | 0.9999 | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | fill_rate | — | 100.0% | DWFT | 22.3% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | pi_rate | — | 100.0% | JPDA | 79.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | npi_bps | — | 3.1 bps | JPDA | 0.7 bps | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | efq_pct | — | -34.4% | JPDA | 83.7% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd | — | -0.0062 | JPDA | 0.0134 | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s | — | -0.0102 | JPDA | 0.0051 | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m | — | -0.0222 | SOHS | 0.0048 | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | — | -0.1% | SOHS | 0.0% | 0% |
| 202608 | marketable_limit | $5k–$10k • ROUND | speed_1s | — | 1.0000 | CODX | 0.9993 | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | fill_rate | — | 100.0% | DWFT | 32.7% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | pi_rate | — | 100.0% | JPDA | 81.4% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | npi_bps | — | 4.8 bps | XTXE | 1.6 bps | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | efq_pct | — | -22.9% | JPDA | 69.9% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd | — | -0.0586 | JPDA | 0.1055 | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s | — | -0.1169 | MSRP | 0.0769 | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | — | -0.1% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m | — | -0.1357 | TLQNA | 0.0711 | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | — | -0.1% | TLQNA | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ODD | speed_1s | — | 1.0000 | ALPX | 1.0000 | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | fill_rate | — | 100.0% | DWFT | 22.8% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | pi_rate | — | 100.0% | JPDA | 78.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | npi_bps | — | 3.5 bps | JPDA | 1.2 bps | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | efq_pct | — | -30.6% | JPDA | 80.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd | — | -0.0138 | JPDA | 0.0343 | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s | — | -0.0327 | MSRP | 0.0156 | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | — | -0.0% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m | — | -0.0277 | JPDA | 0.0120 | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $10k–$20k • ROUND | speed_1s | — | 1.0000 | CGWM | 0.9997 | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | fill_rate | — | 100.0% | JPDA | 32.5% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | pi_rate | — | 100.0% | JPDA | 78.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | npi_bps | — | 5.0 bps | JPDA | 1.6 bps | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | efq_pct | — | -12.9% | JPDA | 71.7% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd | — | -0.0886 | JPDA | 0.2351 | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s | — | -0.4619 | TLQNA | 0.1281 | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | — | -0.1% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m | — | -0.4795 | MSRP | 0.1322 | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | — | -0.1% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ODD | speed_1s | — | 1.0000 | ALPX | 1.0000 | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | fill_rate | — | 100.0% | DWFT | 21.3% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | pi_rate | — | 100.0% | JPDA | 73.3% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | npi_bps | — | 3.9 bps | HRBF | 1.2 bps | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | efq_pct | — | -17.6% | JPDA | 80.4% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd | — | -0.0110 | JPDA | 0.0494 | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s | — | -0.0220 | XASE | 0.0237 | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | — | -0.0% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m | — | -0.0337 | DWFT | 0.0218 | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | — | -0.0% | MSCO | 0.0% | 0% |
| 202608 | marketable_limit | $20k–$50k • ROUND | speed_1s | — | 1.0000 | CNBS | 0.9985 | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | fill_rate | — | 100.0% | ETMM | 19.5% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | pi_rate | — | 100.0% | BYXX | 70.9% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | npi_bps | — | 34.8 bps | BYXX | 1.5 bps | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | efq_pct | — | -21483.9% | BYXX | 82.1% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | eff_sprd | — | -57.2546 | BYXX | 0.7914 | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | eff_sprd_pct | — | -0.9% | BYXX | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_15s | — | -57.2522 | BYXX | 0.4559 | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_15s_pct | — | -0.9% | BYXX | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_1m | — | -57.2499 | BYXX | 0.1525 | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | real_sprd_1m_pct | — | -0.9% | BYXX | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ODD | speed_1s | — | 1.0000 | ALPX | 1.0000 | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | fill_rate | — | 100.0% | DWFT | 16.5% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | pi_rate | — | 100.0% | DWFT | 70.2% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | npi_bps | — | 3.9 bps | TLQNA | 1.1 bps | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | efq_pct | — | -28.0% | AEFA | 83.8% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd | — | -0.0328 | AEFA | 0.0646 | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | eff_sprd_pct | — | -0.0% | AEFA | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s | — | -0.0835 | MSRP | 0.0268 | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | — | -0.0% | MSRP | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m | — | -0.2390 | AEFA | 0.0248 | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | — | -0.1% | AEFA | 0.0% | 0% |
| 202608 | marketable_limit | $50k–$200k • ROUND | speed_1s | — | 1.0000 | CODX | 0.9966 | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | fill_rate | — | 100.0% | JPDA | 6.3% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | pi_rate | — | 100.0% | JPDA | 36.4% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | npi_bps | — | 4.4 bps | TLQNA | 0.1 bps | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | efq_pct | — | -852.2% | TLQNA | 97.6% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd | — | -0.0299 | MSRP | 0.0970 | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | eff_sprd_pct | — | -0.0% | TLQNA | 0.0% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s | — | -0.0544 | JPBD | 0.0457 | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | — | -0.0% | TLQNA | 0.0% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m | — | -0.0993 | JPDA | 0.0382 | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | — | -0.0% | TLQNA | 0.0% | 0% |
| 202608 | marketable_limit | ≥$200k • ROUND | speed_1s | — | 1.0000 | CODX | 0.9590 | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | fill_rate | — | 97.1% | EDJF | 69.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | npi_bps | — | 43.0 bps | FORS | 6.4 bps | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | efq_pct | — | -56.5% | FIBS | 7.3% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd | — | -0.1953 | FIBS | -0.0106 | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | eff_sprd_pct | — | -0.1% | CHAS | -0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s | — | -0.0339 | CHAS | 0.0212 | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_15s_pct | — | -0.0% | CHAS | 0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m | — | -0.0527 | CHAS | 0.0194 | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | real_sprd_1m_pct | — | -0.0% | EDJF | 0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • FRACT | speed_1s | — | 0.9534 | CHAS | 0.5185 | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | fill_rate | — | 100.0% | DWFT | 7.5% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | pi_rate | — | 100.0% | ALTR | 100.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | npi_bps | — | 78.1 bps | EDGJ | 4.5 bps | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | efq_pct | — | -40.3% | JPDA | 14.1% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd | — | -0.0505 | JPDA | 0.0168 | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s | — | -1.9669 | EDGK | 0.0084 | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_15s_pct | — | -0.2% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m | — | -0.4839 | EDGK | 0.0087 | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | real_sprd_1m_pct | — | -0.2% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | <$250 • ODD | speed_1s | — | 1.0000 | CODX | 0.5568 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | fill_rate | — | 83.8% | FUTC | 59.4% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | npi_bps | — | 8.4 bps | NFSC | 4.8 bps | 0% |
| 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 | — | 0.0507 | NFSF | 0.1243 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_15s_pct | — | 0.0% | NFSF | 0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m | — | -0.1093 | NITE | 0.1553 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | real_sprd_1m_pct | — | -0.0% | NITE | 0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • FRACT | speed_1s | — | 0.6363 | NITE | 0.4112 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | fill_rate | — | 100.0% | DWFT | 4.7% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | pi_rate | — | 100.0% | ALTR | 100.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | npi_bps | — | 72.5 bps | BYXX | 4.0 bps | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | efq_pct | — | -40.3% | JPDA | 16.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd | — | -0.0807 | JPDA | 0.0320 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s | — | -0.3130 | XGWD | 0.0095 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_15s_pct | — | -0.2% | BYXX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m | — | -0.8430 | XGWD | 0.0123 | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | real_sprd_1m_pct | — | -0.3% | XGWD | 0.0% | 0% |
| 202608 | nonmarketable_limit | $250–$999 • ODD | speed_1s | — | 1.0000 | CODX | 0.5983 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | fill_rate | — | 80.5% | FUTC | 55.8% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • FRACT | npi_bps | — | 11.6 bps | FIBS | 5.5 bps | 0% |
| 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 | — | 0.7053 | APCC | 0.3943 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | fill_rate | — | 100.0% | DWFT | 4.1% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | npi_bps | — | 76.6 bps | BYXX | 4.1 bps | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | efq_pct | — | -37.5% | JPDA | 17.1% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd | — | -0.0948 | JPDA | 0.0443 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s | — | -0.6680 | BATS | 0.0224 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_15s_pct | — | -0.3% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m | — | -0.6637 | BATS | 0.0270 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | real_sprd_1m_pct | — | -0.3% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ODD | speed_1s | — | 1.0000 | CODX | 0.6379 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | fill_rate | — | 88.1% | TKNG | 1.3% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | npi_bps | — | 38.3 bps | EDGJ | 3.5 bps | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | efq_pct | — | -229.3% | TLQNA | 5.6% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd | — | -0.0170 | JPBD | 0.0026 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | eff_sprd_pct | — | -0.0% | JPBD | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s | — | -0.0734 | SOHS | 0.0023 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_15s_pct | — | -1.3% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m | — | -0.1275 | SOHS | 0.0043 | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | real_sprd_1m_pct | — | -0.3% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $1k–$5k • ROUND | speed_1s | — | 1.0000 | CODX | 0.6221 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | fill_rate | — | 100.0% | DWFT | 3.3% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | npi_bps | — | 80.3 bps | BYXX | 4.1 bps | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | efq_pct | — | -32.9% | JPDA | 20.1% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd | — | -0.1122 | JPDA | 0.0602 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s | — | -3.6143 | EDGK | 0.0258 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_15s_pct | — | -0.7% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m | — | -3.9455 | EDGK | 0.0355 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | real_sprd_1m_pct | — | -0.7% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ODD | speed_1s | — | 1.0000 | CODX | 0.6712 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | fill_rate | — | 90.8% | TKNG | 1.2% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | npi_bps | — | 57.4 bps | EDGJ | 3.0 bps | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | efq_pct | — | -36.9% | JPBD | 9.7% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd | — | -0.0117 | JPBD | 0.0068 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | eff_sprd_pct | — | -0.0% | TKNG | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s | — | -5.2399 | EDGK | 0.0060 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_15s_pct | — | -3.7% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m | — | -4.8036 | EDGK | 0.0062 | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | real_sprd_1m_pct | — | -3.4% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $5k–$10k • ROUND | speed_1s | — | 1.0000 | CODX | 0.5688 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | fill_rate | — | 100.0% | DWFT | 2.8% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | npi_bps | — | 77.2 bps | BYXX | 4.0 bps | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | efq_pct | — | -32.1% | JPDA | 18.8% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd | — | -0.1229 | JPDA | 0.0888 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s | — | -0.6875 | BYXX | 0.0217 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_15s_pct | — | -0.2% | BYXX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m | — | -0.6776 | BYXX | 0.0464 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | real_sprd_1m_pct | — | -0.2% | BYXX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ODD | speed_1s | — | 1.0000 | CODX | 0.7319 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | fill_rate | — | 100.0% | DWFT | 1.2% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | npi_bps | — | 77.8 bps | BYXX | 3.5 bps | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | efq_pct | — | -19.2% | JPBD | 16.5% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd | — | -0.2681 | JPMS | 0.0248 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | eff_sprd_pct | — | -0.1% | JPMS | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s | — | -6.2533 | EDGK | 0.0126 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_15s_pct | — | -1.9% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m | — | -4.0054 | EDGK | 0.0164 | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | real_sprd_1m_pct | — | -1.7% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $10k–$20k • ROUND | speed_1s | — | 1.0000 | CODX | 0.5548 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | fill_rate | — | 92.6% | TKNG | 2.5% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | pi_rate | — | 100.0% | APCC | 100.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | npi_bps | — | 72.3 bps | BYXX | 3.9 bps | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | efq_pct | — | -78.5% | MSCO | 22.8% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd | — | -0.2072 | MSCO | 0.1949 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | eff_sprd_pct | — | -0.1% | MSCO | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s | — | -5.1078 | XGWD | 0.1095 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_15s_pct | — | -0.7% | XGWD | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m | — | -5.3878 | XGWD | 0.0937 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | real_sprd_1m_pct | — | -0.7% | XGWD | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ODD | speed_1s | — | 1.0000 | CODX | 0.7576 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | fill_rate | — | 100.0% | DWFT | 1.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | npi_bps | — | 82.7 bps | BYXX | 3.3 bps | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | efq_pct | — | -19.5% | JPDA | 18.4% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd | — | -0.0365 | JPDA | 0.0375 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | eff_sprd_pct | — | -0.0% | JPDA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s | — | -1.6672 | EDGK | 0.0166 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_15s_pct | — | -0.3% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m | — | -2.1293 | EDGK | 0.0191 | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | real_sprd_1m_pct | — | -0.4% | EDGK | 0.0% | 0% |
| 202608 | nonmarketable_limit | $20k–$50k • ROUND | speed_1s | — | 1.0000 | CODX | 0.5780 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | fill_rate | — | 84.3% | ETMM | 2.3% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | pi_rate | — | 100.0% | ALPX | 100.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | npi_bps | — | 82.7 bps | BATS | 4.5 bps | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | efq_pct | — | -2.0% | ALPX | 25.3% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | eff_sprd | — | -0.0235 | ALPX | 0.4953 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | eff_sprd_pct | — | -0.0% | ALPX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_15s | — | -10.9006 | BYXX | 0.1906 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_15s_pct | — | -0.4% | TLQNA | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_1m | — | -10.8858 | BYXX | 0.1416 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | real_sprd_1m_pct | — | -0.4% | XSTM | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ODD | speed_1s | — | 1.0000 | ALPX | 0.9380 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | fill_rate | — | 100.0% | JPDA | 0.7% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | npi_bps | — | 70.6 bps | BYXX | 3.2 bps | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | efq_pct | — | -46.1% | TLQNA | 21.5% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd | — | -0.0575 | JPMS | 0.0590 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | eff_sprd_pct | — | -0.0% | JPMS | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s | — | -0.7820 | BYXX | 0.0323 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_15s_pct | — | -0.3% | BYXX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m | — | -1.7983 | EDGK | 0.0378 | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | real_sprd_1m_pct | — | -0.3% | BYXX | 0.0% | 0% |
| 202608 | nonmarketable_limit | $50k–$200k • ROUND | speed_1s | — | 1.0000 | CODX | 0.6028 | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | fill_rate | — | 94.0% | TKNG | 0.5% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | pi_rate | — | 100.0% | AEFA | 100.0% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | npi_bps | — | 51.6 bps | BYXX | 3.0 bps | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | efq_pct | — | -311.5% | TLQNA | 26.8% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd | — | -0.0028 | TLQNA | 0.0827 | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | eff_sprd_pct | — | -0.0% | TLQNA | 0.0% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s | — | -18.5096 | BATS | 0.0324 | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_15s_pct | — | -0.5% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m | — | -18.5008 | BATS | 0.0228 | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | real_sprd_1m_pct | — | -0.5% | BATS | 0.0% | 0% |
| 202608 | nonmarketable_limit | ≥$200k • ROUND | speed_1s | — | 1.0000 | CODX | 0.5571 | 0% |
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 | Virtu Americas, LLC (NITE) | market | 100.0% | 0.00 ¢ | 1.9 bps | 2.1 bps | -0.2 bps | $199.65 | -41.95 ¢ | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | marketable_limit | 0.0% | 0.00 ¢ | 0.7 bps | -3.6 bps | 4.3 bps | $192.66 | 822.34 ¢ | No conflict |
| 202608 | Virtu Americas, LLC (NITE) | nonmarketable_limit | 0.0% | 0.00 ¢ | 2.8 bps | 25.1 bps | -22.4 bps | $310.13 | -6932.68 ¢ | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | market | 100.0% | 0.00 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | marketable_limit | 0.0% | 0.00 ¢ | — | — | — | — | — | No conflict |
| 202608 | CITADEL SECURITIES LLC (CDRG) | nonmarketable_limit | 0.0% | 0.00 ¢ | — | — | — | — | — | No conflict |
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.