January 2020 Aggregate Data
Event Type:
Product Showcase
Start:
March 3, 2020
End:
March 1, 2021
Event Location:
Main Office
101 Federal Street Suite 1010
Boston,
Massachusetts
02110
This event is currently full.

January 2020 Aggregate Data



Segment Concentration as a Percentage of ADV

Segment Breakdown
B/D 53.42%
Agency Algo/SOR 20.21%
EMM 18.33%
LT-PROP 7.39%
S/Access 0.44%
ECN/EXCH 0.15%
HT Agency 0.04%
HT-PROP 0.02%

Spread Execution Metrics

At Bid/Ask 43.30%
Inside NBBO excluding Midpoint 8.59%
At Midpoint 48.11%

Average Notional Block Data

>$200K 5.13%
$100K - $200K 3.77%

Conditional Order Statistics

  • Median response time almost unchanged at 8.088 milliseconds

  • Median time on the book for firm-up before cancel at 957 milliseconds

  • Conditional percentage of ADV: 2.43%

Platform Latency

p-Value Microseconds
p0 16
p25 21
p50 22
p75 25
p90 83
p95 113
p99 441

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