The Gateway to Algorithmic and Automated Trading

New app: trade-to-order ratio

Itiviti : Katarina Klangby - 1st December 2014

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Trading venues often impose limits or additional fees on heavy usage of their trading systems. Usage is typically calculated as either the number of orders sent during a day, or as the ratio of trades-to-orders. Exceeding these limits may result in fees or temporary trading disruptions.
This Tbricks app shows operations teams the number of orders sent to venues and order-to-trade ratios both real-time and historically on per-instrument or venue levels.

Tbricks app: trade-to-order ratio.

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