Open Orders
Basis Points
US Dollar
Summary of All Orders bps unless noted
Number of Shares
10,442,408
% Spread Paid
45
Interval vwap
+ 7
Liquidity Charge
-84
Liquidity Charge Est.
-107
Timing Consequence
-20
Execution Differential
-128
0 Filters Selected
Symbol
Trade Momentum
Timing Consequence
Execution Differential
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Market Activity
Price Uncertainty Due to Tick Structure Shift
vodXLON : GBX
AKBNKXIST : TRY
SWMAXSTO : SEK
WKLXAMS : EUR
Execution Decision
Market Impact is Too High
ILDXPAR : EUR
AKBNKXIST : TRY
ADMNYSE : USD
VODXLON : GBX SANXMAD : EUR
Microstructure
Very Short-term Adverse Selection
WKLXAMS : EUR
SWMAXSTO : SEK
Order Constraint
Limit Far Away From Market
CGFXASX : AUD
3968xhkg : HKD
6268XTKS : JPY
Pretrade
Large PreTrade Market Impact Forecast
3968xhkg : HKD
CGFxaSx : aud
6268XTKS : JPY
Execution Decision
VWAP Negative Outlier
vodXlon : GBX