|
Glossary
|
| Total |
Total Number of orders routed to all destinations during the quarter.
|
| Non-Directed% |
The percentage of total orders from the provider that were non-directed
orders.
|
| Directed% |
The percentage of total orders from the provider that were directed
orders.
|
| Market% |
The percentage of total non-directed customer orders that were market
orders.
|
| Limit% |
The percentage of total non-directed customer orders that were limit
orders.
|
| Other% |
The percentage of total non-directed customer orders that were special
handling orders and any orders that must
be executed on a particular tick or bid.
|
| Venue |
List of the venues to which non-directed orders were routed for execution
|
| Routed% |
The percentage of total non-directed orders routed to the venue
|
| Market% |
The percentage of total non-directed market orders routed to the venue
|
| Limit% |
The percentage of total non-directed limit orders routed to the venue
|
| Other% |
The percentage of total non-directed other orders routed to the venue.
Other orders include special handling
orders and any orders that must be executed on a particular tick or bid.
|
| Compensation for order flow |
Rebates, if any, received for routing orders to certain venues
|
| ARCA |
Archipelago ECN
|
| INET |
Instinet ECN
|
| NITE |
Knight Securities, L.P
|
| DOT |
NYFIX DOT
|
| ML |
BroadCourt Transaction services
|
| PRIMEFLR |
Prime Floor (NYSE Floor Broker)
|
| FANC |
Finance 500
|
| PTFLR |
Preferred Floor (NYSE Floor Broker)
|
| IAB |
Interactive Brokers
|
| TSE | Toronto Stock Exchange |
| ISP | ISE (International Securities Exchange) |
| PCXOPT | Pacific Coast Exchange (options) |
| AFIXNY | Amex floor (NYSE) |
| TDATK | Arca |
| PCX | Pacific Coast Exchange |
| AFIX | Amex floor |
| DATK | Arca |
| BCAP | Barclays Capital |
| B-SOR | Barclays - Smart Order Router |
| CBSX | CBOE Stock Exchange |
| NFIX | NYFIX |
| BRUT | NASDAQ |
| SIAC | NYSE SIAC Connection |
| JEFF | Jefferies |
| ISFX | ISE |
| EDGX | Direct Edge ECN |
| UBSS | UBS |
| VNDM | Vandham securities |
| VNDS | Vandham securities |
| MLTS | Miletus Trading |
| HDSN | Hudson Securities |
| INCA | Instinet |
| DOMS | Domestic Securities |
| CICF | Canaccord |
| SUSQ | Susquehanna Securities |
| CIBC | CIBC |
| YKTN | Blackmont Capital |
| TREK | Algorithm Trading |