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)
|
PTFLR |
Preferred Floor (NYSE Floor Broker)
|
IAB |
Interactive Brokers
|
TSE | Toronto Stock Exchange |
BMLOPT | BAML Option algos |
STN | Collins Stewart |
JSES | Jane Street |
IEXG | IEX smart order router |
FDSA | Fidessa |
NSDQ | Nasdaq |
ATMC | Cowen ATM algos |
NYSE | NYSE Floor Brokers |
ITGI | ITG algos |
NYX | KCG (getco) algos |
ITGT | ITG |
CPEX | Clearpool algos |
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 |
NFIX | NYFIX |
BRUT | NASDAQ |
SIAC | NYSE SIAC Connection |
JEFF | Jefferies |
ISFX | ISE |
EDGX | Direct Edge ECN |
MLTS | Miletus Trading |
INCA | Instinet |
SUSQ | Susquehanna Option algos |
CIBC | CIBC |
XFAS | CIBC |
ISE-EB | CBOE floor |
SPOT | International Securities Exchange |
ENGL | AMEX/CBOE floor |
DEPL | AMEX floor |
DLB | AMEX floor |
PTRX | PHLX FLOOR |
LSCI | Lek Securities |
FDSA | Fidessa |
NBCS | National Bank of Canada |
PTCR | CBOE floor |
TRIN | Trinity |
TRN2 | Trinity |