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Orders & Execution
Orders & Execution
Order entry, Level 2, positions, fills and slippage diagnostics.
Order entry
Place your first order
The Order Entry ticket — size, price, type, and the four buttons.
Level 2 & Time & Sales
Level 2 and Time & Sales
Read the depth ladder and the tape, and use them to load the ticket.
Fills & slippage
Reading a fill and its slippage
Three NBBO snapshots, a latency draw and a slippage breakdown on every fill.
Short selling & locates
Short selling and locates
Locate shares, understand SSR, and cover.