MetricIntermediate
Execution Analytics
Quantitative metrics and dashboards measuring trade execution quality, including fill rates, slippage distributions, and latency breakdowns.
Last updated: February 1, 2026
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The broker's systems log every order: timestamp, requested price, executed price, fill volume, routing destination.
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Analytics engines process these logs to compute metrics: fill ratio, average slippage, latency percentiles, rejection rates.
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Dashboards present these metrics in visual formats for both internal monitoring and public disclosure.
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Metrics are segmented by instrument, time period, market condition, and LP.
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Trends over time reveal execution quality improvements or deterioration.