Trigger Price to Filled
This is the difference in trigger price (stop loss / take profit) and filled price for a trade that was closed via a trigger. Figures are from a house/broker perspective, so if they are positive it means, the broker has made money.
Trigger To Fill $/M is calculated as:
Bid Order Trigger To Fill $ = (TP or SL price - Filled price) / Filled price) * USD Quantity
Offer Order Trigger To Fill $ = (Filled price - TP or SL price) / Filled price) * USD Quantity
Trigger To Fill $/M = Trigger To Fill $ * (1,000,000 / USD Quantity)
A negative result indicates Price Improvement to the client whereas a positive result is labeled Slippage for the client, this breakdown can be found in the Trade Details popup.
To apply the Trigger to Fill $/M group, use the Trigger to Fill $/M option located under Trade Type -> Price Improvement / Slippage in the Yield Profile Grouping menu.