Yield Profiles - Group by Cancelled/Filled Orders
Grouping by cancelled and filled orders breaks the flow down into the end execution decision, this allows you to assess the parameters governing the execution of trades. Are we cancelling too much flow? Are cancels good quality? Should we be filling more? Why are we cancelling specific trades?
We are then able to make informed decisions and review execution configuration based on findings.
Grouping
Ensure cancels are included in the filtered data by checking the cancels box.
To view cancelled vs filled orders select the "Event Type" grouping and reload the yield profiles:
Further groupings allow you to deep dive into the reason behind a cancelled trade and the execution rule governing that decision:
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