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Published To Filled

Echo supports Slippage and Price Improvement investigations using Publish To Fill $/M groups and filters.

Publish To Fill $/M is calculated as:

Bid Order Publish To Fill $ = (PEG to publish Bid - Filled price) / Filled price) * USD Quantity

Offer Order Publish To Fill $ = (Filled price - PEG to publish Offer) / Filled price) * USD Quantity

Publish To Fill $/M = Publish To Fill $ * (1,000,000 / USD Quantity)

A negative result indicates Price Improvement for the client whereas a positive result is labeled as Slippage for the client, this breakdown can be found in the Trade Details popup.

Figures are from a house/broker perspective, so if they are positive it means, the broker has made money.

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To apply the Publish to Fill $/M group, use the Publish to Fill $/M option located under Trade Type -> Price Improvement / Slippage in the Yield Profile Grouping menu.

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