Yield Profiles - Group by Hour
Echo supports grouping by hour, this will split all trades into buckets by hour the trade was executed aggregated across the time period selected, hours are displayed as a 24 hour UTC clock.
Similar to other time groupings, this can be useful for identifying trends throughout days, weeks or months building statistically significant cases for toxic flow early on. It allows for investigations such as: at what point during the day the does the most activity happen? Is there a specific hour during the week experiencing more volume or cancels or brokered flow? Is there a period where spreads were significantly different?
The Hour filter is found below the "Order" grouping:
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