NOTIONAL VOLUME
—USD
SHARES TRADED
ORDER COUNT
—
VOLUME OVER TIME (DAILY)
——
BUY / SELL SPLIT
No data
BROKER USAGE
STRATEGY / ALGO
REGION
COUNTRY
SECTOR
TOTAL COMMISSION
—USD
EFFECTIVE RATE
—bps
of total notional
COMMISSION / ORDER
—USD
avg per order
COMMISSION BY BROKER
| BROKER | NOTIONAL USD | COMMISSION USD | EFF. RATE | % OF TOTAL |
|---|
COMMISSION SHARE BY BROKER
DAILY ACTIVITY
METRIC
SPLIT BY
SIDE FILTER
RESOLUTION
DATE RANGE
→
BROKER ACTIVITY BY DAY
DAY-OF-WEEK HEATMAP
ORDER SIZE DISTRIBUTION
BUY / SELL / SS RATIO
▮ BUY
▮ SELL
▮ SS
BROKER TIMING FINGERPRINTS
NETWORK INTELLIGENCE — OBSERVATIONS
STRATEGY SYSTEM BENCHMARKS
WINSORIZED P1/P99 — IS AT TOUCH BPS
BROKER VS SYSTEM
BROKER × STRATEGY DEVIATION
IS Participation vs Network — Session Deviation
DEVIATION FROM NETWORK
UNDER
OVER
· CELL = BROKER% / NET% / DEV
NETWORK ACTIVITY CURVE
OBSERVATION DENSITY & COVERAGE
VIEW
SCOPE
≥ 100 orders — reliable
30–99 — directional
< 30 — thin
no data
COST COVERAGE BY BROKER & STRATEGY
QUARTERLY GROWTH — OBSERVATION COUNT
DATA QUALITY ALERTS