USE CASES
OneMarketData
Best Ex
Best Execution & TCA Metrics aggregation & display. Both at the order and execution level. Order drill down to see individual executions against market activity. Mark outs to highlight price decay, price signature by specified groupings, whether venue, account, algo, etc. Order Metric Display, Drilling down to the order messages and associated market data. Price Decay/Signature shown by Broker as Market Impact across multiple time intervals.