EFRT™ v2
EFRT™ v2 Synopsis
EFRT (Exchange Fill Ratio Tracker) v2 is an X_TRADER® Pro plug-in application designed for risk administrators, brokerage desks and traders. EFRT v2 tracks and displays the “Transactions:Fills” ratio for firms, groups and individuals. Four grids enable the user to break down the ratios by exchange or gateway, trader, product by trader and contract. EFRT v2 also counts transactions and fills from select TT order sources.
Key Features
- Tracks and displays the “Transactions:Fills” ratio and the “Fills:Transactions” ratio for individuals, groups and entire firms
- Breaks down ratios by exchange or gateway, trader, product by trader and contract
- Counts each fill as a separate entity or aggregate fill quantity depending on user specifications
- Counts transactions and fills for user-specified order sources
- Sets thresholds and target ratios per exchange, per trader or product via a simple GUI
- Alerts users when thresholds and target ratios are exceeded by turning rows from black to red
- Allows for customizable grid formatting
Requirements
X_TRADER Pro
X_TRADER API
Suitable Markets
Risk Administrators
Traders
Brokers
