A record of the details of a purchase or acquisition of a security. For a trader or investor, tax lots...

A market, or a period of time within, that is participated by a low number of buyers and sellers, and...

A set of mechanisms that are activated and put in place to mark and enforce a temporary pause of trading...

A trading order that entails an automatic adjustment to the stop buy limit when prices are moving down. It is...

The total number of securities (e.g., shares or contracts) that have been traded (purchased and sold) in a specific period...

Time-weighted average price (TWAP) is the average price of a security over a specified period of time. It is a...

It stands for time-weighted average price (TWAP) at midpoint of national best bid and best offer (NBBO); it is the...

An execution algorithm (trade executing algorithm) that slices large orders (institutional size orders)- i.e., parent orders- into a sequence of...

The smallest or minimum price increment (tick) in which the prices of tradable securities (investments, stocks, bonds, futures, etc.) are...

A ratio that measures the effective tick size (tick size) for a security trading on an exchange. It is calculated...