The maximum number of all single event latencies of the events that are processed in a single auction. It captures...

An event latency is the amount of time lapsing between the entry of the event into an inbound queue (incoming...

The variance or variability in the average latency of order execution, reflecting the extent to which a platform with low...

In electronic markets (digital markets) and financial market networks, it refers to the order execution latency that is calculated in...

In electronic markets (digital markets), it refers to the order execution latency that is calculated on an average basis. It...

A coding mechanism that slices a trading order according to the rules set out by an algo (algorithm) and then...

The process of sending out small orders to uncover the existence of large buyers or sellers (large bids or offers) in a matching engine/ venue (e.g., a dark...