It stands for depth of market; a measure of the liquidity of a particular market or sector at a given...
A measure of the liquidity of a particular market or sector at a given point in time or during a...
A measure of how a market “stably” reacts to, and is able to absorb, relatively large market orders without any...
A component of execution costs; in turn, price impact cost consists of two components: bid-ask spread and price concession. It...
A type of price or trading transparency that involves providing information about prices at which trades at certain volumes may...
A type of price or trading transparency whereby a trading venue, out of its obligation, provides regulators and market participants...
A trading algorithm that maintains a list of candidate trades to scan for execution. A list-based algorithm can be schedule-based...
A type of price or trading transparency that involves providing information about prices at which trades at certain volumes may...
A source of market liquidity that is visible to the broader market, and which reflects available trading volume (market depth)...