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Upgrade to ProYou are a Trade Execution Analyst at Citadel Securities. The execution quality team wants to measure fill rates broken down by security type and order type. This helps identify whether certain order types (e.g., stop-limit) have significantly lower fill rates than others, and whether the pattern varies across security types.
You are a Trade Execution Analyst at Citadel Securities. The execution quality team wants to measure fill rates broken down by security type and order type. This helps identify whether certain order types (e.g., stop-limit) have significantly lower fill rates than others, and whether the pattern varies across security types.