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Sub-Penny Trading

A trading practice where brokers and dealers post orders in dark (invisible) venues and unregulated markets in increments small than...

Midpoint Order

A peg (a pegged order) that has a floating execution price that is pegged to the movements of a midpoint...

Sub-Penny Jumping

A jargon term (coined in the early 1990s) that surfaced in the market in the aftermath of changing the minimum...

Penny Jumping

A jargon term (coined in the early 1990s) that surfaced in the market in the aftermath of changing the minimum...

Pegging Algorithm

A trading algorithm that pegs its "floating" execution price to the movements of a reference price. It enables traders to...

Whisper

A trading algorithm (algo)- specifically, a pegging algorithm- that can passively capture price spread by having access to a venue's...

Price Capture

A trading algorithm that capitalizes on minimization of implementation shortfall (IS). To that end, it balances the trade-off between market...

Capture

An algorithm (trading algorithm) that seeks liquidity at multiple levels of trading urgency. Traders using a capture (as a liquidity...

Dark Would MAQ

A minimum acceptable quantity (MAQ) order that is subject to "I would" levels to finish the order at a user-specific...

Lit Would MAQ

A minimum acceptable quantity (MAQ) order that is subject to "I would" levels to finish the order at a user-specific...