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TWAP Price

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

    TWAP NBBO Midpoint

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

      TWAP Order

      It stands for time-weighted average price order; an order that is sliced into portions based on the percentage of daily...

        TWAP Algo

        It stands for time-weighted average price algo; an algorithm (algo) that allows users of electronic trading to execute orders based...

          TWAP Algorithm

          It stands for time-weighted average price algorithm; an algorithm that allows users of electronic trading to execute orders based on...

            TWAP

            It stands for time-weighted average price; the average price of securities or contracts over a specific period of time. It...