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U.S Markets
Venues
Removing
Liquidity from ECN
Adding
Liquidity to ECN
Routing
Outside of
the ECN
ARCA
0.003
-0.0021
0.003
ARCAMPL
0.0025
-0.0015
Adding
Liquidity to
ECN
Routing
Outside of the
ECN
Removing
Liquidity
from ECN
Adding
Liquidity to
ECN
Routing
Outside of
the ECN
0.003
-0.0021
0.0035
0.003
-0.0022
0.0035
0.003
-0.0015
0.003
-0.0015
0.0029
0.0029
-0.0025
0.0029
0.0029
-0.0025
0.0029
0.003
-0.0004
0.0006
0.003
-0.0004
0.0006
0.003
Remove
Add to NYSE
from NYSE
Routed by
NYSE
Removing
Liquidity
from ECN
BATS
0.0029
-0.0025
BYXONLY
-0.0002
0.0003
EDGA
-0.0004
0.0006
MEZEAOL
0.0023
-0.0015
0.003
-0.001
-0.001
-0.001
EDGX
0.003
-0.0022
0.0029
0.0025
-0.001
0.003
0.003
-0.0022
0.0029
0.003
-0.0022
0.0029
0.003
-0.002
0.003
0.0025
-0.001
0.003
0.003
-0.002
0.003
0.003
-0.002
0.003
NSDQ BX
-0.0005
0.0018
-0.0005
0.0018
-0.0005
0.0018
-0.0024
NQPX/PSX
0.0019
-0.0018
0.0027
-0.0024
0.0027
-0.0015
0.0018
-0.0015
0.0018
-0.0015
0.0018
NSXX
0.003
-0.0024
0.003
-0.0024
0.003
0.003
-0.0024
0.003
TRAC
0.0028
0.0028
0.0028
0.003
0.003
0.003
0.003
0.004
0.003
Dark Pools
NIX ALL &
NIX DRK
CSA/CSN/CSP/NYMP
0.003
0.003
0.00125
0.00125
BANG10
0.001
0.001
GREY
0.00175
0.00175
0.00175
0.00175
ICOB
0.0022
0.004
0.004
0.004
IDARK
0.002
IHAWK
0.0022
UBSPASS
0.004
0.004
DB9
0.002
0.002
0.0023
DIABLO
0.0023
LEVEL ROUTES
0.0015
0.001
0.0015
0.001
0.0015
0.001
MEZE
0.0028
-0.001
0.0028
-0.001
0.0028
-0.001
CS xFinder
0.0015
0.0015
0.0015
0.0015
0.0015
0.0015
CS AXFinder
0.0022
0.0022
0.0022
0.0022
0.0022
0.0022
CSPXinder
0.0018
0.0018
0.0018
0.0018
0.0018
0.0018
CS Guerrilla
0.0050
0.0050
0.005
0.005
0.005
0.005
CS Strike
0.0050
0.0050
0.005
0.005
0.005
0.005
MLNM
0.002
0.002
0.002
0.002
0.002
0.002
STEALTH
0.003
0.003
0.003
0.003
0.003
0.003
MMM
0.0014
0.0014
0.0015
HALF
0.0015
DAGR
0.002
0.002
DPASS
0.00125
0.00125
GETCO
0.0005
0.0005
0.0005
0.0005
0.0005
0.0005
SMARTEDGE
0.00235
0.00235
0.00235
0.00235
0.00235
0.00235
0.0015
0.0015
0.0015
0.0015
0.0015
0.002
0.002
0.002
0.002
SMARTMID
0.0015
SMARTTAKE
0.00225
FLOORMID
0.002
0.002
ALGO***
0.003
NYFB***
0.003