November 2024
S&P 500 Stocks
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
64.26 |
4.52 |
22.39 |
8.83 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities (CDRG) |
27.11 |
24.71 |
33.94 |
28.33 |
38.03 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Jane Street Capital, LLC (JNST) |
16.21 |
16.84 |
11.93 |
18.89 |
7.04 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| G1 Execution Services, LLC (ETMM) |
12.52 |
11.81 |
13.76 |
14.26 |
12.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| HRT FINANCIAL LP (HRTF) |
12.06 |
13.35 |
10.09 |
11.48 |
5.16 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Virtu Americas, LLC (NITE) |
12.02 |
12.26 |
12.84 |
11.30 |
11.74 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| StoneX Financial Inc (INTL) |
8.42 |
9.48 |
8.26 |
5.93 |
7.04 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Two Sigma Securities (SOHO) |
6.55 |
6.26 |
3.67 |
6.67 |
9.86 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| UBS Securities LLC (UBSS) |
5.10 |
5.29 |
5.50 |
3.15 |
8.45 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities (CDRG):
We currently have no payment for order flow arrangements with any execution venues .
Jane Street Capital, LLC (JNST):
We currently have no payment for order flow arrangements with any execution venues .
G1 Execution Services, LLC (ETMM):
We currently have no payment for order flow arrangements with any execution venues .
HRT FINANCIAL LP (HRTF):
We currently have no payment for order flow arrangements with any execution venues .
Virtu Americas, LLC (NITE):
We currently have no payment for order flow arrangements with any execution venues .
StoneX Financial Inc (INTL):
We currently have no payment for order flow arrangements with any execution venues .
Two Sigma Securities (SOHO):
We currently have no payment for order flow arrangements with any execution venues .
UBS Securities LLC (UBSS):
We currently have no payment for order flow arrangements with any execution venues .
November 2024
Non-S&P 500 Stocks
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
52.43 |
5.94 |
24.64 |
16.99 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities (CDRG) |
20.43 |
20.34 |
21.21 |
19.71 |
21.46 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| G1 Execution Services, LLC (ETMM) |
18.99 |
16.63 |
17.63 |
17.45 |
28.97 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Jane Street Capital, LLC (JNST) |
16.50 |
19.15 |
16.25 |
19.91 |
3.46 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Virtu Americas, LLC (NITE) |
13.20 |
12.32 |
13.22 |
14.07 |
14.63 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| HRT FINANCIAL LP (HRTF) |
10.20 |
10.89 |
12.95 |
11.88 |
4.72 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Two Sigma Securities (SOHO) |
7.39 |
6.58 |
6.06 |
7.70 |
9.91 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| UBS Securities LLC (UBSS) |
6.64 |
6.05 |
6.06 |
5.84 |
9.82 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| StoneX Financial Inc (INTL) |
4.48 |
5.33 |
5.23 |
2.65 |
4.23 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| GTS Securities LLC (GTSM) |
2.16 |
2.68 |
1.38 |
0.80 |
2.79 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| INTELLIGENT CROSS LLC (INCR) |
0.02 |
0.03 |
0.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities (CDRG):
We currently have no payment for order flow arrangements with any execution venues .
G1 Execution Services, LLC (ETMM):
We currently have no payment for order flow arrangements with any execution venues .
Jane Street Capital, LLC (JNST):
We currently have no payment for order flow arrangements with any execution venues .
Virtu Americas, LLC (NITE):
We currently have no payment for order flow arrangements with any execution venues .
HRT FINANCIAL LP (HRTF):
We currently have no payment for order flow arrangements with any execution venues .
Two Sigma Securities (SOHO):
We currently have no payment for order flow arrangements with any execution venues .
UBS Securities LLC (UBSS):
We currently have no payment for order flow arrangements with any execution venues .
StoneX Financial Inc (INTL):
We currently have no payment for order flow arrangements with any execution venues .
GTS Securities LLC (GTSM):
We currently have no payment for order flow arrangements with any execution venues .
INTELLIGENT CROSS LLC (INCR):
We currently have no payment for order flow arrangements with any execution venues .
November 2024
Option Contracts
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
24.67 |
29.04 |
42.58 |
3.71 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities LLC (CITL) |
41.78 |
38.62 |
43.01 |
42.52 |
44.59 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Susquehanna International Group, LLP (SUSQ) |
22.47 |
23.98 |
15.54 |
26.03 |
25.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| DASH Financial Option ATS (DASH) |
18.96 |
17.48 |
24.35 |
16.14 |
18.92 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Wolverine Execution Svc. (WEXX) |
16.80 |
19.92 |
17.10 |
15.31 |
10.81 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities LLC (CITL):
We currently have no payment for order flow arrangements with any execution venues .
Susquehanna International Group, LLP (SUSQ):
We currently have no payment for order flow arrangements with any execution venues .
DASH Financial Option ATS (DASH):
We currently have no payment for order flow arrangements with any execution venues .
Wolverine Execution Svc. (WEXX):
We currently have no payment for order flow arrangements with any execution venues .
October 2024
S&P 500 Stocks
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
66.02 |
3.91 |
19.09 |
10.97 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities (CDRG) |
27.94 |
26.57 |
25.93 |
30.13 |
33.04 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Jane Street Capital, LLC (JNST) |
16.00 |
17.13 |
13.58 |
16.71 |
8.81 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| G1 Execution Services, LLC (ETMM) |
12.28 |
12.01 |
11.11 |
13.42 |
12.33 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Virtu Americas, LLC (NITE) |
11.84 |
11.27 |
22.22 |
11.90 |
11.45 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| HRT FINANCIAL LP (HRTF) |
11.79 |
12.59 |
9.88 |
12.66 |
6.17 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| StoneX Financial Inc (INTL) |
8.46 |
9.00 |
6.17 |
7.09 |
8.37 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Two Sigma Securities (SOHO) |
6.38 |
5.78 |
3.70 |
4.30 |
14.54 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| UBS Securities LLC (UBSS) |
5.27 |
5.56 |
7.41 |
3.80 |
5.29 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| INTELLIGENT CROSS LLC (INCR) |
0.05 |
0.07 |
0.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities (CDRG):
We currently have no payment for order flow arrangements with any execution venues .
Jane Street Capital, LLC (JNST):
We currently have no payment for order flow arrangements with any execution venues .
G1 Execution Services, LLC (ETMM):
We currently have no payment for order flow arrangements with any execution venues .
Virtu Americas, LLC (NITE):
We currently have no payment for order flow arrangements with any execution venues .
HRT FINANCIAL LP (HRTF):
We currently have no payment for order flow arrangements with any execution venues .
StoneX Financial Inc (INTL):
We currently have no payment for order flow arrangements with any execution venues .
Two Sigma Securities (SOHO):
We currently have no payment for order flow arrangements with any execution venues .
UBS Securities LLC (UBSS):
We currently have no payment for order flow arrangements with any execution venues .
INTELLIGENT CROSS LLC (INCR):
We currently have no payment for order flow arrangements with any execution venues .
October 2024
Non-S&P 500 Stocks
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
51.59 |
4.97 |
23.82 |
19.61 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities (CDRG) |
21.08 |
22.56 |
16.41 |
21.45 |
17.94 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| G1 Execution Services, LLC (ETMM) |
20.68 |
16.12 |
16.41 |
18.35 |
36.57 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Jane Street Capital, LLC (JNST) |
15.35 |
18.34 |
20.31 |
18.11 |
2.87 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Virtu Americas, LLC (NITE) |
12.28 |
12.28 |
12.89 |
11.17 |
13.48 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| HRT FINANCIAL LP (HRTF) |
10.38 |
10.85 |
16.02 |
12.48 |
5.15 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Two Sigma Securities (SOHO) |
7.21 |
6.29 |
5.86 |
7.75 |
9.32 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| UBS Securities LLC (UBSS) |
6.92 |
5.91 |
5.47 |
5.63 |
11.50 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| StoneX Financial Inc (INTL) |
4.12 |
5.31 |
4.30 |
3.51 |
1.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| GTS Securities LLC (GTSM) |
1.79 |
2.11 |
1.95 |
1.31 |
1.49 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Maxim Group LLC (MAXM) |
0.19 |
0.23 |
0.39 |
0.24 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities (CDRG):
We currently have no payment for order flow arrangements with any execution venues .
G1 Execution Services, LLC (ETMM):
We currently have no payment for order flow arrangements with any execution venues .
Jane Street Capital, LLC (JNST):
We currently have no payment for order flow arrangements with any execution venues .
Virtu Americas, LLC (NITE):
We currently have no payment for order flow arrangements with any execution venues .
HRT FINANCIAL LP (HRTF):
We currently have no payment for order flow arrangements with any execution venues .
Two Sigma Securities (SOHO):
We currently have no payment for order flow arrangements with any execution venues .
UBS Securities LLC (UBSS):
We currently have no payment for order flow arrangements with any execution venues .
StoneX Financial Inc (INTL):
We currently have no payment for order flow arrangements with any execution venues .
GTS Securities LLC (GTSM):
We currently have no payment for order flow arrangements with any execution venues .
Maxim Group LLC (MAXM):
We currently have no payment for order flow arrangements with any execution venues .
October 2024
Option Contracts
Summary
| Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
| 100.00 |
22.07 |
31.09 |
45.01 |
1.83 |
Venues
| Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
| Citadel Securities LLC (CITL) |
40.37 |
37.41 |
41.64 |
41.68 |
22.22 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Susquehanna International Group, LLP (SUSQ) |
22.68 |
21.94 |
16.39 |
26.61 |
41.67 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| DASH Financial Option ATS (DASH) |
19.16 |
19.17 |
25.08 |
15.40 |
11.11 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
| Wolverine Execution Svc. (WEXX) |
17.79 |
21.48 |
16.89 |
16.31 |
25.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Citadel Securities LLC (CITL):
We currently have no payment for order flow arrangements with any execution venues .
Susquehanna International Group, LLP (SUSQ):
We currently have no payment for order flow arrangements with any execution venues .
DASH Financial Option ATS (DASH):
We currently have no payment for order flow arrangements with any execution venues .
Wolverine Execution Svc. (WEXX):
We currently have no payment for order flow arrangements with any execution venues .