Trade Senty Query Results
Branch Order Entry Time Symbol Size Bucket Market Action Classification Trigger Improvement NBBO Improvement VWAP Improvement
ARB 4 9:30:48 on 2/03/03 PG 500-1,999 Short Near-the-Quote Limit Order 120.000 120.000 14.348
ARB 8 9:48:24 on 2/03/03 PG 500-1,999 Buy Marketable Limit 10.000 10.000 -8.519
ARB 9 9:50:48 on 2/03/03 RMBS 2,000-4,999 Short Marketable Limit -18.000 -4.000 -22.875
ARB 10 10:01:10 on 2/03/03 QLGC < 500 Short Market Order 2.000 -3.000 -2.034
ARB 11 10:01:35 on 2/03/03 QLGC < 500 Short Near-the-Quote Limit Order 0.000 -2.000 -4.098
ARB 12 10:01:57 on 2/03/03 QLGC < 500 Short Market Order 0.000 2.000 0.068
ARB 13 10:02:24 on 2/03/03 QLGC < 500 Short Inside-the-Quote Limit Order 0.000 0.000 -1.288
ARB 14 10:04:14 on 2/03/03 QLGC < 500 Short Market Order -2.000 -4.000 -1.742
ARB 16 10:07:29 on 2/03/03 KLAC 500-1,999 Short Marketable Limit -2.000 -34.000 -8.827
ARB 15 10:07:41 on 2/03/03 TTEN 2,000-4,999 Buy Marketable Limit 0.000 35.000 0.000
ARB 18 10:08:37 on 2/03/03 QLGC < 500 Short Marketable Limit -196.000 -210.000 -205.427
ARB 23 10:23:39 on 2/03/03 RMBS 500-1,999 Buy Marketable Limit 45.000 -98.000 -83.926
ARB 24 10:25:01 on 2/03/03 RMBS 500-1,999 Buy Marketable Limit 10.000 50.000 4.387
ARB 26 10:30:56 on 2/03/03 AMGN 500-1,999 Short Marketable Limit -16.000 8.000 4.513
ARB 7 9:43:31 on 2/03/03 TSM 2,000-4,999 Buy Near-the-Quote Limit Order 0.000 0.000 0.000
ARB 29 10:35:08 on 2/03/03 TSM 2,000-4,999 Buy Marketable Limit 0.000 0.000 0.000
ARB 31 10:47:09 on 2/03/03 QLGC < 500 Buy Near-the-Quote Limit Order 2.000 0.000 0.138
ARB 34 10:54:48 on 2/03/03 NVLS < 500 Short Market Order 0.000 1.000 0.000
ARB 33 10:50:09 on 2/03/03 QLGC < 500 Buy Near-the-Quote Limit Order 0.000 0.000 -1.103
ARB 37 10:57:13 on 2/03/03 AMGN 500-1,999 Buy At-the-Quote Limit Order 0.000 0.000 0.000
ARB 39 11:01:54 on 2/03/03 AMGN 500-1,999 Buy Inside-the-Quote Limit Order 10.000 10.000 0.000
ARB 41 11:05:22 on 2/03/03 QLGC < 500 Buy Market Order -6.000 -2.000 -3.098
ARB 36 10:56:43 on 2/03/03 QLGC < 500 Buy Near-the-Quote Limit Order -1.000 1.000 0.224
ARB 42 11:06:29 on 2/03/03 QLGC < 500 Buy Near-the-Quote Limit Order 0.000 0.000 -2.657
ARB 43 11:07:33 on 2/03/03 QLGC < 500 Buy Near-the-Quote Limit Order -1.000 6.000 4.050
info@qualityofexecution.com | Trade Sentry Query on 2/23/2003 (22:11) | www.qualityofexecution.com