Fill Rate Order tracking state is used to monitor the success or failure of orders through the fill-rate calculation - the percentage of the request volume that was filled.
Tick To Order Calculates the algorithm response latency – the time from receipt of the triggering tick to the transmission of the order.
Order To Tick Calculates the venue response latency – the time from transmission of an order to receipt of tick update on the venue feed reflecting the trade
Order Response Calculates the venue order response latency – the time from transmission of an order to receipt of acknowledgment of the order from the venue.
Microburst Analysis Calculates the volume of a specified metric for short-timescales, e.g. the number of messages received in 1ms.
GAP Detection Track the sequence numbers of all multicast market data feeds, and use this tracking to report and alert on any gaps.
Relative Latency Calculates the relative latency between two measured events with time-stamps from a common time reference.
Bandwidth Protection Calculates an estimate of the amount of bandwidth need to meet a quality of service objective for a given traffic load e.g. a market data feed.