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Arrival Price

Trading Term
  1. A trading strategy designed to achieve or outperform the bid/ask midpoint price at the time the order is submitted, taking into account the user-assigned level of market risk which defines the pace of the execution, and the user-defined target percent of volume.
  2. In the Transaction Cost Analysis, Arrival Price is a performance benchmark that displays the number of basis points that your orders were filled better (or worse) than the midpoint of the National Best Bid and Offer at time each order was submitted.

 

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