What useful reporting includes
Processing time
Average and percentile times with a clear start point, end point and sample size.
Fill quality
The proportion of filled, rejected or requoted orders over a defined period.
Slippage
Positive, negative and unchanged execution-price outcomes presented together.
Availability
Trading-server uptime and material incidents, with the measurement period stated.
A proposed monthly reporting framework
| Metric | Useful context |
|---|---|
| Execution speed | Median, tail percentiles and order count |
| Fill and rejection rate | Order types, instruments and exclusions |
| Slippage distribution | Comparison price, order size and session |
| Platform availability | Server scope, outages and maintenance |
No measured performance figures are published here. Reports require verified trading-server logs and an approved methodology.
Read metrics in context
Averages alone may hide exceptional delays. Compare the same instruments, sessions and order types, and look for the methodology behind a performance claim.
Market conditions, connectivity and liquidity can affect the outcome of an individual order. Historical execution reporting does not guarantee future results.