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RTS 9 - Ratio of Unexecuted Orders to Transactions

RTS 9 - Ratio of Unexecuted Orders to Transactions
To ensure an orderly market and that trading venues have the correct internal controls in place, MiFID II requires the monitoring and reporting on Order to Trade Ratios (OTR). This is a process that Equiduct currently has in place, however, MiFID II stipulates two ways of performing these calculations which requires Equiduct to make a small change to be in line with the new regulation. This is for internal checks and will not be published information.

Data from Market by Limit feed, delayed at least 15 minutes. View our methodology.