SEC Rule 605 (formerly 11Ac1-5) Report
2024-02-01 - 2024-02-29
| AAPL |
mktL |
100- 499 |
24 |
2400 |
0 |
2400 |
0 |
2400 |
0 |
0 |
0 |
0 |
0.0186 |
0.0086 |
1200 |
0.0018 |
0.0 |
1200 |
0.0 |
0 |
|
|
| ARKK |
mktL |
100- 499 |
87 |
9488 |
301 |
9187 |
0 |
9187 |
0 |
0 |
0 |
0 |
-0.0321 |
0.0075 |
8187 |
0.0015 |
0.0 |
1000 |
0.0 |
0 |
|
|
| BAC |
mktL |
100- 499 |
134 |
19110 |
1 |
19109 |
0 |
19109 |
0 |
0 |
0 |
0 |
0.0037 |
0.0071 |
18301 |
0.0015 |
0.0 |
808 |
0.0 |
0 |
|
|
| DELL |
mktL |
100- 499 |
9 |
900 |
0 |
900 |
0 |
900 |
0 |
0 |
0 |
0 |
-0.0166 |
0.0234 |
900 |
0.0050 |
0.0 |
0 |
|
0 |
|
|
| EEM |
mktL |
100- 499 |
18 |
3298 |
0 |
3298 |
0 |
3298 |
0 |
0 |
0 |
0 |
0.0126 |
0.0071 |
3298 |
0.0014 |
0.0 |
0 |
|
0 |
|
|
| EFA |
mktL |
100- 499 |
7 |
889 |
0 |
889 |
0 |
889 |
0 |
0 |
0 |
0 |
0.0008 |
0.0067 |
889 |
0.0016 |
0.0 |
0 |
|
0 |
|
|
| F |
mktL |
100- 499 |
103 |
17338 |
1 |
17337 |
0 |
17337 |
0 |
0 |
0 |
0 |
0.0056 |
0.0069 |
17237 |
0.0015 |
0.0 |
100 |
0.0 |
0 |
|
|
| F |
mktL |
500-1999 |
41 |
26292 |
0 |
26292 |
0 |
26292 |
0 |
0 |
0 |
0 |
-0.0041 |
0.0067 |
24792 |
0.0018 |
0.0 |
1500 |
0.0 |
0 |
|
|
| FNGD |
mktL |
100- 499 |
22 |
3007 |
0 |
3007 |
0 |
3007 |
0 |
0 |
0 |
0 |
0.0180 |
0.0073 |
2807 |
0.0014 |
0.0 |
200 |
0.0 |
0 |
|
|
| FNGD |
mktL |
500-1999 |
25 |
12950 |
0 |
12950 |
0 |
12950 |
0 |
0 |
0 |
0 |
0.0068 |
0.0071 |
12950 |
0.0014 |
0.0 |
0 |
|
0 |
|
|
| FXI |
mktL |
100- 499 |
63 |
8260 |
0 |
8260 |
0 |
8260 |
0 |
0 |
0 |
0 |
0.0170 |
0.0069 |
7694 |
0.0017 |
0.0 |
566 |
0.0 |
0 |
|
|
| FXI |
mktL |
500-1999 |
4 |
2450 |
0 |
2450 |
0 |
2450 |
0 |
0 |
0 |
0 |
0.0058 |
0.0070 |
2450 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| GDX |
mktL |
100- 499 |
116 |
18619 |
2 |
18617 |
0 |
18617 |
0 |
0 |
0 |
0 |
0.0054 |
0.0069 |
18317 |
0.0015 |
0.0 |
300 |
0.0 |
0 |
|
|
| GDX |
mktL |
500-1999 |
14 |
9000 |
0 |
9000 |
0 |
9000 |
0 |
0 |
0 |
0 |
-0.0019 |
0.0070 |
9000 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| GE |
mktL |
100- 499 |
15 |
1500 |
0 |
1500 |
0 |
1500 |
0 |
0 |
0 |
0 |
-0.0073 |
0.0233 |
1500 |
0.0047 |
0.0 |
0 |
|
0 |
|
|
| GLD |
mktL |
100- 499 |
69 |
7898 |
0 |
7898 |
0 |
7898 |
0 |
0 |
0 |
0 |
0.0458 |
0.0077 |
7798 |
0.0016 |
0.0 |
100 |
0.0 |
0 |
|
|
| GM |
mktL |
100- 499 |
71 |
9652 |
0 |
9652 |
0 |
9652 |
0 |
0 |
0 |
0 |
0.0074 |
0.0072 |
9502 |
0.0015 |
0.0 |
150 |
0.0 |
0 |
|
|
| GOOG |
mktL |
100- 499 |
22 |
2210 |
0 |
2210 |
0 |
2210 |
0 |
0 |
0 |
0 |
-0.0033 |
0.0097 |
2210 |
0.0020 |
0.0 |
0 |
|
0 |
|
|
| HOOD |
mktL |
100- 499 |
257 |
35395 |
2 |
35393 |
0 |
35393 |
0 |
0 |
0 |
0 |
0.0047 |
0.0072 |
33425 |
0.0017 |
0.0 |
1968 |
0.0 |
0 |
|
|
| HOOD |
mktL |
500-1999 |
10 |
5223 |
0 |
5223 |
0 |
5223 |
0 |
0 |
0 |
0 |
-0.0121 |
0.0072 |
5223 |
0.0019 |
0.0 |
0 |
|
0 |
|
|
| IBB |
mktL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
0.0440 |
0.0140 |
100 |
0.0030 |
0.0 |
0 |
|
0 |
|
|
| INTC |
mktL |
100- 499 |
352 |
54096 |
0 |
54096 |
0 |
54096 |
0 |
0 |
0 |
0 |
-0.0010 |
0.0073 |
53437 |
0.0015 |
0.0 |
659 |
0.0 |
0 |
|
|
| ITB |
mktL |
100- 499 |
2 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
-0.1658 |
0.0142 |
200 |
0.0029 |
0.0 |
0 |
|
0 |
|
|
| JPM |
mktL |
100- 499 |
11 |
1100 |
0 |
1100 |
0 |
1100 |
0 |
0 |
0 |
0 |
-0.0065 |
0.0198 |
1100 |
0.0042 |
0.0 |
0 |
|
0 |
|
|
| KRE |
mktL |
100- 499 |
87 |
11205 |
700 |
10505 |
0 |
10505 |
0 |
0 |
0 |
0 |
0.0587 |
0.0071 |
10505 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| M |
mktL |
100- 499 |
103 |
21959 |
0 |
21959 |
0 |
21959 |
0 |
0 |
0 |
0 |
0.0201 |
0.0074 |
20691 |
0.0016 |
0.0 |
1268 |
0.0 |
0 |
|
|
| M |
mktL |
500-1999 |
4 |
2000 |
0 |
2000 |
0 |
2000 |
0 |
0 |
0 |
0 |
0.0320 |
0.0070 |
2000 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| NIO |
mktL |
100- 499 |
235 |
37988 |
3263 |
34725 |
0 |
34725 |
0 |
0 |
0 |
0 |
0.0077 |
0.0070 |
33521 |
0.0015 |
0.0 |
1204 |
0.0 |
0 |
|
|
| NIO |
mktL |
500-1999 |
58 |
43942 |
1502 |
42440 |
0 |
42440 |
0 |
0 |
0 |
0 |
0.0066 |
0.0066 |
42440 |
0.0017 |
0.0 |
0 |
|
0 |
|
|
| PFF |
mktL |
100- 499 |
8 |
1785 |
0 |
1785 |
0 |
1785 |
0 |
0 |
0 |
0 |
-0.0011 |
0.0071 |
1785 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| PFF |
mktL |
500-1999 |
1 |
711 |
0 |
711 |
0 |
711 |
0 |
0 |
0 |
0 |
0.0072 |
0.0072 |
711 |
0.0014 |
0.0 |
0 |
|
0 |
|
|
| PLTR |
mktL |
100- 499 |
1017 |
139161 |
4 |
139157 |
0 |
139157 |
0 |
0 |
0 |
0 |
0.0033 |
0.0071 |
134516 |
0.0015 |
0.0 |
4641 |
0.0 |
0 |
|
|
| PLTR |
mktL |
500-1999 |
3 |
1500 |
0 |
1500 |
0 |
1500 |
0 |
0 |
0 |
0 |
-0.0063 |
0.0070 |
1500 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| PYPL |
mktL |
100- 499 |
230 |
24844 |
0 |
24844 |
0 |
24844 |
0 |
0 |
0 |
0 |
0.0265 |
0.0103 |
21324 |
0.0023 |
0.0 |
3520 |
0.0 |
0 |
|
|
| RIG |
mktL |
100- 499 |
41 |
8684 |
0 |
8684 |
0 |
8684 |
0 |
0 |
0 |
0 |
0.0053 |
0.0072 |
8294 |
0.0014 |
0.0 |
390 |
0.0 |
0 |
|
|
| RIG |
mktL |
500-1999 |
12 |
11000 |
0 |
11000 |
0 |
11000 |
0 |
0 |
0 |
0 |
0.0272 |
0.0069 |
11000 |
0.0016 |
0.0 |
0 |
|
0 |
|
|
| RSP |
mktL |
100- 499 |
6 |
606 |
0 |
606 |
0 |
606 |
0 |
0 |
0 |
0 |
0.0162 |
0.0076 |
506 |
0.0015 |
0.0 |
100 |
0.0 |
0 |
|
|
| SCHW |
mktL |
100- 499 |
8 |
800 |
0 |
800 |
0 |
800 |
0 |
0 |
0 |
0 |
-0.0040 |
0.0148 |
800 |
0.0039 |
0.0 |
0 |
|
0 |
|
|
| SCHW |
inQL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
0.1900 |
0.0000 |
100 |
0.0100 |
0.0 |
0 |
|
0 |
|
|
| SOXL |
mktL |
100- 499 |
543 |
58785 |
0 |
58785 |
0 |
58785 |
0 |
0 |
0 |
0 |
0.0215 |
0.0072 |
52545 |
0.0016 |
0.0 |
6240 |
0.0 |
0 |
|
|
| SOXL |
inQL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
-0.1700 |
0.0000 |
100 |
0.0100 |
0.0 |
0 |
|
0 |
|
|
| SPY |
mktL |
100- 499 |
84 |
9117 |
0 |
9117 |
0 |
9117 |
0 |
0 |
0 |
0 |
-0.1261 |
0.0074 |
8877 |
0.0016 |
0.0 |
240 |
0.0 |
0 |
|
|
| T |
mktL |
100- 499 |
199 |
25665 |
1 |
25664 |
0 |
25664 |
0 |
0 |
0 |
0 |
0.0063 |
0.0069 |
25564 |
0.0016 |
0.0 |
100 |
0.0 |
0 |
|
|
| T |
mktL |
500-1999 |
15 |
9300 |
0 |
9300 |
0 |
9300 |
0 |
0 |
0 |
0 |
-0.0102 |
0.0070 |
9300 |
0.0015 |
0.1 |
0 |
|
0 |
|
|
| TLT |
mktL |
100- 499 |
1258 |
170929 |
4 |
170925 |
0 |
170925 |
0 |
0 |
0 |
0 |
0.0021 |
0.0071 |
168725 |
0.0015 |
0.0 |
2200 |
0.0 |
0 |
|
|
| TLT |
mktL |
500-1999 |
71 |
37300 |
0 |
37300 |
0 |
37300 |
0 |
0 |
0 |
0 |
0.0083 |
0.0071 |
37300 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| TQQQ |
mktL |
100- 499 |
2 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
-0.2629 |
0.0071 |
200 |
0.0014 |
0.1 |
0 |
|
0 |
|
|
| U |
mktL |
100- 499 |
82 |
9942 |
0 |
9942 |
0 |
9942 |
0 |
0 |
0 |
0 |
0.0287 |
0.0105 |
9132 |
0.0022 |
0.0 |
810 |
0.0 |
0 |
|
|
| U |
inQL |
100- 499 |
2 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
-0.7000 |
0.0100 |
200 |
0.0100 |
0.0 |
0 |
|
0 |
|
|
| UNG |
mktL |
100- 499 |
156 |
23942 |
0 |
23942 |
0 |
23942 |
0 |
0 |
0 |
0 |
0.0105 |
0.0071 |
23742 |
0.0015 |
0.0 |
200 |
0.0 |
0 |
|
|
| UNG |
mktL |
500-1999 |
25 |
15685 |
1 |
15684 |
0 |
15684 |
0 |
0 |
0 |
0 |
0.0010 |
0.0071 |
15684 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| USO |
mktL |
100- 499 |
22 |
3398 |
0 |
3398 |
0 |
3398 |
0 |
0 |
0 |
0 |
0.1231 |
0.0076 |
3398 |
0.0018 |
0.0 |
0 |
|
0 |
|
|
| VNQ |
mktL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
-0.1330 |
0.0070 |
100 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| VXX |
mktL |
100- 499 |
68 |
11937 |
0 |
11937 |
0 |
11937 |
0 |
0 |
0 |
0 |
0.0180 |
0.0072 |
11537 |
0.0015 |
0.0 |
400 |
0.0 |
0 |
|
|
| VXX |
mktL |
500-1999 |
4 |
2350 |
0 |
2350 |
0 |
2350 |
0 |
0 |
0 |
0 |
0.0883 |
0.0070 |
2350 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| WMT |
mktL |
100- 499 |
78 |
9549 |
0 |
9549 |
0 |
9549 |
0 |
0 |
0 |
0 |
-0.0266 |
0.0185 |
9549 |
0.0035 |
0.0 |
0 |
|
0 |
|
|
| WMT |
mktL |
500-1999 |
1 |
577 |
0 |
577 |
0 |
577 |
0 |
0 |
0 |
0 |
0.3070 |
0.0070 |
577 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| WMT |
inQL |
100- 499 |
1 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
-0.0300 |
0.0100 |
200 |
0.0100 |
0.0 |
0 |
|
0 |
|
|
| XBI |
mktL |
100- 499 |
16 |
1645 |
0 |
1645 |
0 |
1645 |
0 |
0 |
0 |
0 |
-0.0069 |
0.0074 |
1445 |
0.0015 |
0.0 |
200 |
0.0 |
0 |
|
|
| XHB |
mktL |
100- 499 |
2 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
-0.1443 |
0.0107 |
200 |
0.0021 |
0.1 |
0 |
|
0 |
|
|
| XLB |
mktL |
100- 499 |
2 |
200 |
0 |
200 |
0 |
200 |
0 |
0 |
0 |
0 |
0.1972 |
0.0072 |
200 |
0.0014 |
0.0 |
0 |
|
0 |
|
|
| XLC |
mktL |
100- 499 |
6 |
757 |
0 |
757 |
0 |
757 |
0 |
0 |
0 |
0 |
0.0864 |
0.0068 |
757 |
0.0016 |
0.0 |
0 |
|
0 |
|
|
| XLE |
mktL |
100- 499 |
44 |
6091 |
0 |
6091 |
0 |
6091 |
0 |
0 |
0 |
0 |
0.0623 |
0.0073 |
5791 |
0.0015 |
0.0 |
300 |
0.0 |
0 |
|
|
| XLF |
mktL |
100- 499 |
24 |
3644 |
2 |
3642 |
0 |
3642 |
0 |
0 |
0 |
0 |
0.0283 |
0.0074 |
3230 |
0.0015 |
0.0 |
412 |
0.0 |
0 |
|
|
| XLF |
mktL |
500-1999 |
1 |
501 |
0 |
501 |
0 |
501 |
0 |
0 |
0 |
0 |
0.0272 |
0.0072 |
501 |
0.0014 |
0.1 |
0 |
|
0 |
|
|
| XLI |
mktL |
100- 499 |
5 |
589 |
0 |
589 |
0 |
589 |
0 |
0 |
0 |
0 |
-0.0319 |
0.0070 |
589 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| XLP |
mktL |
100- 499 |
15 |
2572 |
0 |
2572 |
0 |
2572 |
0 |
0 |
0 |
0 |
-0.0571 |
0.0070 |
2572 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| XLP |
mktL |
500-1999 |
1 |
529 |
0 |
529 |
0 |
529 |
0 |
0 |
0 |
0 |
0.0070 |
0.0070 |
529 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| XLRE |
mktL |
100- 499 |
4 |
884 |
0 |
884 |
0 |
884 |
0 |
0 |
0 |
0 |
-0.0100 |
0.0071 |
884 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| XLU |
mktL |
100- 499 |
39 |
4979 |
1 |
4978 |
0 |
4978 |
0 |
0 |
0 |
0 |
0.0287 |
0.0070 |
4978 |
0.0015 |
0.0 |
0 |
|
0 |
|
|
| XLV |
mktL |
100- 499 |
8 |
906 |
0 |
906 |
0 |
906 |
0 |
0 |
0 |
0 |
-0.1143 |
0.0067 |
906 |
0.0016 |
0.0 |
0 |
|
0 |
|
|
| XME |
mktL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
0.0872 |
0.0072 |
100 |
0.0014 |
0.0 |
0 |
|
0 |
|
|
| XOM |
mktL |
100- 499 |
144 |
17426 |
100 |
17326 |
0 |
17326 |
0 |
0 |
0 |
0 |
0.0395 |
0.0074 |
16826 |
0.0016 |
0.0 |
500 |
0.0 |
0 |
|
|
| XOM |
atQL |
100- 499 |
1 |
100 |
0 |
100 |
0 |
100 |
0 |
0 |
0 |
0 |
0.1600 |
-0.0100 |
100 |
0.0100 |
0.0 |
0 |
|
0 |
|
|
| XRT |
mktL |
100- 499 |
4 |
557 |
0 |
557 |
0 |
557 |
0 |
0 |
0 |
0 |
0.0199 |
0.0076 |
457 |
0.0015 |
0.0 |
100 |
0.0 |
0 |
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Abbr. of SEC Rule 605 (formerly 11Ac1-5) Report:
Categorization:
Symbol - Security Ticker Symbol
Type - Mrkt - Market orders
mktL - marketable Limit Orders
inQL - Inside-the-Quote Limit Orders
Non-marketable buy orders with limit prices that are
higher than consolidated best bid at the time of order
receipt, and non-marketable sell orders with limit prices
that are lower than the consolidated best offer at the time
of order receipt.
atQL - At-the-Quote Limit Orders
Non-marketable buy orders with limit prices that are
equal to the consolidated best bid at the time of order
receipt, and non-marketable sell orders with limit prices
that are equal to the consolidated best offer at the time
of order receipt.
nrQL - Near-the-Quote Limit Orders
Non-marketable buy orders with limit prices that are lower by
$0.10 or less than the consolidated best bid at the time
of order receipt, and non-marketable sell orders with limit
prices that are higher by $0.10 or less than the consolidated
best offer at the time of order receipt.
Size - The number of Contract in each order
Statistical Data:
Orders - Total Covered Orders: Orders in the category for the month.
Shares - Total Covered Shares: Cumulative number of Shares in Covered Orders.
CancShr - Canceled Shares:
Cumulative number of shares of covered orders canceled prior to execution.
McExecShr - Market Center Executed Shares:
Cumulative number of Shares of Covered Orders executed.
AwyExShr - Away Executed Shares:
Cumulative number of Shares of Covered Orders routed to another
market by Interactive Brokers Corp. and then executed.
ShrEx0-9s - Shares Executed from 0 to 9 Seconds:
Cumulative number of shares of covered orders executed from 0 to 9
seconds after the time that Interactive Brokers Corp. receives the order.
-29s - Shares Executed from 10 to 29 Seconds:
Cumulative number of shares of covered orders executed from 10 to 29
seconds after the time that Interactive Brokers Corp. receives the order.
-59s - Shares Executed from 30 to 59 Seconds:
Cumulative number of shares of covered orders executed from 30 to 59
seconds after the time that Interactive Brokers Corp. receives the order.
-5m - Shares Executed from 60 to 299 Seconds:
Cumulative number of shares of covered orders executed from 60 to 299
seconds after the time that Interactive Brokers Corp. receives the order.
-30m - Shares Executed from 5 to 30 Minutes:
Cumulative number of shares of covered orders executed from 5 to 30
minutes after the time that Interactive Brokers Corp. receives the order.
ARS - Average Realized Spread:
The share-weighted average of realized spreads for orders executions
calculated, for buy orders, as double the amount of difference between
the execution price and the midpoint of the consolidated best bid and
offer five minutes after the time of order execution,
for sell orders, as double the amount of difference between the midpoint
of the consolidated best bid and offer five minutes after the time of
order execution and the execution price.
AES - Average Effective Spread:
The share-weighted average of effective spreads for orders executions
calculated, for buy orders, as double the amount of difference between
the execution price and the midpoint of the consolidated best bid and
offer at the time of order receipt by Interactive Brokers Corp.,
for sell orders, as double the amount of difference between the midpoint
of the consolidated best bid and offer at the time of order receipt
and the execution price.
ImpShr - Price Improved Shares:
The cumulative number of shares of covered orders executed with price
improvement. Executed price improvement means, for buy orders, execution
at a price lower than the consolidated best offer at the time of order
receipt by Interactive Brokers Corp. and,
for sell orders, execution at a price higher than the consolidated
best bid at the time of order receipt.
ImpAmnt - Price Improved Average Amount:
For shares executed with price improvement, the share-weighted average
amount per share that prices were improved, expressed in dollars.
ImpT - Price Improved Average Time:
For shares executed with price improvement, the share-weighted average
period from the time of order receipt by Interactive Brokers Corp. to the time of
order execution. The period is expressed in seconds.
AtQShr - At-the-Quote Shares:
Cumulative number of shares of covered orders executed at the quote.
For buy orders, execution at a price equal to the consolidated best
offer at the time of order receipt by Interactive Brokers Corp. and,
for sell orders, execution at a price equal to the consolidated best
bid at the time of order receipt.
AtQT - At-the_Quote Average Time:
For shares executed at the quote, the share-weighted average
period from the time of order receipt by Interactive Brokers Corp. to the time of
order execution. The period is expressed in seconds.
OutQShr - Outside-the-Quote Shares:
Cumulatice number of shares of covered orders executed outside the quote.
For buy orders, execution at a price higher than the consolidated best
offer at the time of order receipt by Interactive Brokers Corp. and,
for sell orders, execution at a price lower than the consolidated best
bid at the time of order receipt.
OutQAmnt - Outside-the-Quote Average Amount:
For shares executed outside the quote, the share-weighted average
amount per share that prices were outside the quote, expressed in dollars.
OutQT - Outside-the-Quote Average Time:
For shares executed outside the quote, the share-weighted average
period from the time of order receipt by Interactive Brokers Corp. to the time of
order execution. The period is expressed in seconds.