Quarterly Order Flow Ending Mar-31-20
GARRETT NAGLE & CO., INC. – Held NMS Stocks and Options Order Routing Public Report | |||||||||||||
Generated on Thu Apr 30 2020 01:17:42 GMT-4 EDT | |||||||||||||
1st Quarter, 2020 | |||||||||||||
January 2020 | |||||||||||||
S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 14.81 | 14.81 | 70.37 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities LLC(CDRG) | 31.25 | 75.00 | 25.00 | 25.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
NASDAQ Execution Services, LLC(NSDQ) | 25.00 | 0.00 | 0.00 | 40.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 15.63 | 0.00 | 0.00 | 25.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
National Financial Services LLC(XSTM) | 15.63 | 25.00 | 50.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
VIRTU Americas LLC(NITE) | 9.38 | 0.00 | 25.00 | 5.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe BZX U.S. Equities Exchange(ZBAT) | 3.13 | 0.00 | 0.00 | 5.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
January 2020 | |||||||||||||
Non-S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 16.67 | 43.75 | 39.58 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
National Financial Services LLC(XSTM) | 33.33 | 45.00 | 43.10 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citadel Securities LLC(CDRG) | 20.59 | 30.00 | 22.41 | 8.33 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
State Street Global Markets, LLC(SSBS) | 13.73 | 5.00 | 22.41 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
NASDAQ Execution Services, LLC(NSDQ) | 12.75 | 0.00 | 0.00 | 54.17 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
VIRTU Americas LLC(NITE) | 7.84 | 10.00 | 10.34 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 6.86 | 0.00 | 0.00 | 29.17 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
G1 Execution Services, LLC(ETMM) | 2.94 | 5.00 | 1.72 | 4.17 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
New York Stock Exchange(NYSE) | 0.98 | 0.00 | 0.00 | 4.17 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Two Sigma Securities, LLC(SOHO) | 0.98 | 5.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
January 2020 | |||||||||||||
Option Contracts | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Material Aspects: | |||||||||||||
February 2020 | |||||||||||||
S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 31.82 | 18.18 | 50.00 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
NASDAQ Execution Services, LLC(NSDQ) | 34.62 | 0.00 | 0.00 | 81.82 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citadel Securities LLC(CDRG) | 23.08 | 44.44 | 33.33 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
VIRTU Americas LLC(NITE) | 15.38 | 33.33 | 16.67 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
National Financial Services LLC(XSTM) | 15.38 | 22.22 | 33.33 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
G1 Execution Services, LLC(ETMM) | 7.69 | 0.00 | 16.67 | 9.09 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 3.85 | 0.00 | 0.00 | 9.09 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
February 2020 | |||||||||||||
Non-S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 21.92 | 34.25 | 43.84 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
National Financial Services LLC(XSTM) | 29.63 | 40.63 | 42.86 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 21.48 | 0.00 | 0.00 | 72.50 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citadel Securities LLC(CDRG) | 20.00 | 34.38 | 25.40 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
State Street Global Markets, LLC(SSBS) | 10.37 | 9.38 | 17.46 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
VIRTU Americas LLC(NITE) | 5.93 | 9.38 | 7.94 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
G1 Execution Services, LLC(ETMM) | 5.19 | 6.25 | 4.76 | 5.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
New York Stock Exchange(NYSE) | 4.44 | 0.00 | 0.00 | 15.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe BZX U.S. Equities Exchange(ZBAT) | 2.22 | 0.00 | 0.00 | 7.50 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
UBS Securities, LLC(UBSS) | 0.74 | 0.00 | 1.59 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
February 2020 | |||||||||||||
Option Contracts | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Material Aspects: | |||||||||||||
March 2020 | |||||||||||||
S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 27.27 | 36.36 | 36.36 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
National Financial Services LLC(XSTM) | 33.33 | 33.33 | 45.45 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citadel Securities LLC(CDRG) | 22.22 | 66.67 | 18.18 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 11.11 | 0.00 | 0.00 | 50.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
NASDAQ Execution Services, LLC(NSDQ) | 11.11 | 0.00 | 0.00 | 50.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
State Street Global Markets, LLC(SSBS) | 11.11 | 0.00 | 18.18 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
G1 Execution Services, LLC(ETMM) | 5.56 | 0.00 | 9.09 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
JANE STREET CAPITAL, LLC(JNST) | 5.56 | 0.00 | 9.09 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
March 2020 | |||||||||||||
Non-S&P 500 Stocks | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
100.00 | 19.15 | 23.40 | 57.45 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
National Financial Services LLC(XSTM) | 23.81 | 33.33 | 38.71 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cboe EDGX U.S. Equities Exchange(EDGX) | 21.43 | 0.00 | 0.00 | 62.07 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
State Street Global Markets, LLC(SSBS) | 19.05 | 29.17 | 29.03 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citadel Securities LLC(CDRG) | 13.10 | 20.83 | 12.90 | 6.90 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
G1 Execution Services, LLC(ETMM) | 8.33 | 16.67 | 0.00 | 10.34 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
NASDAQ Execution Services, LLC(NSDQ) | 5.95 | 0.00 | 0.00 | 17.24 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
UBS Securities, LLC(UBSS) | 3.57 | 0.00 | 9.68 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Two Sigma Securities, LLC(SOHO) | 2.38 | 0.00 | 3.23 | 3.45 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
JANE STREET CAPITAL, LLC(JNST) | 1.19 | 0.00 | 3.23 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
VIRTU Americas LLC(NITE) | 1.19 | 0.00 | 3.23 | 0.00 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Material Aspects: | |||||||||||||
March 2020 | |||||||||||||
Option Contracts | |||||||||||||
Summary | |||||||||||||
Non-Directed Orders as % of All Orders | Market Orders as % of Non-Directed Orders | Marketable Limit Orders as % of Non-Directed Orders | Non-Marketable Limit Orders as % of Non-Directed Orders | Other Orders as % of Non-Directed Orders | |||||||||
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||||||
Venues | |||||||||||||
Venue – Non-directed Order Flow | Non-Directed Orders(%) | Market Orders(%) | Marketable Limit Orders(%) | Non-Marketable Limit Orders(%) | Other Orders(%) | Net Payment Paid/Received for Market Orders(USD) | Net Payment Paid/Received for Market Orders(cents per hundred shares) | Net Payment Paid/Received for Marketable Limit Orders(USD) | Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Non-Marketable Limit Orders(USD) | Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) | Net Payment Paid/Received for Other Orders(USD) | Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Material Aspects: | |||||||||||||