Participation Rate (PcpRate)

First, calculate interval volume. Then

PcpRate = sum (fill_qty[i]) / IntVol

Participation Rate parameters

Parameter

Description

Display

Opens sub-window to set parameters

      Color = Line color.

      Weight = Line thickness.

      Display = Line style: line or histogram.

      Text color = Color of order ID text.

MarkIt

Opens Specify Conditions window.

GW Account ID

Account identifier.

Place Order GUID

Order identifier.