Best-Execution NBBO Recompute

Recomputes, per supplied fill, price improvement in basis points against the NBBO at time of execution and whether each fill cleared at-or-better than the NBBO. Aggregates pct_at_or_better, avg_price_improvement_bps, and fill_count over a bounded fill set (capped at 5,000 fills). Zero PII. Client-side. Works offline.

Tool URL: https://ainumbers.co/chaingraph/art-541-best-execution-recompute.html

post/v1/tools/recompute_best_execution

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/recompute_best_execution
  • Auth: none declared

Request body

fillsunknown required

Response

Successful tool execution result

fill_countinteger
scored_countinteger
rejected_countinteger
pct_at_or_betternumber nullable
avg_price_improvement_bpsnumber nullable
fill_set_ceilinginteger
fill_set_truncatedboolean
rules_versionstring
regulatory_basisstring
notestring

Changes

No recorded changes to this operation across all 1 revision of this API.