Trade Decay

The trade_decay table provides highly granular trade analysis by recording incremental bid and ask prices for each order leg at fixed time intervals from 0 ms up to 900 seconds: 0, 5, 10, 15, 20, 25, 30, 40, 50, 60, 70, 80, 100, 120, 150, 200, 300 and 500 ms, then 1, 2, 5, 10, 20, 30, 60, 90, 120, 180, 300, 600 and 900 s. This enhances visibility into how orders decay over time.

By cross-referencing this data with order, leg, and deal tables , brokers can analyze liquidity provider (LP) performance, detect toxic client behavior, and evaluate execution flows across A-book and B-book.
This enables the identification of patterns such as clients entering trades just before adverse price movements or LPs skewing prices post-trade, allowing brokers to assess and improve trade routing strategies.

Furthermore, the detailed decay analysis helps identify trading patterns that may indicate toxic client behavior.

Cross-referencing trade_decay data with attributes from order, leg, and deal tables and comparing decay trends across specific taker (connectors), MT4/MT5 logins (SubID3), and order sides (buy/sell), brokers can detect clients who repeatedly enter trades before adverse price movements, leading to potential risks. This granular level of detail, combined with the ability to analyze by symbol, Liquidity Provider, or trade flow type, equips brokers with the insights needed to optimize their liquidity relationships, evaluate trading behaviors, and improve profitability.