Trade Sentry Exception Viewer

Cancellation Exception

Order was cancelled after partial execution
Complete order took longer than 90 seconds to execute - Duration Exception @ 15:40:39

Branch	Seq. Num	Action	Qty	Symbol	Price	TIF	Time
ARB	185	Buy	900	GLB	18.580	DAY	Thu Jun 03 15:39:09 2004

	Bid - Ask	Agg. Volume	Count	Bid Tick	Time
Entry	(n) 18.570 - 18.580 (n)	300 x 800	1 x 1	+	15:39:09
At/Within Spread	(n) 18.570 - 18.630 (n)	300 x 1700	1 x 1	+	15:39:11
Execution of order was not obligatory. Using NBBO at execution as the trigger for analysis

	Bid - Ask	Agg. Volume	Count	Bid Tick	Time
Cancellation Request	(n) 18.590 - 18.610 (n)	300 x 600	1 x 1	p	15:44:36
Cancellation Confirmed	(n) 18.590 - 18.610 (n)	300 x 600	1 x 1	p	15:44:38

Cancellation requested at:	15:44:36
Cancellation confirmed at:	15:44:38
Elapsed time between request and confirmation:	2 seconds
Elapsed time since entry:	5m 29s
Unexecuted shares:	500

Order status after 1 execution - 500 shares remaining

Execution Vs. Trigger Price

Exec.

Elapsed

Quantity

Price

Imp./Share

Imp. Total

Leaves

Time

+8s

400

18.580

0.05

20.00

Lvs

500

15:39:17

(n) 18.580 - 18.630 (n)	1000 x 1700	1 x 1	+	Trend Up
18.480 - 18.730	100 x 100	1 x 1
The VWAP of the 1200 shares traded over this 2 trade (8 seconds) interval was: 18.5804
There were 1300 additional shares available at or better than the current execution price from 1 Market Maker
Execution was displayed properly by NBBO at 15:39:11, but not by NYSE

Total Trigger Price Improvement:

20.00

Execution Vs. NBBO Price