io:EWYetf · growth mode on · 25× max
Over 20 days of 20-level order-book snapshots, io:EWY quoted a median spread of 5.45 bps in US regular hours with $81k resting within 25 bps of mid. A $25k market order paid about 10.59 bps in regular hours and 31.16 bps on weekends, when depth within 25 bps fell to $14k. Taker fee is 0.90 bps with growth mode on; funding averaged +12.66% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:55 → 16:50 UTC · EWY.json
depth = USD resting within ±25 bps of mid · slip = $25k market order through the book, avg fill vs mid, buy/sell mean · med = this market's median in the snapshot's session
order book replay: no recent order book snapshots
by sessionNew York time · medians over 20 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 884 | 5.45 | 13.28 | $81k | 10.59 | 24.57 | 82% | 65% | ||||
| US extended 4–9:30, 16–20 | 1,313 | 5.88 | 15.11 | $60k | 13.91 | 40.88 | 77% | 41% | ||||
| Overnight 20–4 | 846 | 4.86 | 14.91 | $72k | 12.77 | 24.60 | 84% | 27% | ||||
| Weekend / holiday | 1,600 | 7.32 | 15.76 | $14k | 31.16 | 62.20 | 91% | 58% |
bps unless stated RTH 9:30–16:00 extended 4:00–9:30 and 16:00–20:00 overnight 20:00–4:00 on weekdays weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays slip = mean of the buy and sell side of a market order walking the visible 20 levels fills = share of snapshots the size fits inside those levels "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee funding uses the 30-day mean hourly rate, annualised, charged for a position held all day slippage between tested sizes is interpolated on a log scale ignores maker rebates, impact that persists after your fill, and fee tiers
history2 market changes to io:EWY observed in the changelog · newest first
- 2026-09-18 15:28listedannounced → tradingtrading enabled, announced 2026-08-27 · OI cap $5M · 25× max · growth mode on · marginTableId 25 · szDecimals 2 · fundingMultiplier 0.5
- 2026-08-27 07:46announced— → announcedmarket announced, trading not enabled
Plus 6 funding-parameter changes on 6 days, not listed here: show them in the changelog.
observed = first collector snapshot showing the new value, UTC; the change happened between the previous snapshot and that one announced = the market appeared with trading disabled; listed = trading enabled; trading halt = off and back within 48 h, before → after = mark either side full changelog atom feed
4,643 snapshots · 2026-09-18 15:28 → 2026-10-08 16:20 UTC (20.0 days) · size decimals 2 · raw: /api/io/EWY.json · method and caveats: methodology