io:GPROus equity · growth mode on · 5× max
Over 37 days of 20-level order-book snapshots, io:GPRO quoted a median spread of 16.02 bps in US regular hours with $4k resting within 25 bps of mid. A $25k market order paid about 53.96 bps in regular hours and 206.35 bps on weekends, when depth within 25 bps fell to $776. Taker fee is 0.90 bps with growth mode on; funding averaged +63.04% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:50 → 16:50 UTC · GPRO.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 37 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 | 1,566 | 16.02 | 47.53 | $4k | 53.96 | 234.62 | 0% | 0% | ||||
| US extended 4–9:30, 16–20 | 2,200 | 20.21 | 64.79 | $1k | 91.15 | 171.46 | 0% | 0% | ||||
| Overnight 20–4 | 1,565 | 16.38 | 53.76 | $1k | 170.49 | — | 0% | 0% | ||||
| Weekend / holiday | 2,558 | 28.98 | 84.48 | $776 | 206.35 | — | 0% | 0% |
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:GPRO observed in the changelog · newest first
- 2026-09-01 13:46listedannounced → tradingtrading enabled, announced 2026-09-01 · OI cap $5M · 5× max · growth mode on · marginTableId 5 · szDecimals 1 · fundingMultiplier 0.5
- 2026-09-01 12:46announced— → announcedmarket announced, trading not enabled
Plus 18 funding-parameter changes on 14 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
7,889 snapshots · 2026-09-01 13:46 → 2026-10-08 16:20 UTC (37.1 days) · size decimals 1 · raw: /api/io/GPRO.json · method and caveats: methodology