para:TTWOus equity · growth mode on · 10× max
Over 35 days of 20-level order-book snapshots, para:TTWO quoted a median spread of 33.35 bps in US regular hours with $50k resting within 25 bps of mid. A $25k market order paid about 18.97 bps in regular hours and 53.18 bps on weekends, when depth within 25 bps fell to $10k. Taker fee is 0.90 bps with growth mode on; funding averaged +73.84% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 11:46 → 16:51 UTC · TTWO.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 35 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 | 1,459 | 33.35 | 38.09 | $50k | 18.97 | 78.88 | 91% | 0% | ||||
| US extended 4–9:30, 16–20 | 2,104 | 53.05 | 63.60 | $0 | 29.55 | 107.62 | 92% | 0% | ||||
| Overnight 20–4 | 1,470 | 57.68 | 155.20 | $0 | 40.84 | 147.55 | 93% | 0% | ||||
| Weekend / holiday | 2,493 | 41.08 | 67.85 | $10k | 53.18 | 170.49 | 90% | 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
history4 market changes to para:TTWO observed in the changelog · newest first
- 2026-09-03 12:45listedannounced → tradingtrading enabled, announced 2026-09-01 · OI cap $25M · 10× max · growth mode on · marginTableId 10 · szDecimals 2 · fundingMultiplier 0.6
- 2026-09-01 22:45growth modedisabled → enabledgrowthMode observed changing from disabled to enabled
- 2026-09-01 22:45OI cap— → $25.0MoiCap observed changing from unknown to $25M
- 2026-09-01 19:44announced— → announcedmarket announced, trading not enabled
Plus 1 funding-parameter change on 1 day, 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
7,526 snapshots · 2026-09-03 12:46 → 2026-10-08 16:16 UTC (35.1 days) · size decimals 2 · raw: /api/para/TTWO.json · method and caveats: methodology