Workspace / Research tools
Data analysis

Execution Fill Benchmark: Arrival Price and VWAP

Evaluate an executed order using its individual fills rather than comparing a single advertised price. Supply timestamp, price, quantity and fee_quote rows, choose buy or sell, and enter an arrival-price benchmark plus a market VWAP benchmark. The analyzer calculates your quantity-weighted fill price and signed execution cost against each reference. Data is parsed on your device without an exchange connection. The example uses illustrative fills. This comparison measures recorded execution against chosen references; it does not determine whether the underlying trading decision was profitable.

Explicit assumptionsFormula & methodology includedNo account required

Enable JavaScript to analyze data in this browser. The methodology and worked example remain available below.

Worked example — illustrative data
Quantity-weighted average fill$70,016.00
Total filled quantity0.1 BTC
Fees minus rebates$3.50
All-in shortfall vs arrival$5.10
Arrival shortfall in basis points7.287
All-in shortfall vs supplied VWAP$4.10
Fill average = sum(price × quantity) / total quantity. Buy shortfall = actual quote spent − benchmark quote value + fees; sell shortfall reverses the price difference.

Positive shortfall is worse execution; negative is improvement. The second arrival-shortfall metric is in basis points. Benchmark VWAP is supplied independently, not inferred from your own fills. Fees are signed quote amounts; negative values are rebates. Unfilled orders and opportunity costs are excluded.

Fill timeExecution priceBase quantityQuote fee
2025-01-01T12:00:00.000Z700000.051.75
2025-01-01T12:00:02.000Z700200.031.0503
2025-01-01T12:00:04.000Z700500.020.7005

Aggregate fills with quantity weights

Total quantity is the sum of all fill quantities, while traded notional is the sum of each fill price multiplied by its quantity. Average fill price is traded notional divided by total quantity. A simple average of prices is wrong when fill sizes differ. Add fee_quote amounts separately in the same quote currency. If the exchange charged a fee in another asset, convert it consistently before importing. Timestamps preserve the execution record, but this tool does not calculate a market-wide VWAP from those fills.

Apply the correct cost sign

For a buy, benchmark cost before fees is total quantity multiplied by (average fill price − benchmark price). For a sell, reverse that price difference so selling below the benchmark also produces a positive cost. Add quote-currency fees to obtain the fee-inclusive cost. Divide by total quantity multiplied by benchmark price and multiply by 10,000 to express the result in basis points. A negative cost indicates favorable execution against that particular reference, not proof that the complete trade made money.

Choose references before judging the result

Arrival price should correspond to a clearly defined decision or order-release time. The supplied market VWAP should cover the intended market and evaluation window. Changing either after seeing the fills can make an execution look better without changing what happened. This filled-quantity comparison excludes the opportunity cost of unfilled orders, cancelled quantities and later market moves. Keep partial orders distinct from completed ones when reviewing a broker or strategy. Comparing repeated executions under consistent benchmark definitions is more informative than selecting one favorable example.

Your research workspace

Save selected inputs and research notes explicitly in this browser. Compare assumptions and restore a saved setup without submitting a trade. JavaScript enables the controls.

Find a tool or explanation