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Trading venues provide multiple connection types and liquidity pools, with some venues even providing both credit screened and non-screened security prices (Which is sometimes referred to as Market Best Price).prices
Unscreened prices are usually not checked for credit, as a result of this they could involve orders that cannot be matched to a particular counterparty. In contrast, screened prices ignore all orders where there is not enough remaining credit to permit even a partial match of an order. As a consequence, these prices will be equal to or worse than the unscreened prices. Whilst screened prices may not be as good as the unscreened prices, they are the best price that the market participant can successfully match.
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