DsgntParticipant,RprtEntityCd,RptDate,Sp500,OrderSize,OrderType,AvgOrderQty,AvgOrderSize,ExctdOrderMidPtAvg,PctExctdAtQuotOrBetter,PctExctdPI,WghtdAvgPctPI,AvgEffctvSprdPct,AvgPctQuotSprd,AvgEFQPct,AvgRealSprdPct15sec,AvgRealSprdPct1min,WghtdAvgExctnTime
T,TCIS,202609,Y,0,M,1.228133,120.635616,98.220800,0.993865,0.924580,0.000226,0.000158,0.000609,0.258997,0.000109,0.000022,59.342743
T,TCIS,202609,Y,250,M,4.178711,576.441411,137.938158,0.996360,0.968837,0.000268,0.000113,0.000650,0.174167,0.000124,0.000053,58.346025
T,TCIS,202609,Y,1000,M,18.532207,2488.889020,134.298242,0.994122,0.965599,0.000266,0.000090,0.000623,0.145059,0.000078,0.000136,69.814740
T,TCIS,202609,Y,5000,M,44.009270,7123.878100,161.870484,0.991757,0.973079,0.000249,0.000078,0.000577,0.135898,0.000038,0.000047,74.719284
T,TCIS,202609,Y,10000,M,79.503325,13921.312216,175.101711,0.994338,0.969286,0.000253,0.000108,0.000613,0.175429,0.000111,0.000100,55.074821
T,TCIS,202609,Y,20000,M,179.901097,30865.554697,171.572854,0.987192,0.972726,0.000247,0.000102,0.000597,0.171431,-0.000026,-0.000045,57.253116
T,TCIS,202609,Y,50000,M,484.874245,90975.750139,187.640632,0.982231,0.947651,0.000291,0.000118,0.000701,0.168848,0.000178,0.000200,131.299103
T,TCIS,202609,Y,199999,M,55.039174,9492.564518,172.474230,0.987653,0.961752,0.000268,0.000107,0.000643,0.165953,0.000094,0.000102,88.178867
T,TCIS,202609,Y,200000,M,2298.090183,810711.903165,352.759342,0.827983,0.738581,0.000208,0.000315,0.000731,0.430709,0.000021,0.000111,65.668775
T,TCIS,202609,Y,0,ML,1.632773,117.679641,72.064693,0.999450,0.961589,0.000195,0.000046,0.000435,0.105308,0.000162,0.000306,54.007586
T,TCIS,202609,Y,250,ML,5.268825,532.932160,101.137946,1.000000,0.957296,0.000214,0.000105,0.000533,0.196671,0.000246,0.000315,50.751305
T,TCIS,202609,Y,1000,ML,27.505641,2452.269897,89.149481,0.994698,0.989964,0.000220,0.000021,0.000462,0.046278,0.000025,-0.000093,52.843205
T,TCIS,202609,Y,5000,ML,96.526620,7381.540782,76.470901,0.998461,0.993640,0.000275,0.000099,0.000649,0.152759,0.000245,0.000374,56.548141
T,TCIS,202609,Y,10000,ML,172.421861,14295.528640,82.919245,1.000000,0.683165,0.000192,0.000181,0.000565,0.319862,0.000117,-0.000213,59.614775
T,TCIS,202609,Y,20000,ML,234.303558,30928.564661,132.009192,1.000000,1.000000,0.000173,0.000089,0.000436,0.204991,0.000469,0.000915,55.671636
T,TCIS,202609,Y,50000,ML,872.649574,93683.367951,107.350527,0.991128,0.837785,0.000257,0.000110,0.000624,0.176985,-0.000718,-0.001572,98.126469
T,TCIS,202609,Y,199999,ML,122.489565,12505.094273,102.090740,0.994919,0.860559,0.000232,0.000111,0.000575,0.192506,-0.000270,-0.000698,78.271269
T,TCIS,202609,Y,200000,ML,1955.486435,413530.222663,211.484747,1.000000,0.999615,0.000065,0.000409,0.000539,0.759416,0.000125,-0.000527,56.266229
T,TCIS,202609,N,0,M,5.476109,85.363519,15.584664,0.998777,0.922568,0.000533,0.000434,0.001501,0.289135,0.000419,0.000434,54.654283
T,TCIS,202609,N,250,M,34.301365,577.332602,16.829056,0.998354,0.943911,0.000541,0.000435,0.001518,0.286501,0.000392,0.000405,56.048701
T,TCIS,202609,N,1000,M,93.691389,2464.622370,26.304781,0.991308,0.926701,0.000451,0.000307,0.001208,0.253650,0.000265,0.000304,56.189682
T,TCIS,202609,N,5000,M,257.483642,7125.379650,27.672122,0.977840,0.858397,0.000385,0.000290,0.001061,0.273666,0.000252,0.000375,146.440924
T,TCIS,202609,N,10000,M,479.255899,13950.732439,29.109500,0.954751,0.811676,0.000400,0.000301,0.001100,0.273232,0.000189,0.000117,263.292286
T,TCIS,202609,N,20000,M,766.934966,31509.698636,41.087218,0.967027,0.780735,0.000298,0.000265,0.000862,0.307988,0.000184,0.000182,22035.690607
T,TCIS,202609,N,50000,M,1793.798998,95886.977450,53.455339,0.911325,0.735830,0.000130,0.000394,0.000654,0.602752,0.000105,-0.000125,173584.117717
T,TCIS,202609,N,199999,M,236.436298,9495.639238,40.161984,0.948709,0.796420,0.000245,0.000341,0.000831,0.409941,0.000158,0.000046,70302.005595
T,TCIS,202609,N,200000,M,8286.595967,472704.083142,57.021676,0.739736,0.599883,0.000100,0.000915,0.001115,0.820188,0.000853,0.000950,903409.566054
T,TCIS,202609,N,0,ML,6.452674,90.346063,13.996625,0.999829,0.899368,0.000350,0.000265,0.000964,0.274644,0.000259,0.000219,78.277019
T,TCIS,202609,N,250,ML,34.545240,552.204581,15.981996,0.998898,0.919854,0.000460,0.000270,0.001191,0.227060,0.000216,0.000132,54.879928
T,TCIS,202609,N,1000,ML,157.857606,2640.349805,16.728454,0.999235,0.920582,0.000510,0.000648,0.001668,0.388463,0.000749,0.000758,7876.662737
T,TCIS,202609,N,5000,ML,582.825402,7084.351855,12.149501,0.999896,0.879481,0.000585,0.000491,0.001661,0.295428,0.000424,0.000321,3531.551554
T,TCIS,202609,N,10000,ML,1741.577943,13691.946444,8.655108,0.996153,0.692980,0.000408,0.001111,0.001927,0.576465,0.000862,0.000394,12016.528495
T,TCIS,202609,N,20000,ML,3480.033177,31527.529320,9.231438,0.955428,0.596842,0.000309,0.001085,0.001704,0.636982,0.000663,0.000594,133190.608500
T,TCIS,202609,N,50000,ML,4675.329024,88393.511283,19.309906,0.910112,0.517797,0.000140,0.000831,0.001111,0.747459,0.000407,0.000397,46654.491893
T,TCIS,202609,N,199999,ML,1038.783445,13213.641904,13.127436,0.951591,0.618729,0.000262,0.000895,0.001419,0.630948,0.000541,0.000459,68344.135629
T,TCIS,202609,N,200000,ML,11432.678916,372451.282675,32.574442,0.536850,0.375167,-0.000065,0.000891,0.000762,1.170068,0.000144,0.000010,263177.358306