DsgntParticipant,RprtEntityCd,RptDate,Sp500,OrderSize,OrderType,AvgOrderQty,AvgOrderSize,ExctdOrderMidPtAvg,PctExctdAtQuotOrBetter,PctExctdPI,WghtdAvgPctPI,AvgEffctvSprdPct,AvgPctQuotSprd,AvgEFQPct,AvgRealSprdPct15sec,AvgRealSprdPct1min,WghtdAvgExctnTime
T,PICE,202608,Y,0,M,0.987437,98.707406,99.962579,0.995067,0.865658,0.000205,0.000250,0.000660,0.378327,0.000196,0.000074,70.727507
T,PICE,202608,Y,250,M,4.008821,584.022683,145.670331,0.993281,0.969515,0.000297,0.000121,0.000714,0.169688,0.000122,0.000178,55.155434
T,PICE,202608,Y,1000,M,18.428079,2618.734453,142.101124,0.992926,0.973754,0.000291,0.000113,0.000694,0.162069,0.000097,0.000045,150.072027
T,PICE,202608,Y,5000,M,47.259946,7207.352031,152.502237,0.992475,0.973409,0.000303,0.000117,0.000723,0.161354,0.000121,0.000043,54.934511
T,PICE,202608,Y,10000,M,89.374829,13851.197558,154.978053,0.996692,0.969486,0.000298,0.000139,0.000736,0.189166,0.000128,0.000114,133.416867
T,PICE,202608,Y,20000,M,178.357087,30908.752773,173.297649,0.989852,0.968597,0.000302,0.000132,0.000737,0.179080,0.000058,-0.000038,65.760710
T,PICE,202608,Y,50000,M,430.152808,87047.402578,202.369348,0.981620,0.934824,0.000242,0.000134,0.000618,0.217454,0.000100,0.000284,70.612612
T,PICE,202608,Y,199999,M,69.037332,12123.837148,175.614043,0.988653,0.957683,0.000277,0.000132,0.000685,0.192033,0.000094,0.000128,83.970386
T,PICE,202608,Y,200000,M,1530.272419,445892.834086,291.394722,0.845835,0.808989,0.000171,0.000241,0.000582,0.413456,0.000072,0.000241,58.923488
T,PICE,202608,Y,0,ML,1.697737,143.008425,84.228490,0.988600,0.942998,0.000192,0.000097,0.000481,0.201982,-0.000050,0.000179,457.154670
T,PICE,202608,Y,250,ML,4.831108,618.091943,127.926989,0.995732,0.981506,0.000269,0.000059,0.000598,0.099378,-0.000273,-0.000539,51.098345
T,PICE,202608,Y,1000,ML,22.302309,2573.719466,115.401124,0.974263,0.914946,0.000225,0.000111,0.000561,0.198258,-0.000011,-0.000082,51.813834
T,PICE,202608,Y,5000,ML,64.740487,7425.840011,114.697678,0.977168,0.942518,0.000199,0.000090,0.000489,0.184950,0.000115,-0.000176,124.097664
T,PICE,202608,Y,10000,ML,87.014854,13951.116387,160.324984,0.987716,0.961812,0.000195,0.000124,0.000514,0.241351,0.000085,-0.000065,51.807883
T,PICE,202608,Y,20000,ML,194.963510,31625.176500,162.199795,0.986044,0.933178,0.000227,0.000125,0.000580,0.216254,0.000187,0.000261,59.013446
T,PICE,202608,Y,50000,ML,847.860854,89653.136777,105.751766,0.978514,0.930843,0.000292,0.000091,0.000674,0.134838,-0.000116,-0.000100,1495.499189
T,PICE,202608,Y,199999,ML,110.703030,13693.544320,123.699353,0.980637,0.934075,0.000253,0.000105,0.000611,0.172103,0.000011,-0.000002,863.668430
T,PICE,202608,Y,200000,ML,2370.767402,339659.924122,143.278017,0.714326,0.513819,0.000125,0.000280,0.000531,0.528079,0.000279,0.000734,80.196234
T,PICE,202608,N,0,M,5.962487,101.378066,16.998043,0.993520,0.933836,0.000631,0.000469,0.001731,0.271185,0.000490,0.000464,53.577468
T,PICE,202608,N,250,M,31.528025,563.609875,17.870689,0.997147,0.951132,0.000619,0.000447,0.001685,0.265397,0.000457,0.000452,55.934957
T,PICE,202608,N,1000,M,118.871074,2540.529765,21.370263,0.986940,0.932107,0.000685,0.000446,0.001817,0.245466,0.000395,0.000329,62.450828
T,PICE,202608,N,5000,M,264.801128,7091.115809,26.779379,0.996152,0.954522,0.000676,0.000440,0.001792,0.245849,0.000385,0.000507,62.560948
T,PICE,202608,N,10000,M,512.709165,13557.492079,26.441723,0.991130,0.917275,0.000574,0.000405,0.001553,0.260616,0.000350,0.000300,57.263346
T,PICE,202608,N,20000,M,1015.562792,30868.128535,30.394939,0.957948,0.833863,0.000408,0.000483,0.001299,0.371873,0.000361,0.000330,202.752299
T,PICE,202608,N,50000,M,2235.041742,86006.175972,38.480561,0.908430,0.714366,0.000258,0.000467,0.000983,0.475114,0.000248,0.000242,87.778297
T,PICE,202608,N,199999,M,323.406766,9956.820616,30.786836,0.955432,0.834828,0.000419,0.000458,0.001296,0.353339,0.000319,0.000308,107.301797
T,PICE,202608,N,200000,M,7431.493873,412805.802639,55.551593,0.790954,0.494922,0.000044,0.000621,0.000710,0.875128,0.000222,0.000226,691.179512
T,PICE,202608,N,0,ML,7.811620,110.786297,14.179812,0.999085,0.912695,0.000488,0.000526,0.001501,0.350178,0.000399,0.000220,50.049203
T,PICE,202608,N,250,ML,36.177297,597.595212,16.502833,0.996664,0.888093,0.000527,0.000455,0.001508,0.301330,0.000415,0.000183,50.656138
T,PICE,202608,N,1000,ML,169.699559,2581.242292,15.214163,0.995531,0.887181,0.000524,0.000503,0.001550,0.324397,0.000250,0.000061,500.131105
T,PICE,202608,N,5000,ML,392.464855,6859.794016,17.476124,0.998951,0.800753,0.000419,0.000453,0.001291,0.351162,0.000541,0.000597,942.751916
T,PICE,202608,N,10000,ML,1107.349329,13639.577943,12.359598,0.986960,0.691822,0.000364,0.000358,0.001087,0.329424,0.000318,0.000407,601.945117
T,PICE,202608,N,20000,ML,1357.609358,31790.245616,23.598677,0.991671,0.830753,0.000333,0.000394,0.001061,0.371769,0.000207,0.000098,942.289431
T,PICE,202608,N,50000,ML,4693.990568,97792.943374,20.821800,0.963105,0.476431,0.000236,0.000578,0.001049,0.550926,0.000458,0.000152,14095.301964
T,PICE,202608,N,199999,ML,627.498677,11938.763232,19.052698,0.978253,0.639790,0.000306,0.000497,0.001108,0.448365,0.000382,0.000201,7081.401746
T,PICE,202608,N,200000,ML,39319.851157,586341.065949,14.901332,0.632707,0.139710,-0.000115,0.001152,0.000921,1.250517,0.000953,0.001654,235170.617176