| F1: Designated Participant Code
|
F10: Market Center Executed Shares
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F19: Price-Improved Shares
|
| F2: Market Center Code
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F11: Away Executed Shares
|
F20: Price Improved Average Amount ($)
|
| F3: Date
|
F12: Shares from 0 to 9 Seconds
|
F21: Price Improved Average Time (seconds)
|
| F4: Security Ticker Symbol
|
F13: Shares from 10 to 29 Seconds
|
F22: At-the Quote Shares
|
| F5: Order Type Code
|
F14: Shares from 30 to 59 Seconds
|
F23: At-the-Quote Average Time (seconds)
|
| F6: Order Size Code
|
F15: Shares from 60 to 299 Seconds
|
F24: Outside-the-Quote Shares
|
| F7: Total Covered Orders
|
F16: Shares from 5 to 30 Minutes
|
F25: Outside-the-Quote Average Amount ($)
|
| F8: Total Covered Shares
|
F17: Average Realized Spread ($)
|
F26: Outside-the-Quote Average Time (seconds)
|
| F9: Cancelled Shares
|
F18: Average Effective Spread ($)
|
|
