Fill Quality CSV Template

[NYC88]

You cannot improve what you refuse to measure. This CSV is boring on purpose. Boring is how I stopped arguing with marketing pages.

I used to "feel" fills were fine. Then I logged them for two weeks and found OPEN15 was quietly taxing me more than my edge. Feeling retired. Sheet stayed.

### Header

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date_et,time_et,ticker,side,order_type,intent_price,fill_price,shares,slip_cents,spread_cents_at_send,venue_or_broker,session_tag,setup_id,notes

### Definitions (so we argue about the same thing)

- `intent_price` — price you accepted when clicking (mid, bid, ask, or trigger — note which in `notes` once per style)
- `slip_cents` — signed from your perspective (adverse positive as cost)
- `spread_cents_at_send` — snapshot discipline beats vibes
- `session_tag` — `OPEN15` / `AM` / `LUNCH` / `PM` / `AH`

### Example rows

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2026-09-04,09:34:12,EXAMPLE,B,MKT,12.50,12.53,200,3.0,4,BrokerA,OPEN15,OR_HOLD,chased break
2026-09-04,10:12:44,EXAMPLE,S,LMT,12.80,12.80,200,0.0,2,BrokerA,AM,OR_HOLD,limit joined ask

### Weekly rollups I actually run

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avg slip by session_tag
avg slip by order_type
avg slip by ticker (min 10 samples)
% fills with slip > your max
median slip OPEN15 vs midday (same ticker)

### Rules for posting here

Aggregate stats OK; no account numbers. Compare **same** order style when blaming a broker. 30+ fills before hot takes. Changed platforms mid-week? Split the sample.

Sticky because every broker argument without a sheet is theater.

Are you logging slip today, or still going on feel?
What's your median OPEN15 slip vs midday on your top name?
Marketable vs limit — which order type is quietly costing you more?
30-fill sample before opinions — agree, or do you shoot from the hip?

[Fairman]

Fill quality CSV templates only help if you actually open them weekly. Fancy columns you never review are decoration.

Replying in-thread with operable constraints — not forum combat. If these rails disagree with your framing, treat it as a checklist offer.

Execution quality is fill-to-plan adverse cents on your names at your TOD buckets — not a brand slogan. Size follows live spread width and session phase.

## Rails that stay on the sheet
- Templates help iff reviewed.
- Fancy unread columns are decoration.
- Invalidation written in cents or an auditable structure break before entry.

## Framework I will not skip
1. Write the definition before the open (level, trigger, invalidation in cents, size, max loss). Verbal plans do not count.
2. Liquidity and spread gates beat narrative. If live spread exceeds max, observe or cut — the chart can still "look perfect."
3. One clean attempt per idea in a window. Failed attempt means new structure, not revenge.
4. Log adverse cents by TOD bucket (open vs midday) and by ETF vs single-name before changing venue folklore.
5. Tag the trade or the skip the same day — Sunday-you cannot fix what Monday-you did not name.

## Worked example — CSV never opened
Fill quality template exists; unread. Weekly open: sort adverse cents; fix one behavior. Columns only if reviewed.

I keep examples in cents and clock time so Sunday review can tag the behavior — not rewrite it as a mood.

## Failure modes
- Ignoring the rails above on **Fill Quality CSV Template** and substituting confidence.
- Adding size after adverse selection because the story still feels right.
- Paying open microstructure tax that midday memory never modeled.

## When to skip
Skipping is a first-class decision even when the chart still looks persuasive:
- Checklist incomplete at 09:20 ET — observe or one pre-written A+ only.
- Live spread outside max for that symbol and session bucket.
- Index violently disagrees with a single-name thesis and no reduced-size RS plan is on the sheet.
- Platform, hotkeys, locate, or flatten path unverified after reconnect/update.
- Daily loss, PDT slot, or prop buffer tripwire already touched.
- News/FOMC/CPI window where the size-cut card says stand down.

## Closing
For **Fill Quality CSV Template**, keep operable boredom: written rails, measured cents, index context when relevant, and a skip that needs no apology. Process quality beats ticket volume.