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
- `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
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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)
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?