Depth, in full: every table behind the book study
Every table behind the depth study: by family, by price band, by time to expiry, with sample sizes on every cell, the method, and the two things that went wrong measuring it.
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Three blocks at one lot made money. The two lot block did not. Desk appendix
Desk appendix: everything in the Member appendix plus every tape grade we ran including the dead ends, perps, and the paper lane bars and dates.
Three blocks at one lot made money. The two lot block did not. Member appendix
Member appendix: every block by day, side and asset, fill and partial rates, and the full exchange survey tables.