Hi Guys ,
Hope you all are doing well , i was working on the data of ICICI Bank and L&T stock (Indian markets) and I have developed a strategy , for which the results were not really what i expected it to be . It would be awesome if any of you guys could guide me regarding it . below i am attaching all the data and the calculations i did on it .
Its using a 30min data and both the stocks have a price correlation of 0.92 . i havent check the returns correlation(although statistically we need to look at the returns correlation )
LT Time Open Close ICICI Time Open Close LN HDFC LN HDFC BK H - HB Mean X-Mean St.Dev Z Score Parameters
189 09:30 1,119.00 1,130.00 189 09:30 206.40 204.20 7.029972912 5.319099906 1.710873006 Buy SD -1.5
190 10:00 1,129.70 1,136.45 190 10:00 204.20 203.05 7.035664648 5.313452254 1.722212393 0.011339387 Sell SD 1.5
191 10:30 1,136.70 1,137.05 191 10:30 203.05 203.15 7.036192468 5.313944622 1.722247846 3.54523E-05
192 11:00 1,137.05 1,139.90 192 11:00 203.20 205.00 7.038695818 5.323009979 1.715685839 -0.006562007
193 11:30 1,140.00 1,137.75 193 11:30 205.00 204.90 7.036807907 5.322522055 1.714285852 -0.001399987
194 12:00 1,137.85 1,140.95 194 12:00 204.90 205.05 7.039616528 5.323253852 1.716362676 0.002076824
195 12:30 1,140.50 1,145.00 195 12:30 205.00 204.60 7.043159916 5.321056854 1.722103062 0.005740387
196 13:00 1,145.05 1,146.50 196 13:00 204.55 205.20 7.044469102 5.323985113 1.720483989 -0.001619073
197 13:30 1,146.20 1,145.80 197 13:30 205.20 203.55 7.043858362 5.315911675 1.727946687 0.007462698
198 14:00 1,145.95 1,142.45 198 14:00 203.55 202.35 7.040930358 5.309998871 1.730931487 0.0029848
199 14:30 1,142.65 1,139.00 199 14:30 202.40 202.85 7.037905963 5.31246679 1.725439174 -0.005492313
200 15:00 1,139.00 1,127.00 200 15:00 202.85 202.75 7.027314514 5.311973693 1.715340821 -0.010098353
201 15:30 1,126.90 1,138.00 201 15:30 202.80 204.40 7.037027615 5.320078858 1.716948756 0.001607935
202 16:00 1,135.70 1,135.70 202 16:00 203.95 203.95 7.03500448 5.317874866 1.717129614 0.000180858
203 09:30 1,141.80 1,141.40 203 09:30 203.95 203.95 7.040010858 5.317874866 1.722135992 0.005006378
204 10:00 1,142.95 1,131.00 204 10:00 205.50 205.95 7.030857476 5.327633421 1.703224055 -0.018911937
205 10:30 1,130.95 1,139.90 205 10:30 205.90 205.85 7.038695818 5.327147748 1.71154807 0.008324015
206 11:00 1,139.20 1,139.20 206 11:00 205.85 207.50 7.038081541 5.33513134 1.702950201 -0.008597869
207 11:30 1,139.35 1,139.00 207 11:30 207.50 207.30 7.037905963 5.334167019 1.703738944 0.000788743
208 12:00 1,139.20 1,135.10 208 12:00 207.30 207.20 7.034476032 5.33368451 1.700791521 -0.002947423
209 12:30 1,135.50 1,138.95 209 12:30 207.15 206.15 7.037862064 5.328604059 1.709258005 0.008466484
210 13:00 1,138.90 1,134.70 210 13:00 206.10 207.80 7.034123578 5.336576079 1.697547499 -0.011710506
211 13:30 1,135.15 1,135.00 211 13:30 207.80 207.35 7.03438793 5.334408187 1.699979743 0.002432244
212 14:00 1,135.00 1,133.50 212 14:00 207.35 206.60 7.03306547 5.330784557 1.702280913 0.00230117
213 14:30 1,133.50 1,133.70 213 14:30 206.60 205.05 7.033241899 5.323253852 1.709988047 0.007707134
214 15:00 1,134.00 1,136.85 214 15:00 205.10 205.55 7.036016559 5.325689313 1.710327246 0.000339198
215 15:30 1,136.80 1,145.00 215 15:30 205.55 206.85 7.043159916 5.331993893 1.711166023 0.000838777
216 16:00 1,139.90 1,139.90 216 16:00 206.85 210.80 7.038695818 5.350909817 1.687786002 -0.023380022
217 09:30 1,141.00 1,147.20 217 09:30 209.40 209.40 7.04507947 5.344246298 1.700833171 0.01304717
218 10:00 1,147.05 1,142.35 218 10:00 211.00 210.65 7.040842823 5.350197988 1.690644835 -0.010188337
219 10:30 1,142.20 1,146.35 219 10:30 210.65 210.15 7.044338261 5.347821561 1.696516699 0.005871865
220 11:00 1,146.05 1,151.50 220 11:00 210.15 210.80 7.048820719 5.350909817 1.697910903 0.001394203
221 11:30 1,151.90 1,150.95 221 11:30 210.80 213.35 7.048342967 5.36293401 1.685408958 -0.012501945
222 12:00 1,150.95 1,151.10 222 12:00 213.30 214.90 7.048473286 5.370172804 1.678300482 -0.007108475
223 12:30 1,151.65 1,155.00 223 12:30 214.95 213.40 7.051855623 5.363168339 1.688687284 0.010386802
224 13:00 1,155.00 1,154.30 224 13:00 213.40 214.10 7.051249379 5.366443196 1.684806183 -0.003881101
225 13:30 1,154.50 1,147.00 225 13:30 214.10 213.30 7.044905117 5.362699625 1.682205492 -0.002600691
226 14:00 1,146.90 1,151.00 226 14:00 213.30 213.35 7.048386409 5.36293401 1.685452399 0.003246907
227 14:30 1,151.00 1,147.90 227 14:30 213.35 214.15 7.045689465 5.366676704 1.679012761 -0.006439638
228 15:00 1,147.90 1,135.95 228 15:00 214.15 213.60 7.035224584 5.364105107 1.671119477 -0.007893284
229 15:30 1,136.00 1,122.85 229 15:30 213.60 210.00 7.023625375 5.347107531 1.676517844 0.005398367
230 16:00 1,122.85 1,130.30 230 16:00 209.95 206.35 7.030238363 5.329573756 1.700664607 0.024146763
231 09:30 1,115.00 1,125.80 231 09:30 206.35 208.55 7.026249173 5.340178821 1.686070352 -0.014594255
232 10:00 1,126.00 1,124.50 232 10:00 204.00 204.00 7.025093771 5.318119994 1.706973778 0.020903425
233 10:30 1,124.50 1,124.10 233 10:30 204.10 206.15 7.024737994 5.328604059 1.696133935 -0.010839842
234 11:00 1,124.10 1,120.40 234 11:00 206.05 207.10 7.021441043 5.333201768 1.688239275 -0.00789466
235 11:30 1,119.95 1,120.20 235 11:30 207.15 206.50 7.02126252 5.330300412 1.690962107 0.002722832
236 12:00 1,120.20 1,112.50 236 12:00 206.50 207.40 7.014365014 5.334649296 1.679715718 -0.011246389
237 12:30 1,112.50 1,110.80 237 12:30 207.40 207.55 7.012835755 5.335372274 1.677463481 -0.002252237
238 13:00 1,110.85 1,106.85 238 13:00 207.50 207.75 7.009273422 5.336335434 1.672937988 -0.004525492
239 13:30 1,106.85 1,110.20 239 13:30 207.65 207.50 7.012295458 5.33513134 1.677164119 0.00422613
240 14:00 1,110.15 1,109.60 240 14:00 207.55 208.95 7.011754869 5.342094989 1.66965988 -0.007504238 -0.000674178 -0.006830061 0.010310939 -0.662409187
241 14:30 1,109.55 1,112.40 241 14:30 208.95 208.05 7.014275122 5.337778435 1.676496687 0.006836807 -0.00105105 0.007887857 0.010233154 0.770813862
242 15:00 1,112.25 1,113.00 242 15:00 208.05 210.00 7.014814351 5.347107531 1.667706821 -0.008789866 -0.000915023 -0.007874843 0.010144647 -0.776256046
243 15:30 1,112.90 1,115.25 243 15:30 210.00 208.90 7.016833874 5.341855669 1.674978205 0.007271385 -0.00095958 0.008230965 0.01022979 0.804607445
244 16:00 1,114.20 1,114.20 244 16:00 209.05 209.40 7.015891938 5.344246298 1.671645639 -0.003332566 -0.000786153 -0.002546413 0.010322447 -0.246686982
245 09:30 1,107.70 1,110.70 245 09:30 209.40 209.40 7.012745726 5.344246298 1.668499428 -0.003146211 -0.000894341 -0.002251871 0.01020607 -0.220640326
246 10:00 1,110.30 1,111.45 246 10:00 203.10 203.85 7.013420748 5.317384429 1.696036319 0.027536891 -0.001072073 0.028608964 0.010207327 2.802786933 Sell -1.6
247 10:30 1,111.60 1,110.00 247 10:30 204.05 204.00 7.012115294 5.318119994 1.6939953 -0.002041018 -0.000488953 -0.001552065 0.011448896 -0.135564605
248 11:00 1,109.65 1,111.85 248 11:00 204.00 204.00 7.013780574 5.318119994 1.69566058 0.001665279 -0.000679028 0.002344307 0.010639544 0.220339048
249 11:30 1,111.10 1,107.35 249 11:30 203.85 203.30 7.009725053 5.314682721 1.695042332 -0.000618248 -0.000705418 8.71703E-05 0.010374524 0.008402342
250 12:00 1,107.20 1,111.45 250 12:00 203.30 203.25 7.013420748 5.314436748 1.698984 0.003941668 -0.000607937 0.004549605 0.010207418 0.445715516
251 12:30 1,111.70 1,114.90 251 12:30 203.20 204.30 7.016519994 5.319589502 1.696930492 -0.002053508 -0.000327136 -0.001726371 0.010177143 -0.169632225
252 13:00 1,116.00 1,124.85 252 13:00 204.30 204.00 7.025404972 5.318119994 1.707284979 0.010354487 -0.000400365 0.010754852 0.010181135 1.056350969
253 13:30 1,124.55 1,120.35 253 13:30 204.00 204.10 7.021396415 5.31861007 1.702786346 -0.004498633 -0.000196893 -0.00430174 0.010075011 -0.426971246
254 14:00 1,120.90 1,105.90 254 14:00 204.10 205.55 7.008414762 5.325689313 1.682725449 -0.020060897 -0.000386993 -0.019673904 0.010018283 -1.963799982 Buy -12.4
255 14:30 1,105.90 1,117.25 255 14:30 205.55 204.50 7.018625588 5.320567975 1.698057612 0.015332164 -0.000409972 0.015742136 0.010525727 1.495586572
256 15:00 1,117.55 1,117.05 256 15:00 204.40 207.70 7.018446561 5.336094731 1.68235183 -0.015705782 -0.000269809 -0.015435973 0.010861587 -1.421152672
257 15:30 1,117.00 1,125.00 257 15:30 207.80 208.05 7.025538315 5.337778435 1.687759879 0.005408049 -0.000411967 0.005820017 0.011232088 0.518159825
258 16:00 1,120.60 1,120.60 258 16:00 208.05 207.45 7.021619535 5.334890347 1.686729188 -0.001030691 -0.000319581 -0.00071111 0.011259555 -0.063156097
259 09:30 1,118.70 1,109.55 259 09:30 207.50 207.25 7.011709807 5.333925794 1.677784013 -0.008945176 -0.000281247 -0.008663929 0.011196982 -0.773773627
260 10:00 1,109.40 1,111.05 260 10:00 203.75 203.70 7.013060793 5.316648323 1.69641247 0.018628457 -0.00062948 0.019257937 0.01122404 1.71577591 Sell 3.9
261 10:30 1,111.30 1,116.40 261 10:30 203.75 205.15 7.017864502 5.323741419 1.694123083 -0.002289387 -2.27006E-05 -0.002266687 0.011670353 -0.194226045
262 11:00 1,116.40 1,121.75 262 11:00 205.15 205.25 7.022645245 5.324228748 1.698416497 0.004293414 -0.000117133 0.004410547 0.010831246 0.407205873
263 11:30 1,121.75 1,113.00 263 11:30 205.25 206.05 7.014814351 5.328118858 1.686695493 -0.011721003 -7.72883E-05 -0.011643715 0.010522011 -1.106605499
264 12:00 1,112.85 1,113.00 264 12:00 206.00 203.65 7.014814351 5.316402834 1.698411517 0.011716024 -0.000465851 0.012181875 0.010022412 1.215463414
265 12:30 1,113.00 1,111.95 265 12:30 203.75 204.10 7.01387051 5.31861007 1.69526044 -0.003151077 -0.000238315 -0.002912763 0.010076909 -0.289053199
266 13:00 1,111.95 1,109.15 266 13:00 204.00 204.05 7.011349235 5.318365062 1.692984173 -0.002276267 -0.000318112 -0.001958155 0.009987498 -0.196060615
267 13:30 1,109.15 1,101.45 267 13:30 204.00 204.00 7.004382773 5.318119994 1.686262779 -0.006721395 0.000103963 -0.006825358 0.009986206 -0.683478604
268 14:00 1,101.90 1,089.40 268 14:00 204.00 201.65 6.993382365 5.306533521 1.686848844 0.000586065 -0.000291408 0.000877473 0.00984746 0.089106503
269 14:30 1,089.95 1,087.45 269 14:30 201.75 201.10 6.991590785 5.303802297 1.687788488 0.000939644 -7.59198E-05 0.001015564 0.009836982 0.103239419
270 15:00 1,086.65 1,090.45 270 15:00 201.05 200.30 6.994345734 5.299816243 1.694529491 0.006741003 -0.000174564 0.006915567 0.009796456 0.705925421
271 15:30 1,090.35 1,094.00 271 15:30 200.20 199.70 6.997595983 5.29681624 1.700779743 0.006250251 -6.76282E-05 0.006317879 0.009838842 0.642136512
272 16:00 1,092.40 1,092.40 272 16:00 199.70 200.00 6.99613239 5.298317367 1.697815023 -0.00296472 0.000307416 -0.003272135 0.009772962 -0.334815097
273 09:30 1,099.60 1,091.25 273 09:30 199.25 199.25 6.995079107 5.294560318 1.700518789 0.002703766 0.000390291 0.002313476 0.009736445 0.237609882
274 10:00 1,091.25 1,058.80 274 10:00 196.60 195.00 6.96489147 5.272999559 1.691891912 -0.008626878 0.00023663 -0.008863508 0.00958111 -0.925102382
275 10:30 1,059.75 1,056.60 275 10:30 195.00 193.25 6.962811485 5.263984687 1.698826797 0.006934885 0.000141715 0.006793171 0.009662611 0.703036746
276 11:00 1,056.90 1,062.45 276 11:00 193.25 192.10 6.968332841 5.25801607 1.710316771 0.011489974 0.000332426 0.011157548 0.009701141 1.150127414
277 11:30 1,062.45 1,046.10 277 11:30 192.05 193.15 6.952824242 5.263467089 1.689357153 -0.020959618 0.000497287 -0.021456905 0.009853778 -2.17753087 Buy -0.7
278 12:00 1,046.30 1,045.75 278 12:00 193.15 192.10 6.95248961 5.25801607 1.694473541 0.005116387 0.000206888 0.004909499 0.009396637 0.522474102
279 12:30 1,046.25 1,024.90 279 12:30 192.15 192.00 6.932350326 5.257495372 1.674854954 -0.019618587 0.000467081 -0.020085668 0.009438126 -2.12814143 Buy -10.3
280 13:00 1,023.65 1,034.45 280 13:00 192.00 191.25 6.941625163 5.253581473 1.688043691 0.013188737 -3.32578E-05 0.013221995 0.010067284 1.313362601
281 13:30 1,034.45 1,052.95 281 13:30 191.20 191.95 6.959351028 5.257234921 1.702116106 0.014072415 -0.000252418 0.014324834 0.010370552 1.381299022
282 14:00 1,052.75 1,046.00 282 14:00 191.95 193.40 6.952728645 5.264760583 1.687968062 -0.014148045 0.000320915 -0.01446896 0.010661786 -1.357085934
283 14:30 1,046.00 1,048.00 283 14:30 193.45 195.00 6.954638865 5.272999559 1.681639306 -0.006328755 -0.000380114 -0.005948641 0.010960362 -0.542741295
284 15:00 1,047.70 1,057.00 284 15:00 195.00 197.00 6.963189986 5.283203729 1.679986257 -0.001653049 -0.000289893 -0.001363157 0.010829125 -0.125878735
285 15:30 1,056.85 1,050.00 285 15:30 197.05 196.10 6.956545443 5.278624733 1.67792071 -0.002065547 -0.00016506 -0.001900487 0.010809009 -0.175824329
286 16:00 1,051.00 1,053.65 286 16:00 196.05 191.95 6.960015606 5.257234921 1.702780684 0.024859974 -0.000260828 0.025120802 0.010202764 2.462156508 Sell 25.75
287 09:30 1,072.30 1,081.00 287 09:30 193.55 193.55 6.985641818 5.265535877 1.720105941 0.017325256 0.000461299 0.016863957 0.010810273 1.559993635 Sell 3.2
288 10:00 1,080.90 1,089.90 288 10:00 193.90 199.25 6.993841228 5.294560318 1.69928091 -0.02082503 0.000852849 -0.02167788 0.010822958 -2.002953251 Buy -6
289 10:30 1,089.05 1,097.00 289 10:30 199.10 200.35 7.00033446 5.300065837 1.700268623 0.000987713 0.000526858 0.000460855 0.011489453 0.040111095
290 11:00 1,097.00 1,102.00 290 11:00 200.40 200.15 7.00488199 5.299067085 1.705814904 0.005546281 0.00046209 0.005084191 0.01148696 0.442605452
291 11:30 1,102.00 1,115.00 291 11:30 200.30 199.70 7.016609684 5.29681624 1.719793443 0.013978539 0.0007231 0.013255439 0.011386863 1.164099228
292 12:00 1,115.00 1,120.00 292 12:00 199.70 201.95 7.021083964 5.308020142 1.713063822 -0.006729621 0.000865935 -0.007595556 0.011174243 -0.679737866
293 12:30 1,120.75 1,137.65 293 12:30 201.85 202.10 7.03672001 5.308762624 1.727957386 0.014893564 0.00090714 0.013986424 0.011242805 1.244033295
294 13:00 1,137.65 1,146.50 294 13:00 202.15 202.20 7.044469102 5.309257307 1.735211796 0.00725441 0.001059584 0.006194826 0.011516404 0.537913246
295 13:30 1,146.00 1,151.70 295 13:30 202.20 202.25 7.048994391 5.309504556 1.739489835 0.004278039 0.001271323 0.003006716 0.011322973 0.265541196
296 14:00 1,151.55 1,148.05 296 14:00 202.20 205.15 7.04582013 5.323741419 1.722078711 -0.017411124 0.001419808 -0.018830932 0.011178588 -1.684553664 Buy 2.3
297 14:30 1,148.55 1,145.70 297 14:30 205.15 205.10 7.043771083 5.323497665 1.720273418 -0.001805293 0.000520848 -0.002326141 0.01165229 -0.199629529
298 15:00 1,146.00 1,139.80 298 15:00 205.10 205.15 7.038608087 5.323741419 1.714866669 -0.005406749 0.000525562 -0.005932312 0.011648364 -0.509282839
299 15:30 1,139.95 1,149.00 299 15:30 205.05 205.00 7.046647278 5.323009979 1.723637299 0.00877063 0.000384122 0.008386508 0.011622129 0.721598273
300 16:00 1,149.40 1,149.40 300 16:00 205.15 203.65 7.046995346 5.316402834 1.730592512 0.006955213 0.000571899 0.006383314 0.011706882 0.545261675
301 09:30 1,157.90 1,135.35 301 09:30 203.50 203.50 7.034696252 5.315666005 1.719030248 -0.011562264 0.00063217 -0.012194435 0.011752417 -1.03761075
302 10:00 1,136.10 1,144.00 302 10:00 207.00 203.30 7.042286172 5.314682721 1.727603451 0.008573204 0.000441995 0.008131209 0.011932537 0.681431692
303 10:30 1,143.80 1,140.00 303 10:30 203.25 202.50 7.038783541 5.310739887 1.728043655 0.000440204 0.000406369 3.38341E-05 0.011975184 0.00282535
304 11:00 1,140.05 1,133.70 304 11:00 202.35 202.15 7.033241899 5.309009996 1.724231903 -0.003811752 0.000505146 -0.004316898 0.011954482 -0.361111272
305 11:30 1,134.25 1,123.80 305 11:30 202.05 202.75 7.024471079 5.311973693 1.712497386 -0.011734517 0.000830129 -0.012564646 0.011980325 -1.048773433
306 12:00 1,123.90 1,124.00 306 12:00 202.75 201.55 7.02464903 5.30603749 1.718611541 0.006114155 0.000288795 0.00582536 0.012074165 0.482464795
307 12:30 1,124.00 1,119.95 307 12:30 201.65 202.65 7.02103932 5.311480353 1.709558967 -0.009052574 0.000725194 -0.009777768 0.012060851 -0.810702981
308 13:00 1,120.00 1,120.00 308 13:00 202.65 202.20 7.021083964 5.309257307 1.711826658 0.00226769 0.000435982 0.001831709 0.012008971 0.15252835
309 13:30 1,120.00 1,121.55 309 13:30 202.10 201.30 7.022466936 5.304796333 1.717670603 0.005843946 0.000501949 0.005341996 0.011366663 0.469970516
310 14:00 1,121.65 1,117.35 310 14:00 201.30 201.30 7.018715089 5.304796333 1.713918757 -0.003751847 0.000797732 -0.004549579 0.011376779 -0.399900405
311 14:30 1,117.35 1,110.50 311 14:30 201.30 200.85 7.012565643 5.302558361 1.710007283 -0.003911474 0.000350126 -0.0042616 0.010770722 -0.395665196
312 15:00 1,110.50 1,110.05 312 15:00 201.00 200.65 7.012160338 5.301562097 1.710598242 0.000590959 0.000317684 0.000273275 0.01057556 0.025840248
313 15:30 1,110.05 1,100.10 313 15:30 200.65 198.25 7.003156364 5.289528861 1.713627503 0.003029262 0.000243635 0.002785627 0.010280777 0.270954886
314 16:00 1,104.00 1,104.00 314 16:00 198.30 195.70 7.006695227 5.276582874 1.730112352 0.016484849 0.00053864 0.015946209 0.009934657 1.605109157 Sell -11.5
315 09:30 1,105.60 1,093.40 315 09:30 196.60 196.60 6.997047386 5.281171208 1.715876179 -0.014236174 0.000634017 -0.01487019 0.010227518 -1.453939322
316 10:00 1,092.05 1,086.95 316 10:00 196.50 194.90 6.991130888 5.272486607 1.718644281 0.002768103 0.000412315 0.002355788 0.010602269 0.222196575
317 10:30 1,086.95 1,087.45 317 10:30 194.80 193.90 6.991590785 5.267342562 1.724248223 0.005603941 0.000513202 0.005090739 0.01058882 0.480765477
318 11:00 1,087.00 1,104.95 318 11:00 193.90 193.40 7.007555364 5.264760583 1.742794781 0.018546558 0.000759709 0.01778685 0.009687982 1.835970528 Sell 14.75
319 11:30 1,104.85 1,120.00 319 11:30 193.25 193.70 7.021083964 5.26631057 1.754773394 0.011978613 0.001118919 0.010859694 0.00976009 1.112663338
320 12:00 1,119.65 1,115.85 320 12:00 193.80 194.95 7.017371725 5.272743115 1.74462861 -0.010144784 0.001339698 -0.011484482 0.009101018 -1.261889856
321 12:30 1,115.85 1,124.00 321 12:30 194.90 194.35 7.02464903 5.269660657 1.754988373 0.010359763 0.001001982 0.009357781 0.009349965 1.00083597
322 13:00 1,124.00 1,121.75 322 13:00 194.40 191.95 7.022645245 5.257234921 1.765410323 0.01042195 0.001084173 0.009337778 0.009459907 0.987089771
323 13:30 1,121.70 1,110.70 323 13:30 191.95 190.40 7.012745726 5.249127122 1.763618604 -0.00179172 0.001351906 -0.003143626 0.009325213 -0.337110322
324 14:00 1,110.05 1,110.00 324 14:00 190.40 190.00 7.012115294 5.247024072 1.765091222 0.001472618 0.001261996 0.000210622 0.00922206 0.022838937
325 14:30 1,109.40 1,116.50 325 14:30 190.10 190.65 7.017954071 5.250439286 1.767514785 0.002423563 0.001463986 0.000959577 0.008887642 0.107967519
326 15:00 1,116.50 1,120.75 326 15:00 190.60 191.60 7.021753383 5.255409866 1.766343517 -0.001171267 0.00137376 -0.002545027 0.008820002 -0.288551774
327 15:30 1,120.25 1,124.95 327 15:30 191.50 190.10 7.025493869 5.247550249 1.77794362 0.011600102 0.001120535 0.010479567 0.008807652 1.189825285
328 16:00 1,122.45 1,122.45 328 16:00 190.15 192.10 7.023269075 5.25801607 1.765253005 -0.012690614 0.001771729 -0.014462344 0.008329156 -1.736351547 Buy -27.55
329 09:30 1,134.40 1,148.65 329 09:30 190.75 190.75 7.046342619 5.25096367 1.795378949 0.030125943 0.001415589 0.028710354 0.008707178 3.297320182 Sell 11.4
330 10:00 1,149.25 1,164.80 330 10:00 193.50 195.50 7.060304677 5.275560379 1.784744298 -0.010634651 0.00241048 -0.01304513 0.010014901 -1.302572091
331 10:30 1,164.85 1,161.35 331 10:30 195.60 197.25 7.057338401 5.28447196 1.772866441 -0.011877857 0.001934012 -0.013811869 0.010220518 -1.351386477
332 11:00 1,161.60 1,169.90 332 11:00 197.25 196.20 7.064673554 5.279134547 1.785539007 0.012672566 0.001415007 0.011257559 0.010471045 1.075113228
333 11:30 1,169.85 1,163.65 333 11:30 196.20 195.85 7.059316896 5.27734906 1.781967836 -0.003571171 0.001951419 -0.00552259 0.0103781 -0.532138842
334 12:00 1,163.65 1,163.95 334 12:00 195.80 195.35 7.059574672 5.274792822 1.784781851 0.002814015 0.002006571 0.000807444 0.010356568 0.077964467
335 12:30 1,164.00 1,158.25 335 12:30 195.30 196.15 7.054665524 5.278879673 1.775785852 -0.008995999 0.002095912 -0.011091911 0.010355308 -1.071132875
336 13:00 1,158.25 1,152.55 336 13:00 196.15 196.10 7.049732158 5.278624733 1.771107425 -0.004678427 0.001957303 -0.00663573 0.010490441 -0.632550113
337 13:30 1,152.60 1,154.30 337 13:30 196.10 196.30 7.051249379 5.279644101 1.771605277 0.000497853 0.001366535 -0.000868682 0.010264168 -0.084632494
338 14:00 1,154.20 1,142.05 338 14:00 196.30 196.60 7.040580172 5.281171208 1.759408964 -0.012196313 0.001029987 -0.0132263 0.010236664 -1.292051738
339 14:30 1,142.10 1,139.85 339 14:30 196.50 196.15 7.038651954 5.278879673 1.759772281 0.000363317 0.001202561 -0.000839244 0.010361643 -0.080995297
340 15:00 1,139.85 1,148.55 340 15:00 196.15 195.85 7.046255556 5.27734906 1.768906496 0.009134215 0.001190073 0.007944142 0.010363247 0.766568816
341 15:30 1,148.45 1,148.05 341 15:30 195.90 197.35 7.04582013 5.284978802 1.760841328 -0.008065168 0.001261832 -0.009327 0.010425389 -0.894642924
342 16:00 1,149.65 1,149.65 342 16:00 197.35 195.50 7.047212827 5.275560379 1.771652448 0.01081112 0.000820958 0.009990162 0.0105282 0.948895528
343 09:30 1,146.15 1,141.30 343 09:30 196.15 196.15 7.039923243 5.278879673 1.76104357 -0.010608878 0.001171773 -0.01178065 0.010607088 -1.11063944
344 10:00 1,141.40 1,150.00 344 10:00 195.80 197.35 7.047517221 5.284978802 1.762538419 0.001494849 0.000661724 0.000833126 0.010844361 0.076825701
345 10:30 1,150.00 1,145.40 345 10:30 197.35 199.00 7.0435092 5.293304825 1.750204375 -0.012334044 0.000546532 -0.012880576 0.01084125 -1.188108029
346 11:00 1,145.40 1,167.00 346 11:00 198.95 198.25 7.062191632 5.289528861 1.772662772 0.022458397 0.000214291 0.022244106 0.01075563 2.068135917 Sell -13.5
347 11:30 1,167.45 1,155.10 347 11:30 198.15 199.85 7.051942199 5.297567085 1.754375114 -0.018287658 0.001011681 -0.019299339 0.011077331 -1.742237312 Buy 2.9
348 12:00 1,155.10 1,152.60 348 12:00 199.90 200.25 7.049775539 5.299566586 1.750208953 -0.004166161 0.000682034 -0.004848195 0.011648796 -0.416197104
349 12:30 1,152.60 1,149.15 349 12:30 200.20 200.35 7.046777818 5.300065837 1.746711981 -0.003496973 0.000706846 -0.004203818 0.011656513 -0.360641142
350 13:00 1,149.30 1,144.00 350 13:00 200.40 200.00 7.042286172 5.298317367 1.743968805 -0.002743175 0.000461494 -0.003204669 0.011203762 -0.286035062
351 13:30 1,144.00 1,138.90 351 13:30 200.00 199.45 7.037818163 5.295563578 1.742254585 -0.00171422 0.000267526 -0.001981746 0.010994689 -0.180245783
352 14:00 1,138.80 1,144.95 352 14:00 199.65 199.55 7.043116247 5.296064831 1.747051415 0.00479683 0.000464487 0.004332344 0.010847583 0.399383335
353 14:30 1,145.00 1,152.10 353 14:30 199.50 199.65 7.049341643 5.296565834 1.75277581 0.005724394 0.000388959 0.005335435 0.010714377 0.497969686
354 15:00 1,152.50 1,151.85 354 15:00 199.60 200.55 7.049124624 5.301063592 1.748061032 -0.004714777 0.000494643 -0.00520942 0.01059083 -0.491880274
355 15:30 1,151.50 1,150.00 355 15:30 200.55 199.50 7.047517221 5.295814236 1.751702985 0.003641953 0.000476583 0.00316537 0.010616545 0.298154449
356 16:00 1,150.50 1,150.50 356 16:00 199.50 198.10 7.047951909 5.288771954 1.759179956 0.007476971 0.000784112 0.006692859 0.010637123 0.629198188
357 09:30 1,150.00 1,167.45 357 09:30 198.80 198.80 7.062577162 5.292299294 1.770277868 0.011097912 0.000811368 0.010286544 0.010720734 0.959499916
358 10:00 1,167.45 1,157.00 358 10:00 197.50 200.25 7.053585727 5.299566586 1.754019141 -0.016258727 0.001214378 -0.017473105 0.010911092 -1.601407517 Buy -2.75
359 10:30 1,156.50 1,158.50 359 10:30 200.30 199.00 7.054881344 5.293304825 1.761576519 0.007557378 0.00084385 0.006713528 0.011080579 0.605882428
360 11:00 1,158.50 1,155.25 360 11:00 198.95 199.25 7.05207205 5.294560318 1.757511732 -0.004064787 0.000878118 -0.004942905 0.010950597 -0.451382277
361 11:30 1,155.90 1,153.10 361 11:30 199.25 199.05 7.050209247 5.293556049 1.756653197 -0.000858535 0.00087186 -0.001730394 0.009417356 -0.18374524
362 12:00 1,153.10 1,149.75 362 12:00 199.05 198.70 7.047299806 5.29179615 1.755503657 -0.00114954 0.000932918 -0.002082459 0.009253899 -0.225035822
363 12:30 1,150.05 1,151.80 363 12:30 198.70 197.00 7.049081215 5.283203729 1.765877486 0.010373829 0.000898108 0.009475721 0.009027749 1.049621642
364 13:00 1,151.80 1,154.00 364 13:00 197.10 197.55 7.050989447 5.285991717 1.76499773 -0.000879756 0.001045 -0.001924756 0.008924283 -0.215676242
365 13:30 1,154.00 1,155.85 365 13:30 197.60 197.05 7.052591283 5.283457504 1.769133779 0.004136049 0.000697708 0.003438342 0.008907835 0.385990712
366 14:00 1,156.00 1,159.00 366 14:00 197.10 198.80 7.055312843 5.292299294 1.763013549 -0.00612023 0.001065152 -0.007185382 0.008927607 -0.804849742
367 14:30 1,159.05 1,154.35 367 14:30 198.80 199.40 7.051292694 5.295312858 1.755979836 -0.007033713 0.000887385 -0.007921098 0.008851047 -0.894933495
368 15:00 1,154.90 1,145.30 368 15:00 199.40 198.80 7.04342189 5.292299294 1.751122596 -0.00485724 0.000634632 -0.005491873 0.00889887 -0.617142711
369 15:30 1,145.45 1,150.90 369 15:30 198.80 198.50 7.048299524 5.2907891 1.757510424 0.006387828 0.000166556 0.006221271 0.008931013 0.696591895
370 16:00 1,149.75 1,149.75 370 16:00 198.45 198.65 7.047299806 5.291544482 1.755755324 -0.0017551 5.47406E-05 -0.00180984 0.008752831 -0.206771994
371 09:30 1,155.25 1,144.80 371 09:30 198.45 198.45 7.042985228 5.290537179 1.752448049 -0.003307275 0.000222534 -0.003529809 0.008757674 -0.403053306
372 10:00 1,145.05 1,147.00 372 10:00 199.40 197.00 7.044905117 5.283203729 1.761701388 0.009253339 -5.08065E-05 0.009304146 0.008602698 1.081538171
373 10:30 1,147.00 1,145.00 373 10:30 197.00 196.30 7.043159916 5.279644101 1.763515815 0.001814426 -7.41787E-05 0.001888605 0.00865926 0.218102345
374 11:00 1,144.75 1,136.00 374 11:00 196.35 194.15 7.035268599 5.268631056 1.766637543 0.003121728 -2.05578E-06 0.003123784 0.008433631 0.37039613
375 11:30 1,135.50 1,135.60 375 11:30 194.10 194.10 7.034916425 5.26837349 1.766542934 -9.46087E-05 3.09264E-05 -0.000125535 0.008230243 -0.015252903
376 12:00 1,135.95 1,129.50 376 12:00 194.00 194.80 7.029530336 5.271973391 1.757556945 -0.00898599 -1.9437E-05 -0.008966553 0.008226732 -1.089928909
377 12:30 1,129.95 1,135.50 377 12:30 194.85 193.40 7.034828362 5.264760583 1.770067779 0.012510834 -0.000175731 0.012686565 0.008078296 1.570450567 Sell -1.5
378 13:00 1,135.50 1,133.40 378 13:00 193.35 192.80 7.032977244 5.261653382 1.771323862 0.001256083 -0.000157517 0.0014136 0.007329016 0.192877169
379 13:30 1,133.10 1,134.80 379 13:30 192.75 192.30 7.034211703 5.259056653 1.77515505 0.003831189 0.000121417 0.003709772 0.006505189 0.570278879
380 14:00 1,134.80 1,131.15 380 14:00 192.40 192.30 7.030990093 5.259056653 1.771933441 -0.00322161 -0.000404478 -0.002817132 0.006470542 -0.435377992
381 14:30 1,131.95 1,130.60 381 14:30 192.25 191.55 7.030503744 5.255148871 1.775354873 0.003421432 -0.000256217 0.00367765 0.006464626 0.568888182
382 15:00 1,131.00 1,130.80 382 15:00 191.50 192.00 7.030680626 5.257495372 1.773185254 -0.002169619 4.97686E-05 -0.002219388 0.006446358 -0.344285532
383 15:30 1,131.05 1,127.00 383 15:30 192.00 192.60 7.027314514 5.260615499 1.766699015 -0.006486239 -0.000247075 -0.006239164 0.006453294 -0.966818442
384 16:00 1,130.15 1,130.15 384 16:00 192.60 191.90 7.030105646 5.256974403 1.773131243 0.006432229 -0.000305376 0.006737605 0.006549354 1.028743517
385 09:30 1,122.00 1,117.00 385 09:30 192.00 192.00 7.018401799 5.257495372 1.760906427 -0.012224816 -0.000233012 -0.011991804 0.006568897 -1.825542885 Buy -9.5
386 10:00 1,117.00 1,122.00 386 10:00 189.00 187.50 7.022868086 5.233778845 1.789089241 0.028182814 -0.000297588 0.028480402 0.006903556 4.125468289 Sell 0.9
387 10:30 1,122.00 1,123.30 387 10:30 187.50 187.90 7.024026061 5.235909906 1.788116154 -0.000973086 0.000359636 -0.001332723 0.008506888 -0.156663957
388 11:00 1,123.30 1,120.90 388 11:00 187.90 188.30 7.021887213 5.238036436 1.783850777 -0.004265377 0.000330218 -0.004595594 0.008434324 -0.54486815
389 11:30 1,121.60 1,119.00 389 11:30 188.30 188.50 7.020190708 5.239098007 1.781092701 -0.002758076 0.000488836 -0.003246912 0.008266864 -0.392762243
390 12:00 1,119.00 1,117.50 390 12:00 188.50 188.30 7.018849326 5.238036436 1.780812891 -0.000279811 0.000426408 -0.000706219 0.0076937 -0.09179186
391 12:30 1,117.90 1,118.30 391 12:30 188.30 189.85 7.019564954 5.246234287 1.773330667 -0.007482223 0.000238128 -0.007720351 0.007594872 -1.016521559
392 13:00 1,117.80 1,121.00 392 13:00 189.85 188.20 7.021976423 5.237505227 1.784471196 0.011140529 0.000249787 0.010890742 0.007689361 1.416338981
393 13:30 1,121.25 1,120.55 393 13:30 188.20 189.50 7.021574915 5.244389025 1.777185891 -0.007285305 0.000256375 -0.00754168 0.007916801 -0.95261714
394 14:00 1,120.80 1,120.00 394 14:00 189.45 189.20 7.021083964 5.242804657 1.778279308 0.001093417 0.000322846 0.000770571 0.008045338 0.095778526
395 14:30 1,120.90 1,118.70 395 14:30 189.25 189.15 7.019922576 5.242540351 1.777382225 -0.000897083 0.000314818 -0.001211901 0.007843483 -0.154510526
396 15:00 1,118.60 1,111.45 396 15:00 189.10 190.15 7.013420748 5.247813234 1.765607514 -0.011774711 0.000543557 -0.012318268 0.007843578 -1.570490973 Buy -1.35
397 15:30 1,111.45 1,110.05 397 15:30 190.10 187.40 7.012160338 5.23324537 1.778914969 0.013307455 -0.000141105 0.01344856 0.008107064 1.658869281 Sell 3.4
398 16:00 1,112.90 1,112.90 398 16:00 187.40 186.85 7.0147245 5.230306156 1.784418344 0.005503376 0.000490797 0.005012578 0.008373789 0.598603367
399 09:30 1,118.00 1,115.75 399 09:30 187.00 187.00 7.017282104 5.231108617 1.786173487 0.001755143 0.000684188 0.001070955 0.008299583 0.12903718
400 10:00 1,116.40 1,107.15 400 10:00 187.70 188.65 7.009544425 5.239893446 1.769650978 -0.016522508 0.00078923 -0.017311738 0.008230913 -2.103258686 Buy -7.25
401 10:30 1,107.15 1,114.05 401 10:30 188.65 188.30 7.015757303 5.238036436 1.777720867 0.008069889 0.000513643 0.007556245 0.008755004 0.863077253
402 11:00 1,114.20 1,112.50 402 11:00 188.30 186.90 7.014365014 5.230573714 1.7837913 0.006070432 0.000709326 0.005361107 0.008851999 0.605638007
403 11:30 1,112.80 1,108.15 403 11:30 186.90 185.65 7.010447237 5.223863181 1.786584057 0.002792757 0.000734798 0.002057959 0.008870404 0.232002876
404 12:00 1,108.45 1,105.50 404 12:00 185.60 185.85 7.008053 5.224939897 1.783113104 -0.003470953 0.000676165 -0.004147118 0.008745313 -0.474210329
405 12:30 1,105.50 1,104.05 405 12:30 185.80 184.75 7.006740516 5.21900356 1.787736956 0.004623852 0.000701041 0.003922811 0.008776397 0.44697282
406 13:00 1,104.00 1,106.05 406 13:00 184.80 185.00 7.008550389 5.220355825 1.788194564 0.000457608 0.000720679 -0.000263071 0.008794728 -0.029912389
407 13:30 1,106.05 1,096.35 407 13:30 185.00 184.40 6.99974176 5.217107311 1.782634448 -0.005560115 0.000580292 -0.006140408 0.008793664 -0.698276322
408 14:00 1,096.75 1,097.90 408 14:00 184.45 183.95 7.001154543 5.214663982 1.786490562 0.003856113 0.000247132 0.003608982 0.008688803 0.415360062
409 14:30 1,098.00 1,097.50 409 14:30 183.95 184.20 7.000790145 5.216022124 1.784768021 -0.001722541 0.000649428 -0.002371969 0.008435626 -0.281184697
410 15:00 1,097.85 1,092.40 410 15:00 184.25 184.25 6.99613239 5.216293531 1.779838859 -0.004929163 0.00046383 -0.005392993 0.008444037 -0.638674687
411 15:30 1,092.50 1,088.00 411 15:30 184.35 184.20 6.992096427 5.216022124 1.776074304 -0.003764555 0.000446543 -0.004211097 0.008473083 -0.496997055
412 16:00 1,086.45 1,086.45 412 16:00 184.15 182.75 6.990670779 5.208119099 1.782551681 0.006477377 0.000388422 0.006088955 0.008480845 0.717965608
413 09:30 1,092.50 1,107.95 413 09:30 183.00 183.00 7.01026674 5.209486153 1.800780587 0.018228906 0.00054096 0.017687946 0.008537905 2.071696361 Sell -2.1
414 10:00 1,107.00 1,104.35 414 10:00 184.30 181.50 7.007012206 5.201255654 1.805756552 0.004975965 0.000698062 0.004277903 0.009113299 0.469413204
415 10:30 1,104.30 1,106.30 415 10:30 181.50 182.00 7.008776393 5.204006687 1.804769706 -0.000986846 0.000815176 -0.001802022 0.009036243 -0.199421637
416 11:00 1,107.25 1,105.05 416 11:00 181.85 181.85 7.007645862 5.203182171 1.80446369 -0.000306016 0.000712719 -0.001018734 0.008992831 -0.11328292
417 11:30 1,105.05 1,099.00 417 11:30 181.95 181.70 7.002155954 5.202356975 1.799798979 -0.004664711 0.000829003 -0.005493714 0.008656147 -0.634660426
418 12:00 1,099.70 1,103.20 418 12:00 181.85 181.95 7.005970326 5.203731924 1.802238402 0.002439423 0.000876383 0.001563041 0.007148091 0.21866544
419 12:30 1,103.30 1,103.75 419 12:30 181.95 181.85 7.006468752 5.203182171 1.80328658 0.001048178 0.001022316 2.58619E-05 0.007153383 0.003615344
420 13:00 1,103.65 1,107.35 420 13:00 181.85 181.90 7.009725053 5.203457086 1.806267967 0.002981387 0.000915523 0.002065863 0.007099953 0.290968609
421 13:30 1,107.90 1,108.85 421 13:30 181.90 183.40 7.011078721 5.21166956 1.799409161 -0.006858806 0.001010253 -0.007869059 0.007083554 -1.110891287
422 14:00 1,109.00 1,114.60 422 14:00 183.30 184.35 7.016250875 5.216836125 1.79941475 5.58906E-06 0.000939222 -0.000933633 0.007214699 -0.129407085
423 14:30 1,114.60 1,113.75 423 14:30 184.40 185.00 7.015487979 5.220355825 1.795132154 -0.004282597 0.000754267 -0.005036864 0.007058755 -0.713562656
424 15:00 1,114.10 1,108.00 424 15:00 185.00 185.60 7.010311867 5.22359382 1.786718047 -0.008414107 0.000632327 -0.009046434 0.006849066 -1.320827239
425 15:30 1,108.50 1,113.95 425 15:30 185.70 184.55 7.015667536 5.217920429 1.797747107 0.01102906 0.00040161 0.01062745 0.006893833 1.541587841 Sell -3.75
426 16:00 1,110.65 1,110.65 426 16:00 184.60 185.00 7.012700709 5.220355825 1.792344883 -0.005402223 0.000624083 -0.006026307 0.007157509 -0.84195585
427 09:30 1,114.00 1,114.00 427 09:30 184.80 184.80 7.01571242 5.219274159 1.796438261 0.004093378 0.000695759 0.003397619 0.007234826 0.469620036
428 10:00 1,114.00 1,112.45 428 10:00 184.80 187.40 7.014320069 5.23324537 1.781074699 -0.015363562 0.00052741 -0.015890972 0.00689191 -2.305742883 Buy -1.1
429 10:30 1,112.65 1,115.85 429 10:30 187.45 189.70 7.017371725 5.245443877 1.771927848 -0.009146851 0.000195017 -0.009341868 0.007104963 -1.314836852
430 11:00 1,115.55 1,115.50 430 11:00 189.85 188.90 7.017058014 5.241217775 1.775840239 0.003912391 -6.4544E-05 0.003976935 0.007217827 0.550987872
431 11:30 1,115.25 1,114.00 431 11:30 188.90 188.90 7.01571242 5.241217775 1.774494646 -0.001345593 7.8136E-05 -0.001423729 0.007249656 -0.196385787
432 12:00 1,113.50 1,103.15 432 12:00 188.85 187.00 7.005925003 5.231108617 1.774816386 0.00032174 -1.72045E-05 0.000338944 0.006603611 0.051327142
433 12:30 1,103.15 1,073.75 433 12:30 187.05 185.90 6.978912473 5.225208895 1.753703579 -0.021112807 3.26226E-05 -0.02114543 0.006438673 -3.284128586 Buy -27.3
434 13:00 1,072.75 1,100.95 434 13:00 185.80 185.80 7.003928722 5.224670826 1.779257896 0.025554317 -0.000259909 0.025814226 0.007356778 3.508903641 Sell 6.35
435 13:30 1,101.05 1,112.20 435 13:30 185.80 190.70 7.014095315 5.250701513 1.763393802 -0.015864094 0.000122533 -0.015986627 0.008749019 -1.827247873 Buy 11.65
436 14:00 1,112.60 1,102.80 436 14:00 190.70 192.95 7.005607679 5.262431088 1.743176591 -0.020217211 4.97475E-05 -0.020266958 0.009174548 -2.209041628 Buy -0.2
437 14:30 1,102.90 1,101.80 437 14:30 192.90 191.75 7.004700485 5.25619244 1.748508045 0.005331454 -0.000918253 0.006249707 0.009765614 0.63997066
438 15:00 1,102.50 1,086.60 438 15:00 191.75 192.60 6.990808834 5.260615499 1.730193335 -0.01831471 -0.000792162 -0.017522548 0.009836119 -1.781449381 Buy 9.55
439 15:30 1,086.20 1,074.80 439 15:30 192.70 190.35 6.979889877 5.248864483 1.731025394 0.000832059 -0.001073149 0.001905208 0.010277947 0.185368537
440 16:00 1,076.00 1,076.00 440 16:00 190.35 191.70 6.981005741 5.25593165 1.725074091 -0.005951303 -0.001001346 -0.004949957 0.01023781 -0.483497673
441 09:30 1,087.00 1,094.45 441 09:30 191.70 190.05 6.998007233 5.247287195 1.750720038 0.025645947 -0.001114776 0.026760723 0.010265028 2.606979954 Sell 8
442 10:00 1,094.25 1,109.70 442 10:00 195.25 197.30 7.011844988 5.284725413 1.727119574 -0.023600463 -0.000452213 -0.02314825 0.011375614 -2.034901255 Buy 2.5
443 10:30 1,109.75 1,110.20 443 10:30 197.30 200.30 7.012295458 5.299816243 1.712479216 -0.014640359 -0.001147032 -0.013493326 0.012076135 -1.117354763
444 11:00 1,110.05 1,109.55 444 11:00 200.30 200.45 7.011709807 5.300564839 1.711144968 -0.001334248 -0.001294134 -4.01145E-05 0.01220149 -0.00328767
445 11:30 1,109.55 1,111.50 445 11:30 200.35 200.55 7.013465733 5.301063592 1.712402141 0.001257174 -0.001342687 0.00259986 0.011597401 0.224176119
446 12:00 1,111.50 1,113.00 446 12:00 200.60 200.10 7.014814351 5.298817242 1.71599711 0.003594968 -0.001299602 0.00489457 0.01153236 0.424420507
447 12:30 1,112.70 1,111.85 447 12:30 200.05 201.10 7.013780574 5.303802297 1.709978277 -0.006018833 -0.000992208 -0.005026625 0.011588397 -0.433763596
448 13:00 1,111.70 1,115.50 448 13:00 201.05 201.65 7.017058014 5.306533521 1.710524493 0.000546216 -0.001378734 0.00192495 0.011591792 0.166061424
449 13:30 1,115.75 1,113.05 449 13:30 201.80 203.55 7.014859274 5.315911675 1.698947599 -0.011576894 -0.001477877 -0.010099017 0.01160534 -0.870204304
450 14:00 1,112.50 1,118.85 450 14:00 203.60 204.00 7.020056651 5.318119994 1.701936657 0.002989058 -0.001744518 0.004733576 0.011664083 0.405824977
451 14:30 1,119.05 1,124.70 451 14:30 203.95 203.50 7.025271612 5.315666005 1.709605608 0.00766895 -0.001354286 0.009023237 0.011693549 0.771642258
452 15:00 1,124.80 1,125.95 452 15:00 203.50 203.65 7.026382403 5.316402834 1.709979569 0.000373961 -0.001362305 0.001736266 0.011806832 0.147056065
453 15:30 1,126.00 1,123.00 453 15:30 203.60 204.10 7.023758955 5.31861007 1.705148885 -0.004830684 -0.001476235 -0.003354449 0.011801911 -0.284229307
454 16:00 1,123.95 1,123.95 454 16:00 204.15 205.25 7.024604545 5.324228748 1.700375797 -0.004773088 -0.001628703 -0.003144384 0.011794392 -0.266599943
455 09:30 1,143.00 1,139.65 455 09:30 204.95 204.95 7.038476477 5.322766047 1.71571043 0.015334633 -0.001654746 0.016989379 0.011796443 1.440212048
456 10:00 1,140.00 1,149.80 456 10:00 211.70 214.10 7.047343293 5.366443196 1.680900098 -0.034810332 -0.001440531 -0.033369802 0.012201127 -2.734976887 Buy 4.65
457 10:30 1,149.85 1,148.05 457 10:30 214.00 217.00 7.04582013 5.379897354 1.665922776 -0.014977321 -0.002145889 -0.012831432 0.013264446 -0.967355296
458 11:00 1,148.20 1,142.95 458 11:00 217.00 218.35 7.041367918 5.38609928 1.655268638 -0.010654138 -0.002334233 -0.008319905 0.013414373 -0.620223134
459 11:30 1,143.00 1,145.80 459 11:30 218.30 216.60 7.043858362 5.378052335 1.665806027 0.010537389 -0.002624438 0.013161827 0.013376368 0.983961219
460 12:00 1,145.95 1,142.85 460 12:00 216.60 216.15 7.041280422 5.375972611 1.66530781 -0.000498217 -0.00237924 0.001881023 0.01348712 0.139468095
461 12:30 1,142.85 1,143.80 461 12:30 216.20 215.40 7.042111331 5.372496765 1.669614567 0.004306756 -0.002290621 0.006597377 0.01346051 0.490128328
462 13:00 1,143.80 1,141.00 462 13:00 215.40 215.20 7.03966035 5.371567828 1.668092522 -0.001522045 -0.002129195 0.00060715 0.013467874 0.045081321
463 13:30 1,141.00 1,145.00 463 13:30 215.30 216.20 7.043159916 5.376203905 1.666956011 -0.001136511 -0.002289183 0.001152672 0.013467002 0.08559235
464 14:00 1,145.00 1,140.30 464 14:00 216.15 217.05 7.039046665 5.380127742 1.658918923 -0.008037088 -0.002676492 -0.005360596 0.013455995 -0.39837979
465 14:30 1,140.95 1,142.90 465 14:30 217.00 216.75 7.041324171 5.378744616 1.662579555 0.003660632 -0.002936753 0.006597385 0.013084639 0.504208413
466 15:00 1,142.60 1,140.20 466 15:00 216.80 219.40 7.038958965 5.390896548 1.648062417 -0.014517138 -0.002843803 -0.011673335 0.012037808 -0.969722657
467 15:30 1,140.45 1,138.00 467 15:30 219.45 218.90 7.037027615 5.388615005 1.64841261 0.000350193 -0.003128025 0.003478219 0.011995032 0.289971628
468 16:00 1,137.00 1,137.90 468 16:00 219.00 220.50 7.036939737 5.395897695 1.641042042 -0.007370568 -0.003027727 -0.00434284 0.011614935 -0.373901387
469 09:30 1,148.90 1,140.80 469 09:30 220.00 220.00 7.03948505 5.393627546 1.645857503 0.004815461 -0.003223927 0.008039388 0.01153291 0.69708238
470 10:00 1,140.80 1,144.00 470 10:00 218.60 217.45 7.042286172 5.381968939 1.660317233 0.01445973 -0.003148582 0.017608311 0.011285847 1.560211788 Sell 27.85
471 10:30 1,144.55 1,169.50 471 10:30 217.40 215.10 7.064331586 5.371103036 1.69322855 0.032911317 -0.002919015 0.035830332 0.011687114 3.065797979 Sell 7.15
472 11:00 1,169.55 1,177.00 472 11:00 215.10 215.45 7.070724107 5.372728864 1.697995243 0.004766693 -0.002123612 0.006890306 0.01325891 0.51967362
473 11:30 1,177.60 1,185.45 473 11:30 215.45 219.50 7.077877728 5.391352233 1.686525496 -0.011469747 -0.00202839 -0.009441357 0.012358543 -0.76395393
474 12:00 1,185.30 1,183.65 474 12:00 219.50 217.85 7.076358164 5.383806753 1.692551411 0.006025915 -0.002172133 0.008198048 0.011822433 0.693431597
475 12:30 1,183.35 1,182.00 475 12:30 217.75 217.80 7.074963198 5.38357721 1.691385987 -0.001165424 -0.001883333 0.000717909 0.011626717 0.061746505
476 13:00 1,182.40 1,191.70 476 13:00 217.70 217.85 7.083136138 5.383806753 1.699329386 0.007943398 -0.002127222 0.01007062 0.011626422 0.866184013
477 13:30 1,191.80 1,192.15 477 13:30 217.75 218.00 7.083513679 5.384495063 1.699018616 -0.00031077 -0.00186031 0.00154954 0.011724346 0.132164324
478 14:00 1,192.15 1,190.00 478 14:00 217.95 218.45 7.081708586 5.386557155 1.695151431 -0.003867185 -0.001948393 -0.001918792 0.011700706 -0.163989447
479 14:30 1,190.00 1,191.10 479 14:30 218.40 217.95 7.082632529 5.384265679 1.69836685 0.003215419 -0.001718465 0.004933885 0.011673519 0.422656162
480 15:00 1,191.10 1,200.60 480 15:00 217.95 218.15 7.090576711 5.3851829 1.705393811 0.007026961 -0.00147122 0.008498181 0.011691159 0.726889555
481 15:30 1,201.00 1,210.20 481 15:30 218.15 217.90 7.098540914 5.384036242 1.714504672 0.009110861 -0.001408929 0.01051979 0.011574796 0.908853147
482 16:00 1,207.10 1,207.10 482 16:00 218.00 217.60 7.095976068 5.382658515 1.713317553 -0.00118712 -0.001199799 1.268E-05 0.011675609 0.001086022
483 09:30 1,215.00 1,206.00 483 09:30 218.00 218.00 7.095064377 5.384495063 1.710569314 -0.002748238 -0.001229977 -0.001518262 0.011600061 -0.130883926
484 10:00 1,206.05 1,201.70 484 10:00 221.75 222.05 7.0914925 5.402902582 1.688589918 -0.021979396 -0.000862685 -0.021116711 0.011611329 -1.818629973 Buy -2.25
485 10:30 1,202.00 1,203.50 485 10:30 222.05 221.60 7.092989257 5.400873955 1.692115302 0.003525384 -0.00181336 0.005338744 0.012241478 0.436119221
486 11:00 1,203.60 1,202.00 486 11:00 221.60 221.45 7.091742115 5.40019683 1.691545285 -0.000570018 -0.00142557 0.000855552 0.012236425 0.069918488
487 11:30 1,201.70 1,206.55 487 11:30 221.40 220.80 7.095520326 5.397257314 1.698263012 0.006717727 -0.001032626 0.007750353 0.011888988 0.651893444
488 12:00 1,206.15 1,204.00 488 12:00 220.70 221.40 7.093404626 5.39997102 1.693433606 -0.004829406 -0.001004901 -0.003824506 0.010137262 -0.377272079
489 12:30 1,204.00 1,203.70 489 12:30 221.50 222.00 7.093155425 5.402677382 1.690478044 -0.002955562 -0.000735195 -0.002220367 0.009776222 -0.227119171
490 13:00 1,203.00 1,201.50 490 13:00 222.00 221.70 7.091326055 5.401325117 1.690000939 -0.000477105 -0.000810947 0.000333842 0.009568846 0.034888434
491 13:30 1,201.35 1,199.40 491 13:30 221.75 221.80 7.089576711 5.401776075 1.687800636 -0.002200303 -0.000701463 -0.00149884 0.009411309 -0.159259429
492 14:00 1,199.40 1,198.55 492 14:00 221.70 220.25 7.088867772 5.394763265 1.694104507 0.006303871 -0.001258388 0.007562259 0.009423974 0.802449063
493 14:30 1,198.05 1,202.90 493 14:30 220.30 220.15 7.092490587 5.394309132 1.698181455 0.004076948 -0.000660301 0.004737249 0.009456043 0.500975842
494 15:00 1,202.15 1,190.55 494 15:00 220.15 223.15 7.082170664 5.407844191 1.674326473 -0.023854982 -0.000285955 -0.023569026 0.009463878 -2.490419436 Buy -6.5
495 15:30 1,190.85 1,195.00 495 15:30 223.15 221.10 7.085901464 5.398615088 1.687286377 0.012959903 -0.00073637 0.013696273 0.010459717 1.309430549
496 16:00 1,193.20 1,193.20 496 16:00 221.05 221.50 7.084394053 5.400422589 1.683971463 -0.003314913 -0.000502315 -0.002812598 0.010585098 -0.265713001
497 09:30 1,201.00 1,208.00 497 09:30 220.50 220.50 7.096721378 5.395897695 1.700823684 0.01685222 -0.000640513 0.017492733 0.010598921 1.650425838 Sell 5.7
498 10:00 1,207.05 1,209.40 498 10:00 219.95 216.20 7.097879648 5.376203905 1.721675743 0.020852059 -0.000183092 0.021035151 0.010596111 1.985176476 Sell -12.05
499 10:30 1,209.40 1,198.65 499 10:30 216.20 217.50 7.088951202 5.382198851 1.706752352 -0.014923391 0.000223025 -0.015146416 0.01113503 -1.360249225
500 11:00 1,198.50 1,198.95 500 11:00 217.50 217.70 7.089201453 5.383117968 1.706083484 -0.000668867 0.000156095 -0.000824963 0.011433734 -0.072151626
501 11:30 1,198.90 1,197.25 501 11:30 217.70 217.35 7.087782539 5.381508957 1.706273582 0.000190097 8.29365E-05 0.000107161 0.011433062 0.009372882
502 12:00 1,197.45 1,196.10 502 12:00 217.35 218.70 7.086821543 5.387700928 1.699120615 -0.007152966 -6.66405E-05 -0.007086326 0.011197137 -0.632869455
503 12:30 1,196.10 1,190.25 503 12:30 218.70 218.60 7.081918648 5.387243576 1.694675072 -0.004445543 -0.000217179 -0.004228364 0.009654524 -0.437967106
504 13:00 1,190.40 1,194.00 504 13:00 218.60 218.50 7.085064294 5.386786015 1.698278279 0.003603207 -0.000209476 0.003812683 0.009650735 0.39506661
505 13:30 1,194.10 1,186.65 505 13:30 218.40 218.45 7.07888949 5.386557155 1.692332335 -0.005945945 -4.19504E-05 -0.005903994 0.009436505 -0.625654778
506 14:00 1,187.60 1,178.70 506 14:00 218.50 217.90 7.072167415 5.384036242 1.688131173 -0.004201161 -0.000467562 -0.0037336 0.009442679 -0.395396226
507 14:30 1,178.55 1,177.05 507 14:30 217.90 214.70 7.070766587 5.369241705 1.701524882 0.013393709 0.000144622 0.013249088 0.009470792 1.398941929
508 15:00 1,177.00 1,185.85 508 15:00 214.35 215.30 7.078215096 5.372032404 1.706182692 0.004657809 0.000712042 0.003945767 0.009673601 0.407890193
509 15:30 1,185.85 1,184.30 509 15:30 215.30 216.25 7.076907162 5.376435146 1.700472016 -0.005710676 0.001018281 -0.006728957 0.009708167 -0.693123273
510 16:00 1,187.45 1,187.45 510 16:00 216.25 216.80 7.07956343 5.37897527 1.70058816 0.000116144 0.00069332 -0.000577175 0.009739703 -0.05926007
511 09:30 1,182.40 1,192.80 511 09:30 216.85 216.85 7.084058763 5.37920587 1.704852893 0.004264733 0.000705607 0.003559126 0.009723311 0.366040547
512 10:00 1,192.85 1,197.05 512 10:00 212.80 210.65 7.087615476 5.350197988 1.737417487 0.032564594 0.000704767 0.031859828 0.009669958 3.294722434 Sell 5.5
513 10:30 1,197.00 1,203.65 513 10:30 210.65 211.75 7.093113886 5.355406334 1.737707552 0.000290065 0.001386499 -0.001096434 0.011203811 -0.097862614
514 11:00 1,203.50 1,200.80 514 11:00 211.75 212.10 7.09074328 5.357057862 1.733685419 -0.004022134 0.001415031 -0.005437164 0.011198486 -0.485526754
515 11:30 1,200.60 1,198.90 515 11:30 212.10 212.80 7.089159749 5.360352757 1.728806991 -0.004878428 0.00149533 -0.006373757 0.011214216 -0.568364047
516 12:00 1,199.00 1,197.70 516 12:00 212.80 212.25 7.08815833 5.357764825 1.730393505 0.001586514 0.001324549 0.000261965 0.01045391 0.025059024
517 12:30 1,197.15 1,202.70 517 12:30 212.25 213.05 7.092324308 5.36152688 1.730797428 0.000403924 0.001646622 -0.001242698 0.010445933 -0.118964784
518 13:00 1,203.15 1,202.60 518 13:00 213.05 215.15 7.092241159 5.371335459 1.720905699 -0.009891729 0.001647696 -0.011539425 0.010441788 -1.105119722
519 13:30 1,202.80 1,201.25 519 13:30 215.20 215.70 7.09111796 5.373888553 1.717229407 -0.003676292 0.001597273 -0.005273566 0.010577978 -0.498541908
520 14:00 1,201.15 1,209.05 520 14:00 215.65 215.00 7.097590206 5.370638028 1.726952178 0.009722771 0.001427438 0.008295333 0.010559788 0.785558712
521 14:30 1,209.05 1,205.80 521 14:30 215.00 216.80 7.094898526 5.37897527 1.715923256 -0.011028922 0.001332699 -0.012361621 0.010655861 -1.160077111
522 15:00 1,205.55 1,207.55 522 15:00 217.00 216.55 7.096348793 5.377821468 1.718527325 0.002604068 0.000453894 0.002150174 0.010876687 0.197686514
523 15:30 1,207.55 1,218.00 523 15:30 216.65 217.20 7.104965448 5.380818588 1.72414686 0.005619535 0.000410642 0.005208894 0.010866201 0.479366589
524 16:00 1,212.85 1,212.85 524 16:00 217.25 217.10 7.100728241 5.380358077 1.720370164 -0.003776696 0.000752427 -0.004529123 0.010855738 -0.41721008
525 09:30 1,214.00 1,215.85 525 09:30 216.35 216.35 7.1031987 5.376897467 1.726301233 0.005931069 0.000556375 0.005374694 0.010872421 0.494341971
526 10:00 1,215.85 1,202.25 526 10:00 218.00 218.15 7.09195008 5.3851829 1.706767181 -0.019534052 0.000698305 -0.020232357 0.009901421 -2.043379171 Buy 11.1
527 10:30 1,202.50 1,190.65 527 10:30 218.20 217.65 7.082254655 5.382888268 1.699366387 -0.007400793 0.000148756 -0.007549549 0.010375714 -0.727617286
528 11:00 1,190.45 1,190.00 528 11:00 217.65 217.35 7.081708586 5.381508957 1.700199629 0.000833241 6.95543E-06 0.000826286 0.010453139 0.079046667
529 11:30 1,189.50 1,193.95 529 11:30 217.30 216.55 7.085022417 5.377821468 1.707200949 0.007001321 0.000100964 0.006900357 0.010003954 0.689762945
530 12:00 1,193.90 1,193.45 530 12:00 216.65 215.80 7.084603551 5.374352053 1.710251498 0.003050549 0.000176682 0.002873867 0.009327087 0.30812053
531 12:30 1,193.40 1,187.25 531 12:30 215.75 216.25 7.079394987 5.376435146 1.702959842 -0.007291657 9.71537E-05 -0.007388811 0.008949486 -0.825612876
532 13:00 1,186.80 1,185.95 532 13:00 216.25 215.15 7.07829942 5.371335459 1.706963961 0.004004119 -0.000230897 0.004235016 0.009047283 0.468098084
533 13:30 1,186.00 1,190.05 533 13:30 215.20 215.05 7.081750602 5.370870559 1.710880043 0.003916082 -0.000127072 0.004043154 0.009077254 0.445415964
534 14:00 1,190.05 1,190.70 534 14:00 215.05 215.80 7.082296648 5.374352053 1.707944596 -0.002935447 6.21457E-06 -0.002941662 0.009003002 -0.326742308
535 14:30 1,190.60 1,189.05 535 14:30 215.80 216.50 7.080909948 5.377590547 1.703319401 -0.004625195 0.000387094 -0.005012289 0.008980082 -0.558156217
536 15:00 1,189.45 1,189.10 536 15:00 216.50 216.70 7.080951997 5.378513909 1.702438089 -0.000881312 0.000224082 -0.001105394 0.009004676 -0.122757725
537 15:30 1,189.25 1,183.00 537 15:30 216.65 216.50 7.075808864 5.377590547 1.698218317 -0.004219772 0.000217856 -0.004437628 0.008935834 -0.496610463
538 16:00 1,183.00 1,186.15 538 16:00 216.55 215.90 7.078468047 5.374815338 1.70365271 0.005434393 -8.93909E-07 0.005435287 0.008936148 0.608235972
539 09:30 1,188.95 1,194.95 539 09:30 215.90 215.50 7.085859622 5.37296091 1.712898713 0.009246003 0.000204382 0.009041621 0.008658175 1.044287178
540 10:00 1,194.80 1,199.00 540 10:00 213.35 214.50 7.089243155 5.368309738 1.720933417 0.008034704 0.000448413 0.00758629 0.008777631 0.864275345
541 10:30 1,199.00 1,198.95 541 10:30 214.65 218.00 7.089201453 5.384495063 1.70470639 -0.016227027 0.00061865 -0.016845676 0.008815325 -1.910953556 Buy 0.65
542 11:00 1,198.95 1,197.80 542 11:00 218.10 217.50 7.08824182 5.382198851 1.706042969 0.001336579 0.000338115 0.000998464 0.009323018 0.107096682
543 11:30 1,197.85 1,190.00 543 11:30 217.55 217.45 7.081708586 5.381968939 1.699739647 -0.006303322 0.000238769 -0.006542091 0.00929455 -0.703863188
544 12:00 1,190.00 1,175.00 544 12:00 217.40 215.75 7.069023427 5.37412033 1.694903097 -0.00483655 3.11638E-05 -0.004867714 0.007130195 -0.682690236
545 12:30 1,175.00 1,178.95 545 12:30 215.80 213.75 7.072379491 5.364807108 1.707572383 0.012669286 0.000411532 0.012257754 0.007153527 1.713525819 Sell 6.25
546 13:00 1,178.55 1,185.55 546 13:00 213.65 214.10 7.077962081 5.366443196 1.711518885 0.003946502 0.00040572 0.003540782 0.007564455 0.468081605
547 13:30 1,185.50 1,185.25 547 13:30 214.05 215.90 7.077709002 5.374815338 1.702893664 -0.008625221 0.000550948 -0.009176169 0.007573551 -1.211607225
548 14:00 1,185.25 1,185.40 548 14:00 215.80 215.50 7.077835549 5.37296091 1.70487464 0.001980976 4.13996E-05 0.001939576 0.007698234 0.251950766
549 14:30 1,185.40 1,183.55 549 14:30 215.40 214.70 7.076273676 5.369241705 1.707031971 0.002157331 -0.000336022 0.002493353 0.007712248 0.323297828
550 15:00 1,183.55 1,184.70 550 15:00 214.70 214.40 7.077244857 5.367843429 1.709401428 0.002369457 5.59238E-06 0.002363865 0.007542411 0.313409685
551 15:30 1,184.70 1,186.90 551 15:30 214.40 214.20 7.079100145 5.366910158 1.712189987 0.002788559 6.63589E-05 0.0027222 0.0075343 0.361307659
552 16:00 1,185.65 1,185.65 552 16:00 214.30 214.85 7.078046426 5.36994011 1.708106316 -0.004083671 0.000118328 -0.004201999 0.007328395 -0.573385991
553 09:30 1,197.00 1,203.80 553 09:30 213.85 213.85 7.093238499 5.365274835 1.727963664 0.019857348 0.000179714 0.019677634 0.007097556 2.772452113 Sell -14.15
554 10:00 1,203.25 1,197.00 554 10:00 219.00 221.20 7.087573706 5.39906727 1.688506436 -0.039457229 0.000665772 -0.040123 0.007953806 -5.0445033 Buy 4.45
555 10:30 1,197.05 1,192.25 555 10:30 221.20 220.90 7.083597557 5.39771011 1.685887447 -0.002618989 -0.000195437 -0.002423552 0.010622431 -0.228154194
556 11:00 1,192.00 1,194.00 556 11:00 220.90 221.25 7.085064294 5.399293284 1.68577101 -0.000116437 -0.000128898 1.24611E-05 0.01061492 0.00117392
557 11:30 1,193.95 1,196.15 557 11:30 221.25 221.60 7.086863345 5.400873955 1.68598939 0.00021838 -4.72033E-05 0.000265583 0.010536442 0.02520614
558 12:00 1,196.15 1,194.00 558 12:00 221.55 221.90 7.085064294 5.40222683 1.682837464 -0.003151926 -0.00031071 -0.002841216 0.009980031 -0.284690084
559 12:30 1,193.50 1,194.35 559 12:30 221.95 221.45 7.085357383 5.40019683 1.685160553 0.002323089 -0.000466905 0.002789993 0.009913471 0.281434588
560 13:00 1,194.20 1,195.20 560 13:00 221.40 220.95 7.086068814 5.397936432 1.688132383 0.00297183 -0.000306229 0.003278059 0.009923922 0.330318927
561 13:30 1,195.20 1,191.15 561 13:30 221.00 222.00 7.082674506 5.402677382 1.679997124 -0.008135259 -0.000249116 -0.007886143 0.009848699 -0.800729397
562 14:00 1,190.80 1,192.00 562 14:00 222.00 221.50 7.083387848 5.400422589 1.682965258 0.002968134 -0.000497115 0.003465249 0.009914612 0.349509345
563 14:30 1,192.00 1,189.80 563 14:30 221.50 221.60 7.081540505 5.400873955 1.68066655 -0.002298708 -0.001089045 -0.001209664 0.00986789 -0.122585848
564 15:00 1,189.05 1,185.95 564 15:00 221.55 221.40 7.07829942 5.39997102 1.6783284 -0.00233815 -0.00114082 -0.00119733 0.00983378 -0.121756839
565 15:30 1,185.95 1,179.95 565 15:30 221.45 220.75 7.073227344 5.397030839 1.676196504 -0.002131896 -0.00110714 -0.001024755 0.009796862 -0.104600359
566 16:00 1,179.55 1,184.20 566 16:00 220.80 221.05 7.07682272 5.39838892 1.6784338 0.002237296 -0.00105221 0.003289505 0.00979277 0.335911646
567 09:30 1,188.70 1,188.30 567 09:30 221.65 221.65 7.080278993 5.401099561 1.679179432 0.000745632 -0.001039194 0.001784826 0.009786215 0.182381681
568 10:00 1,188.90 1,192.10 568 10:00 222.80 224.15 7.083471737 5.412315471 1.671156266 -0.008023166 -0.00103236 -0.006990806 0.009790142 -0.714065876
569 10:30 1,191.75 1,197.00 569 10:30 224.10 223.55 7.087573706 5.409635103 1.677938603 0.006782337 -0.000994989 0.007777325 0.009858663 0.788882373
570 11:00 1,197.00 1,193.25 570 11:00 223.45 222.75 7.084435956 5.406050066 1.67838589 0.000447287 -0.000785816 0.001233103 0.009890331 0.124677602
571 11:30 1,193.25 1,188.50 571 11:30 222.75 223.15 7.080447287 5.407844191 1.672603096 -0.005782794 -0.000971326 -0.004811468 0.009716269 -0.495197068
572 12:00 1,188.80 1,187.55 572 12:00 223.10 222.55 7.07964764 5.405151795 1.674495845 0.001892749 -0.000866403 0.002759152 0.009598846 0.287446242
573 12:30 1,187.55 1,186.50 573 12:30 222.55 222.80 7.078763076 5.406274508 1.672488568 -0.002007277 -0.00088063 -0.001126647 0.009220104 -0.122194653
574 13:00 1,186.55 1,184.50 574 13:00 222.70 222.50 7.077076024 5.404927102 1.672148922 -0.000339646 -0.001033166 0.00069352 0.009211721 0.075286694
575 13:30 1,184.65 1,180.50 575 13:30 222.50 221.70 7.073693357 5.401325117 1.67236824 0.000219318 -0.000964425 0.001183743 0.009161187 0.129212812
576 14:00 1,180.50 1,180.55 576 14:00 221.65 220.80 7.073735711 5.397257314 1.676478396 0.004110156 -0.00107866 0.005188816 0.009133549 0.568105142
577 14:30 1,180.55 1,181.10 577 14:30 220.80 221.00 7.074201487 5.398162702 1.676038785 -0.000439611 -0.000605776 0.000166165 0.008839734 0.018797469
578 15:00 1,180.65 1,181.05 578 15:00 220.90 221.00 7.074159152 5.398162702 1.675996451 -4.23343E-05 -0.000466552 0.000424218 0.008792849 0.048245763
579 15:30 1,181.95 1,181.00 579 15:30 221.00 221.10 7.074116816 5.398615088 1.675501728 -0.000494722 -0.000484064 -1.06589E-05 0.0086839 -0.001227432
580 16:00 1,180.75 1,180.75 580 16:00 221.15 221.05 7.073905109 5.39838892 1.675516189 1.44602E-05 -0.000633984 0.000648445 0.008668199 0.074807301
581 09:30 1,187.00 1,182.00 581 09:30 221.35 221.35 7.074963198 5.399745159 1.675218039 -0.00029815 -0.000694706 0.000396556 0.008651142 0.04583863
582 10:00 1,182.05 1,180.85 582 10:00 219.90 221.00 7.073989797 5.398162702 1.675827096 0.000609057 -0.000554836 0.001163893 0.008629578 0.134872511
583 10:30 1,180.75 1,179.80 583 10:30 221.05 221.10 7.073100212 5.398615088 1.674485124 -0.001341972 -0.000622737 -0.000719235 0.008605664 -0.083576885
584 11:00 1,179.75 1,178.10 584 11:00 221.15 221.10 7.07165825 5.398615088 1.673043162 -0.001441961 -0.000727898 -0.000714063 0.008588825 -0.083138602
585 11:30 1,177.60 1,171.75 585 11:30 221.10 220.55 7.066253637 5.396124427 1.67012921 -0.002913952 -0.000698029 -0.002215923 0.007659347 -0.289309713
586 12:00 1,171.15 1,167.70 586 12:00 220.55 219.95 7.062791281 5.393400248 1.669391033 -0.000738177 -0.000663804 -7.43732E-05 0.003151669 -0.023598021
587 12:30 1,167.75 1,169.05 587 12:30 219.90 219.75 7.063946732 5.392490537 1.671456196 0.002065162 -0.000660941 0.002726103 0.003129389 0.871129664
588 13:00 1,169.40 1,167.70 588 13:00 219.65 219.95 7.062791281 5.393400248 1.669391033 -0.002065162 -0.000535242 -0.00152992 0.003163394 -0.48363239
589 13:30 1,168.05 1,170.05 589 13:30 220.00 219.60 7.064801762 5.39180771 1.672994052 0.003603019 -0.000685234 0.004288253 0.003173599 1.351226909
590 14:00 1,170.20 1,170.60 590 14:00 219.65 218.85 7.065271717 5.388386564 1.676885153 0.003891101 -0.000798093 0.004689194 0.003219528 1.456485128
591 14:30 1,170.60 1,178.50 591 14:30 218.95 219.35 7.071997722 5.390668628 1.681329095 0.004443942 -0.000880965 0.005324907 0.003274249 1.626298811 Sell 1.55
592 15:00 1,178.35 1,181.95 592 15:00 219.35 221.25 7.074920896 5.399293284 1.675627612 -0.005701483 -0.000467546 -0.005233937 0.003332937 -1.570367862 Buy 2.6
593 15:30 1,182.20 1,183.60 593 15:30 221.10 225.50 7.076315921 5.418320159 1.657995762 -0.01763185 -0.000608307 -0.017023543 0.003164678 -5.37923334 Buy 1.95
594 16:00 1,183.75 1,183.20 594 16:00 225.55 227.05 7.075977911 5.425170258 1.650807654 -0.007188108 -0.000834878 -0.00635323 0.004408446 -1.441149702
595 09:30 1,198.00 1,195.00 595 09:30 227.05 226.40 7.085901464 5.422303346 1.663598118 0.012790464 -0.000881909 0.013672373 0.004548879 3.005657849 Sell -1.7
596 10:00 1,195.00 1,200.00 596 10:00 230.00 233.10 7.090076836 5.451467546 1.63860929 -0.024988828 -0.000879485 -0.024109343 0.005166102 -4.666834306 Buy 3.25
597 10:30 1,199.50 1,195.75 597 10:30 233.00 232.10 7.086528883 5.447168313 1.639360569 0.00075128 -0.001458192 0.002209471 0.006787194 0.325535322
598 11:00 1,195.40 1,192.20 598 11:00 232.10 231.25 7.083555619 5.443499376 1.640056242 0.000695673 -0.001270662 0.001966335 0.006767236 0.290566954
599 11:30 1,192.00 1,194.35 599 11:30 231.30 231.40 7.085357383 5.444147815 1.641209569 0.001153326 -0.001296368 0.002449694 0.006766748 0.362019422
600 12:00 1,194.40 1,197.55 600 12:00 231.40 232.05 7.088033082 5.446952866 1.641080216 -0.000129352 -0.001316448 0.001187096 0.006661008 0.178215635
601 12:30 1,197.60 1,197.10 601 12:30 232.05 233.25 7.087657244 5.45211084 1.635546405 -0.005533812 -0.001366424 -0.004167388 0.006506901 -0.640456555
602 13:00 1,197.10 1,196.30 602 13:00 233.35 232.05 7.086988739 5.446952866 1.640035873 0.004489469 -0.001532872 0.006022341 0.006545327 0.920097746
603 13:30 1,196.65 1,195.20 603 13:30 232.10 232.65 7.086068814 5.449535178 1.636533636 -0.003502237 -0.001361409 -0.002140829 0.006575056 -0.325598532
604 14:00 1,195.35 1,198.70 604 14:00 232.70 231.90 7.088992915 5.446306244 1.642686671 0.006153035 -0.001828601 0.007981635 0.006565947 1.215610791
605 14:30 1,199.00 1,196.90 605 14:30 231.90 231.55 7.08749016 5.444795833 1.642694327 7.656E-06 -0.000916395 0.000924051 0.006695815 0.138004302
606 15:00 1,196.50 1,194.50 606 15:00 231.55 229.90 7.085482967 5.437644432 1.647838535 0.005144208 -0.000863862 0.00600807 0.00669718 0.897104453
607 15:30 1,194.40 1,187.60 607 15:30 229.95 229.05 7.079689743 5.43394032 1.645749423 -0.002089112 -0.00075865 -0.001330463 0.006783701 -0.196126416
608 16:00 1,193.25 1,193.25 608 16:00 229.00 225.80 7.084435956 5.419649652 1.664786304 0.019036882 -0.000804799 0.019841681 0.00672552 2.950207804 Sell 4.8
609 09:30 1,199.00 1,200.00 609 09:30 225.55 227.75 7.090076836 5.428248536 1.6618283 -0.002958005 -0.000361023 -0.002596981 0.00762794 -0.340456456
610 10:00 1,200.00 1,198.75 610 10:00 228.20 229.60 7.089034626 5.436338664 1.652695962 -0.009132338 -0.000466645 -0.008665693 0.007641817 -1.133983286
611 10:30 1,198.75 1,198.15 611 10:30 229.65 229.30 7.08853398 5.43503119 1.65350279 0.000806828 -0.000708728 0.001515556 0.007799089 0.194324786
612 11:00 1,198.80 1,198.85 612 11:00 229.25 229.30 7.089118043 5.43503119 1.654086853 0.000584063 -0.000529887 0.00111395 0.007802927 0.142760546
613 11:30 1,198.35 1,196.80 613 11:30 229.25 229.05 7.087406607 5.43394032 1.653466287 -0.000620566 -0.000577568 -4.29981E-05 0.007806088 -0.005508277
614 12:00 1,196.80 1,194.20 614 12:00 229.05 228.10 7.085231784 5.429784129 1.655447655 0.001981368 -0.000544005 0.002525373 0.007802434 0.323664803
615 12:30 1,194.00 1,194.65 615 12:30 228.15 227.70 7.085608534 5.428028973 1.657579561 0.002131907 -0.000457615 0.002589521 0.00781644 0.331291652
616 13:00 1,194.70 1,194.90 616 13:00 227.65 228.35 7.085817779 5.43087954 1.654938239 -0.002641322 -0.000372339 -0.002268983 0.007830167 -0.289774571
617 13:30 1,195.00 1,194.15 617 13:30 228.40 229.55 7.085189914 5.436120871 1.649069044 -0.005869196 -0.000469911 -0.005399285 0.007827517 -0.689782561
618 14:00 1,194.20 1,194.55 618 14:00 229.50 229.55 7.085524824 5.436120871 1.649403954 0.00033491 -0.000602208 0.000937118 0.007886962 0.118818625
619 14:30 1,195.00 1,197.30 619 14:30 229.50 228.70 7.087824301 5.432411101 1.6554132 0.006009246 -0.000435046 0.006444292 0.007873177 0.818512351
620 15:00 1,197.25 1,199.20 620 15:00 228.70 228.70 7.089409947 5.432411101 1.656998846 0.001585646 -0.000450508 0.002036154 0.007959979 0.255798933
621 15:30 1,199.25 1,200.00 621 15:30 228.70 230.05 7.090076836 5.438296677 1.651780159 -0.005218687 -0.000427741 -0.004790946 0.007933935 -0.603854889
622 16:00 1,199.30 1,199.30 622 16:00 230.00 229.90 7.089493332 5.437644432 1.6518489 6.87413E-05 -0.000416459 0.0004852 0.007933969 0.061154764
623 09:30 1,201.00 1,199.90 623 09:30 230.20 230.20 7.089993499 5.438948496 1.651045003 -0.000803898 -0.000452939 -0.000350959 0.0078761 -0.044559988
624 10:00 1,199.40 1,198.60 624 10:00 231.55 232.30 7.088909488 5.44802964 1.640879848 -0.010165154 -0.000428871 -0.009736283 0.007826597 -1.243999471
625 10:30 1,198.60 1,218.00 625 10:30 232.30 233.10 7.104965448 5.451467546 1.653497902 0.012618054 -0.000625381 0.013243435 0.007394053 1.791092836 Sell 1.75
626 11:00 1,218.15 1,220.10 626 11:00 233.15 233.45 7.106688102 5.452967921 1.65372018 0.000222278 -0.000377407 0.000599685 0.00765272 0.078362294
627 11:30 1,220.60 1,219.75 627 11:30 233.35 233.60 7.106401199 5.453610251 1.652790948 -0.000929232 -0.000455164 -0.000474068 0.00728117 -0.065108782
628 12:00 1,220.00 1,220.00 628 12:00 233.65 233.35 7.106606138 5.452539472 1.654066665 0.001275718 -0.000464957 0.001740674 0.005667289 0.307144115
629 12:30 1,220.00 1,218.60 629 12:30 233.35 233.05 7.105457938 5.451253023 1.654204915 0.00013825 -0.000438596 0.000576845 0.005668977 0.10175475
630 13:00 1,218.60 1,212.85 630 13:00 233.05 232.55 7.100728241 5.449105256 1.651622985 -0.00258193 -0.000425936 -0.002155993 0.005669136 -0.380303701
631 13:30 1,212.60 1,212.05 631 13:30 232.50 232.10 7.10006842 5.447168313 1.652900107 0.001277121 -0.000477864 0.001754985 0.005693472 0.308245172
632 14:00 1,212.05 1,213.15 632 14:00 232.00 232.25 7.100975562 5.447814378 1.653161184 0.000261077 -0.000446359 0.000707436 0.005695245 0.124215197
633 14:30 1,213.15 1,218.00 633 14:30 232.35 233.30 7.104965448 5.452325179 1.652640269 -0.000520915 -0.000453318 -6.75965E-05 0.00558873 -0.01209514
634 15:00 1,218.00 1,222.35 634 15:00 233.25 234.65 7.108530514 5.458095042 1.650435472 -0.002204797 -0.000436897 -0.0017679 0.005543818 -0.318895757
635 15:30 1,222.15 1,231.90 635 15:30 234.65 234.65 7.116312972 5.458095042 1.65821793 0.007782458 -0.000452154 0.008234611 0.005518163 1.492274135
636 16:00 1,228.15 1,228.15 636 16:00 234.70 235.15 7.113264251 5.460223608 1.653040643 -0.005177287 -0.000238226 -0.004939061 0.005581706 -0.884865899
637 09:30 1,234.00 1,234.65 637 09:30 234.85 234.85 7.118542808 5.458947012 1.659595796 0.006555153 -0.000327008 0.006882161 0.005673904 1.212949718
638 10:00 1,234.10 1,241.80 638 10:00 234.60 234.40 7.124317219 5.457029058 1.667288161 0.007692366 -0.000237208 0.007929574 0.005719257 1.386469305
639 10:30 1,241.80 1,241.00 639 10:30 234.40 233.70 7.123672785 5.454038242 1.669634544 0.002346382 -4.20574E-05 0.00238844 0.005846934 0.408494433
640 11:00 1,241.40 1,244.00 640 11:00 233.65 233.30 7.126087273 5.452325179 1.673762094 0.004127551 -6.71902E-05 0.004194741 0.004771123 0.879193559
641 11:30 1,244.20 1,241.00 641 11:30 233.35 233.90 7.123672785 5.454893674 1.668779112 -0.004982983 -6.24612E-05 -0.004920521 0.004786647 -1.027968405
642 12:00 1,241.00 1,238.25 642 12:00 233.90 233.70 7.121454371 5.454038242 1.66741613 -0.001362982 -0.000251 -0.001111982 0.004564501 -0.243615257
643 12:30 1,238.35 1,237.00 643 12:30 233.75 232.65 7.120444372 5.449535178 1.670909194 0.003493064 -0.00016423 0.003657294 0.004576557 0.799136441
644 13:00 1,237.00 1,234.45 644 13:00 232.70 232.35 7.118380806 5.448244856 1.67013595 -0.000773244 0.000258269 -0.001031513 0.00460913 -0.223797646
645 13:30 1,234.45 1,232.00 645 13:30 232.40 232.25 7.116394144 5.447814378 1.668579766 -0.001556184 0.000386566 -0.00194275 0.004610496 -0.421375409
646 14:00 1,232.15 1,230.90 646 14:00 232.25 232.00 7.115500888 5.446737372 1.668763516 0.00018375 9.9633E-05 8.41171E-05 0.004617348 0.01821762
647 14:30 1,230.85 1,237.00 647 14:30 232.00 231.90 7.120444372 5.446306244 1.674138128 0.005374612 0.000603085 0.004771527 0.004606567 1.035809751
648 15:00 1,237.00 1,236.10 648 15:00 231.95 232.45 7.119716541 5.448675148 1.671041393 -0.003096735 0.000695551 -0.003792287 0.004657135 -0.814296103
649 15:30 1,237.00 1,234.00 649 15:30 232.40 233.30 7.118016204 5.452325179 1.665691025 -0.005350367 0.000619703 -0.00597007 0.004553853 -1.310993339
650 16:00 1,234.00 1,237.30 650 16:00 233.25 233.55 7.120686865 5.453396187 1.667290678 0.001599653 0.000489629 0.001110024 0.004682087 0.237078843
651 09:30 1,240.00 1,233.70 651 09:30 233.60 233.60 7.117773063 5.453610251 1.664162812 -0.003127866 0.000524209 -0.003652075 0.004575705 -0.798144911
652 10:00 1,233.70 1,243.25 652 10:00 231.45 232.20 7.125484198 5.447599069 1.677885128 0.013722316 0.000572328 0.013149988 0.00461258 2.850896769 Sell 0.45
653 10:30 1,243.50 1,243.50 653 10:30 232.20 232.00 7.125685263 5.446737372 1.678947892 0.001062763 0.000756985 0.000305778 0.005095804 0.060005866
654 11:00 1,243.50 1,240.65 654 11:00 232.00 232.15 7.123390715 5.447383714 1.676007 -0.002940891 0.000848285 -0.003789176 0.005093903 -0.743865059
655 11:30 1,240.15 1,235.95 655 11:30 232.20 230.95 7.119595184 5.442201237 1.677393947 0.001386947 0.000666407 0.00072054 0.005131689 0.140409987
656 12:00 1,235.75 1,238.25 656 12:00 231.00 231.55 7.121454371 5.444795833 1.676658539 -0.000735409 0.000693992 -0.001429401 0.004710666 -0.303439311
657 12:30 1,238.25 1,239.20 657 12:30 231.60 232.45 7.122221289 5.448675148 1.673546141 -0.003112398 0.0005764 -0.003688798 0.004214032 -0.875360638
658 13:00 1,239.00 1,239.90 658 13:00 232.40 232.85 7.12278601 5.450394469 1.672391541 -0.0011546 0.000555934 -0.001710535 0.004270065 -0.400587488
659 13:30 1,239.90 1,242.95 659 13:30 232.85 232.50 7.125242865 5.448890225 1.67635264 0.0039611 0.000152105 0.003808995 0.004273016 0.891406729
660 14:00 1,243.60 1,244.50 660 14:00 232.50 232.90 7.126489122 5.450609177 1.675879945 -0.000472695 0.000290487 -0.000763182 0.004313523 -0.176927858
661 14:30 1,244.50 1,242.80 661 14:30 232.90 234.05 7.125122178 5.455534768 1.66958741 -0.006292535 0.00046368 -0.006756215 0.004317658 -1.564787071 Buy 1.95
662 15:00 1,242.80 1,239.95 662 15:00 234.10 233.15 7.122826335 5.451682023 1.671144312 0.001556902 0.000321692 0.00123521 0.004460715 0.276908466
663 15:30 1,240.00 1,239.90 663 15:30 233.15 233.15 7.12278601 5.451682023 1.671103987 -4.0325E-05 0.000341149 -0.000381474 0.004462456 -0.085485251
664 16:00 1,242.55 1,242.55 664 16:00 233.35 233.30 7.124920999 5.452325179 1.67259582 0.001491833 0.000352754 0.001139079 0.004463522 0.255197289
665 09:30 1,241.00 1,234.20 665 09:30 233.30 234.20 7.118178266 5.456175451 1.662002815 -0.010593005 0.000342963 -0.010935968 0.00446163 -2.451114787 Buy -7.75
666 10:00 1,234.00 1,240.15 666 10:00 234.00 232.40 7.122987619 5.448460025 1.674527594 0.012524779 8.84651E-05 0.012436314 0.004875328 2.550867214 Sell -2.05
667 10:30 1,240.10 1,237.05 667 10:30 232.35 231.35 7.120484792 5.443931715 1.676553077 0.002025483 0.000391787 0.001633695 0.005180423 0.315359453
668 11:00 1,237.10 1,236.00 668 11:00 231.30 230.95 7.119635638 5.442201237 1.677434401 0.000881325 0.000549681 0.000331644 0.005076578 0.065328238
669 11:30 1,236.20 1,237.80 669 11:30 230.80 229.85 7.121090889 5.437426922 1.683663967 0.006229566 0.000560609 0.005668957 0.0049616 1.142566232
670 12:00 1,237.30 1,240.20 670 12:00 229.75 230.05 7.123027936 5.438296677 1.684731259 0.001067292 0.000565015 0.000502277 0.00489821 0.102542954
671 12:30 1,240.65 1,239.25 671 12:30 230.00 230.15 7.122261637 5.43873127 1.683530367 -0.001200893 0.000554648 -0.001755541 0.00488776 -0.359170841
672 13:00 1,239.10 1,232.75 672 13:00 230.20 229.85 7.117002725 5.437426922 1.679575803 -0.003954564 0.000635004 -0.004589568 0.004849005 -0.946496907
673 13:30 1,232.80 1,232.50 673 13:30 229.85 229.60 7.116799906 5.436338664 1.680461241 0.000885439 0.000554538 0.000330901 0.004814948 0.068723608
674 14:00 1,233.00 1,226.50 674 14:00 229.65 229.75 7.111919864 5.436991761 1.674928102 -0.005533139 0.000588325 -0.006121464 0.004805236 -1.273915449
675 14:30 1,227.45 1,220.60 675 14:30 229.90 226.60 7.10709782 5.423186349 1.683911472 0.008983369 0.000680965 0.008302404 0.004885664 1.699340061 Sell -14.1
676 15:00 1,220.60 1,204.65 676 15:00 226.60 224.75 7.093944347 5.414988673 1.678955674 -0.004955798 0.000608271 -0.005564069 0.00513353 -1.083868042
677 15:30 1,206.25 1,206.10 677 15:30 224.70 225.00 7.095147293 5.416100402 1.67904689 9.12164E-05 0.00050471 -0.000413493 0.005213382 -0.079313854
678 16:00 1,206.35 1,206.35 678 16:00 225.00 226.40 7.095354551 5.422303346 1.673051204 -0.005995686 0.000525119 -0.006520805 0.005213498 -1.250754229
679 09:30 1,208.00 1,210.35 679 09:30 225.45 225.45 7.098664853 5.418098405 1.680566448 0.007515244 0.000379691 0.007135553 0.005246751 1.359994653
680 10:00 1,210.25 1,207.80 680 10:00 223.30 226.25 7.096555802 5.421640583 1.674915219 -0.005651229 0.000527231 -0.006178459 0.005384708 -1.147408495
681 10:30 1,207.25 1,203.55 681 10:30 226.25 225.45 7.093030802 5.418098405 1.674932397 1.71777E-05 0.000465845 -0.000448667 0.005395505 -0.083155697
682 11:00 1,203.25 1,194.00 682 11:00 225.30 225.00 7.085064294 5.416100402 1.668963892 -0.005968505 0.000440646 -0.006409151 0.005390259 -1.18902478
683 11:30 1,194.00 1,193.35 683 11:30 225.05 224.70 7.084519757 5.414766179 1.669753578 0.000789686 0.000316054 0.000473632 0.005473044 0.086539047
684 12:00 1,193.35 1,194.30 684 12:00 224.60 224.50 7.085315519 5.413875707 1.671439811 0.001686234 0.000342266 0.001343967 0.004863327 0.276347311
685 12:30 1,194.15 1,196.05 685 12:30 224.60 225.00 7.08677974 5.416100402 1.670679337 -0.000760474 0.000420087 -0.001180561 0.004870274 -0.242401325
686 13:00 1,196.00 1,195.35 686 13:00 225.00 224.75 7.086194309 5.414988673 1.671205635 0.000526298 0.000249228 0.00027707 0.004845683 0.057178638
687 13:30 1,195.10 1,193.40 687 13:30 224.70 225.05 7.084561655 5.4163226 1.668239055 -0.00296658 0.0003633 -0.00332988 0.004838915 -0.688145927
688 14:00 1,193.35 1,195.20 688 14:00 225.05 225.15 7.086068814 5.416766847 1.669301968 0.001062912 0.000172865 0.000890047 0.00486368 0.182998712
689 14:30 1,195.35 1,201.20 689 14:30 225.15 224.60 7.091076336 5.414321042 1.676755294 0.007453326 4.02761E-05 0.00741305 0.004840144 1.531576412 Sell -5.6
690 15:00 1,201.35 1,196.70 690 15:00 224.60 225.70 7.087323048 5.419206684 1.668116364 -0.00863893 0.000142415 -0.008781345 0.005023264 -1.748135191 Buy 1.4
691 15:30 1,196.70 1,193.95 691 15:30 225.70 224.35 7.085022417 5.413207332 1.671815085 0.003698721 -0.000112915 0.003811635 0.005210126 0.731582233
692 16:00 1,193.95 1,193.95 692 16:00 224.30 224.00 7.085022417 5.411646052 1.673376365 0.001561281 6.07195E-05 0.001500561 0.005258246 0.285372911
693 09:30 1,208.00 1,205.15 693 09:30 223.40 223.40 7.09435932 5.408963887 1.685395433 0.012019068 0.000119205 0.011899863 0.005139346 2.315443255 Sell -4.05
694 10:00 1,205.00 1,205.30 694 10:00 228.50 227.60 7.094483778 5.427589702 1.666894075 -0.018501358 0.000289725 -0.018791082 0.005562769 -3.378008876 Buy -8.25
695 10:30 1,205.75 1,214.30 695 10:30 227.60 228.35 7.101923058 5.43087954 1.671043518 0.004149443 -6.48375E-05 0.004214281 0.006523318 0.64603332
696 11:00 1,214.30 1,213.60 696 11:00 228.35 229.20 7.101346428 5.434594985 1.666751443 -0.004292075 4.9275E-05 -0.00434135 0.006562765 -0.661512382
697 11:30 1,213.15 1,216.00 697 11:30 229.10 228.80 7.103322063 5.43284826 1.670473803 0.00372236 -4.02415E-05 0.003762601 0.006318378 0.595501142
698 12:00 1,216.00 1,215.95 698 12:00 228.80 229.75 7.103280943 5.436991761 1.666289182 -0.004184621 -7.32865E-05 -0.004111334 0.0059297 -0.693346153
699 12:30 1,215.60 1,213.35 699 12:30 229.60 229.80 7.101140408 5.437209365 1.663931043 -0.002358139 -9.50442E-05 -0.002263095 0.005959252 -0.37976162
700 13:00 1,213.05 1,214.25 700 13:00 229.80 231.75 7.101881881 5.445659204 1.656222677 -0.007708366 -3.51997E-05 -0.007673166 0.005965682 -1.286217772
701 13:30 1,214.15 1,215.60 701 13:30 231.75 231.70 7.102993061 5.445443431 1.65754963 0.001326953 -0.00022136 0.001548313 0.005971831 0.259269348
702 14:00 1,215.60 1,218.00 702 14:00 231.70 233.15 7.104965448 5.451682023 1.653283425 -0.004266205 -0.000132264 -0.004133941 0.005974843 -0.691891177
703 14:30 1,218.00 1,223.80 703 14:30 233.20 233.75 7.109716051 5.454252168 1.655463883 0.002180458 -0.000492034 0.002672492 0.00600567 0.444994808
704 15:00 1,223.75 1,223.60 704 15:00 233.90 236.15 7.109552612 5.464467196 1.645085416 -0.010378467 -0.00046968 -0.009908787 0.006005319 -1.65000167 Buy -4
705 15:30 1,224.50 1,229.00 705 15:30 236.20 237.55 7.11395611 5.470378128 1.643577982 -0.001507434 -0.000618432 -0.000889002 0.006237599 -0.142523151
706 16:00 1,228.70 1,228.05 706 16:00 237.60 237.90 7.113182824 5.471850417 1.641332407 -0.002245575 -0.000676319 -0.001569255 0.006184796 -0.253727904
707 09:30 1,225.95 1,223.10 707 09:30 237.50 237.50 7.109143898 5.470167623 1.638976275 -0.002356132 -0.000706523 -0.00164961 0.005902299 -0.279485934
708 10:00 1,223.80 1,221.95 708 10:00 238.20 236.80 7.108203222 5.467215903 1.640987319 0.002011044 -0.000691397 0.002702442 0.005868074 0.460532987
709 10:30 1,221.95 1,223.55 709 10:30 236.80 237.20 7.109511748 5.468903667 1.640608081 -0.000379238 -0.000628084 0.000248846 0.00589321 0.042225946
710 11:00 1,223.55 1,222.70 710 11:00 237.25 237.05 7.108816807 5.468271089 1.640545718 -6.23635E-05 -0.000714891 0.000652528 0.005827712 0.111969799
711 11:30 1,222.70 1,222.85 711 11:30 237.00 238.90 7.108939479 5.476045054 1.632894425 -0.007651293 -0.000706685 -0.006944609 0.005611532 -1.237560242
712 12:00 1,222.95 1,222.00 712 12:00 238.90 238.80 7.10824414 5.475626382 1.632617758 -0.000276666 -0.00073386 0.000457193 0.005674479 0.080570092
713 12:30 1,222.10 1,222.45 713 12:30 238.60 238.10 7.108612321 5.472690753 1.635921567 0.003303809 -0.000770531 0.00407434 0.005672355 0.718280198
714 13:00 1,222.55 1,220.80 714 13:00 238.10 238.25 7.107261661 5.473320543 1.633941118 -0.001980449 -0.000703648 -0.001276801 0.005665981 -0.225345071
715 13:30 1,220.70 1,221.15 715 13:30 238.30 238.10 7.107548317 5.472690753 1.634857563 0.000916445 -0.000773094 0.001689539 0.005657579 0.298632917
716 14:00 1,221.25 1,220.75 716 14:00 238.10 238.85 7.107220703 5.47583574 1.631384963 -0.0034726 -0.000542905 -0.002929695 0.00564637 -0.518863493
717 14:30 1,220.50 1,225.20 717 14:30 238.80 240.00 7.110859375 5.480638923 1.630220452 -0.001164511 -0.000862853 -0.000301659 0.005660645 -0.053290548
718 15:00 1,225.20 1,213.55 718 15:00 239.95 238.25 7.101305227 5.473320543 1.627984685 -0.002235767 -0.000926652 -0.001309114 0.005650922 -0.231663834
719 15:30 1,213.65 1,225.00 719 15:30 238.30 234.10 7.110696123 5.455748374 1.654947748 0.026963064 -0.000988994 0.027952058 0.005645354 4.951338112 Sell -9.1
720 16:00 1,216.70 1,216.70 720 16:00 234.25 234.90 7.103897555 5.459159892 1.644737663 -0.010210085 -0.000574324 -0.009635761 0.007588594 -1.269768993
721 09:30 1,212.00 1,214.90 721 09:30 236.65 236.65 7.102417048 5.466582256 1.635834792 -0.008902872 -0.000799872 -0.008103 0.007637352 -1.060969802
722 10:00 1,214.95 1,227.85 722 10:00 236.00 234.40 7.113019951 5.457029058 1.655990894 0.020156102 -0.000953912 0.021110014 0.007646256 2.760830152 Sell 6.15
723 10:30 1,227.90 1,235.00 723 10:30 234.40 235.40 7.118826249 5.461286195 1.657540054 0.001549161 -0.000471698 0.002020859 0.008508982 0.237497115
724 11:00 1,235.45 1,242.50 724 11:00 235.35 234.95 7.124880758 5.459372726 1.665508032 0.007967978 -0.000458424 0.008426402 0.008508884 0.990306351
725 11:30 1,242.50 1,238.50 725 11:30 234.95 234.85 7.121656249 5.458947012 1.662709236 -0.002798796 -0.000188401 -0.002610395 0.008339456 -0.313017386
726 12:00 1,238.85 1,240.80 726 12:00 234.80 233.70 7.123511612 5.454038242 1.66947337 0.006764134 -0.000424045 0.007188179 0.007668381 0.937378909
727 12:30 1,240.80 1,241.25 727 12:30 233.60 235.65 7.123874215 5.462347653 1.661526562 -0.007946808 -0.000189646 -0.007757162 0.007731199 -1.003358278
728 13:00 1,241.10 1,234.00 728 13:00 235.60 235.55 7.118016204 5.461923205 1.656092999 -0.005433563 -0.000350407 -0.005083156 0.007825326 -0.649577558
729 13:30 1,234.05 1,234.05 729 13:30 235.65 235.20 7.118056722 5.460436216 1.657620506 0.001527507 -0.000339164 0.001866671 0.007846334 0.237903585
730 14:00 1,234.05 1,238.30 730 14:00 235.20 235.30 7.12149475 5.460861296 1.660633454 0.003012948 -0.000458919 0.003471867 0.007823082 0.443797881
731 14:30 1,238.10 1,239.85 731 14:30 235.30 236.05 7.122745684 5.464043647 1.658702037 -0.001931418 -0.000285635 -0.001645783 0.007834983 -0.210055688
732 15:00 1,240.05 1,239.25 732 15:00 236.05 238.25 7.122261637 5.473320543 1.648941094 -0.009760942 -0.000324607 -0.009436335 0.007715941 -1.222966153
733 15:30 1,239.05 1,237.35 733 15:30 238.25 237.70 7.120727275 5.471009374 1.649717901 0.000776806 -0.000400456 0.001177262 0.007910743 0.148818166
734 16:00 1,237.90 1,237.90 734 16:00 237.55 237.70 7.121171675 5.471009374 1.6501623 0.0004444 -0.000400714 0.000845113 0.007877772 0.107278187
735 09:30 1,239.90 1,244.10 735 09:30 238.30 238.30 7.126167656 5.473530384 1.652637272 0.002474972 -0.00042555 0.002900522 0.007867073 0.368691345
736 10:00 1,243.60 1,244.00 736 10:00 240.25 239.50 7.126087273 5.478553417 1.647533856 -0.005103415 -0.000360841 -0.004742574 0.007646797 -0.620203984
737 10:30 1,244.00 1,243.60 737 10:30 239.45 240.10 7.125765678 5.481055503 1.644710175 -0.002823681 -0.000473436 -0.002350246 0.007701326 -0.305174197
738 11:00 1,243.15 1,240.45 738 11:00 240.10 238.55 7.123229496 5.474578932 1.648650564 0.003940389 -0.000470578 0.004410967 0.007707961 0.572261153
739 11:30 1,240.90 1,241.70 739 11:30 238.55 238.15 7.124236687 5.472900727 1.65133596 0.002685396 -0.000413028 0.003098424 0.007723782 0.401153773
740 12:00 1,241.70 1,236.00 740 12:00 238.15 237.25 7.119635638 5.469114437 1.650521201 -0.00081476 -0.000508387 -0.000306373 0.007729674 -0.039635952
741 12:30 1,236.10 1,228.20 741 12:30 237.30 237.10 7.113304962 5.468481993 1.644822969 -0.005698232 -0.000351903 -0.005346328 0.007731409 -0.69150769
742 13:00 1,227.75 1,230.25 742 13:00 237.00 236.65 7.11497268 5.466582256 1.648390423 0.003567455 -0.000539842 0.004107297 0.007806591 0.526131909
743 13:30 1,230.25 1,228.90 743 13:30 236.60 236.35 7.113874739 5.465313757 1.648560982 0.000170559 -0.000499719 0.000670277 0.007692669 0.087131981
744 14:00 1,229.05 1,228.45 744 14:00 236.20 236.40 7.113508491 5.465525286 1.647983206 -0.000577776 -0.000736689 0.000158913 0.007691584 0.020660573
745 14:30 1,228.45 1,229.60 745 14:30 236.35 237.75 7.114444192 5.471219701 1.643224491 -0.004758715 -0.000378217 -0.004380497 0.007676238 -0.570656787
746 15:00 1,228.85 1,228.80 746 15:00 237.65 237.70 7.113793362 5.471009374 1.642783988 -0.000440503 -0.000556381 0.000115878 0.007720913 0.0150083
747 15:30 1,228.85 1,234.85 747 15:30 237.65 238.25 7.118704784 5.473320543 1.645384242 0.002600254 -0.000479349 0.003079603 0.007721145 0.398853095
748 16:00 1,235.85 1,235.85 748 16:00 238.25 239.35 7.119514271 5.477926916 1.641587356 -0.003796886 -0.000501791 -0.003295095 0.007700411 -0.427911573
749 09:30 1,228.40 1,229.45 749 09:30 238.75 238.75 7.114322194 5.475416979 1.638905215 -0.002682141 -0.000494037 -0.002188105 0.00773327 -0.282946867
750 10:00 1,229.20 1,230.00 750 10:00 236.40 236.10 7.114769448 5.464255444 1.650514004 0.01160879 -0.000500517 0.012109306 0.007738691 1.564774509 Sell -1.7
751 10:30 1,230.25 1,228.90 751 10:30 236.15 236.70 7.113874739 5.466793517 1.647081223 -0.003432782 -0.000114173 -0.003318608 0.006344526 -0.523066367
752 11:00 1,228.80 1,227.60 752 11:00 236.75 235.20 7.112816323 5.460436216 1.652380107 0.005298884 -0.000209368 0.005508252 0.006098047 0.903281338
753 11:30 1,227.70 1,209.00 753 11:30 235.25 233.50 7.097548851 5.453182077 1.644366774 -0.008013333 -1.80664E-05 -0.007995267 0.005932254 -1.347762145
754 12:00 1,208.95 1,215.15 754 12:00 233.50 230.60 7.102622805 5.440684608 1.661938197 0.017571424 -0.000221942 0.017793366 0.004892736 3.63669055 Sell -1.65
755 12:30 1,215.95 1,212.50 755 12:30 230.65 229.60 7.100439623 5.436338664 1.664100958 0.002162761 0.000337056 0.001825706 0.005854502 0.31184647
756 13:00 1,212.90 1,208.45 756 13:00 229.65 228.70 7.097093826 5.432411101 1.664682725 0.000581766 0.00041046 0.000171307 0.005686254 0.030126469
757 13:30 1,208.50 1,207.45 757 13:30 228.55 228.35 7.096265977 5.43087954 1.665386437 0.000703713 0.000467006 0.000236706 0.005664062 0.041790883
758 14:00 1,207.85 1,201.60 758 14:00 228.30 228.35 7.091409281 5.43087954 1.660529741 -0.004856696 0.000528203 -0.005384899 0.005528039 -0.974106489
759 14:30 1,201.00 1,200.40 759 14:30 228.50 227.05 7.090410114 5.425170258 1.665239856 0.004710115 0.000390848 0.004319266 0.005409002 0.798532933
760 15:00 1,200.40 1,203.15 760 15:00 227.00 227.00 7.092698396 5.424950017 1.667748379 0.002508523 0.000492635 0.002015887 0.005378085 0.374833723
761 15:30 1,203.00 1,190.45 761 15:30 227.00 227.80 7.082086666 5.428468051 1.653618615 -0.014129764 0.000544053 -0.014673817 0.005388455 -2.7231959 Buy -6.6
762 16:00 1,195.15 1,195.15 762 16:00 227.95 225.90 7.08602698 5.420092423 1.665934556 0.012315941 0.000414484 0.011901457 0.00595359 1.999038683 Sell 2.35
763 09:30 1,199.10 1,197.20 763 09:30 225.60 225.60 7.087740776 5.41876352 1.668977256 0.0030427 0.000666336 0.002376364 0.006354025 0.373993534
764 10:00 1,197.05 1,189.00 764 10:00 227.30 226.40 7.080867897 5.422303346 1.65856455 -0.010412706 0.000661114 -0.01107382 0.006093517 -1.817311594 Buy 0.4
765 10:30 1,188.15 1,187.90 765 10:30 226.40 225.70 7.079942321 5.419206684 1.660735637 0.002171087 0.000492469 0.001678618 0.006408783 0.261924688
766 11:00 1,188.00 1,190.00 766 11:00 225.70 222.90 7.081708586 5.40672324 1.674985346 0.014249708 0.000517561 0.013732147 0.006417708 2.139727476 Sell 4.05
767 11:30 1,190.20 1,193.80 767 11:30 222.95 222.65 7.084896776 5.405601032 1.679295744 0.004310398 0.000872008 0.003438391 0.006880004 0.499765804
768 12:00 1,193.80 1,197.15 768 12:00 222.75 223.05 7.087699011 5.407395962 1.680303049 0.001007305 0.000981506 2.57996E-05 0.006821868 0.003781897
769 12:30 1,197.20 1,196.20 769 12:30 223.10 222.60 7.086905145 5.405376439 1.681528706 0.001225656 0.001046367 0.000179289 0.006784429 0.026426551
770 13:00 1,196.10 1,196.15 770 13:00 222.75 223.00 7.086863345 5.407171771 1.679691573 -0.001837133 0.000531619 -0.002368752 0.006764678 -0.350164732
771 13:30 1,196.00 1,198.50 771 13:30 223.00 221.95 7.088826054 5.402452131 1.686373923 0.006682349 0.000699078 0.005983271 0.006777224 0.882849816
772 14:00 1,198.50 1,192.20 772 14:00 221.95 222.75 7.083555619 5.406050066 1.677505552 -0.00886837 0.001010783 -0.009879153 0.00684686 -1.442873512
773 14:30 1,192.50 1,205.00 773 14:30 222.75 220.65 7.094234846 5.396577736 1.69765711 0.020151558 0.000430293 0.019721265 0.006975126 2.827370403 Sell 3.15
774 15:00 1,205.00 1,209.75 774 15:00 220.65 222.25 7.098169006 5.403802874 1.694366131 -0.003290979 0.000802341 -0.00409332 0.0077655 -0.527116126
775 15:30 1,209.65 1,213.00 775 15:30 222.30 222.55 7.100851909 5.405151795 1.695700113 0.001333982 0.000577162 0.00075682 0.007811331 0.096887482
776 16:00 1,211.85 1,211.85 776 16:00 222.60 223.00 7.099903397 5.407171771 1.692731625 -0.002968488 0.000659818 -0.003628306 0.007802105 -0.465041938
777 09:30 1,208.00 1,205.00 777 09:30 222.55 222.55 7.094234846 5.405151795 1.68908305 -0.003648575 0.000465165 -0.00411374 0.007760449 -0.53009043
778 10:00 1,205.00 1,200.75 778 10:00 222.80 222.20 7.090701641 5.403577877 1.687123763 -0.001959287 0.00055113 -0.002510417 0.007809758 -0.321446169
779 10:30 1,199.90 1,195.50 779 10:30 222.25 220.65 7.086319787 5.396577736 1.689742051 0.002618288 0.000620615 0.001997673 0.007831126 0.255093905
780 11:00 1,195.50 1,196.50 780 11:00 220.65 219.95 7.087155907 5.393400248 1.69375566 0.004013608 0.000642431 0.003371177 0.007775244 0.433578372
781 11:30 1,196.35 1,195.90 781 11:30 219.90 220.75 7.086654319 5.397030839 1.689623479 -0.00413218 0.000662444 -0.004794624 0.007746611 -0.618931864
782 12:00 1,195.70 1,198.45 782 12:00 220.70 220.70 7.088784334 5.396804313 1.691980021 0.002356541 0.000618429 0.001738113 0.007594561 0.228862822
783 12:30 1,198.05 1,196.55 783 12:30 220.70 223.15 7.087197695 5.407844191 1.679353504 -0.012626517 0.000860779 -0.013487296 0.007546304 -1.787271704 Buy 4.1
784 13:00 1,195.80 1,192.40 784 13:00 223.10 223.10 7.083723362 5.407620101 1.67610326 -0.003250244 0.000592712 -0.003842956 0.007918988 -0.48528368
785 13:30 1,192.25 1,188.15 785 13:30 223.15 222.90 7.080152755 5.40672324 1.673429514 -0.002673746 0.000518819 -0.003192565 0.007785973 -0.410040667
786 14:00 1,188.20 1,191.80 786 14:00 222.95 221.75 7.083220048 5.401550621 1.681669427 0.008239913 0.000415845 0.007824068 0.007176967 1.090163527
787 14:30 1,191.80 1,189.00 787 14:30 221.80 222.90 7.080867897 5.40672324 1.674144656 -0.007524771 0.000682711 -0.008207482 0.007309327 -1.122878027
788 15:00 1,188.75 1,186.85 788 15:00 223.00 222.15 7.079058018 5.403352829 1.675705188 0.001560532 0.00058869 0.000971842 0.007452382 0.13040694
789 15:30 1,187.35 1,180.05 789 15:30 222.15 220.50 7.073312089 5.395897695 1.677414395 0.001709206 0.000541092 0.001168114 0.007455497 0.156678191
790 16:00 1,182.90 1,182.90 790 16:00 220.45 220.95 7.07572433 5.397936432 1.677787898 0.000373503 0.000521569 -0.000148065 0.007396182 -0.020019149
791 09:30 1,184.00 1,186.20 791 09:30 220.30 220.30 7.078510199 5.394990254 1.683519946 0.005732048 0.000545334 0.005186714 0.007355671 0.705131249
792 10:00 1,186.20 1,192.60 792 10:00 220.55 219.80 7.083891077 5.392718042 1.691173035 0.007653089 0.00077394 0.00687915 0.007408994 0.92848629
793 10:30 1,193.00 1,190.10 793 10:30 219.70 222.00 7.081792616 5.402677382 1.679115234 -0.0120578 0.000855652 -0.012913453 0.006995819 -1.845881343 Buy -1.1
794 11:00 1,190.00 1,192.00 794 11:00 221.85 222.80 7.083387848 5.406274508 1.67711334 -0.002001895 0.000611085 -0.00261298 0.007075411 -0.369304302
795 11:30 1,191.70 1,188.50 795 11:30 222.85 222.55 7.080447287 5.405151795 1.675295491 -0.001817848 0.000582603 -0.002400451 0.007071213 -0.339468041
796 12:00 1,188.25 1,188.80 796 12:00 222.50 222.15 7.080699674 5.403352829 1.677346845 0.002051353 0.00064142 0.001409933 0.006802077 0.207279824
797 12:30 1,188.80 1,188.65 797 12:30 222.15 222.20 7.080573488 5.403577877 1.676995611 -0.000351233 0.000691257 -0.001042491 0.006801153 -0.153281441
798 13:00 1,188.65 1,190.00 798 13:00 222.20 222.00 7.081708586 5.402677382 1.679031204 0.002035593 0.000632227 0.001403366 0.006307431 0.222494037
799 13:30 1,190.00 1,192.25 799 13:30 222.05 222.15 7.083597557 5.403352829 1.680244728 0.001213524 0.000748877 0.000464647 0.00626951 0.074112107
800 14:00 1,192.00 1,189.10 800 14:00 222.00 222.05 7.080951997 5.402902582 1.678049416 -0.002195312 0.00082679 -0.003022102 0.006270733 -0.481937655
801 14:30 1,189.20 1,187.00 801 14:30 222.05 222.15 7.079184395 5.403352829 1.675831565 -0.00221785 0.000550708 -0.002768559 0.006278507 -0.440958123
802 15:00 1,187.00 1,188.25 802 15:00 222.15 221.70 7.080236915 5.401325117 1.678911799 0.003080234 0.000575007 0.002505227 0.006282365 0.398771305
803 15:30 1,188.40 1,193.95 803 15:30 221.70 221.85 7.085022417 5.402001478 1.683020939 0.00410914 0.000530634 0.003578506 0.006184825 0.578594661
804 16:00 1,192.25 1,192.25 804 16:00 221.80 221.50 7.083597557 5.400422589 1.683174968 0.000154028 0.000773083 -0.000619055 0.006018343 -0.102861336
805 09:30 1,196.00 1,197.55 805 09:30 221.25 221.25 7.088033082 5.399293284 1.688739798 0.00556483 0.000424735 0.005140095 0.004742601 1.083813605
806 10:00 1,196.65 1,197.00 806 10:00 222.20 221.35 7.087573706 5.399745159 1.687828546 -0.000911252 0.000492777 -0.001404029 0.004832698 -0.290526879
807 10:30 1,197.00 1,199.35 807 10:30 221.35 220.25 7.089535022 5.394763265 1.694771758 0.006943211 0.000462916 0.006480295 0.004826048 1.342774505
808 11:00 1,199.15 1,195.80 808 11:00 220.25 220.25 7.086570696 5.394763265 1.691807432 -0.002964326 0.000587706 -0.003552032 0.004966498 -0.715198593
809 11:30 1,195.05 1,195.15 809 11:30 220.25 220.35 7.08602698 5.395217191 1.690809788 -0.000997643 0.000625554 -0.001623197 0.004950936 -0.327856638
810 12:00 1,195.15 1,194.00 810 12:00 220.30 220.40 7.085064294 5.395444077 1.689620217 -0.001189572 0.000511399 -0.00170097 0.004940684 -0.344278305
811 12:30 1,194.00 1,194.30 811 12:30 220.45 220.35 7.085315519 5.395217191 1.690098327 0.000478111 0.000437437 4.0674E-05 0.004923779 0.008260719
812 13:00 1,194.30 1,191.00 812 13:00 220.30 220.55 7.082548569 5.396124427 1.686424143 -0.003674185 0.000729594 -0.004403779 0.004868253 -0.904591198
813 13:30 1,191.00 1,198.75 813 13:30 220.55 220.15 7.089034626 5.394309132 1.694725494 0.008301351 0.000409792 0.007891559 0.004856345 1.62499971 Sell 1.7
814 14:00 1,198.35 1,202.40 814 14:00 220.15 222.10 7.092074838 5.403127731 1.688947108 -0.005778386 0.000514965 -0.006293351 0.005069414 -1.241435577
815 14:30 1,202.40 1,201.35 815 14:30 222.15 222.30 7.091201203 5.404027821 1.687173382 -0.001773725 0.000607651 -0.002381376 0.004626748 -0.514697651
816 15:00 1,202.00 1,212.70 816 15:00 222.20 222.30 7.100604558 5.404027821 1.696576737 0.009403354 0.000528755 0.008874599 0.004596381 1.930779568 Sell 0.85
817 15:30 1,212.40 1,215.00 817 15:30 222.30 223.75 7.102499356 5.410529357 1.691969999 -0.004606738 0.000431828 -0.005038566 0.004836477 -1.041784321
818 16:00 1,213.35 1,213.35 818 16:00 223.80 224.90 7.101140408 5.415655859 1.685484549 -0.006485449 0.000253485 -0.006738935 0.004722048 -1.427121062
819 09:30 1,215.00 1,214.50 819 09:30 224.70 224.70 7.102087748 5.414766179 1.687321569 0.00183702 0.00010363 0.00173339 0.004667782 0.371352014
820 10:00 1,214.60 1,214.40 820 10:00 224.30 226.35 7.102005407 5.422082474 1.679922933 -0.007398636 0.000115857 -0.007514494 0.004670404 -1.608960144 Buy 3.65
821 10:30 1,214.40 1,212.40 821 10:30 226.25 228.00 7.100357145 5.429345629 1.671011516 -0.008911417 4.62719E-06 -0.008916044 0.004866034 -1.832302064 Buy -1.95
822 11:00 1,212.45 1,214.55 822 11:00 227.85 228.20 7.102128917 5.430222437 1.671906479 0.000894963 -0.000307248 0.001202211 0.005126221 0.234521958
823 11:30 1,214.70 1,217.60 823 11:30 228.20 228.55 7.104636987 5.431755005 1.672881982 0.000975503 -0.000111981 0.001087484 0.005011384 0.217002791
824 12:00 1,217.60 1,219.80 824 12:00 228.55 228.10 7.10644219 5.429784129 1.676658061 0.003776078 -0.000495503 0.004271581 0.004793605 0.891099881
825 12:30 1,219.80 1,229.00 825 12:30 228.15 228.15 7.11395611 5.430003307 1.683952802 0.007294742 -0.000354161 0.007648903 0.004354405 1.756589779 Sell -2.4
826 13:00 1,229.00 1,227.65 826 13:00 228.10 229.20 7.112857052 5.434594985 1.678262067 -0.005690735 -0.000234946 -0.005455789 0.004534007 -1.203303936
827 13:30 1,227.75 1,222.00 827 13:30 229.20 229.95 7.10824414 5.437861894 1.670382246 -0.007879821 -0.000289391 -0.00759043 0.00464407 -1.634434761 Buy 0.65
828 14:00 1,222.00 1,220.40 828 14:00 229.95 229.00 7.106933953 5.433722004 1.673211949 0.002829704 -0.000374016 0.00320372 0.004842948 0.661522593
829 14:30 1,220.55 1,223.75 829 14:30 229.00 228.60 7.109675194 5.431973751 1.677701442 0.004489493 -0.000278236 0.004767729 0.004873777 0.978241141
830 15:00 1,223.30 1,223.95 830 15:00 228.50 229.50 7.109838613 5.43590303 1.673935583 -0.003765859 -0.000240812 -0.003525047 0.004929597 -0.71507816
831 15:30 1,223.95 1,222.55 831 15:30 229.50 228.90 7.10869412 5.433285227 1.675408893 0.00147331 -0.000396402 0.001869712 0.004968266 0.37633089
832 16:00 1,222.40 1,222.40 832 16:00 229.00 228.80 7.108571418 5.43284826 1.675723159 0.000314266 -0.000284292 0.000598557 0.00496293 0.120605623
833 09:30 1,236.00 1,235.45 833 09:30 228.75 228.75 7.119190555 5.432629704 1.686560851 0.010837692 -0.000325137 0.011162829 0.004947473 2.256268824 Sell -0.85
834 10:00 1,235.05 1,242.80 834 10:00 233.10 236.95 7.125122178 5.467849148 1.657273029 -0.029287822 0.000144147 -0.029431969 0.00529278 -5.560777389 Buy 3.2
835 10:30 1,242.30 1,241.10 835 10:30 236.90 238.45 7.123753362 5.474159645 1.649593717 -0.007679312 -0.000376605 -0.007302707 0.007442667 -0.981194957
836 11:00 1,241.55 1,238.00 836 11:00 238.45 239.35 7.121252453 5.477926916 1.643325537 -0.00626818 -0.000476716 -0.005791464 0.007540457 -0.768052081
837 11:30 1,238.00 1,238.85 837 11:30 239.35 239.65 7.121938809 5.479179526 1.642759283 -0.000566254 -0.000766878 0.000200624 0.00749205 0.026778213
838 12:00 1,238.70 1,238.35 838 12:00 239.65 240.65 7.121535127 5.483343596 1.638191532 -0.004567752 -0.000627707 -0.003940044 0.007493156 -0.525819067
839 12:30 1,238.10 1,237.25 839 12:30 240.65 240.75 7.120646454 5.483759051 1.636887403 -0.001304128 -0.000750273 -0.000553855 0.007346957 -0.075385679
840 13:00 1,237.05 1,246.00 840 13:00 240.75 240.70 7.127693699 5.483551345 1.644142355 0.007254951 -0.00081054 0.008065491 0.007344427 1.098178494
841 13:30 1,245.50 1,250.15 841 13:30 240.70 240.80 7.131018823 5.483966713 1.64705211 0.002909755 -0.000672911 0.003582666 0.007520862 0.476363748
842 14:00 1,250.50 1,245.40 842 14:00 240.75 242.90 7.127212042 5.492649836 1.634562206 -0.012489903 -0.000729357 -0.011760547 0.007562523 -1.555108825 Buy 1.55
843 14:30 1,245.30 1,243.65 843 14:30 243.00 242.70 7.125805883 5.491826113 1.63397977 -0.000582436 -0.001132217 0.000549781 0.007811279 0.070382918
844 15:00 1,243.65 1,243.00 844 15:00 242.65 241.70 7.125283092 5.487697288 1.637585804 0.003606033 -0.000902709 0.004508743 0.007806176 0.577586602
845 15:30 1,242.95 1,237.00 845 15:30 241.75 242.05 7.120444372 5.489144316 1.631300056 -0.006285748 -0.000790551 -0.005495197 0.007649803 -0.718344894
846 16:00 1,234.90 1,234.90 846 16:00 242.05 240.25 7.118745274 5.481680048 1.637065226 0.00576517 -0.000879909 0.006645079 0.00765904 0.867612496
847 09:30 1,233.10 1,228.95 847 09:30 240.25 240.65 7.113915425 5.483343596 1.63057183 -0.006493397 -0.000805632 -0.005687764 0.007780581 -0.73102057
848 10:00 1,228.95 1,234.60 848 10:00 243.50 235.40 7.11850231 5.461286195 1.657216115 0.026644286 -0.000928476 0.027572761 0.007550544 3.651758146 Sell -1.05
849 10:30 1,234.70 1,234.15 849 10:30 235.50 236.00 7.118137753 5.463831805 1.654305948 -0.002910167 -0.000436302 -0.002473865 0.00912979 -0.270966287
850 11:00 1,234.25 1,245.10 850 11:00 236.00 237.00 7.126971127 5.468060141 1.658910986 0.004605038 -0.000518776 0.005123813 0.009082225 0.5641584
851 11:30 1,245.00 1,240.55 851 11:30 237.00 237.25 7.123310109 5.469114437 1.654195671 -0.004715315 -0.000382769 -0.004332546 0.009124613 -0.474819717
852 12:00 1,240.80 1,242.00 852 12:00 237.25 236.85 7.124478262 5.467427029 1.657051233 0.002855562 -0.000432718 0.00328828 0.009073656 0.36239854
853 12:30 1,242.00 1,237.10 853 12:30 236.90 236.45 7.12052521 5.465736769 1.654788441 -0.002262792 -0.000437211 -0.001825581 0.008969843 -0.203524292
854 13:00 1,237.70 1,236.85 854 13:00 236.35 236.10 7.120323104 5.464255444 1.65606766 0.001279219 -0.00056465 0.001843869 0.008971987 0.205514021
855 13:30 1,236.85 1,243.85 855 13:30 236.10 236.90 7.125966687 5.467638111 1.658328576 0.002260916 -0.000542146 0.002803062 0.008973876 0.312358051
856 14:00 1,243.90 1,243.55 856 14:00 236.80 237.00 7.125725472 5.468060141 1.65766533 -0.000663246 -0.000608224 -5.50213E-05 0.008953675 -0.006145103
857 14:30 1,243.50 1,244.70 857 14:30 237.00 236.75 7.126649816 5.467004732 1.659645084 0.001979754 -0.000603264 0.002583018 0.008833312 0.292417836
858 15:00 1,244.25 1,249.25 858 15:00 236.80 237.35 7.13029865 5.469535845 1.660762805 0.001117721 -0.000702533 0.001820255 0.008800507 0.206835214
859 15:30 1,248.75 1,253.00 859 15:30 237.35 237.15 7.133295955 5.468692852 1.664603103 0.003840297 -0.000620893 0.00446119 0.008700232 0.512766797
860 16:00 1,253.00 1,253.00 860 16:00 237.15 236.90 7.133295955 5.467638111 1.665657844 0.001054741 -0.000524134 0.001578875 0.008714271 0.18118266
861 09:30 1,257.00 1,258.50 861 09:30 237.15 237.15 7.137675815 5.468692852 1.668982962 0.003325119 -0.000479247 0.003804366 0.008673378 0.438625652
862 10:00 1,258.65 1,258.60 862 10:00 239.10 238.30 7.137755271 5.473530384 1.664224887 -0.004758075 -0.000422307 -0.004335768 0.008674843 -0.499809401
863 10:30 1,258.55 1,260.50 863 10:30 238.30 237.45 7.139263747 5.469957075 1.669306672 0.005081785 -0.000443985 0.00552577 0.008707874 0.634571655
864 11:00 1,260.25 1,256.80 864 11:00 237.45 237.60 7.136324087 5.470588587 1.665735499 -0.003571172 -0.000508376 -0.003062796 0.008762124 -0.349549467
865 11:30 1,256.80 1,256.10 865 11:30 237.55 237.00 7.135766962 5.468060141 1.667706821 0.001971321 -0.000464232 0.002435553 0.008535963 0.28532846
866 12:00 1,256.05 1,252.40 866 12:00 237.05 236.75 7.132816989 5.467004732 1.665812257 -0.001894563 -0.000389331 -0.001505232 0.006689465 -0.225015307
867 12:30 1,252.50 1,256.00 867 12:30 236.75 237.50 7.135687347 5.470167623 1.665519724 -0.000292534 -0.00061529 0.000322756 0.00653736 0.049370964
868 13:00 1,255.50 1,256.00 868 13:00 237.55 237.00 7.135687347 5.468060141 1.667627206 0.002107482 -0.000529006 0.002636488 0.006417432 0.410832197
869 13:30 1,256.00 1,260.40 869 13:30 237.00 235.25 7.13918441 5.460648778 1.678535631 0.010908426 -0.000357147 0.011265572 0.006417593 1.755420269 Sell 1.6
870 14:00 1,260.10 1,263.00 870 14:00 235.25 236.25 7.141245122 5.464890566 1.676354556 -0.002181075 -0.000175719 -0.002005357 0.006585687 -0.304502253
871 14:30 1,262.65 1,263.00 871 14:30 236.25 236.30 7.141245122 5.465102184 1.676142938 -0.000211618 -7.13675E-05 -0.00014025 0.006599122 -0.021252869
872 15:00 1,263.60 1,266.05 872 15:00 236.30 236.00 7.143657096 5.463831805 1.679825291 0.003682353 0.000102628 0.003579725 0.006509164 0.549951546
873 15:30 1,266.25 1,265.95 873 15:30 236.00 237.30 7.143578107 5.469325163 1.674252944 -0.005572347 0.000158376 -0.005730724 0.006518065 -0.879206253
874 16:00 1,265.95 1,265.95 874 16:00 237.30 238.75 7.143578107 5.475416979 1.668161128 -0.006091816 2.74192E-05 -0.006119235 0.006146648 -0.995540195
875 09:30 1,269.70 1,273.40 875 09:30 238.05 238.05 7.149445768 5.472480736 1.676965032 0.008803904 -0.000169939 0.008973842 0.006280494 1.428843425
876 10:00 1,273.40 1,270.00 876 10:00 246.25 251.85 7.146772179 5.528833672 1.617938507 -0.059026525 -0.000139755 -0.058886769 0.006417448 -9.176041254 Buy 6.1
877 10:30 1,270.00 1,266.55 877 10:30 251.80 254.50 7.144051948 5.539300836 1.604751112 -0.013187396 -0.001206471 -0.011980925 0.012549095 -0.954724192
878 11:00 1,267.50 1,262.05 878 11:00 254.40 253.25 7.140492662 5.534377143 1.606115519 0.001364407 -0.001312623 0.00267703 0.012697951 0.210823774
879 11:30 1,262.15 1,262.90 879 11:30 253.25 252.90 7.141165943 5.532994154 1.608171789 0.00205627 -0.001341929 0.003398199 0.012663894 0.268337588
880 12:00 1,262.75 1,264.00 880 12:00 252.95 252.95 7.142036575 5.533191841 1.608844734 0.000672945 -0.001390593 0.002063538 0.011614988 0.177661655
881 12:30 1,264.40 1,262.20 881 12:30 252.95 252.35 7.140611509 5.530817013 1.609794496 0.000949762 -0.001301817 0.002251579 0.011619159 0.19378161
882 13:00 1,261.95 1,261.20 882 13:00 252.50 250.90 7.139818928 5.525054453 1.614764474 0.004969978 -0.001312288 0.006282266 0.01157395 0.542793585
883 13:30 1,261.15 1,262.00 883 13:30 250.90 252.05 7.140453043 5.529627481 1.610825563 -0.003938912 -0.001219174 -0.002719738 0.011617259 -0.23411186
884 14:00 1,261.45 1,264.80 884 14:00 252.05 253.35 7.142669286 5.534771932 1.607897354 -0.002928209 -0.001514706 -0.001413503 0.011600873 -0.12184452
885 14:30 1,264.25 1,263.35 885 14:30 253.35 253.65 7.141522202 5.535955364 1.605566838 -0.002330516 -0.000987514 -0.001343003 0.011602964 -0.115746507
886 15:00 1,262.80 1,249.90 886 15:00 253.80 253.95 7.130818827 5.537137397 1.59368143 -0.011885408 -0.000880538 -0.01100487 0.01159212 -0.949340615
887 15:30 1,249.55 1,246.50 887 15:30 254.00 252.65 7.128094903 5.532005132 1.596089771 0.002408341 -0.000992882 0.003401224 0.011711708 0.290412265
888 16:00 1,246.60 1,251.95 888 16:00 252.75 251.55 7.132457615 5.527641777 1.604815838 0.008726067 -0.00093339 0.009659457 0.011737106 0.822984552
889 09:30 1,250.00 1,244.90 889 09:30 250.95 253.05 7.126810484 5.533587098 1.593223387 -0.011592451 -0.000667514 -0.010924937 0.011874829 -0.920007971
890 10:00 1,244.90 1,250.00 890 10:00 256.25 251.70 7.13089883 5.528237902 1.602660928 0.009437541 -0.00087328 0.010310822 0.011990706 0.85990117
891 10:30 1,249.50 1,255.00 891 10:30 251.70 252.80 7.134890852 5.532598662 1.602292189 -0.000368739 -0.000829629 0.00046089 0.012125742 0.038009193
892 11:00 1,255.00 1,256.65 892 11:00 252.75 252.65 7.136204729 5.532005132 1.604199597 0.001907408 -0.000895198 0.002802606 0.012116488 0.23130519
893 11:30 1,256.65 1,258.75 893 11:30 252.60 253.00 7.137874444 5.533389489 1.604484955 0.000285358 -0.000607252 0.00089261 0.012098208 0.073780358
894 12:00 1,259.35 1,256.55 894 12:00 252.90 252.25 7.136125149 5.530420659 1.60570449 0.001219535 -0.000589896 0.001809431 0.012095041 0.149601069
895 12:30 1,256.75 1,254.25 895 12:30 252.30 252.75 7.134293063 5.532400858 1.601892205 -0.003812285 -0.000637626 -0.003174658 0.012040205 -0.26367145
896 13:00 1,254.10 1,263.30 896 13:00 252.80 252.60 7.141482624 5.53180721 1.609675414 0.007783208 -0.000588157 0.008371365 0.012041297 0.695221239
897 13:30 1,263.45 1,260.95 897 13:30 252.60 252.85 7.139620684 5.532796428 1.606824257 -0.002851157 -0.000547796 -0.002303361 0.012150893 -0.189563104
898 14:00 1,260.95 1,267.90 898 14:00 252.85 251.95 7.145117268 5.529230655 1.615886612 0.009062356 -0.000474951 0.009537307 0.012152167 0.784823563
899 14:30 1,267.90 1,260.70 899 14:30 251.90 251.80 7.139422401 5.528635122 1.61078728 -0.005099333 -0.00082659 -0.004272743 0.012308635 -0.347133771
900 15:00 1,260.90 1,263.95 900 15:00 251.80 251.30 7.141997017 5.526647445 1.615349572 0.004562293 -0.000870373 0.005432666 0.012304313 0.441525351
901 15:30 1,264.00 1,264.30 901 15:30 251.40 252.00 7.142273888 5.529429088 1.612844801 -0.002504772 -0.000871228 -0.001633543 0.012136904 -0.134593081
902 16:00 1,265.10 1,265.10 902 16:00 252.00 252.20 7.142906449 5.530222424 1.612684026 -0.000160775 -0.000827017 0.000666242 0.012137171 0.054892736
903 09:30 1,270.00 1,273.65 903 09:30 252.00 252.00 7.149642073 5.529429088 1.620212986 0.00752896 -0.000887344 0.008416304 0.01213743 0.693417267
904 10:00 1,274.50 1,270.35 904 10:00 253.10 254.80 7.147047732 5.540478924 1.606568808 -0.013644177 -0.000691509 -0.012952668 0.012217355 -1.060185914
905 10:30 1,271.20 1,267.00 905 10:30 254.90 254.40 7.14440718 5.538907831 1.605499349 -0.001069459 -0.000989977 -7.94825E-05 0.012382622 -0.006418871
906 11:00 1,267.45 1,267.75 906 11:00 254.40 253.05 7.144998955 5.533587098 1.611411857 0.005912508 -0.001056585 0.006969093 0.01236262 0.56372296
907 11:30 1,267.75 1,264.70 907 11:30 253.05 253.90 7.142590219 5.536940489 1.60564973 -0.005762127 -0.000925069 -0.004837057 0.012288913 -0.393611492
908 12:00 1,265.00 1,261.20 908 12:00 253.85 252.95 7.139818928 5.533191841 1.606627087 0.000977357 -0.001079907 0.002057264 0.006359616 0.323488684
909 12:30 1,260.65 1,263.50 909 12:30 253.00 252.40 7.141640927 5.531015131 1.610625796 0.003998709 -0.001082714 0.005081424 0.005902393 0.86090909
910 13:00 1,264.00 1,263.50 910 13:00 252.40 253.40 7.141640927 5.534969268 1.606671659 -0.003954137 -0.001079546 -0.002874591 0.00594063 -0.483886561
911 13:30 1,263.50 1,259.70 911 13:30 253.35 252.65 7.138628876 5.532005132 1.606623745 -4.79143E-05 -0.001179724 0.001131809 0.005974175 0.189450307
912 14:00 1,259.75 1,262.00 912 14:00 252.65 252.30 7.140453043 5.530618856 1.609834187 0.003210443 -0.001247184 0.004457627 0.005972677 0.746336569
913 14:30 1,262.10 1,267.15 913 14:30 252.30 252.00 7.144525563 5.529429088 1.615096476 0.005262288 -0.001087814 0.006350102 0.005999306 1.058472866
914 15:00 1,267.30 1,265.80 914 15:00 252.10 252.40 7.143459612 5.531015131 1.612444482 -0.002651994 -0.001084204 -0.00156779 0.006007599 -0.260967815
915 15:30 1,266.40 1,267.00 915 15:30 252.35 252.10 7.14440718 5.529825834 1.614581346 0.002136864 -0.00106582 0.003202685 0.005983796 0.53522623
916 16:00 1,265.50 1,265.50 916 16:00 252.15 253.10 7.14322258 5.533784668 1.609437912 -0.005143434 -0.001062509 -0.004080924 0.005968835 -0.683705303
917 09:30 1,261.10 1,262.00 917 09:30 253.05 252.95 7.140453043 5.533191841 1.607261202 -0.00217671 -0.001127487 -0.001049223 0.006029901 -0.174003386
918 10:00 1,262.40 1,268.15 918 10:00 250.85 247.55 7.145314425 5.511612582 1.633701843 0.02644064 -0.00116517 0.027605811 0.005623762 4.908780105 Sell -3.45
919 10:30 1,268.40 1,265.20 919 10:30 247.40 248.05 7.142985491 5.513630339 1.629355153 -0.00434669 -0.000678507 -0.003668183 0.007308494 -0.501906785
920 11:00 1,265.30 1,264.35 920 11:00 248.05 248.15 7.142313435 5.514033402 1.628280033 -0.00107512 -0.00098361 -9.151E-05 0.00723736 -0.012644118
921 11:30 1,263.90 1,268.30 921 11:30 248.10 248.00 7.1454327 5.513428746 1.632003954 0.003723921 -0.00096149 0.004685411 0.006874914 0.681522884
922 12:00 1,268.20 1,265.85 922 12:00 247.85 250.00 7.143499112 5.521460918 1.622038194 -0.009965759 -0.00088278 -0.00908298 0.006719631 -1.351708115
923 12:30 1,265.40 1,265.50 923 12:30 249.90 249.75 7.14322258 5.520460418 1.622762162 0.000723968 -0.001155742 0.00187971 0.006997573 0.268623148
924 13:00 1,265.20 1,279.50 924 13:00 249.70 249.40 7.154224656 5.519058033 1.635166622 0.01240446 -0.001029816 0.013434276 0.006993638 1.920928146 Sell -4
925 13:30 1,279.45 1,278.70 925 13:30 249.30 252.60 7.153599216 5.53180721 1.621792006 -0.013374616 -0.00065989 -0.012714726 0.007307226 -1.740020834 Buy -2
926 14:00 1,278.75 1,281.15 926 14:00 252.55 253.05 7.155513391 5.533587098 1.621926293 0.000134287 -0.001103461 0.001237748 0.007748716 0.159735894
927 14:30 1,280.75 1,279.75 927 14:30 253.10 252.55 7.154420025 5.531609249 1.622810776 0.000884483 7.97557E-05 0.000804727 0.007707494 0.104408429
928 15:00 1,279.55 1,279.45 928 15:00 252.55 253.60 7.154185577 5.535758223 1.618427355 -0.004383422 0.000361193 -0.004744615 0.007593307 -0.624841765
929 15:30 1,279.45 1,278.50 929 15:30 253.50 253.30 7.153442795 5.534574557 1.618868238 0.000440883 0.000246237 0.000194647 0.007620274 0.025543242
930 16:00 1,281.00 1,281.00 930 16:00 253.15 253.50 7.155396302 5.535363823 1.620032479 0.001164241 0.000213929 0.000950312 0.007448001 0.127592916
931 09:30 1,281.00 1,281.85 931 09:30 254.05 254.05 7.156059626 5.537531098 1.618528528 -0.001503951 0.000223755 -0.001727706 0.007387068 -0.233882476
932 10:00 1,280.80 1,287.10 932 10:00 250.90 249.75 7.160146905 5.520460418 1.639686487 0.021157959 0.000174681 0.020983279 0.007350605 2.854632727 Sell -4.85
933 10:30 1,287.10 1,282.45 933 10:30 249.70 249.95 7.15652759 5.521260898 1.635266692 -0.004419795 0.00049844 -0.004918235 0.008245023 -0.596509589
934 11:00 1,282.85 1,279.10 934 11:00 250.00 250.50 7.153911985 5.523458921 1.630453064 -0.004813628 0.000488823 -0.005302451 0.008298014 -0.63900235
935 11:30 1,279.30 1,275.35 935 11:30 250.50 248.80 7.15097593 5.516649361 1.634326569 0.003873505 0.000451114 0.003422391 0.008256846 0.414491258
936 12:00 1,275.35 1,276.00 936 12:00 248.85 248.70 7.151485464 5.516247351 1.635238113 0.000911544 0.000575195 0.00033635 0.0078584 0.042801283
937 12:30 1,276.00 1,276.65 937 12:30 248.75 249.35 7.151994739 5.518857532 1.633137207 -0.002100906 0.000831134 -0.00293204 0.00784994 -0.373511167
938 13:00 1,276.65 1,274.70 938 13:00 249.35 249.40 7.150466136 5.519058033 1.631408103 -0.001729104 0.000740949 -0.002470053 0.007813249 -0.316136426
939 13:30 1,274.50 1,277.50 939 13:30 249.40 248.60 7.152660322 5.515845179 1.636815143 0.00540704 0.000531845 0.004875195 0.007735236 0.630258117
940 14:00 1,277.50 1,275.60 940 14:00 248.60 248.70 7.151171935 5.516247351 1.634924584 -0.001890559 0.000871835 -0.002762394 0.007778823 -0.355117186
941 14:30 1,275.55 1,275.65 941 14:30 248.70 247.35 7.151211132 5.510804338 1.640406794 0.00548221 0.000645273 0.004836936 0.007774399 0.622162099
942 15:00 1,275.80 1,275.90 942 15:00 247.30 245.15 7.151407091 5.501870268 1.649536823 0.009130029 0.000762292 0.008367737 0.007767437 1.077284118
943 15:30 1,275.95 1,277.00 943 15:30 245.10 244.55 7.152268856 5.499419787 1.652849069 0.003312246 0.000906745 0.002405502 0.007896529 0.304627747
944 16:00 1,276.45 1,276.45 944 16:00 244.60 245.35 7.151838066 5.502685763 1.649152304 -0.003696765 0.000967282 -0.004664048 0.007897334 -0.590585034
945 09:30 1,277.00 1,275.50 945 09:30 244.60 244.60 7.151093538 5.499624223 1.651469314 0.002317011 0.000868956 0.001448054 0.007914722 0.182957062
946 10:00 1,275.40 1,277.25 946 10:00 245.40 247.30 7.152464608 5.510602175 1.641862434 -0.009606881 0.000991542 -0.010598423 0.007886499 -1.343869145
947 10:30 1,278.00 1,279.20 947 10:30 247.35 246.85 7.153990162 5.508780865 1.645209297 0.003346863 0.00064374 0.002703123 0.008121475 0.332836426
948 11:00 1,279.10 1,276.20 948 11:00 246.80 246.00 7.151642191 5.505331536 1.646310656 0.001101359 0.000767701 0.000333658 0.008054457 0.041425247
949 11:30 1,276.20 1,272.55 949 11:30 246.05 244.05 7.14877804 5.497373122 1.651404918 0.005094263 0.000608481 0.004485782 0.008030757 0.558575231
950 12:00 1,271.95 1,270.65 950 12:00 244.05 242.45 7.14728386 5.490795504 1.656488356 0.005083438 0.000812353 0.004271085 0.006584616 0.648646075
951 12:30 1,270.65 1,269.75 951 12:30 242.40 243.65 7.14657531 5.495732769 1.65084254 -0.005645816 0.000822776 -0.006468591 0.006567657 -0.984916151
952 13:00 1,269.75 1,274.00 952 13:00 243.65 242.75 7.149916836 5.492032107 1.657884729 0.007042189 0.000759955 0.006282234 0.006663508 0.942781795
953 13:30 1,274.00 1,273.50 953 13:30 242.70 243.15 7.149524294 5.493678537 1.655845758 -0.002038971 0.000904014 -0.002942985 0.00673946 -0.436679737
954 14:00 1,273.20 1,272.30 954 14:00 243.20 241.60 7.148581565 5.487283466 1.661298099 0.005452342 0.000712655 0.004739686 0.006460619 0.733627207
955 14:30 1,272.30 1,263.40 955 14:30 241.65 241.30 7.141561778 5.486040973 1.655520806 -0.005777293 0.001094586 -0.006871879 0.006507323 -1.056022458
956 15:00 1,263.40 1,261.45 956 15:00 241.30 240.05 7.140017132 5.480847235 1.659169897 0.003649091 0.001000429 0.002648662 0.006283321 0.421538569
957 15:30 1,261.30 1,266.00 957 15:30 240.10 240.35 7.143617603 5.482096194 1.661521408 0.002351511 0.000955161 0.001396351 0.005736246 0.243425879
958 16:00 1,259.55 1,259.55 958 16:00 240.30 240.00 7.138509793 5.480638923 1.65787087 -0.003650538 0.001117434 -0.004767972 0.005736264 -0.831198209
959 09:30 1,260.15 1,255.00 959 09:30 240.10 240.10 7.134890852 5.481055503 1.653835348 -0.004035522 0.001024876 -0.005060397 0.005804042 -0.871874692
960 10:00 1,255.30 1,263.30 960 10:00 240.75 235.30 7.141482624 5.460861296 1.680621328 0.02678598 0.000864191 0.025921789 0.00579335 4.474403672 Sell -4.85
961 10:30 1,263.40 1,261.00 961 10:30 235.30 237.85 7.139660336 5.471640223 1.668020113 -0.012601215 0.001478993 -0.014080208 0.00739732 -1.903420337 Buy 3.65
962 11:00 1,260.75 1,255.60 962 11:00 237.80 236.10 7.135368825 5.464255444 1.671113381 0.003093268 0.001227927 0.00186534 0.00784809 0.237680828
963 11:30 1,255.80 1,259.30 963 11:30 236.15 240.20 7.13831129 5.48147191 1.65683938 -0.014274001 0.001225584 -0.015499584 0.007831916 -1.979028514 Buy 0.8
964 12:00 1,259.30 1,256.65 964 12:00 240.20 238.35 7.136204729 5.473740182 1.662464547 0.005625167 0.000834858 0.004790309 0.007474318 0.640902494
965 12:30 1,256.65 1,256.00 965 12:30 238.35 239.20 7.135687347 5.477300022 1.658387325 -0.004077222 0.001000401 -0.005077624 0.00746927 -0.679801901
966 13:00 1,256.00 1,254.45 966 13:00 239.15 236.85 7.134452508 5.467427029 1.667025479 0.008638154 0.00087612 0.007762035 0.007451717 1.041643706
967 13:30 1,253.95 1,251.70 967 13:30 236.90 235.95 7.132257906 5.463619918 1.668637988 0.001612509 0.001151751 0.000460758 0.007563371 0.060919625
968 14:00 1,251.65 1,252.40 968 14:00 235.95 233.00 7.132816989 5.451038454 1.681778536 0.013140548 0.001227536 0.011913012 0.007563976 1.57496696 Sell -0.25
969 14:30 1,252.40 1,252.85 969 14:30 233.00 233.70 7.133176235 5.454038242 1.679137993 -0.002640542 0.000961534 -0.003602076 0.007840782 -0.459402696
970 15:00 1,252.25 1,256.10 970 15:00 233.70 234.10 7.135766962 5.455748374 1.680018587 0.000880594 0.000995657 -0.000115063 0.007855257 -0.014647912
971 15:30 1,256.00 1,251.75 971 15:30 234.15 233.45 7.132297851 5.452967921 1.67932993 -0.000688657 0.001034771 -0.001723428 0.007822976 -0.220303426
972 16:00 1,254.60 1,254.60 972 16:00 233.50 237.60 7.134572076 5.470588587 1.663983488 -0.015346442 0.00094652 -0.016292961 0.007809123 -2.086400852 Buy 8.15
973 09:30 1,246.00 1,245.80 973 09:30 236.95 236.95 7.127533173 5.467849148 1.659684024 -0.004299464 0.000838906 -0.00513837 0.00832788 -0.617008158
974 10:00 1,245.65 1,246.65 974 10:00 227.30 229.95 7.128215233 5.437861894 1.690353339 0.030669314 0.000738437 0.029930877 0.008226674 3.638272038 Sell 0.3
975 10:30 1,246.90 1,245.00 975 10:30 229.95 228.00 7.126890809 5.429345629 1.69754518 0.007191841 0.001103734 0.006088107 0.009862266 0.617313173
976 11:00 1,245.55 1,245.00 976 11:00 227.95 226.50 7.126890809 5.422744945 1.704145864 0.006600684 0.001515063 0.005085621 0.009875583 0.514969123
977 11:30 1,245.80 1,239.95 977 11:30 226.50 226.15 7.122826335 5.421198496 1.701627839 -0.002518025 0.001644391 -0.004162416 0.009916399 -0.419750783
978 12:00 1,239.95 1,243.95 978 12:00 226.15 226.05 7.12604708 5.420756214 1.705290866 0.003663027 0.001576341 0.002086685 0.009726912 0.214526994
979 12:30 1,243.90 1,244.55 979 12:30 226.05 227.50 7.126529298 5.427150238 1.699379059 -0.005911806 0.00173727 -0.007649077 0.009728615 -0.786245149
980 13:00 1,244.90 1,244.90 980 13:00 227.40 226.80 7.126810484 5.424068572 1.702741913 0.003362853 0.001610216 0.001752637 0.009829739 0.17829941
981 13:30 1,245.30 1,247.50 981 13:30 226.80 226.65 7.128896828 5.423406977 1.70548985 0.002747938 0.001654189 0.001093749 0.009814788 0.111438888
982 14:00 1,247.00 1,247.90 982 14:00 226.65 226.55 7.129217418 5.422965671 1.706251746 0.000761896 0.001739226 -0.00097733 0.009796549 -0.099762715
983 14:30 1,247.90 1,247.70 983 14:30 226.55 226.60 7.129057135 5.423186349 1.705870787 -0.00038096 0.001331305 -0.001712265 0.009706174 -0.176409855
984 15:00 1,247.50 1,248.00 984 15:00 226.60 225.75 7.129297549 5.419428192 1.709869357 0.00399857 0.001412082 0.002586488 0.009663688 0.267650195
985 15:30 1,248.60 1,255.00 985 15:30 225.80 226.60 7.134890852 5.423186349 1.711704503 0.001835146 0.001588326 0.00024682 0.009649818 0.025577735
986 16:00 1,250.75 1,250.75 986 16:00 226.65 227.15 7.13149865 5.425610592 1.705888058 -0.005816445 0.001547559 -0.007364003 0.009625305 -0.765067059
987 09:30 1,256.00 1,268.65 987 09:30 226.75 226.75 7.145708622 5.423848089 1.721860533 0.015972475 0.001412999 0.014559476 0.009626311 1.512466825 Sell 5.55
988 10:00 1,268.35 1,275.40 988 10:00 225.75 227.95 7.151015134 5.429126307 1.721888827 2.82943E-05 0.001774467 -0.001746172 0.009961319 -0.175295288
989 10:30 1,275.40 1,275.10 989 10:30 227.85 230.00 7.150779886 5.438079309 1.712700577 -0.00918825 0.001809614 -0.010997865 0.009967497 -1.103372808
990 11:00 1,275.20 1,280.00 990 11:00 230.00 228.90 7.154615357 5.433285227 1.72133013 0.008629553 0.001517709 0.007111844 0.010119627 0.702777316
991 11:30 1,280.00 1,281.00 991 11:30 228.95 228.40 7.155396302 5.431098478 1.724297824 0.002967694 0.001728111 0.001239583 0.010133136 0.122329673
992 12:00 1,281.75 1,276.65 992 12:00 228.35 228.60 7.151994739 5.431973751 1.720020987 -0.004276837 0.001677821 -0.005954657 0.009050135 -0.657963372
993 12:30 1,277.35 1,277.35 993 12:30 228.60 228.55 7.152542898 5.431755005 1.720787894 0.000766906 0.001409683 -0.000642777 0.00873872 -0.073555041
994 13:00 1,277.35 1,264.90 994 13:00 228.60 228.65 7.142748347 5.43219245 1.710555897 -0.010231997 0.001358776 -0.011590774 0.008736145 -1.326760623
995 13:30 1,264.90 1,260.05 995 13:30 228.60 226.70 7.138906682 5.423627558 1.715279124 0.004723228 0.001228072 0.003495156 0.00851875 0.410289768
996 14:00 1,260.40 1,262.40 996 14:00 226.70 224.40 7.14076995 5.413430174 1.727339776 0.012060652 0.001276196 0.010784456 0.008506544 1.2677835
997 14:30 1,261.50 1,258.75 997 14:30 224.35 224.55 7.137874444 5.4140984 1.723776044 -0.003563732 0.001709547 -0.005273279 0.00863382 -0.610770093
998 15:00 1,259.10 1,253.65 998 15:00 224.65 224.30 7.133814575 5.412984442 1.720830134 -0.002945911 0.001571335 -0.004517246 0.008609773 -0.524664909
999 15:30 1,253.65 1,247.95 999 15:30 224.35 221.95 7.129257484 5.402452131 1.726805353 0.005975219 0.00149039 0.004484829 0.008652443 0.518330959
1,000 16:00 1,251.40 1,251.40 1,000 16:00 222.00 221.20 7.132018204 5.39906727 1.732950934 0.006145581 0.001508009 0.004637572 0.008429005 0.550192163
Sorry I couldnt attach the excel file here and i dont know how to code , so dont have codes on quontopian to share . a copy past on excel with text-filter would help sort the data i guess .
problem i am having is , when for example a trade is generated :
the Z score is -1.8 , so a buy trade is generated for the pair , after that in the next time period (30mins) the Z score becomes +0.4 , but still i face a loss ?
secondly , can anyone check if the methodology i have used to get the strategy is correct ? would appreciate all the help i get .
really really want to learn this stuff .
P:S : quantopians lecture series is brilliant , but it gets a bit too basic , maybe making a video how to build a strategy , like the momentum strategy video which is there (but again it was very basic ) and giving some example for ideas and strategies which are used at large funds would be amazing as it would be a starting point for many people like me who have been learning only using the internet .
Also , if anyone wants to know how i made this strategy , do let me know . i dont mind sharing it .
Regards,
Jai
