Search is not available for this dataset
ts
timestamp[us, tz=UTC]
midquote
float64
signed_volume
float64
trading_volume
float64
depth0_ask
float64
depth0_bid
float64
depth5_ask
float64
depth5_bid
float64
spread
float64
2007-06-27T09:30:05Z
148.31
0
5,527,953.15
15,444.07497
26,536.922631
925,383.94902
999,056.42503
1.137583
2007-06-27T09:30:10Z
148.35
4,094
1,704,797.08
5,611.059011
23,790.878006
870,051.516193
972,401.93483
0.903764
2007-06-27T09:30:15Z
148.335
0
3,831,324.52
11,421.007855
26,143.000806
800,563.786707
1,108,507.50997
0.892583
2007-06-27T09:30:20Z
148.32
-11,500
1,765,122
12,290.743954
32,361.556266
889,468.072556
1,027,499.121927
0.841976
2007-06-27T09:30:25Z
148.325
0
3,025,866
9,338.197127
28,801.457303
886,778.743017
1,060,702.034916
0.825239
2007-06-27T09:30:30Z
148.305
0
4,605,013
19,430.058151
15,565.313816
1,094,878.520353
1,082,157.667936
0.740323
2007-06-27T09:30:35Z
148.295
0
7,872,020.56
17,382.852495
21,871.49481
1,038,858.992216
1,005,974.823154
0.743393
2007-06-27T09:30:40Z
148.285
0
4,300,141
40,995.248146
17,978.523953
1,074,697.5454
1,241,524.671277
1.081082
2007-06-27T09:30:45Z
148.295
2,240
2,070,175.4
35,751.892607
6,874.984241
1,069,064.908171
1,029,009.963424
0.68603
2007-06-27T09:30:50Z
148.295
0
2,555,849.4
26,100.634127
11,560.433038
1,060,294.394917
976,278.700484
0.760283
2007-06-27T09:30:55Z
148.295
-400
622,837
45,923.177134
4,523.240327
1,140,261.987556
887,581.629788
0.674332
2007-06-27T09:31:00Z
148.3
0
510,276.89
39,384.294031
13,181.250736
1,163,893.666667
987,915.299706
0.782762
2007-06-27T09:31:05Z
148.305
-35,115
9,598,259.4
22,629.446728
31,159.893855
1,143,806.129289
1,103,335.718076
0.963124
2007-06-27T09:31:10Z
148.31
0
5,439,040.92
29,037.64595
13,659.255212
953,116.765437
1,103,047.996792
0.812442
2007-06-27T09:31:15Z
148.27
0
8,850,772.46
34,047.347261
18,247.04898
1,184,518.869452
1,247,062.35066
0.761861
2007-06-27T09:31:20Z
148.255
0
7,143,157.19
6,030.865936
31,503.771315
1,140,280.374502
1,297,686.36235
0.707971
2007-06-27T09:31:25Z
148.255
-18,308
11,402,539.56
19,255.787783
19,290.841928
1,291,012.436335
1,272,888.968069
0.691614
2007-06-27T09:31:30Z
148.275
-17,002
13,551,787.57
63,965.311286
28,611.52771
1,320,897.353358
1,135,420.800566
0.694366
2007-06-27T09:31:35Z
148.28
0
18,615,945.39
49,498.526899
26,809.104486
1,305,218.508448
1,057,509.771995
0.814777
2007-06-27T09:31:40Z
148.255
0
18,902,554
17,125.825916
23,005.422607
1,045,159.90449
1,078,668.457464
0.760676
2007-06-27T09:31:45Z
148.255
1,300
10,452,214
12,232.470514
8,332.371458
1,098,279.069255
1,062,614.131165
0.695438
2007-06-27T09:31:50Z
148.255
-17,300
2,564,726
8,247.511696
12,619.061922
982,941.933163
1,210,503.042658
0.689629
2007-06-27T09:31:55Z
148.235
-31,006
7,471,918.38
46,923.545768
8,883.040797
1,247,169.036331
1,168,622.208038
0.921301
2007-06-27T09:32:00Z
148.255
10,956
4,707,662.56
10,974.698757
20,129.94625
1,197,919.549539
1,198,759.122944
0.715564
2007-06-27T09:32:05Z
148.295
0
13,254,903.98
14,289.3308
96,133.6306
1,052,252.1236
1,241,734.273
1.054299
2007-06-27T09:32:10Z
148.265
0
5,293,691
61,900.01
10,870.9748
1,164,769.4842
1,120,780.9326
1.043341
2007-06-27T09:32:15Z
148.27
0
8,450,511.86
12,696.317365
44,607.179441
1,025,980.239921
1,172,004.765668
0.832547
2007-06-27T09:32:20Z
148.265
-17,400
2,847,828.2
12,684.935065
48,061.867133
1,069,602.61978
1,176,928.543856
0.867132
2007-06-27T09:32:25Z
148.235
-19,400
3,290,893
38,316.404243
17,474.923754
1,061,769.230538
1,168,056.776266
0.782815
2007-06-27T09:32:30Z
148.2
0
14,222,105.63
39,449.1406
18,075.2014
1,099,807.9706
1,115,120.5096
0.933539
2007-06-27T09:32:35Z
148.185
-34,100
5,349,308
40,685.223866
15,087.477713
1,167,299.805517
1,246,954.919848
0.884827
2007-06-27T09:32:40Z
148.185
-12,667
2,262,274.06
23,918.539402
16,893.340886
1,101,411.583517
1,207,008.839583
0.772678
2007-06-27T09:32:45Z
148.155
0
11,451,556.75
23,485.216524
28,587.698862
1,046,404.747556
1,193,350.121533
0.810922
2007-06-27T09:32:50Z
148.155
0
8,629,364.96
37,374.73742
14,906.535942
1,126,000.398362
1,147,317.977237
0.856172
2007-06-27T09:32:55Z
148.145
0
8,486,588.18
18,688.857831
40,640.305823
1,110,702.759438
1,191,203.436345
1.097342
2007-06-27T09:33:00Z
148.135
-25,678
6,693,702.48
18,563.514103
19,464.289058
1,093,433.289458
1,173,419.972795
0.860225
2007-06-27T09:33:05Z
148.135
0
6,557,716.1
31,182.805063
10,745.149093
1,258,983.299382
1,286,908.17939
0.719872
2007-06-27T09:33:10Z
148.105
-40,064
5,963,980
31,848.88373
13,821.172303
1,202,082.888734
1,190,671.996998
0.79737
2007-06-27T09:33:15Z
148.09
-59,912
16,129,191.46
23,634.889557
11,426.038885
946,606.423532
1,123,452.868109
0.73334
2007-06-27T09:33:20Z
148.085
0
11,835,219.54
23,554.697206
14,336.297405
982,408.054691
1,046,937.028942
0.83922
2007-06-27T09:33:25Z
148.095
0
19,309,141.19
12,951.991797
28,310.783113
1,131,963.5
1,196,743.352741
0.75971
2007-06-27T09:33:30Z
148.105
0
13,441,270.8
19,905.043774
26,799.560464
1,080,970.608236
1,123,593.337997
0.778543
2007-06-27T09:33:35Z
148.115
2,900
1,436,664
20,138.379338
42,493.470682
992,851.438572
1,149,043.978261
0.686082
2007-06-27T09:33:40Z
148.135
0
17,066,753.27
24,991.958637
18,263.003151
1,003,586.3896
1,198,287.012606
0.697715
2007-06-27T09:33:45Z
148.135
100
44,441
35,177.170512
8,303.630893
1,137,190.52658
1,194,875.987161
0.67506
2007-06-27T09:33:50Z
148.13
9,492
1,939,326.96
31,790.833098
20,614.293441
1,014,072.824218
1,179,908.016145
0.779309
2007-06-27T09:33:55Z
148.115
0
488,799
60,055.216319
19,696.993585
1,002,985.248797
1,164,277.503609
0.968526
2007-06-27T09:34:00Z
148.12
2,042
509,823.04
10,926.401321
43,389.51241
1,062,961.192754
1,137,047.018615
0.96567
2007-06-27T09:34:05Z
148.185
0
3,390,888.48
13,976.603486
73,777.676418
1,097,182.612502
1,106,997.593869
0.993796
2007-06-27T09:34:10Z
148.165
0
9,899,038.68
41,575.409409
11,979.500701
1,146,139.379179
1,116,513.208208
0.840767
2007-06-27T09:34:15Z
148.165
10,196
1,986,180.68
12,558.549442
70,036.981659
913,760.019139
1,156,208.929027
0.748234
2007-06-27T09:34:20Z
148.175
26,412
4,141,626.31
20,573.424432
10,264.375327
907,884.953111
1,245,621.447575
0.735995
2007-06-27T09:34:25Z
148.175
0
2,015,554.36
36,557.9536
8,748.7676
1,082,572.323601
1,235,534.5362
0.719112
2007-06-27T09:34:30Z
148.155
-300
74,083
33,210.146752
7,927.590874
1,239,612.406806
1,120,201.139018
0.698422
2007-06-27T09:34:35Z
148.165
4,500
725,984
13,961.141856
21,800.836907
1,115,269.280825
1,201,714.347629
0.687895
2007-06-27T09:34:40Z
148.14
-10,244
7,087,995.72
22,661.85677
15,746.424668
1,025,896.757734
1,129,474.509843
0.813458
2007-06-27T09:34:45Z
148.155
6,296
1,674,667.6
33,568.454127
9,563.736158
1,186,331.180692
1,113,622.28363
0.712118
2007-06-27T09:34:50Z
148.165
0
28,665,224.81
44,794.932494
14,478.106052
1,189,713.613341
1,115,526.469742
0.805712
2007-06-27T09:34:55Z
148.195
0
22,424,243.06
44,793.94958
67,671.32473
1,186,541.14966
1,092,991.905362
1.233927
2007-06-27T09:35:00Z
148.175
-29,964
7,374,901.24
51,588.807992
15,845.267532
1,197,319.352847
1,015,121.574625
0.856229
2007-06-27T09:35:05Z
148.215
0
3,334,660.24
25,535.471706
17,089.484103
1,217,930.462907
1,060,456.571086
0.698405
2007-06-27T09:35:10Z
148.19
4,196
4,446,354.41
54,713.03209
16,282.731649
1,318,599.86763
1,016,378.614922
0.788589
2007-06-27T09:35:15Z
148.255
0
2,149,232
13,402.381028
25,314.299721
1,201,543.790753
1,093,491.334795
0.720003
2007-06-27T09:35:20Z
148.255
2,398
534,044.52
42,660.995025
7,906.528159
1,222,077.768956
1,086,412.621094
0.687647
2007-06-27T09:35:25Z
148.255
10,756
2,736,158
16,499.381558
20,655.234897
1,236,622.733307
1,096,405.344396
0.692229
2007-06-27T09:35:30Z
148.29
0
7,968,475.07
22,047.725989
40,639.3864
1,228,921.347861
1,098,458.015335
1.05164
2007-06-27T09:35:35Z
148.325
0
5,369,076
57,537.150332
19,291.095391
1,138,724.881868
889,810.856913
0.94076
2007-06-27T09:35:40Z
148.32
37,594
6,349,388.98
31,661.885421
17,939.581983
1,014,592.991505
996,485.429277
0.715885
2007-06-27T09:35:45Z
148.365
0
8,322,232.98
74,597.594103
15,816.487278
1,368,810.614499
1,099,131.40529
0.88791
2007-06-27T09:35:50Z
148.415
32,147
9,159,365.09
71,636.488167
14,296.0359
1,188,047.701163
1,101,691.990373
0.773273
2007-06-27T09:35:55Z
148.425
-559
3,646,872.82
48,141.217157
10,942.717456
1,163,627.15037
938,886.131973
0.707839
2007-06-27T09:36:00Z
148.415
-3,198
5,194,595.59
23,124.240976
21,960.703094
1,314,945.65232
1,167,920.818326
0.777569
2007-06-27T09:36:05Z
148.425
0
12,404,474.33
23,306.601935
23,613.630772
1,201,617.455938
1,209,971.564831
0.781098
2007-06-27T09:36:10Z
148.425
0
4,289,593
68,402.25934
15,378.279014
1,335,874.087639
1,109,760.3124
1.030315
2007-06-27T09:36:15Z
148.42
-6,210
5,285,559.3
26,472.44986
15,001.59647
1,300,083.480947
1,107,498.769756
0.710475
2007-06-27T09:36:20Z
148.405
0
7,745,872.03
57,695.123169
12,546.869208
1,265,591.65336
1,196,488.252357
0.838212
2007-06-27T09:36:25Z
148.425
0
10,801,148.4
50,929.153492
22,161.242345
1,249,150.466679
1,105,943.641785
0.851077
2007-06-27T09:36:30Z
148.425
-19,206
8,758,633.93
21,699.991818
23,768.39094
1,161,051.901417
1,147,762.412293
0.9033
2007-06-27T09:36:35Z
148.395
0
3,903,167
16,332.490884
15,293.978161
1,090,161.997395
1,160,716.792627
0.803552
2007-06-27T09:36:40Z
148.395
0
11,493,977.41
36,495.128475
9,605.240469
1,215,660.743844
1,140,570.325655
0.717256
2007-06-27T09:36:45Z
148.405
-8,506
5,446,858.34
23,826.049723
14,483.607765
1,138,255.366284
1,208,632.989699
0.712997
2007-06-27T09:36:50Z
148.43
0
3,703,629.34
41,271.530932
18,421.149369
1,204,401.596866
1,245,098.619862
0.783543
2007-06-27T09:36:55Z
148.455
0
4,060,058
19,185.353469
28,187.820176
1,230,450.462121
1,388,406.258572
0.996262
2007-06-27T09:37:00Z
148.475
-692
1,175,886.99
12,921.624585
27,658.945171
1,129,807.214634
1,131,348.609561
0.879224
2007-06-27T09:37:05Z
148.465
-4,010
2,050,276.7
25,321.126668
24,522.63334
1,083,518.191747
1,205,087.307945
0.788375
2007-06-27T09:37:10Z
148.495
1,514
596,002.08
16,124.166233
14,579.74955
1,284,913.145629
1,265,028.259052
0.699322
2007-06-27T09:37:15Z
148.5
16,700
7,114,661.94
9,772.377782
15,601.896732
1,308,958.914177
1,172,890.722479
0.692871
2007-06-27T09:37:20Z
148.455
-100,629
37,383,799.54
73,875.949941
18,755.104707
1,123,099.097527
1,199,104.596131
0.705788
2007-06-27T09:37:25Z
148.455
6,263
6,393,180.63
48,438.692031
8,668.56401
1,075,677.467146
1,112,167.343918
0.783104
2007-06-27T09:37:30Z
148.455
26,798
10,124,313.9
87,165.116293
18,235.699359
1,156,612.393315
1,080,184.57546
0.853203
2007-06-27T09:37:35Z
148.475
0
44,347,740.6
81,177.428801
11,418.381067
1,090,953.189932
993,124.128961
0.740846
2007-06-27T09:37:40Z
148.495
0
6,488,760.02
16,089.040127
20,845.607668
1,187,241.131705
1,029,120.68673
0.727357
2007-06-27T09:37:45Z
148.485
1,301
6,310,606.48
17,210.230103
24,456.717913
1,163,474.700383
1,051,760.149103
0.971396
2007-06-27T09:37:50Z
148.505
0
24,919,464.22
16,851.273745
15,758.962008
1,259,284.024595
1,033,287.310538
0.810601
2007-06-27T09:37:55Z
148.475
0
25,817,204.51
15,053.325465
23,763.285657
1,211,980.80196
1,139,748.478296
0.71886
2007-06-27T09:38:00Z
148.435
0
13,709,672.75
33,109.7592
8,793.8498
1,088,154.657401
1,093,502.8458
0.834367
2007-06-27T09:38:05Z
148.405
0
12,706,412.22
50,993.3454
7,070.4018
1,009,856.618001
903,948.5314
0.792055
2007-06-27T09:38:10Z
148.385
0
6,769,133.52
16,787.1155
8,659.066427
940,938.759027
974,670.43846
0.73836
2007-06-27T09:38:15Z
148.405
-43,008
9,109,575.88
16,308.546218
16,349.880752
1,104,982.718487
1,128,667.257503
0.699218
2007-06-27T09:38:20Z
148.46
0
28,761,859.26
24,225.814191
30,821.207056
1,033,114.401683
968,437.821407
0.939468