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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 |
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