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 |
|---|---|---|---|---|---|---|---|---|
2007-06-27T09:38:25Z | 148.475 | 0 | 6,427,960 | 10,330.936128 | 39,555.923952 | 1,022,888.080439 | 1,025,519.970259 | 1.030205 |
2007-06-27T09:38:30Z | 148.44 | 9,600 | 4,216,212.98 | 33,758.656262 | 14,350.565026 | 1,041,119.963385 | 1,116,984.106842 | 0.924265 |
2007-06-27T09:38:35Z | 148.465 | 0 | 7,735,471.76 | 14,662.148392 | 15,424.95746 | 1,127,299.726982 | 1,133,656.658878 | 0.716366 |
2007-06-27T09:38:40Z | 148.475 | -13,200 | 7,274,881.9 | 13,387.773336 | 12,585.314012 | 1,121,429.842694 | 1,259,567.8331 | 0.757946 |
2007-06-27T09:38:45Z | 148.46 | -694 | 3,163,882.62 | 31,853.91287 | 8,348.514788 | 1,162,957.581934 | 1,137,561.44944 | 0.909911 |
2007-06-27T09:38:50Z | 148.455 | 0 | 10,007,680.2 | 21,703.34257 | 10,115.542169 | 1,028,312.034136 | 1,132,215.119277 | 0.813524 |
2007-06-27T09:38:55Z | 148.475 | 0 | 9,908,909.03 | 15,565.789116 | 10,007.77431 | 1,055,576.627651 | 1,043,047.116246 | 0.738975 |
2007-06-27T09:39:00Z | 148.485 | 23,567 | 4,132,772.84 | 26,656.448296 | 6,798.882099 | 1,318,357.736584 | 1,068,596.534469 | 0.713204 |
2007-06-27T09:39:05Z | 148.495 | 9,925 | 3,072,463.92 | 40,832.86459 | 9,778.127876 | 1,281,427.006312 | 976,821.537161 | 0.770493 |
2007-06-27T09:39:10Z | 148.485 | 0 | 6,672,490.93 | 51,344.474614 | 11,949.754766 | 1,331,562.455549 | 968,889.100743 | 0.933996 |
2007-06-27T09:39:15Z | 148.505 | 0 | 2,687,693.92 | 16,513.373525 | 10,363.442912 | 1,291,277.609878 | 1,080,501.643072 | 0.720708 |
2007-06-27T09:39:20Z | 148.54 | 0 | 6,164,469.89 | 20,000.57491 | 20,903.188374 | 1,339,271.852777 | 1,116,912.823013 | 0.90398 |
2007-06-27T09:39:25Z | 148.545 | -9,009 | 3,925,255.17 | 16,601.353895 | 30,067.370118 | 1,268,797.829161 | 1,250,881.389145 | 0.896464 |
2007-06-27T09:39:30Z | 148.545 | 0 | 20,100,026.93 | 49,827.260036 | 11,372.434192 | 1,282,683.112243 | 1,142,557.124426 | 0.890153 |
2007-06-27T09:39:35Z | 148.535 | 0 | 5,126,332.5 | 12,804.085252 | 15,163.666602 | 1,341,377.724932 | 1,196,813.252244 | 0.739377 |
2007-06-27T09:39:40Z | 148.505 | -20,672 | 6,723,458.09 | 6,692.68531 | 11,835.395411 | 1,229,530.250769 | 1,222,284.168408 | 0.688777 |
2007-06-27T09:39:45Z | 148.515 | 35,008 | 16,098,311.92 | 21,487.857457 | 13,339.454218 | 1,124,069.587964 | 1,137,716.365254 | 0.773049 |
2007-06-27T09:39:50Z | 148.55 | 0 | 11,436,657.22 | 11,199.057223 | 21,405.5006 | 1,285,943.859744 | 1,123,988.796718 | 0.75488 |
2007-06-27T09:39:55Z | 148.535 | 0 | 1,932,328.32 | 2,969.585371 | 75,856.035271 | 1,223,344.885571 | 1,357,614.996994 | 1.291316 |
2007-06-27T09:40:00Z | 148.515 | 2,313 | 5,815,178.06 | 7,336.012572 | 15,281.54979 | 1,227,238.300139 | 1,063,620.070844 | 0.70832 |
2007-06-27T09:40:05Z | 148.535 | 20,118 | 4,708,484.58 | 32,105.923922 | 20,793.984824 | 1,268,653.40016 | 1,257,465.654353 | 0.825078 |
2007-06-27T09:40:10Z | 148.55 | 16,388 | 4,396,414.68 | 74,854.219401 | 16,801.478278 | 1,352,873.138861 | 1,179,604.613172 | 0.877641 |
2007-06-27T09:40:15Z | 148.525 | 0 | 1,207,523.08 | 81,751.011115 | 19,834.344786 | 1,286,309.978375 | 1,193,657.108124 | 1.065989 |
2007-06-27T09:40:20Z | 148.52 | -2,983 | 1,785,053.88 | 22,334.115454 | 24,352.483664 | 1,311,806.030668 | 1,288,913.066346 | 0.909498 |
2007-06-27T09:40:25Z | 148.515 | 794 | 1,127,856.94 | 5,877.3436 | 23,646.2984 | 1,325,870.7412 | 1,288,533.192 | 0.715343 |
2007-06-27T09:40:30Z | 148.535 | 0 | 3,237,478.96 | 20,210.274721 | 21,395.41547 | 1,356,562.026715 | 1,241,647.794258 | 0.845917 |
2007-06-27T09:40:35Z | 148.535 | 0 | 1,954,052.22 | 7,851.494804 | 24,991.342326 | 1,441,330.586331 | 1,181,226.396682 | 0.755323 |
2007-06-27T09:40:40Z | 148.535 | -6,477 | 3,813,712.27 | 2,344.448715 | 22,871.41904 | 1,389,293.709819 | 1,164,050.341764 | 0.684104 |
2007-06-27T09:40:45Z | 148.51 | -19,046 | 3,214,681.38 | 11,678.49506 | 16,681.211736 | 1,405,188.653357 | 1,237,932.424077 | 0.74567 |
2007-06-27T09:40:50Z | 148.515 | 0 | 4,954,045.69 | 13,400.381591 | 18,649.623323 | 1,162,093.348894 | 1,078,037.645247 | 0.726033 |
2007-06-27T09:40:55Z | 148.515 | -24,353 | 5,284,995.97 | 7,579.400424 | 15,477.667232 | 1,201,807.692895 | 1,170,183.8193 | 0.686876 |
2007-06-27T09:41:00Z | 148.505 | -13,205 | 2,882,454.71 | 5,416.519878 | 35,580.133792 | 1,069,142.383218 | 1,325,535.371368 | 0.687132 |
2007-06-27T09:41:05Z | 148.505 | -100 | 2,242,473 | 7,227.221742 | 52,444.721021 | 1,023,028.900556 | 1,326,788.371217 | 0.677256 |
2007-06-27T09:41:10Z | 148.505 | -3,400 | 861,312 | 7,412.695511 | 36,478.73248 | 966,508.090189 | 1,326,338.632744 | 0.673378 |
2007-06-27T09:41:15Z | 148.49 | 0 | 3,608,418 | 29,821.817601 | 20,771.100379 | 1,016,608.443225 | 1,283,092.482738 | 0.825144 |
2007-06-27T09:41:20Z | 148.47 | -12,610 | 1,872,332.8 | 32,665.780008 | 15,448.042955 | 949,761.18607 | 1,223,811.847651 | 0.876693 |
2007-06-27T09:41:25Z | 148.455 | 0 | 3,231,451.14 | 34,122.432074 | 12,050.378288 | 1,009,341.503658 | 1,195,141.581768 | 0.875803 |
2007-06-27T09:41:30Z | 148.45 | -1,442 | 1,461,128.9 | 25,761.333199 | 8,917.847242 | 1,100,122.786421 | 1,155,964.373005 | 0.739192 |
2007-06-27T09:41:35Z | 148.465 | -908 | 758,916.52 | 39,302.77154 | 18,383.523197 | 1,147,775.095322 | 1,212,311.34347 | 0.870964 |
2007-06-27T09:41:40Z | 148.455 | -2,537 | 4,919,557.65 | 10,647.469396 | 13,303.278403 | 1,154,513.566018 | 1,152,812.578096 | 0.682952 |
2007-06-27T09:41:45Z | 148.455 | -14,400 | 2,137,680 | 18,469.945832 | 19,126.949673 | 1,111,301.03035 | 1,124,885.493277 | 0.673605 |
2007-06-27T09:41:50Z | 148.455 | -9,900 | 1,529,037 | 26,870.189836 | 13,118.689626 | 1,071,921.98614 | 1,140,270.00042 | 0.680395 |
2007-06-27T09:41:55Z | 148.435 | -13,900 | 2,063,348 | 12,477.685259 | 27,468.410757 | 1,046,061.100996 | 1,308,368.783068 | 0.70387 |
2007-06-27T09:42:00Z | 148.425 | -5,387 | 829,279.41 | 18,171.339345 | 8,181.650853 | 1,040,890.882768 | 1,336,745.276808 | 0.674226 |
2007-06-27T09:42:05Z | 148.425 | 3,854 | 1,284,489.22 | 7,123.553374 | 124,935.572597 | 816,731.058487 | 1,403,820.427403 | 0.673741 |
2007-06-27T09:42:10Z | 148.425 | -2,400 | 712,460 | 9,365.048106 | 87,160.528162 | 935,346.567248 | 1,392,428.939868 | 0.681552 |
2007-06-27T09:42:15Z | 148.43 | 0 | 757,000 | 15,490.6606 | 77,821.57 | 904,711.6368 | 1,178,647.9632 | 0.815211 |
2007-06-27T09:42:20Z | 148.435 | -27,700 | 10,672,121 | 20,162.387159 | 23,564.021206 | 1,030,819.084241 | 1,082,182.525681 | 0.798087 |
2007-06-27T09:42:25Z | 148.435 | -11,300 | 1,677,259 | 4,425.251529 | 14,132.896657 | 1,027,178.109254 | 1,108,197.716062 | 0.673696 |
2007-06-27T09:42:30Z | 148.435 | 0 | 5,052,526.87 | 10,565.204619 | 19,546.806827 | 1,101,609.796386 | 1,277,411.530522 | 0.81433 |
2007-06-27T09:42:35Z | 148.455 | 0 | 1,894,761.5 | 7,722.335983 | 80,726.250745 | 957,661.122988 | 1,404,379.143254 | 0.72428 |
2007-06-27T09:42:40Z | 148.46 | -17,710 | 3,965,357.6 | 25,804.250605 | 14,981.786925 | 1,206,467.432607 | 1,314,858.115214 | 0.818322 |
2007-06-27T09:42:45Z | 148.46 | 137 | 20,339.39 | 43,609.765123 | 11,073.411179 | 1,236,937.220329 | 1,179,087.812213 | 1.216931 |
2007-06-27T09:42:50Z | 148.465 | -1,000 | 148,460 | 43,646.963881 | 14,512.431751 | 1,049,275.291894 | 1,075,409.842713 | 1.246732 |
2007-06-27T09:42:55Z | 148.465 | 0 | 4,981,613.37 | 24,149.642573 | 14,606.510155 | 1,023,166.687973 | 1,079,039.569494 | 0.941016 |
2007-06-27T09:43:00Z | 148.465 | -17,846 | 3,065,116.16 | 12,157.865059 | 11,144.767645 | 1,023,833.742174 | 1,117,228.453043 | 0.737868 |
2007-06-27T09:43:05Z | 148.46 | 12,700 | 4,528,231 | 23,546.978913 | 14,781.848253 | 971,997.955551 | 1,061,958.964854 | 0.867146 |
2007-06-27T09:43:10Z | 148.465 | 12,384 | 5,055,910.48 | 11,207.323406 | 19,191.937238 | 966,385.163102 | 1,033,282.452728 | 0.752024 |
2007-06-27T09:43:15Z | 148.465 | -290 | 75,715.7 | 813.711596 | 31,171.25669 | 926,221.840634 | 1,095,732.320119 | 0.673559 |
2007-06-27T09:43:20Z | 148.465 | -400 | 59,384 | 2,047.510417 | 30,718.059295 | 949,991.263822 | 1,097,413.706731 | 0.673559 |
2007-06-27T09:43:25Z | 148.445 | 0 | 3,763,919.85 | 24,599.181836 | 11,222.938316 | 980,929.345791 | 1,226,632.220213 | 0.722732 |
2007-06-27T09:43:30Z | 148.415 | 0 | 798,129.88 | 35,395.526843 | 15,570.3125 | 1,109,731.060897 | 1,236,170.616787 | 0.972321 |
2007-06-27T09:43:35Z | 148.385 | 0 | 2,389,096 | 22,305.347922 | 9,151.296163 | 998,739.1245 | 1,241,907.672662 | 0.736918 |
2007-06-27T09:43:40Z | 148.375 | -16,475 | 2,451,974.5 | 9,765.703253 | 64,565.264418 | 861,556.281381 | 1,376,604.797645 | 0.677843 |
2007-06-27T09:43:45Z | 148.415 | 6,932 | 2,423,503.48 | 7,522.692509 | 83,249.041374 | 839,601.060052 | 1,349,137.234384 | 0.804256 |
2007-06-27T09:43:50Z | 148.4 | -4,110 | 1,530,125.2 | 12,976.589104 | 34,793.084015 | 787,026.762922 | 1,149,073.603872 | 0.760417 |
2007-06-27T09:43:55Z | 148.415 | -600 | 504,573 | 8,210.617653 | 46,607.561845 | 777,019.127647 | 1,230,104.30378 | 0.698632 |
2007-06-27T09:44:00Z | 148.415 | -10,057 | 1,950,579.06 | 21,308.031943 | 9,068.004991 | 961,124.567778 | 1,002,574.872629 | 0.679703 |
2007-06-27T09:44:05Z | 148.415 | 0 | 1,038,906 | 13,937.519115 | 35,311.760563 | 863,650.683904 | 1,088,886.713481 | 0.682757 |
2007-06-27T09:44:10Z | 148.455 | 0 | 8,596,975.02 | 13,518.527005 | 36,066.952439 | 973,074.546352 | 1,074,721.157799 | 0.891771 |
2007-06-27T09:44:15Z | 148.475 | -19,800 | 6,472,670 | 17,387.971131 | 12,731.842422 | 1,008,224.448877 | 1,241,001.505213 | 0.684673 |
2007-06-27T09:44:20Z | 148.475 | -12,450 | 1,848,451.5 | 9,562.264151 | 33,774.311124 | 945,686.326651 | 1,445,380.751572 | 0.673514 |
2007-06-27T09:44:25Z | 148.505 | -547 | 7,256,040.42 | 14,944.537759 | 45,853.832928 | 955,191.058262 | 1,463,951.356679 | 0.753975 |
2007-06-27T09:44:30Z | 148.505 | 0 | 51,276,637.62 | 12,928.676206 | 23,866.108865 | 932,782.546727 | 1,227,691.717431 | 0.771053 |
2007-06-27T09:44:35Z | 148.49 | 1,500 | 3,222,393 | 71,441.611701 | 27,203.566019 | 1,039,471.096774 | 1,230,911.07233 | 0.771245 |
2007-06-27T09:44:40Z | 148.465 | 0 | 16,889,365.12 | 35,603.253344 | 25,961.125574 | 989,279.001797 | 1,237,379.106608 | 0.860668 |
2007-06-27T09:44:45Z | 148.465 | 0 | 4,039,571.76 | 18,231.332799 | 9,300.076137 | 1,103,419.689842 | 1,173,482.874775 | 0.682196 |
2007-06-27T09:44:50Z | 148.445 | -18,000 | 2,850,185 | 11,544.027092 | 19,414.920319 | 1,131,729.705976 | 1,292,114.568725 | 0.680859 |
2007-06-27T09:44:55Z | 148.43 | 5,904 | 4,915,501.32 | 12,465.5248 | 42,717.378 | 1,025,058.7272 | 1,314,100.4902 | 0.765407 |
2007-06-27T09:45:00Z | 148.395 | 0 | 712,392 | 16,609.347364 | 60,961.042293 | 920,504.888755 | 1,164,192.505512 | 0.875183 |
2007-06-27T09:45:05Z | 148.415 | 0 | 4,824,043.6 | 20,419.596947 | 12,351.520262 | 1,086,638.121025 | 958,616.973105 | 0.703176 |
2007-06-27T09:45:10Z | 148.405 | -2,906 | 728,099.46 | 22,310.7851 | 7,337.31188 | 1,137,461.165307 | 861,652.162663 | 0.673945 |
2007-06-27T09:45:15Z | 148.385 | -1,800 | 563,890 | 9,005.383842 | 15,064.087621 | 1,108,632.275724 | 1,224,651.111535 | 0.67851 |
2007-06-27T09:45:20Z | 148.335 | -46,182 | 9,079,376.38 | 20,139.260153 | 27,698.687575 | 1,038,926.003619 | 1,407,143.757338 | 0.741294 |
2007-06-27T09:45:25Z | 148.32 | 194 | 5,194,033.76 | 15,090.24511 | 74,249.347705 | 946,539.271856 | 1,608,889.590619 | 0.722781 |
2007-06-27T09:45:30Z | 148.295 | -11,675 | 5,327,910.75 | 19,195.253157 | 73,726.194428 | 1,046,592.20926 | 1,466,319.876328 | 0.819832 |
2007-06-27T09:45:35Z | 148.285 | 10,409 | 2,255,757.29 | 24,919.567327 | 10,675.376436 | 1,046,237.469703 | 1,306,019.867129 | 0.687163 |
2007-06-27T09:45:40Z | 148.275 | -5,502 | 964,056.56 | 15,502.87989 | 19,904.752113 | 1,062,740.802044 | 1,502,090.523688 | 0.68515 |
2007-06-27T09:45:45Z | 148.295 | -8,359 | 4,541,463.25 | 16,729.795739 | 25,612.970907 | 968,236.00041 | 1,430,651.536365 | 0.689685 |
2007-06-27T09:45:50Z | 148.295 | 0 | 830,466 | 10,435.41458 | 67,470.112157 | 1,036,929.468856 | 1,472,233.022431 | 0.751048 |
2007-06-27T09:45:55Z | 148.295 | 0 | 12,627,972.76 | 14,426.716913 | 66,738.341263 | 940,121.153338 | 1,428,603.454218 | 0.918223 |
2007-06-27T09:46:00Z | 148.325 | 0 | 7,991,673.66 | 12,480.503104 | 19,613.02143 | 1,015,630.083517 | 1,376,906.053875 | 0.729753 |
2007-06-27T09:46:05Z | 148.325 | -8,800 | 2,343,491 | 12,627.454908 | 6,087.130287 | 958,227.334397 | 1,409,745.228053 | 0.674599 |
2007-06-27T09:46:10Z | 148.35 | 0 | 7,329,329.52 | 13,639.410421 | 15,790.434068 | 1,021,023.703206 | 1,452,268.954308 | 0.711815 |
2007-06-27T09:46:15Z | 148.365 | -580 | 1,870,580.96 | 16,686.877728 | 23,363.734224 | 1,061,577.865736 | 1,397,377.724592 | 0.733099 |
2007-06-27T09:46:20Z | 148.345 | -3,291 | 3,369,241.85 | 50,118.179947 | 30,829.518647 | 1,079,352.759527 | 1,400,545.325657 | 0.877797 |
2007-06-27T09:46:25Z | 148.345 | 1,200 | 2,017,498 | 67,628.659262 | 52,579.432765 | 885,145.676716 | 1,340,660.728481 | 0.674104 |
2007-06-27T09:46:30Z | 148.345 | -69,500 | 12,208,461 | 62,235.6006 | 20,663.854 | 870,980.1192 | 1,341,383.1498 | 0.674509 |
2007-06-27T09:46:35Z | 148.355 | 35,010 | 7,893,478.4 | 13,442.441288 | 94,899.062612 | 848,965.388278 | 1,323,958.821364 | 0.835275 |
2007-06-27T09:46:40Z | 148.355 | 0 | 5,758,550.27 | 20,933.800323 | 21,027.92497 | 980,089.325534 | 1,257,581.587132 | 0.7124 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.