3 Results

3.1 Fragments of Quotes and Trades Streams

In the tables below all order events and trades are shown in the order in which they were received from an exchange.

3.1.1 Bitstamp Quotes

Table 3.1: A fragment of ETHUSD Quotes Stream generated by Bitstamp during 1 second. Only positive \(\Delta v^i_k \) are shown to facilitate a comparison with Trades Stream since only positive volume decreases should be in concordance with trade volumes. Imperfections of Bitstamp's data are numerous and obvious.

#	\(t^i_k\)	\(i\)	\(k\)	\(p^i_k\)	\(v^i_k\)	\(e^i_k\)	\(\Delta v^i_k \)
1	2020-03-25 12:17:23.096	1213615589130240	1	140.97	42.20	A
2	2020-03-25 12:17:23.122	1213615530356736	2	141.29	-76.63	D
3	2020-03-25 12:17:23.174	1213615589445632	1	140.56	50.00	A
4	2020-03-25 12:17:23.289	1213615540899842	2	140.03	0.70	D
5	2020-03-25 12:17:23.301	1213615589965824	1	141.25	-3.51	A
6	2020-03-25 12:17:23.322	1213615569108992	2	140.77	18.00	D
7	2020-03-25 12:17:23.394	1213615590346752	1	140.91	17.74	A
8	2020-03-25 12:17:23.526	1213615590346752	2	140.91	17.74	D
9	2020-03-25 12:17:23.605	1213615542149120	2	140.07	1.07	D
10	2020-03-25 12:17:23.607	1213615591219200	1	140.84	18.00	A
11	2020-03-25 12:17:23.619	1213615581487105	2	140.28	1.20	D
12	2020-03-25 12:17:23.688	1213615591555072	1	140.59	1.20	A
13	2020-03-25 12:17:23.693	1213615591571456	1	141.07	-8.54	A
14	2020-03-25 12:17:23.693	1213615591571456	2	141.07	0.00	D	8.5400
15	2020-03-25 12:17:23.693	1213615586263040	2	141.07	1.46	C	8.5400
16	2020-03-25 12:17:23.759	1213615591845888	1	999999999.00	0.00	A
17	2020-03-25 12:17:23.759	1213615591845888	2	141.25	540.93	C
18	2020-03-25 12:17:23.759	1213615510413313	2	141.25	0.00	D	17.7054
19	2020-03-25 12:17:23.759	1213615591845888	3	141.25	530.93	C	10.0000
20	2020-03-25 12:17:23.759	1213615587176448	2	141.25	0.00	D	10.0000
21	2020-03-25 12:17:23.759	1213615591845888	4	141.25	527.42	C	3.5060
22	2020-03-25 12:17:23.759	1213615589965824	2	141.25	0.00	D	3.5060
23	2020-03-25 12:17:23.759	1213615591845888	5	141.28	517.65	C	9.7692
24	2020-03-25 12:17:23.759	1213615549632512	2	141.28	0.00	D	9.6572
25	2020-03-25 12:17:23.759	1213615591845888	6	141.30	499.87	C	17.7787
26	2020-03-25 12:17:23.759	1213615510507520	2	141.30	0.00	D	17.7054
27	2020-03-25 12:17:23.759	1213615591845888	7	141.32	480.86	C	19.0160
28	2020-03-25 12:17:23.759	1213615585173504	2	141.32	0.00	D	18.9453
29	2020-03-25 12:17:23.759	1213615591845888	8	141.32	465.86	C	15.0000
30	2020-03-25 12:17:23.759	1213615585406976	2	141.32	0.00	D	15.0000
31	2020-03-25 12:17:23.759	1213615591845888	9	141.33	439.40	C	26.4609
32	2020-03-25 12:17:23.759	1213615585890305	2	141.33	0.00	D	26.4279
33	2020-03-25 12:17:23.759	1213615591845888	10	141.36	421.60	C	17.7986
34	2020-03-25 12:17:23.759	1213615510405120	2	141.36	0.00	D	17.7054
35	2020-03-25 12:17:23.759	1213615591845888	11	141.40	413.72	C	7.8793
36	2020-03-25 12:17:23.759	1213615584055296	2	141.40	0.00	D	7.7600
37	2020-03-25 12:17:23.759	1213615591845888	12	141.41	384.50	C	29.2193
38	2020-03-25 12:17:23.759	1213615525199872	2	141.41	0.00	D	29.1900
39	2020-03-25 12:17:23.759	1213615591845888	13	141.43	334.44	C	50.0544
40	2020-03-25 12:17:23.759	1213615543877632	2	141.43	0.00	D	50.0000
41	2020-03-25 12:17:23.759	1213615591845888	14	141.44	326.26	C	8.1836
42	2020-03-25 12:17:23.759	1213615585583104	2	141.44	0.00	D	8.1600
43	2020-03-25 12:17:23.759	1213615591845888	15	141.47	302.43	C	23.8292
44	2020-03-25 12:17:23.759	1213615518298112	2	141.47	0.00	D	23.7600
45	2020-03-25 12:17:23.759	1213615591845888	16	141.50	223.32	C	79.1105
46	2020-03-25 12:17:23.759	1213615560839168	2	141.50	0.00	D	79.0464
47	2020-03-25 12:17:23.759	1213615591845888	17	141.62	124.76	C	98.5592
48	2020-03-25 12:17:23.759	1213615565443072	2	141.62	0.00	D	98.3700
49	2020-03-25 12:17:23.759	1213615591845888	18	141.63	110.32	C	14.4408
50	2020-03-25 12:17:23.759	1213615538786304	2	141.63	0.00	D	14.4320
51	2020-03-25 12:17:23.759	1213615591845888	19	141.80	105.19	C	5.1323
52	2020-03-25 12:17:23.759	1213613478748160	2	141.80	0.00	D	5.0000
53	2020-03-25 12:17:23.759	1213615591845888	20	142.00	104.76	C	0.4336
54	2020-03-25 12:17:23.759	1213590606602240	1	142.00	0.00	D
55	2020-03-25 12:17:23.759	1213615591845888	21	142.06	83.43	C	21.3292
56	2020-03-25 12:17:23.759	1213615450689536	2	142.06	0.00	D	21.2850
57	2020-03-25 12:17:23.759	1213615591845888	22	142.07	70.57	C	12.8558
58	2020-03-25 12:17:23.759	1213614930432000	2	142.07	0.00	D	12.8499
59	2020-03-25 12:17:23.759	1213615591845888	23	142.15	0.00	C	70.5704
60	2020-03-25 12:17:23.759	1213615424155648	2	142.15	-923.06	C	70.5307
61	2020-03-25 12:17:23.759	1213615591845888	24	141.58	0.00	D
62	2020-03-25 12:17:23.894	1213615589445632	2	140.56	50.00	D
63	2020-03-25 12:17:23.914	1213615592480768	1	142.05	-0.77	A
64	2020-03-25 12:17:23.915	1213615592484864	1	142.30	-17.59	A
65	2020-03-25 12:17:23.920	1213615592501248	1	141.08	34.00	A
66	2020-03-25 12:17:23.924	1213615592517632	1	141.40	-76.63	A
67	2020-03-25 12:17:23.934	1213615589130240	2	140.97	42.20	D
68	2020-03-25 12:17:23.936	1213615592566784	1	141.33	-10.00	A
69	2020-03-25 12:17:23.960	1213615592669184	1	999999999.00	0.00	A
70	2020-03-25 12:17:23.960	1213615592669184	2	141.33	0.00	C
71	2020-03-25 12:17:23.960	1213615592566784	2	141.33	-9.32	C	0.6776
72	2020-03-25 12:17:23.960	1213615592669184	3	141.33	0.00	D
73	2020-03-25 12:17:23.963	1213615592677376	1	141.08	21.00	A
74	2020-03-25 12:17:23.967	1213615592697856	1	141.19	-240.00	A
75	2020-03-25 12:17:23.967	1213615592697856	2	141.19	-240.00	D
76	2020-03-25 12:17:23.976	1213615592730624	1	141.26	42.20	A
77	2020-03-25 12:17:23.977	1213615592738816	1	141.12	11.46	A
78	2020-03-25 12:17:23.980	1213615592747008	1	141.30	-0.20	A
79	2020-03-25 12:17:23.986	1213615584747520	2	140.96	7.92	D
80	2020-03-25 12:17:23.987	1213615537811456	2	140.84	7.92	D
81	2020-03-25 12:17:23.987	1213615583866881	2	140.92	7.68	D
82	2020-03-25 12:17:23.990	1213615546617856	2	140.88	7.76	D
83	2020-03-25 12:17:23.992	1213615592796160	1	142.14	-4.62	A
84	2020-03-25 12:17:23.994	1213615592808448	1	141.62	-7.68	A
85	2020-03-25 12:17:23.996	1213615592812544	1	141.55	-8.16	A
86	2020-03-25 12:17:23.997	1213615592820737	1	141.26	-175.00	A
87	2020-03-25 12:17:23.997	1213615592820737	2	141.26	-132.80	C	42.2001
88	2020-03-25 12:17:23.997	1213615592730624	2	141.26	0.00	D	42.2001
89	2020-03-25 12:17:23.997	1213615592820737	3	141.26	-132.80	D

3.1.2 Bitstamp Trades

Table 3.2: A fragment of ETHUSD Trades Stream generated by Bitstamp during 1 second.

#	\(t_j\)	\(j\)	\(a_j\)	\(r_j\)	\(d_j\)	\(p_j\)	\(v_j\)
1	2020-03-25 12:17:23.693	109223032	1213615586263040	1213615591571456	1	141.07	8.5400
2	2020-03-25 12:17:23.759	109223033	1213615510413313	1213615591845888	-1	141.25	17.7054
3	2020-03-25 12:17:23.759	109223034	1213615587176448	1213615591845888	-1	141.25	10.0000
4	2020-03-25 12:17:23.759	109223035	1213615589965824	1213615591845888	-1	141.25	3.5060
5	2020-03-25 12:17:23.759	109223036	1213615549632512	1213615591845888	-1	141.28	9.6572
6	2020-03-25 12:17:23.759	109223037	1213615510507520	1213615591845888	-1	141.30	17.7054
7	2020-03-25 12:17:23.759	109223038	1213615585173504	1213615591845888	-1	141.32	18.9453
8	2020-03-25 12:17:23.759	109223039	1213615585406976	1213615591845888	-1	141.32	15.0000
9	2020-03-25 12:17:23.759	109223040	1213615585890305	1213615591845888	-1	141.33	26.4279
10	2020-03-25 12:17:23.759	109223041	1213615510405120	1213615591845888	-1	141.36	17.7054
11	2020-03-25 12:17:23.759	109223042	1213615584055296	1213615591845888	-1	141.40	7.7600
12	2020-03-25 12:17:23.759	109223043	1213615525199872	1213615591845888	-1	141.41	29.1900
13	2020-03-25 12:17:23.759	109223044	1213615543877632	1213615591845888	-1	141.43	50.0000
14	2020-03-25 12:17:23.759	109223045	1213615585583104	1213615591845888	-1	141.44	8.1600
15	2020-03-25 12:17:23.759	109223046	1213615518298112	1213615591845888	-1	141.47	23.7600
16	2020-03-25 12:17:23.759	109223047	1213615560839168	1213615591845888	-1	141.50	79.0464
17	2020-03-25 12:17:23.759	109223048	1213615565443072	1213615591845888	-1	141.62	98.3700
18	2020-03-25 12:17:23.759	109223049	1213615538786304	1213615591845888	-1	141.63	14.4320
19	2020-03-25 12:17:23.759	109223050	1213613478748160	1213615591845888	-1	141.80	5.0000
20	2020-03-25 12:17:23.759	109223051	1213590606602240	1213615591845888	-1	142.00	0.2855
21	2020-03-25 12:17:23.759	109223052	1213615450689536	1213615591845888	-1	142.06	21.2850
22	2020-03-25 12:17:23.759	109223053	1213614930432000	1213615591845888	-1	142.07	12.8499
23	2020-03-25 12:17:23.759	109223054	1213615424155648	1213615591845888	-1	142.15	70.5307
24	2020-03-25 12:17:23.960	109223055	1213615592566784	1213615592669184	-1	141.33	0.6776
25	2020-03-25 12:17:23.997	109223056	1213615592730624	1213615592820737	1	141.26	42.2001

3.1.3 Bitfinex Quotes

Table 3.3: A fragment of ETHUSD Quotes Stream generated by Bitfinex during 1 second. Only positive \(\Delta v^i_k \) are shown to facilitate a comparison with Trades Stream since only positive volume decreases should be in concordance with trade volumes. Bitfinex does not report quote amount at deletion event so in the table below it is assumed zero and it leads to an excessive number of volume-decreasing events.

#	\(t^i_k\)	\(i\)	\(k\)	\(p^i_k\)	\(v^i_k\)	\(e^i_k\)	\(\Delta v^i_k \)
1	2020-03-26 07:01:33.000	42581187361	35	138.31000	18.41841	C
2	2020-03-26 07:01:33.000	42581172674	1	138.19000	4.96834	A
3	2020-03-26 07:01:33.000	42581172675	1	138.06000	9.93668	A
4	2020-03-26 07:01:33.000	42572501102	854	137.93000	12.00056	C
5	2020-03-26 07:01:33.000	42572501099	1072	137.86000	12.00529	C
6	2020-03-26 07:01:33.000	42572501098	1484	137.79000	12.00602	C
7	2020-03-26 07:01:33.000	42549157499	13549	137.37333	5.00000	C
8	2020-03-26 07:01:33.000	42581215083	1	137.18000	19.68449	A
9	2020-03-26 07:01:33.000	42549157513	1717	136.84000	8.00000	C
10	2020-03-26 07:01:33.000	42549157501	1461	136.82749	6.00000	C
11	2020-03-26 07:01:33.000	42564328695	167	138.37000	-0.07559	C	0.6212
12	2020-03-26 07:01:33.000	42581187375	2	138.59000	-1.58000	C
13	2020-03-26 07:01:33.000	42581215085	1	138.61000	-30.04537	A
14	2020-03-26 07:01:33.000	42581215080	1	138.69000	-39.44672	A
15	2020-03-26 07:01:33.000	42581215081	1	138.78000	-48.41522	A
16	2020-03-26 07:01:33.000	42581215082	1	138.89000	-57.10834	A
17	2020-03-26 07:01:33.000	42581215084	1	139.26000	-19.68449	A
18	2020-03-26 07:01:33.000	42549157500	8713	139.34310	-5.00000	A
19	2020-03-26 07:01:33.000	42576772602	1159	139.35000	-728.92000	A
20	2020-03-26 07:01:33.000	42578497810	195	139.35688	-170.64000	A
21	2020-03-26 07:01:33.000	42580984299	45	139.41857	-79.00900	A
22	2020-03-26 07:01:33.000	42405203222	9	139.42000	-5.00000	A
23	2020-03-26 07:01:33.000	42544506131	9	139.43000	-0.99811	A
24	2020-03-26 07:01:33.000	42535600313	7	139.44000	-0.71258	A
25	2020-03-26 07:01:33.072	42581168773	2	137.00000	0.00000	D	43.7000
26	2020-03-26 07:01:33.072	42581210816	2	138.60000	0.00000	D	14.4352
27	2020-03-26 07:01:33.072	42581211940	2	138.66900	0.00000	D	7.0830
28	2020-03-26 07:01:33.072	42581215159	2	139.10000	0.00000	D	14.5359
29	2020-03-26 07:01:33.072	42581215158	4	139.27000	0.00000	D	14.5359
30	2020-03-26 07:01:33.072	42581196220	94	138.36327	29.92207	C	0.6000
31	2020-03-26 07:01:33.072	42581187361	36	138.36000	18.41841	C
32	2020-03-26 07:01:33.072	42581215241	3	136.68000	60.97845	A
33	2020-03-26 07:01:33.072	42556110890	4312	138.75635	-20.00000	C
34	2020-03-26 07:01:33.072	42572501097	894	138.83000	-12.00250	C
35	2020-03-26 07:01:33.072	42572501095	900	138.90000	-12.00050	C
36	2020-03-26 07:01:33.072	42572501096	899	138.97000	-12.00459	C
37	2020-03-26 07:01:33.072	42581215162	1	139.11000	-14.53594	A
38	2020-03-26 07:01:33.072	42581215161	1	139.28000	-14.53594	A
39	2020-03-26 07:01:33.072	42581215160	1	139.45000	-14.53594	A
40	2020-03-26 07:01:33.072	42571474772	5	139.49000	-0.20000	A
41	2020-03-26 07:01:33.154	42581195779	2	138.33000	0.00000	D	50.0000
42	2020-03-26 07:01:33.154	42581204386	2	138.33000	0.00000	D	0.2250
43	2020-03-26 07:01:33.154	42581204384	2	138.32000	0.00000	D	3.9611
44	2020-03-26 07:01:33.154	42581199970	2	138.22000	0.00000	D	66.0000
45	2020-03-26 07:01:33.154	42581172668	2	138.71000	0.00000	D	4.9708
46	2020-03-26 07:01:33.154	42581199969	2	138.84000	0.00000	D	21.0311
47	2020-03-26 07:01:33.154	42571474772	6	139.49000	0.00000	D	0.2000
48	2020-03-26 07:01:33.154	42581204390	1	138.35000	5.69471	A
49	2020-03-26 07:01:33.154	42581215798	1	138.35000	14.40818	A
50	2020-03-26 07:01:33.154	42581199972	1	138.29000	66.00000	A
51	2020-03-26 07:01:33.154	42581216084	1	137.56000	100.00000	A
52	2020-03-26 07:01:33.154	42558452048	2406	138.76000	-5.00000	C
53	2020-03-26 07:01:33.154	42581172676	1	138.81000	-4.96823	A
54	2020-03-26 07:01:33.154	42581216085	1	138.83278	-21.59323	A
55	2020-03-26 07:01:33.154	42581199971	1	138.89000	-22.00000	A
56	2020-03-26 07:01:33.154	42576949452	141	138.94197	-29.36000	C
57	2020-03-26 07:01:33.154	42576949080	79	139.00000	-72.88000	C
58	2020-03-26 07:01:33.233	42581206312	2	138.36000	0.00000	D	62.0000
59	2020-03-26 07:01:33.233	42581192134	2	138.13000	0.00000	D	3.3400
60	2020-03-26 07:01:33.233	42581215083	2	137.18000	0.00000	D	19.6845
61	2020-03-26 07:01:33.233	42581214133	2	136.81000	0.00000	D	27.5680
62	2020-03-26 07:01:33.233	42581009020	18	136.68000	0.00000	D	8.8000
63	2020-03-26 07:01:33.233	42581215241	4	136.68000	0.00000	D	60.9785
64	2020-03-26 07:01:33.233	42581215081	2	138.78000	0.00000	D	48.4152
65	2020-03-26 07:01:33.233	42581215082	2	138.89000	0.00000	D	57.1083
66	2020-03-26 07:01:33.233	42581215162	2	139.11000	0.00000	D	14.5359
67	2020-03-26 07:01:33.233	42581215084	2	139.26000	0.00000	D	19.6845
68	2020-03-26 07:01:33.233	42581215161	2	139.28000	0.00000	D	14.5359
69	2020-03-26 07:01:33.233	42578497810	196	139.35688	0.00000	D	170.6400
70	2020-03-26 07:01:33.233	42580984299	46	139.41857	0.00000	D	79.0090
71	2020-03-26 07:01:33.233	42405203222	10	139.42000	0.00000	D	5.0000
72	2020-03-26 07:01:33.233	42544506131	10	139.43000	0.00000	D	0.9981
73	2020-03-26 07:01:33.233	42535600313	8	139.44000	0.00000	D	0.7126
74	2020-03-26 07:01:33.233	42581215160	2	139.45000	0.00000	D	14.5359
75	2020-03-26 07:01:33.233	42581192162	1	138.36000	3.60000	A
76	2020-03-26 07:01:33.233	42581215809	1	138.20000	14.40818	A
77	2020-03-26 07:01:33.233	42581215808	1	138.15000	14.40818	A
78	2020-03-26 07:01:33.233	42581215807	1	138.09000	14.40818	A
79	2020-03-26 07:01:33.233	42579970338	90	137.84000	1207.00000	C
80	2020-03-26 07:01:33.233	42579970339	84	137.83000	2010.00000	C
81	2020-03-26 07:01:33.233	42549157499	13550	137.38520	5.00000	C
82	2020-03-26 07:01:33.233	42581215680	1	137.20000	19.68171	A
83	2020-03-26 07:01:33.233	42580987530	29	136.99000	40.00000	C
84	2020-03-26 07:01:33.234	42581215682	1	136.85000	27.55439	A
85	2020-03-26 07:01:33.234	42581215801	1	138.79000	-12.25955	A
86	2020-03-26 07:01:33.234	42556110890	4313	138.80002	-20.00000	C
87	2020-03-26 07:01:33.234	42581215676	1	138.82000	-47.52383	A
88	2020-03-26 07:01:33.234	42581215805	1	138.84000	-14.40715	A
89	2020-03-26 07:01:33.234	42558456213	3502	138.89000	-20.00000	C
90	2020-03-26 07:01:33.234	42581215804	1	138.90000	-14.40715	A
91	2020-03-26 07:01:33.234	42581215679	1	138.93000	-56.16032	A
92	2020-03-26 07:01:33.234	42581215803	1	138.96000	-14.40715	A
93	2020-03-26 07:01:33.234	42581215806	1	139.01000	-14.40715	A
94	2020-03-26 07:01:33.234	42572501097	895	139.02000	-12.00250	C
95	2020-03-26 07:01:33.234	42581215802	1	139.07000	-14.40715	A
96	2020-03-26 07:01:33.234	42572501095	901	139.09000	-12.00050	C
97	2020-03-26 07:01:33.234	42581215165	1	139.12000	-14.53594	A
98	2020-03-26 07:01:33.234	42572501096	900	139.16000	-12.00459	C
99	2020-03-26 07:01:33.234	42581215681	1	139.27000	-19.68171	A
100	2020-03-26 07:01:33.234	42581215164	1	139.29000	-14.53594	A
101	2020-03-26 07:01:33.299	42581215809	2	138.20000	0.00000	D	14.4082
102	2020-03-26 07:01:33.299	42581215808	2	138.15000	0.00000	D	14.4082
103	2020-03-26 07:01:33.299	42581215807	2	138.09000	0.00000	D	14.4082
104	2020-03-26 07:01:33.299	42581215165	2	139.12000	0.00000	D	14.5359
105	2020-03-26 07:01:33.299	42581215164	2	139.29000	0.00000	D	14.5359
106	2020-03-26 07:01:33.299	42581187361	37	138.33000	18.41841	C
107	2020-03-26 07:01:33.299	42581210824	1	138.31000	14.45922	A
108	2020-03-26 07:01:33.299	42581213053	1	138.22000	1.44522	A
109	2020-03-26 07:01:33.299	42581216491	1	136.78000	2.03291	A
110	2020-03-26 07:01:33.299	42578497810	197	139.35688	-170.64000	A
111	2020-03-26 07:01:33.299	42580984299	47	139.41857	-79.00900	A
112	2020-03-26 07:01:33.374	42578497810	198	139.35688	0.00000	D	170.6400
113	2020-03-26 07:01:33.374	42580984299	48	139.41857	0.00000	D	79.0090
114	2020-03-26 07:01:33.374	42581187361	38	138.36000	18.41841	C
115	2020-03-26 07:01:33.374	42580090253	275	138.34000	1.80484	C
116	2020-03-26 07:01:33.374	42578575329	429	138.76000	-25.00000	C
117	2020-03-26 07:01:33.374	42578575345	7	138.90000	-25.00000	C
118	2020-03-26 07:01:33.374	42581215168	1	139.11000	-14.53594	A
119	2020-03-26 07:01:33.374	42581215167	1	139.28000	-14.53594	A
120	2020-03-26 07:01:33.463	42581204390	2	138.35000	0.00000	D	5.6947
121	2020-03-26 07:01:33.463	42581215798	2	138.35000	0.00000	D	14.4082
122	2020-03-26 07:01:33.463	42581213053	2	138.22000	0.00000	D	1.4452
123	2020-03-26 07:01:33.463	42581170616	2	138.10000	0.00000	D	144.2408
124	2020-03-26 07:01:33.463	42581215440	2	137.81000	0.00000	D	109.5893
125	2020-03-26 07:01:33.463	42554907423	358	136.69269	0.00000	D	10.0000
126	2020-03-26 07:01:33.463	42554907426	345	136.68510	0.00000	D	10.0000
127	2020-03-26 07:01:33.463	42581214449	2	138.61000	0.00000	D	21.5893
128	2020-03-26 07:01:33.463	42581215676	2	138.82000	0.00000	D	47.5238
129	2020-03-26 07:01:33.463	42581170615	2	138.84000	0.00000	D	55.0000
130	2020-03-26 07:01:33.463	42581215168	2	139.11000	0.00000	D	14.5359
131	2020-03-26 07:01:33.463	42581215167	2	139.28000	0.00000	D	14.5359
132	2020-03-26 07:01:33.463	42580090253	276	138.36000	1.80484	C
133	2020-03-26 07:01:33.463	42581216595	1	138.36000	20.00000	A
134	2020-03-26 07:01:33.463	42581215818	1	138.20000	14.40818	A
135	2020-03-26 07:01:33.463	42581170618	1	138.19000	165.00000	A
136	2020-03-26 07:01:33.463	42581215819	1	138.15000	14.40818	A
137	2020-03-26 07:01:33.463	42581215817	1	138.09000	14.40818	A
138	2020-03-26 07:01:33.463	42581216407	1	137.90000	1.25281	A
139	2020-03-26 07:01:33.463	42581216596	1	137.85000	109.55753	A
140	2020-03-26 07:01:33.463	42581187375	3	138.60000	-1.58000	C
141	2020-03-26 07:01:33.463	42580031922	383	138.76000	-23.19516	C
142	2020-03-26 07:01:33.463	42581154043	37	138.84000	-12.50000	C
143	2020-03-26 07:01:33.463	42581216226	1	138.84000	-47.55054	A
144	2020-03-26 07:01:33.463	42581199955	9	138.93000	-12.50000	C
145	2020-03-26 07:01:33.463	42581170617	1	138.97000	-55.00000	A
146	2020-03-26 07:01:33.463	42581215171	1	139.12000	-14.53594	A
147	2020-03-26 07:01:33.463	42581215170	1	139.29000	-14.53594	A
148	2020-03-26 07:01:33.463	42578497810	199	139.35688	-170.64000	A
149	2020-03-26 07:01:33.529	42581215818	2	138.20000	0.00000	D	14.4082
150	2020-03-26 07:01:33.529	42581215819	2	138.15000	0.00000	D	14.4082
151	2020-03-26 07:01:33.529	42581203210	2	138.13000	0.00000	D	104.9512
152	2020-03-26 07:01:33.529	42581215817	2	138.09000	0.00000	D	14.4082
153	2020-03-26 07:01:33.529	42581210097	2	137.74000	0.00000	D	6.0000
154	2020-03-26 07:01:33.529	42581210098	2	138.83000	0.00000	D	5.0893
155	2020-03-26 07:01:33.529	42581203209	2	139.07000	0.00000	D	55.0000
156	2020-03-26 07:01:33.529	42581203212	1	138.27000	75.07560	A
157	2020-03-26 07:01:33.529	42581215822	1	138.04000	14.41441	A
158	2020-03-26 07:01:33.529	42556823407	2862	137.87000	5.00000	C
159	2020-03-26 07:01:33.529	42556823404	3164	137.81000	5.00000	C
160	2020-03-26 07:01:33.529	42581210110	1	137.77000	6.00000	A
161	2020-03-26 07:01:33.529	42556110896	4076	137.74000	20.00000	C
162	2020-03-26 07:01:33.529	42554907423	359	136.69269	10.00000	A
163	2020-03-26 07:01:33.529	42554907426	346	136.68510	10.00000	A
164	2020-03-26 07:01:33.529	42581210111	1	138.88000	-4.18364	A
165	2020-03-26 07:01:33.529	42581203211	1	139.01000	-55.00000	A
166	2020-03-26 07:01:33.605	42581209667	20	136.71453	0.00000	D	7.3997
167	2020-03-26 07:01:33.605	42554907423	360	136.69269	0.00000	D	10.0000
168	2020-03-26 07:01:33.605	42554907426	347	136.68510	0.00000	D	10.0000
169	2020-03-26 07:01:33.605	42564328695	168	138.37000	0.00000	D	0.0756
170	2020-03-26 07:01:33.605	42557757310	2354	138.38000	0.00000	D	0.3511
171	2020-03-26 07:01:33.605	42541507153	2398	138.40000	0.00000	D	0.1000
172	2020-03-26 07:01:33.605	42541619790	1802	138.42000	0.00000	D	0.7000
173	2020-03-26 07:01:33.605	42581213763	2	138.45000	0.00000	D	1.2537
174	2020-03-26 07:01:33.605	42581206117	2	138.49430	0.00000	D	16.0000
175	2020-03-26 07:01:33.607	42547558468	1536	138.50000	0.00000	D	0.0206
176	2020-03-26 07:01:33.607	42571507601	1308	138.50000	0.00000	D	7.0000
177	2020-03-26 07:01:33.607	42571639345	1246	138.50000	0.00000	D	5.0000
178	2020-03-26 07:01:33.607	42580987529	19	138.51000	0.00000	D	40.0000
179	2020-03-26 07:01:33.607	42547425767	1126	138.56000	0.00000	D	0.8000
180	2020-03-26 07:01:33.607	42581187375	4	138.60000	0.00000	D	1.5800
181	2020-03-26 07:01:33.607	42581215085	2	138.61000	0.00000	D	30.0454
182	2020-03-26 07:01:33.607	42535950365	826	138.62000	0.00000	D	0.1000
183	2020-03-26 07:01:33.607	42555476037	234	138.62000	0.00000	D	6.0000
184	2020-03-26 07:01:33.607	42581213503	2	138.62000	0.00000	D	75.0000
185	2020-03-26 07:01:33.607	42528030051	720	138.63000	0.00000	D	0.3000
186	2020-03-26 07:01:33.607	42581215801	2	138.79000	0.00000	D	12.2596
187	2020-03-26 07:01:33.607	42581215805	2	138.84000	0.00000	D	14.4071
188	2020-03-26 07:01:33.607	42581215804	2	138.90000	0.00000	D	14.4071
189	2020-03-26 07:01:33.607	42581215803	2	138.96000	0.00000	D	14.4071
190	2020-03-26 07:01:33.607	42581215806	2	139.01000	0.00000	D	14.4071
191	2020-03-26 07:01:33.607	42581215802	2	139.07000	0.00000	D	14.4071
192	2020-03-26 07:01:33.607	42581213984	1	138.38000	104.53011	A
193	2020-03-26 07:01:33.607	42581215823	1	138.16000	14.41441	A
194	2020-03-26 07:01:33.607	42581215824	1	138.10000	14.41441	A
195	2020-03-26 07:01:33.607	42581216604	1	138.68000	-21.59284	A
196	2020-03-26 07:01:33.607	42580984299	49	139.41857	-79.00900	A
197	2020-03-26 07:01:33.607	42405203222	11	139.42000	-5.00000	A
198	2020-03-26 07:01:33.607	42544506131	11	139.43000	-0.99811	A
199	2020-03-26 07:01:33.607	42535600313	9	139.44000	-0.71258	A
200	2020-03-26 07:01:33.607	42581215169	1	139.46000	-14.53594	A
201	2020-03-26 07:01:33.607	42571474772	7	139.49000	-0.20000	A
202	2020-03-26 07:01:33.607	42549615761	3	139.50000	-10.00000	A
203	2020-03-26 07:01:33.607	42551073436	1	139.50000	-0.02000	A
204	2020-03-26 07:01:33.607	42535466712	1	139.51000	-0.14525	A
205	2020-03-26 07:01:33.607	42581214695	1	139.52000	-125.00000	A
206	2020-03-26 07:01:33.607	42578497826	133	139.54482	-78.68900	A
207	2020-03-26 07:01:33.607	42527549661	1	139.57000	-0.10000	A
208	2020-03-26 07:01:33.607	42536544967	1	139.58000	-2.40000	A
209	2020-03-26 07:01:33.607	42581213904	1	139.60000	-83.01864	A
210	2020-03-26 07:01:33.607	42574076765	3057	139.60801	-496.65000	A
211	2020-03-26 07:01:33.607	42578497850	27	139.61000	-255.71400	A
212	2020-03-26 07:01:33.607	42581215683	1	139.62000	-27.55439	A
213	2020-03-26 07:01:33.607	42535377070	1	139.65000	-0.94846	A
214	2020-03-26 07:01:33.607	42581215563	1	139.66000	-125.00000	A
215	2020-03-26 07:01:33.607	42536544966	1	139.69000	-2.40000	A
216	2020-03-26 07:01:33.607	42577056600	2743	139.69000	-743.14000	A
217	2020-03-26 07:01:33.607	42572286930	1	139.70000	-525.00000	A
218	2020-03-26 07:01:33.690	42581187374	2	138.64000	-23.89966	C	16.1003
219	2020-03-26 07:01:33.765	42580223392	3	138.36000	0.00000	D	17.3461
220	2020-03-26 07:01:33.765	42581214218	2	138.36000	0.00000	D	0.4549
221	2020-03-26 07:01:33.765	42581216595	2	138.36000	0.00000	D	20.0000
222	2020-03-26 07:01:33.765	42581215785	2	138.35000	0.00000	D	14.4082
223	2020-03-26 07:01:33.765	42581189624	7	138.32000	0.00000	D	0.0887
224	2020-03-26 07:01:33.765	42581189625	6	138.32000	0.00000	D	0.7000
225	2020-03-26 07:01:33.765	42581170618	2	138.19000	0.00000	D	165.0000
226	2020-03-26 07:01:33.765	42581215823	2	138.16000	0.00000	D	14.4144
227	2020-03-26 07:01:33.765	42581209263	2	138.12000	0.00000	D	44.9450
228	2020-03-26 07:01:33.765	42581215824	2	138.10000	0.00000	D	14.4144
229	2020-03-26 07:01:33.765	42581215822	2	138.04000	0.00000	D	14.4144
230	2020-03-26 07:01:33.765	42581172673	2	137.86000	0.00000	D	9.8309
231	2020-03-26 07:01:33.765	42581215680	2	137.20000	0.00000	D	19.6817
232	2020-03-26 07:01:33.765	42581187374	3	138.64000	0.00000	D	23.8997
233	2020-03-26 07:01:33.765	42581210819	2	138.65000	0.00000	D	14.4352
234	2020-03-26 07:01:33.765	42581216604	2	138.68000	0.00000	D	21.5928
235	2020-03-26 07:01:33.765	42581215080	2	138.69000	0.00000	D	39.4467
236	2020-03-26 07:01:33.765	42581172676	2	138.81000	0.00000	D	4.9682
237	2020-03-26 07:01:33.765	42581172667	2	138.84000	0.00000	D	3.4236
238	2020-03-26 07:01:33.765	42581215679	2	138.93000	0.00000	D	56.1603
239	2020-03-26 07:01:33.765	42581170617	2	138.97000	0.00000	D	55.0000
240	2020-03-26 07:01:33.765	42581215660	2	139.03000	0.00000	D	65.4488
241	2020-03-26 07:01:33.765	42581215681	2	139.27000	0.00000	D	19.6817
242	2020-03-26 07:01:33.765	42578497855	204	139.30000	0.00000	D	188.9200
243	2020-03-26 07:01:33.765	42581214695	2	139.52000	0.00000	D	125.0000
244	2020-03-26 07:01:33.765	42578497826	134	139.54482	0.00000	D	78.6890
245	2020-03-26 07:01:33.765	42578497850	28	139.61000	0.00000	D	255.7140
246	2020-03-26 07:01:33.765	42535377070	2	139.65000	0.00000	D	0.9485
247	2020-03-26 07:01:33.765	42581215563	2	139.66000	0.00000	D	125.0000
248	2020-03-26 07:01:33.765	42536544966	2	139.69000	0.00000	D	2.4000
249	2020-03-26 07:01:33.765	42577056600	2744	139.69000	0.00000	D	743.1400
250	2020-03-26 07:01:33.765	42572286930	2	139.70000	0.00000	D	525.0000
251	2020-03-26 07:01:33.765	42581208286	61	138.43000	31.79454	C
252	2020-03-26 07:01:33.765	42580843823	104	138.42878	6.00000	C
253	2020-03-26 07:01:33.765	42581216713	1	138.42000	11.07061	A
254	2020-03-26 07:01:33.765	42580223393	1	138.39000	18.63518	A
255	2020-03-26 07:01:33.766	42581098200	9	138.39000	3.00000	C
256	2020-03-26 07:01:33.766	42581206315	1	138.39000	67.00000	A
257	2020-03-26 07:01:33.766	42581216712	1	138.39000	15.66000	A
258	2020-03-26 07:01:33.766	42581196220	95	138.38511	29.92207	C
259	2020-03-26 07:01:33.766	42581187361	39	138.38000	18.41841	C
260	2020-03-26 07:01:33.766	42581195781	1	138.38000	50.00000	A
261	2020-03-26 07:01:33.766	42581216609	1	138.38000	44.25700	A
262	2020-03-26 07:01:33.766	42581170620	1	138.30000	1.51450	A
263	2020-03-26 07:01:33.766	42581172679	1	137.99000	9.81228	A
264	2020-03-26 07:01:33.766	42579970338	91	137.87000	1408.00000	C
265	2020-03-26 07:01:33.766	42580800748	131	137.86000	126.73210	C
266	2020-03-26 07:01:33.766	42581016100	647	137.85000	10.48882	C	51.9175
267	2020-03-26 07:01:33.766	42579970339	85	137.71000	1425.00000	C	585.0000
268	2020-03-26 07:01:33.766	42549157499	13551	137.39706	5.00000	C
269	2020-03-26 07:01:33.766	42581216296	1	137.26000	19.67710	A
270	2020-03-26 07:01:33.766	42580978193	3	137.21000	20.00000	C
271	2020-03-26 07:01:33.766	42581209667	21	136.71453	7.39972	A
272	2020-03-26 07:01:33.766	42554907423	361	136.69269	10.00000	A
273	2020-03-26 07:01:33.766	42554907426	348	136.68510	10.00000	A
274	2020-03-26 07:01:33.766	42581009020	19	136.68000	8.80000	A
275	2020-03-26 07:01:33.766	42581215766	1	138.59256	-0.49131	A
276	2020-03-26 07:01:33.766	42581215765	1	138.59665	-0.19389	A
277	2020-03-26 07:01:33.766	42581205192	1	138.62000	-6.00000	A
278	2020-03-26 07:01:33.766	42580194917	1	138.62532	-6.00000	A
279	2020-03-26 07:01:33.766	42574798541	1	138.63000	-1.44268	A
280	2020-03-26 07:01:33.766	42581216298	1	138.69000	-29.57004	A
281	2020-03-26 07:01:33.766	42580954895	12	138.70000	-101.46414	C	11.5059
282	2020-03-26 07:01:33.766	42581216293	1	138.75000	-38.89780	A
283	2020-03-26 07:01:33.766	42581215829	1	138.76000	-12.26578	A
284	2020-03-26 07:01:33.766	42581215832	1	138.81000	-14.41338	A
285	2020-03-26 07:01:33.766	42581215831	1	138.87000	-14.41338	A
286	2020-03-26 07:01:33.766	42581172678	1	138.92000	-4.96612	A
287	2020-03-26 07:01:33.766	42581215830	1	138.93000	-14.41338	A
288	2020-03-26 07:01:33.766	42581170619	1	138.95000	-55.00000	A
289	2020-03-26 07:01:33.766	42581216294	1	138.96000	-56.46674	A
290	2020-03-26 07:01:33.766	42581215833	1	138.98000	-14.41338	A
291	2020-03-26 07:01:33.766	42581172677	1	139.03000	-3.42821	A
292	2020-03-26 07:01:33.766	42581215828	1	139.04000	-14.41338	A
293	2020-03-26 07:01:33.766	42578497814	18	139.09483	-87.45000	C
294	2020-03-26 07:01:33.766	42581216295	1	139.28000	-64.94408	A
295	2020-03-26 07:01:33.766	42578497812	50	139.28045	-122.53300	C
296	2020-03-26 07:01:33.766	42578497831	17	139.30750	-37.88500	C	0.0610
297	2020-03-26 07:01:33.766	42581216297	1	139.33000	-19.67710	A
298	2020-03-26 07:01:33.766	42578497860	13	139.34000	-103.33400	C
299	2020-03-26 07:01:33.766	42549157500	8714	139.37869	-5.00000	C
300	2020-03-26 07:01:33.766	42578497854	15	139.46000	-139.77100	C
301	2020-03-26 07:01:33.766	42578497829	82	139.49735	-54.55600	C	0.0880
302	2020-03-26 07:01:33.766	42578497810	200	139.55342	-171.69000	C
303	2020-03-26 07:01:33.832	42581195781	2	138.38000	0.00000	D	50.0000
304	2020-03-26 07:01:33.832	42581213603	2	138.32000	0.00000	D	11.0528
305	2020-03-26 07:01:33.832	42581162955	2	138.18857	0.00000	D	16.9480
306	2020-03-26 07:01:33.832	42581215829	2	138.76000	0.00000	D	12.2658
307	2020-03-26 07:01:33.832	42581215832	2	138.81000	0.00000	D	14.4134
308	2020-03-26 07:01:33.832	42581215831	2	138.87000	0.00000	D	14.4134
309	2020-03-26 07:01:33.832	42581215830	2	138.93000	0.00000	D	14.4134
310	2020-03-26 07:01:33.832	42581215833	2	138.98000	0.00000	D	14.4134
311	2020-03-26 07:01:33.832	42581215828	2	139.04000	0.00000	D	14.4134
312	2020-03-26 07:01:33.832	42581215171	2	139.12000	0.00000	D	14.5359
313	2020-03-26 07:01:33.832	42581215170	2	139.29000	0.00000	D	14.5359
314	2020-03-26 07:01:33.832	42581215169	2	139.46000	0.00000	D	14.5359
315	2020-03-26 07:01:33.832	42578497810	201	139.55342	0.00000	D	171.6900
316	2020-03-26 07:01:33.832	42579627109	2	138.44000	5.00000	C
317	2020-03-26 07:01:33.832	42581216341	1	138.44000	0.45490	A
318	2020-03-26 07:01:33.832	42581196220	96	138.43970	29.92207	C
319	2020-03-26 07:01:33.832	42581208286	62	138.40000	31.79454	C
320	2020-03-26 07:01:33.832	42581215840	1	138.32000	14.41441	A
321	2020-03-26 07:01:33.832	42581215839	1	138.16000	14.41441	A
322	2020-03-26 07:01:33.832	42581016100	648	137.88000	20.90625	C
323	2020-03-26 07:01:33.832	42580984300	16	137.86506	38.03200	C	0.1100
324	2020-03-26 07:01:33.832	42578497827	23	137.80051	38.08900	C
325	2020-03-26 07:01:33.832	42578497813	21	137.78457	87.43800	C
326	2020-03-26 07:01:33.832	42578497811	17	137.64263	122.51600	C
327	2020-03-26 07:01:33.832	42578497828	16	137.58692	54.78900	C
328	2020-03-26 07:01:33.832	42578497809	290	137.34782	171.66700	C
329	2020-03-26 07:01:33.832	42580978193	4	137.19000	20.00000	C
330	2020-03-26 07:01:33.832	42554907426	349	136.93429	10.00000	C
331	2020-03-26 07:01:33.832	42574798541	2	138.59000	-1.44310	C
332	2020-03-26 07:01:33.832	42578497814	19	139.31321	-87.43800	C	0.0120
333	2020-03-26 07:01:33.832	42580984302	17	139.34631	-38.03200	C	0.1290
334	2020-03-26 07:01:33.832	42581214702	1	139.46000	-125.00000	A
335	2020-03-26 07:01:33.832	42578497812	51	139.47699	-122.51600	C	0.0170
336	2020-03-26 07:01:33.832	42535377070	3	139.65000	-0.94846	A
337	2020-03-26 07:01:33.832	42578497855	205	139.68000	-189.05500	A
338	2020-03-26 07:01:33.832	42536544966	3	139.69000	-2.40000	A
339	2020-03-26 07:01:33.832	42577056600	2745	139.69000	-743.14000	A
340	2020-03-26 07:01:33.832	42572286930	3	139.70000	-525.00000	A
341	2020-03-26 07:01:33.832	42579687709	1	139.70000	-0.14316	A
342	2020-03-26 07:01:33.832	42571474851	1	139.71000	-0.20000	A
343	2020-03-26 07:01:33.832	42581215242	1	139.74000	-91.13693	A
344	2020-03-26 07:01:33.832	42574648525	1196	139.74996	-971.90000	A
345	2020-03-26 07:01:33.915	42581216341	2	138.44000	0.00000	D	0.4549
346	2020-03-26 07:01:33.915	42581187460	2	138.18000	0.00000	D	8.7718
347	2020-03-26 07:01:33.915	42581216407	2	137.90000	0.00000	D	1.2528
348	2020-03-26 07:01:33.915	42581009020	20	136.68000	0.00000	D	8.8000
349	2020-03-26 07:01:33.915	42581216298	2	138.69000	0.00000	D	29.5700
350	2020-03-26 07:01:33.915	42581216293	2	138.75000	0.00000	D	38.8978
351	2020-03-26 07:01:33.915	42581216226	2	138.84000	0.00000	D	47.5505
352	2020-03-26 07:01:33.915	42581187459	2	138.92000	0.00000	D	14.2073
353	2020-03-26 07:01:33.915	42581215683	2	139.62000	0.00000	D	27.5544
354	2020-03-26 07:01:33.915	42535377070	4	139.65000	0.00000	D	0.9485
355	2020-03-26 07:01:33.915	42578497855	206	139.68000	0.00000	D	189.0550
356	2020-03-26 07:01:33.915	42536544966	4	139.69000	0.00000	D	2.4000
357	2020-03-26 07:01:33.915	42577056600	2746	139.69000	0.00000	D	743.1400
358	2020-03-26 07:01:33.915	42572286930	4	139.70000	0.00000	D	525.0000
359	2020-03-26 07:01:33.915	42579687709	2	139.70000	0.00000	D	0.1432
360	2020-03-26 07:01:33.915	42571474851	2	139.71000	0.00000	D	0.2000
361	2020-03-26 07:01:33.915	42581215242	2	139.74000	0.00000	D	91.1369
362	2020-03-26 07:01:33.915	42574648525	1197	139.74996	0.00000	D	971.9000
363	2020-03-26 07:01:33.915	42581196220	97	138.45062	29.92207	C
364	2020-03-26 07:01:33.915	42581098200	10	138.45000	3.00000	C
365	2020-03-26 07:01:33.915	42581216345	1	138.45000	0.45490	A
366	2020-03-26 07:01:33.915	42581216921	1	138.44000	7.32000	A
367	2020-03-26 07:01:33.915	42581195782	1	138.42000	50.00000	A
368	2020-03-26 07:01:33.915	42581208286	63	138.41000	31.79454	C
369	2020-03-26 07:01:33.915	42580223393	2	138.40000	19.06840	C
370	2020-03-26 07:01:33.915	42581187462	1	138.26000	20.20900	A
371	2020-03-26 07:01:33.915	42580189810	245	138.25000	72.92000	C
372	2020-03-26 07:01:33.915	42549157499	13552	137.44453	5.00000	C
373	2020-03-26 07:01:33.915	42580978193	5	136.99000	20.00000	C
374	2020-03-26 07:01:33.915	42549157513	1718	136.91000	8.00000	C
375	2020-03-26 07:01:33.915	42549157497	1658	136.89869	5.00000	C
376	2020-03-26 07:01:33.915	42549157501	1462	136.89869	6.00000	C
377	2020-03-26 07:01:33.915	42581215321	1	138.70000	-25.72393	A
378	2020-03-26 07:01:33.915	42581215842	1	138.79000	-12.26266	A
379	2020-03-26 07:01:33.915	42581215319	1	138.83000	-34.49744	A
380	2020-03-26 07:01:33.915	42581215845	1	138.84000	-14.41026	A
381	2020-03-26 07:01:33.915	42581215320	1	138.88000	-43.02286	A
382	2020-03-26 07:01:33.915	42581215844	1	138.90000	-14.41026	A
383	2020-03-26 07:01:33.915	42581215843	1	138.96000	-14.41026	A
384	2020-03-26 07:01:33.915	42581187461	1	139.00000	-22.00000	A
385	2020-03-26 07:01:33.915	42581215846	1	139.01000	-14.41026	A
386	2020-03-26 07:01:33.915	42581215841	1	139.07000	-14.41026	A
387	2020-03-26 07:01:33.915	42581215174	1	139.14000	-14.53594	A
388	2020-03-26 07:01:33.915	42581215173	1	139.32000	-14.53594	A
389	2020-03-26 07:01:33.915	42581215172	1	139.49000	-14.53594	A
390	2020-03-26 07:01:33.915	42581215570	1	139.60000	-125.00000	A
391	2020-03-26 07:01:33.915	42549157500	8715	139.61601	-5.00000	C
392	2020-03-26 07:01:33.993	42581216345	2	138.45000	0.00000	D	0.4549
393	2020-03-26 07:01:33.993	42581195782	2	138.42000	0.00000	D	50.0000
394	2020-03-26 07:01:33.993	42580223393	3	138.40000	0.00000	D	19.0684
395	2020-03-26 07:01:33.993	42581215840	2	138.32000	0.00000	D	14.4144
396	2020-03-26 07:01:33.993	42581156707	2	138.24000	0.00000	D	43.4730
397	2020-03-26 07:01:33.993	42581194889	2	138.24000	0.00000	D	2.9916
398	2020-03-26 07:01:33.993	42581215839	2	138.16000	0.00000	D	14.4144
399	2020-03-26 07:01:33.993	42581216356	1	138.52000	0.45490	A
400	2020-03-26 07:01:33.993	42580843823	105	138.51613	6.00000	C
401	2020-03-26 07:01:33.993	42581216542	1	138.51613	17.05800	A
402	2020-03-26 07:01:33.993	42581208286	64	138.46000	31.79454	C
403	2020-03-26 07:01:33.993	42581216610	1	138.44000	41.18800	A
404	2020-03-26 07:01:33.993	42581187361	40	138.36000	18.41841	C
405	2020-03-26 07:01:33.993	42581194894	1	138.31000	2.67448	A
406	2020-03-26 07:01:33.993	42581016100	649	138.14000	20.90625	C
407	2020-03-26 07:01:33.993	42580987530	30	137.11000	40.00000	C
408	2020-03-26 07:01:33.993	42554907426	350	136.85122	10.00000	C
409	2020-03-26 07:01:33.993	42554907423	362	136.79096	10.00000	C
410	2020-03-26 07:01:33.993	42581009020	21	136.68000	8.80000	A
411	2020-03-26 07:01:33.993	42581215241	5	136.68000	60.97845	A
412	2020-03-26 07:01:33.993	42575364445	84	136.67000	149.20000	A

3.1.4 Bitfinex Trades

Table 3.4: A fragment of ETHUSD Trades Stream generated by Bitfinex during 1 second.

#	\(t_j\)	\(j\)	\(a_j\)	\(r_j\)	\(d_j\)	\(p_j\)	\(v_j\)
1	2020-03-26 07:01:33.043	430436510	0	0	1	138.36327	0.60000
2	2020-03-26 07:01:33.545	430436512	0	0	-1	138.37000	0.07559
3	2020-03-26 07:01:33.545	430436513	0	0	-1	138.38000	0.35107
4	2020-03-26 07:01:33.545	430436514	0	0	-1	138.40000	0.10000
5	2020-03-26 07:01:33.545	430436517	0	0	-1	138.49430	16.00000
6	2020-03-26 07:01:33.545	430436516	0	0	-1	138.45000	1.25368
7	2020-03-26 07:01:33.545	430436519	0	0	-1	138.50000	0.02061
8	2020-03-26 07:01:33.545	430436515	0	0	-1	138.42000	0.70000
9	2020-03-26 07:01:33.545	430436520	0	0	-1	138.50000	5.00000
10	2020-03-26 07:01:33.545	430436522	0	0	-1	138.51000	40.00000
11	2020-03-26 07:01:33.545	430436521	0	0	-1	138.50000	7.00000
12	2020-03-26 07:01:33.545	430436524	0	0	-1	138.61000	30.04537
13	2020-03-26 07:01:33.545	430436525	0	0	-1	138.61000	1.58000
14	2020-03-26 07:01:33.545	430436523	0	0	-1	138.56000	0.80000
15	2020-03-26 07:01:33.545	430436529	0	0	-1	138.63000	0.30000
16	2020-03-26 07:01:33.545	430436528	0	0	-1	138.62000	75.00000
17	2020-03-26 07:01:33.545	430436526	0	0	-1	138.62000	0.10000
18	2020-03-26 07:01:33.545	430436527	0	0	-1	138.62000	6.00000
19	2020-03-26 07:01:33.545	430436530	0	0	-1	138.64000	16.10034
20	2020-03-26 07:01:33.545	430436533	0	0	-1	138.64000	21.39966
21	2020-03-26 07:01:33.545	430436532	0	0	-1	138.64000	1.00000
22	2020-03-26 07:01:33.545	430436534	0	0	-1	138.65000	5.60034
23	2020-03-26 07:01:33.545	430436531	0	0	-1	138.64000	1.50000
24	2020-03-26 07:01:33.545	430436535	0	0	-1	138.65000	8.83488
25	2020-03-26 07:01:33.545	430436537	0	0	-1	138.69000	39.44672
26	2020-03-26 07:01:33.545	430436536	0	0	-1	138.68000	21.59284
27	2020-03-26 07:01:33.545	430436538	0	0	-1	138.70000	11.50585
28	2020-03-26 07:01:33.706	430436540	0	0	1	138.60000	0.08870
29	2020-03-26 07:01:33.706	430436542	0	0	1	138.60000	0.40258
30	2020-03-26 07:01:33.710	430436544	0	0	1	138.60000	0.29742
31	2020-03-26 07:01:33.986	430436545	0	0	1	138.53000	0.45490

3.2 Optimal Maker Coupling for Fragments

3.2.1 Bitstamp

Optimal Maker Coupling as defined by 2.26 function relates every trade in the fragment of Bitstamp Trades Stream to volume decreasing quote events. Table 3.5 shows the specification of the function where column T # contains row numbers of trades in table 3.2 and column Q # contains row numbers of corresponding quote events in table 3.1.

The other columns are copied from tables 3.1 and 3.2 for illustration.

Table 3.5: The specification of Optimal Maker Coupling function for fragments of ETHUSD Quotes and Trades streams generated by Bitstamp. Note that in row 20 the volume decrease \(\Delta v^i_k \) is equal to zero, event type \(e^i_k\) is a deletion and \(k = 1\)

T #	Q #	\(t_j = t^i_k\)	\(p_j = p^i_k\)	\(v_j\)	\(\Delta v^i_k \)	\(d_j\)	\(k\)	\(e^i_k\)
1	15	2020-03-25 12:17:23.693	141.07	8.5400	8.5400	1	2	C
2	18	2020-03-25 12:17:23.759	141.25	17.7054	17.7054	-1	2	D
3	20	2020-03-25 12:17:23.759	141.25	10.0000	10.0000	-1	2	D
4	22	2020-03-25 12:17:23.759	141.25	3.5060	3.5060	-1	2	D
5	24	2020-03-25 12:17:23.759	141.28	9.6572	9.6572	-1	2	D
6	26	2020-03-25 12:17:23.759	141.30	17.7054	17.7054	-1	2	D
7	28	2020-03-25 12:17:23.759	141.32	18.9453	18.9453	-1	2	D
8	30	2020-03-25 12:17:23.759	141.32	15.0000	15.0000	-1	2	D
9	32	2020-03-25 12:17:23.759	141.33	26.4279	26.4279	-1	2	D
10	34	2020-03-25 12:17:23.759	141.36	17.7054	17.7054	-1	2	D
11	36	2020-03-25 12:17:23.759	141.40	7.7600	7.7600	-1	2	D
12	38	2020-03-25 12:17:23.759	141.41	29.1900	29.1900	-1	2	D
13	40	2020-03-25 12:17:23.759	141.43	50.0000	50.0000	-1	2	D
14	42	2020-03-25 12:17:23.759	141.44	8.1600	8.1600	-1	2	D
15	44	2020-03-25 12:17:23.759	141.47	23.7600	23.7600	-1	2	D
16	46	2020-03-25 12:17:23.759	141.50	79.0464	79.0464	-1	2	D
17	48	2020-03-25 12:17:23.759	141.62	98.3700	98.3700	-1	2	D
18	50	2020-03-25 12:17:23.759	141.63	14.4320	14.4320	-1	2	D
19	52	2020-03-25 12:17:23.759	141.80	5.0000	5.0000	-1	2	D
20	54	2020-03-25 12:17:23.759	142.00	0.2855	0.0000	-1	1	D
21	56	2020-03-25 12:17:23.759	142.06	21.2850	21.2850	-1	2	D
22	58	2020-03-25 12:17:23.759	142.07	12.8499	12.8499	-1	2	D
23	60	2020-03-25 12:17:23.759	142.15	70.5307	70.5307	-1	2	C
24	71	2020-03-25 12:17:23.960	141.33	0.6776	0.6776	-1	2	C
25	88	2020-03-25 12:17:23.997	141.26	42.2001	42.2001	1	2	D

3.2.2 Bitfinex

Optimal Maker Coupling as defined by 2.26 function relates every trade in the fragment of Bitfinex Trades Stream to quote events. Table 3.6 shows the specification of the function where column T # contains row numbers of trades in table 3.2 and column Q # contains row numbers of corresponding quote events in table 3.1. Rows with empty Q # corresponds to trades where Optimal Maker Coupling function has a value from hidden maker set as defined by 2.21.

The other columns are copied from tables 3.3 and 3.4 for illustration.

Table 3.6: The specification of Optimal Maker Coupling function for fragments of ETHUSD Quotes and Trades streams generated by Bitfinex. Rows with empty column Q # shows trades with hidden makers. Note that in several cases many trades are mapped to a single quote event.

T #	Q #	\(t_j\)	\(t^i_k\)	\(p_j = p^i_k\)	\(v_j \)	\(\Delta v^i_k \)	\(d_j\)	\(k\)	\(e^i_k\)
1	30	07:01:33.043	07:01:33.072	138.36327	0.60000	0.6000	1	94	C
2	169	07:01:33.545	07:01:33.605	138.37000	0.07560	0.0756	-1	168	D
3	170	07:01:33.545	07:01:33.605	138.38000	0.35110	0.3511	-1	2354	D
4	171	07:01:33.545	07:01:33.605	138.40000	0.10000	0.1000	-1	2398	D
5	174	07:01:33.545	07:01:33.605	138.49430	16.00000	16.0000	-1	2	D
6	173	07:01:33.545	07:01:33.605	138.45000	1.25370	1.2537	-1	2	D
7	175	07:01:33.545	07:01:33.607	138.50000	0.02060	0.0206	-1	1536	D
8	172	07:01:33.545	07:01:33.605	138.42000	0.70000	0.7000	-1	1802	D
9	177	07:01:33.545	07:01:33.607	138.50000	5.00000	5.0000	-1	1246	D
10	178	07:01:33.545	07:01:33.607	138.51000	40.00000	40.0000	-1	19	D
11	176	07:01:33.545	07:01:33.607	138.50000	7.00000	7.0000	-1	1308	D
12	181	07:01:33.545	07:01:33.607	138.61000	30.04540	30.0454	-1	2	D
13		07:01:33.545		138.61000	1.58000		-1
14	179	07:01:33.545	07:01:33.607	138.56000	0.80000	0.8000	-1	1126	D
15	185	07:01:33.545	07:01:33.607	138.63000	0.30000	0.3000	-1	720	D
16	184	07:01:33.545	07:01:33.607	138.62000	75.00000	75.0000	-1	2	D
17	182	07:01:33.545	07:01:33.607	138.62000	0.10000	0.1000	-1	826	D
18	183	07:01:33.545	07:01:33.607	138.62000	6.00000	6.0000	-1	234	D
19	218	07:01:33.545	07:01:33.690	138.64000	16.10030	16.1003	-1	2	C
20	232	07:01:33.545	07:01:33.765	138.64000	21.39970	23.8997	-1		D
21	232	07:01:33.545	07:01:33.765	138.64000	1.00000	23.8997	-1		D
22	233	07:01:33.545	07:01:33.765	138.65000	5.60030	14.4352	-1		D
23	232	07:01:33.545	07:01:33.765	138.64000	1.50000	23.8997	-1		D
24	233	07:01:33.545	07:01:33.765	138.65000	8.83490	14.4352	-1		D
25	235	07:01:33.545	07:01:33.765	138.69000	39.44670	39.4467	-1	2	D
26	234	07:01:33.545	07:01:33.765	138.68000	21.59280	21.5928	-1	2	D
27	281	07:01:33.545	07:01:33.766	138.70000	11.50590	11.5059	-1	12	C
28		07:01:33.706		138.60000	0.08870		1
29		07:01:33.706		138.60000	0.40260		1
30		07:01:33.710		138.60000	0.29740		1
31		07:01:33.986		138.53000	0.45490		1