3 Results

3.1 Fragments of extracted events

In the tables below the output of R.2 Extract is immediately, i.e. without cleansing, converted to events by R.4 Save.

3.1.1 Coinbase

(#tab:Sample Coinbase Extracted Events) Table 3.1: A fragment of ETHUSD stream extracted from data generated by Coinbase during 1 second. Coinbase sends correct data and cleansing is not needed.

#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
1	f43edbaf508b	2	16:51:56.014	0	130.77	19.97	0	0.000
2	121b92f82c67	2	16:51:56.144	0	123.70	0.66	0	0.000
3	d681ef1d56a4	2	16:51:56.148	0	135.70	-0.59	0	0.000
4	15d381d92112	6	16:51:56.149	1	130.92	19.35	56503262	7.047	64d895d93a8a
5	cc321ce58296	2	16:51:56.152	0	127.70	0.63	0	0.000
6	a9936b0f1b9c	2	16:51:56.172	0	131.26	-18.41	0	0.000
7	15d381d92112	7	16:51:56.206	1	130.92	18.32	56503263	1.036	589de8170352
8	3eb3fbd16f8c	22	16:51:56.346	1	130.93	-88.91	56503264	-0.068	8f63ae73a719
9	1b132d97ed91	2	16:51:56.347	0	130.56	18.41	0	0.000
10	15d381d92112	8	16:51:56.353	1	130.92	17.32	56503265	1.000	ace82c29e82e
11	a748af152ed9	1	16:51:56.479	1	131.11	-9.15	0	0.000
12	7c7ae3601605	1	16:51:56.480	1	130.75	9.18	0	0.000
13	3eb3fbd16f8c	23	16:51:56.482	1	130.93	-87.42	56503266	-1.496	07960639a890
14	fffdbe5ddded	2	16:51:56.493	0	130.90	8.24	0	0.000
15	c23799e14036	2	16:51:56.514	0	131.12	-19.40	0	0.000
16	a748af152ed9	2	16:51:56.569	0	131.11	-9.15	0	0.000
17	3eb3fbd16f8c	24	16:51:56.570	1	130.93	-87.28	56503267	-0.141	18265d892d24
18	1571f39d3afc	1	16:51:56.605	1	130.93	-1.20	0	0.000
19	3eb3fbd16f8c	25	16:51:56.610	1	130.93	-87.23	56503268	-0.042	c2504b5cb069
20	5c6c14f40a50	2	16:51:56.685	0	130.70	19.40	0	0.000
21	eee4e6d1edd6	2	16:51:56.698	0	130.98	-8.24	0	0.000
22	3eb3fbd16f8c	26	16:51:56.714	1	130.93	-87.22	56503269	-0.010	c9ee8983144a
23	3eb3fbd16f8c	27	16:51:56.717	1	130.93	-87.16	56503270	-0.068	85b7673f4a2f
24	aa2a9d10faab	2	16:51:56.735	0	131.03	-2.98	0	0.000
25	1b4016bb17d4	2	16:51:56.748	0	130.92	0.00	56503277	0.290	12f1a14ae996
26	15d381d92112	9	16:51:56.748	0	130.92	0.00	56503271	17.318	12f1a14ae996
27	ea56fb9fe374	2	16:51:56.748	0	130.92	0.00	56503272	5.386	12f1a14ae996
28	aea747b0e1f7	2	16:51:56.748	0	130.92	0.00	56503273	10.000	12f1a14ae996
29	c57ef9cc8d0b	2	16:51:56.748	0	130.92	0.00	56503274	1.469	12f1a14ae996
30	2783714456ca	2	16:51:56.748	0	130.92	0.00	56503275	0.278	12f1a14ae996
31	24a480379aae	2	16:51:56.748	0	130.92	0.00	56503276	2.845	12f1a14ae996
32	6623fc664da2	2	16:51:56.748	0	130.92	0.00	56503278	0.780	12f1a14ae996
33	110735c650a2	2	16:51:56.748	0	130.92	0.00	56503279	0.152	12f1a14ae996
34	e89437649373	2	16:51:56.748	0	130.92	0.00	56503280	2.116	12f1a14ae996
35	4cf55a2e1009	2	16:51:56.748	0	130.92	0.00	56503281	0.613	12f1a14ae996
36	b96cb7c05abd	2	16:51:56.748	0	130.92	0.00	56503282	0.361	12f1a14ae996
37	9c1f88a4da38	2	16:51:56.748	0	130.92	0.00	56503283	0.356	12f1a14ae996
38	671807e3aeed	2	16:51:56.748	0	130.92	0.00	56503284	1.030	12f1a14ae996
39	71c771b3728e	2	16:51:56.748	1	130.91	7.99	56503285	2.008	12f1a14ae996
40	999fc1022853	1	16:51:56.762	1	131.04	-3.00	0	0.000
41	40f5dcb280dc	1	16:51:56.770	1	130.98	-5.99	0	0.000
42	29e8e1286f52	1	16:51:56.783	1	130.92	-0.52	0	0.000
43	008822bcaf61	1	16:51:56.799	1	130.93	-5.99	0	0.000
44	df1ef4009faf	1	16:51:56.802	1	130.98	-8.24	0	0.000
45	29e8e1286f52	2	16:51:56.806	0	130.92	0.00	56503286	-0.523	5baccca48b76
46	3eb3fbd16f8c	28	16:51:56.806	1	130.93	-86.68	56503287	-0.477	5baccca48b76
47	008822bcaf61	2	16:51:56.815	0	130.93	-5.99	0	0.000
48	40f5dcb280dc	2	16:51:56.817	0	130.98	-5.99	0	0.000
49	fa32be3a2ae1	1	16:51:56.831	1	130.88	1.66	0	0.000
50	71c771b3728e	3	16:51:56.833	0	130.91	7.99	0	0.000
51	486302111e29	1	16:51:56.835	1	130.93	-5.99	0	0.000
52	71ab4bd40f1b	1	16:51:56.838	1	130.92	10.00	0	0.000
53	1368e0949232	2	16:51:56.840	0	131.95	-5.00	0	0.000
54	fa32be3a2ae1	2	16:51:56.842	0	130.88	1.66	0	0.000
55	069504cd9ae7	2	16:51:56.844	0	130.89	4.10	0	0.000
56	1dd3d7197135	1	16:51:56.845	1	130.88	3.00	0	0.000
57	c7e534618f5b	1	16:51:56.847	1	131.98	-5.00	0	0.000
58	486302111e29	2	16:51:56.848	0	130.93	-5.99	0	0.000
59	0593af747224	1	16:51:56.854	1	130.98	-6.12	0	0.000
60	1dd3d7197135	2	16:51:56.857	0	130.88	3.00	0	0.000
61	02672d901b4a	2	16:51:56.866	0	130.99	-19.15	0	0.000
62	3f57ada3225a	2	16:51:56.870	0	130.93	-1.32	0	0.000
63	0593af747224	2	16:51:56.874	0	130.98	-6.12	0	0.000
64	be1bc3a0a6de	1	16:51:56.875	1	130.90	4.10	0	0.000
65	3eb3fbd16f8c	29	16:51:56.892	1	130.93	-85.33	56503288	-1.346	5de49d66d757
66	718cc8b04680	1	16:51:56.908	1	130.88	0.77	0	0.000
67	487fff63010d	1	16:51:56.970	1	129.01	244.13	0	0.000

3.1.2 Bitstamp

(#tab:Sample Bitstamp Extracted Events) Table 3.1: A fragment of ETHUSD stream extracted from data generated by Bitstamp during 1 second. Rows were received in the order shown in the table. This order is sometimes different from the order in which events have happened on the exchange, see, for example, rows 86 and 87. Bitstamp sends duplicate events and correct class of a received event can not always be determined immediately, so cleansing is required.

#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
1	615589130240	1	12:17:23.096	1	140.97	42.20	0	0.000
2	615530356736	2	12:17:23.122	0	141.29	-76.63	0	0.000
3	615589445632	1	12:17:23.174	1	140.56	50.00	0	0.000
4	615540899842	2	12:17:23.289	0	140.03	0.70	0	0.000
5	615589965824	1	12:17:23.301	1	141.25	-3.51	0	0.000
6	615569108992	2	12:17:23.322	0	140.77	18.00	0	0.000
7	615590346752	1	12:17:23.394	1	140.91	17.74	0	0.000
8	615590346752	2	12:17:23.526	0	140.91	17.74	0	0.000
9	615542149120	2	12:17:23.605	0	140.07	1.07	0	0.000
10	615591219200	1	12:17:23.607	1	140.84	18.00	0	0.000
11	615581487105	2	12:17:23.619	0	140.28	1.20	0	0.000
12	615586263040	3	12:17:23.693	NA	141.07	NA	109223032	8.540	615591571456
13	615591555072	1	12:17:23.688	1	140.59	1.20	0	0.000
14	615591571456	1	12:17:23.693	1	141.07	-8.54	0	0.000
15	615591571456	2	12:17:23.693	0	141.07	0.00	0	-8.540
16	615586263040	2	12:17:23.693	1	141.07	1.46	0	8.540
17	615510413313	NA	12:17:23.759	NA	141.25	NA	109223033	-17.705	615591845888
18	615587176448	NA	12:17:23.759	NA	141.25	NA	109223034	-10.000	615591845888
19	615589965824	NA	12:17:23.759	NA	141.25	NA	109223035	-3.506	615591845888
20	615549632512	NA	12:17:23.759	NA	141.28	NA	109223036	-9.657	615591845888
21	615510507520	NA	12:17:23.759	NA	141.30	NA	109223037	-17.705	615591845888
22	615585173504	NA	12:17:23.759	NA	141.32	NA	109223038	-18.945	615591845888
23	615585406976	NA	12:17:23.759	NA	141.32	NA	109223039	-15.000	615591845888
24	615585890305	NA	12:17:23.759	NA	141.33	NA	109223040	-26.428	615591845888
25	615510405120	NA	12:17:23.759	NA	141.36	NA	109223041	-17.705	615591845888
26	615584055296	NA	12:17:23.759	NA	141.40	NA	109223042	-7.760	615591845888
27	615525199872	NA	12:17:23.759	NA	141.41	NA	109223043	-29.190	615591845888
28	615543877632	NA	12:17:23.759	NA	141.43	NA	109223044	-50.000	615591845888
29	615585583104	NA	12:17:23.759	NA	141.44	NA	109223045	-8.160	615591845888
30	615518298112	NA	12:17:23.759	NA	141.47	NA	109223046	-23.760	615591845888
31	615560839168	NA	12:17:23.759	NA	141.50	NA	109223047	-79.046	615591845888
32	615565443072	NA	12:17:23.759	NA	141.62	NA	109223048	-98.370	615591845888
33	615538786304	NA	12:17:23.759	NA	141.63	NA	109223049	-14.432	615591845888
34	613478748160	NA	12:17:23.759	NA	141.80	NA	109223050	-5.000	615591845888
35	590606602240	NA	12:17:23.759	NA	142.00	NA	109223051	-0.285	615591845888
36	615450689536	NA	12:17:23.759	NA	142.06	NA	109223052	-21.285	615591845888
37	614930432000	NA	12:17:23.759	NA	142.07	NA	109223053	-12.850	615591845888
38	615591845888	1	12:17:23.759	1	999999999.00	0.00	0	0.000
39	615591845888	2	12:17:23.759	1	141.25	540.93	0	-540.927
40	615510413313	2	12:17:23.759	0	141.25	0.00	0	-17.705
41	615591845888	3	12:17:23.759	1	141.25	530.93	0	10.000
42	615587176448	2	12:17:23.759	0	141.25	0.00	0	-10.000
43	615591845888	4	12:17:23.759	1	141.25	527.42	0	3.506
44	615589965824	2	12:17:23.759	0	141.25	0.00	0	-3.506
45	615591845888	5	12:17:23.759	1	141.28	517.65	0	9.769
46	615549632512	2	12:17:23.759	0	141.28	0.00	0	-9.657
47	615591845888	6	12:17:23.759	1	141.30	499.87	0	17.779
48	615510507520	2	12:17:23.759	0	141.30	0.00	0	-17.705
49	615591845888	7	12:17:23.759	1	141.32	480.86	0	19.016
50	615585173504	2	12:17:23.759	0	141.32	0.00	0	-18.945
51	615591845888	8	12:17:23.759	1	141.32	465.86	0	15.000
52	615585406976	2	12:17:23.759	0	141.32	0.00	0	-15.000
53	615591845888	9	12:17:23.759	1	141.33	439.40	0	26.461
54	615585890305	2	12:17:23.759	0	141.33	0.00	0	-26.428
55	615591845888	10	12:17:23.759	1	141.36	421.60	0	17.799
56	615510405120	2	12:17:23.759	0	141.36	0.00	0	-17.705
57	615591845888	11	12:17:23.759	1	141.40	413.72	0	7.879
58	615584055296	2	12:17:23.759	0	141.40	0.00	0	-7.760
59	615591845888	12	12:17:23.759	1	141.41	384.50	0	29.219
60	615525199872	2	12:17:23.759	0	141.41	0.00	0	-29.190
61	615591845888	13	12:17:23.759	1	141.43	334.44	0	50.054
62	615543877632	2	12:17:23.759	0	141.43	0.00	0	-50.000
63	615591845888	14	12:17:23.759	1	141.44	326.26	0	8.184
64	615585583104	2	12:17:23.759	0	141.44	0.00	0	-8.160
65	615591845888	15	12:17:23.759	1	141.47	302.43	0	23.829
66	615518298112	2	12:17:23.759	0	141.47	0.00	0	-23.760
67	615591845888	16	12:17:23.759	1	141.50	223.32	0	79.110
68	615560839168	2	12:17:23.759	0	141.50	0.00	0	-79.046
69	615424155648	3	12:17:23.759	NA	142.15	NA	109223054	-70.531	615591845888
70	615591845888	17	12:17:23.759	1	141.62	124.76	0	98.559
71	615565443072	2	12:17:23.759	0	141.62	0.00	0	-98.370
72	615591845888	18	12:17:23.759	1	141.63	110.32	0	14.441
73	615538786304	2	12:17:23.759	0	141.63	0.00	0	-14.432
74	615591845888	19	12:17:23.759	1	141.80	105.19	0	5.132
75	613478748160	2	12:17:23.759	0	141.80	0.00	0	-5.000
76	615591845888	20	12:17:23.759	1	142.00	104.76	0	0.434
77	590606602240	2	12:17:23.759	0	142.00	0.00	0	-0.285
78	615591845888	21	12:17:23.759	1	142.06	83.43	0	21.329
79	615450689536	2	12:17:23.759	0	142.06	0.00	0	-21.285
80	615591845888	22	12:17:23.759	1	142.07	70.57	0	12.856
81	614930432000	2	12:17:23.759	0	142.07	0.00	0	-12.850
82	615591845888	23	12:17:23.759	1	142.15	0.00	0	70.570
83	615424155648	2	12:17:23.759	1	142.15	-923.06	0	-70.531
84	615591845888	24	12:17:23.759	0	141.58	0.00	0	0.000
85	615589445632	2	12:17:23.894	0	140.56	50.00	0	0.000
86	615592566784	3	12:17:23.960	NA	141.33	NA	109223055	-0.678	615592669184
87	615592730624	NA	12:17:23.997	NA	141.26	NA	109223056	42.200	615592820737
88	615592480768	1	12:17:23.914	1	142.05	-0.77	0	0.000
89	615592484864	1	12:17:23.915	1	142.30	-17.59	0	0.000
90	615592501248	1	12:17:23.920	1	141.08	34.00	0	0.000
91	615592517632	1	12:17:23.924	1	141.40	-76.63	0	0.000
92	615589130240	2	12:17:23.934	0	140.97	42.20	0	0.000
93	615592566784	1	12:17:23.936	1	141.33	-10.00	0	0.000
94	615592669184	1	12:17:23.960	1	999999999.00	0.00	0	0.000
95	615592669184	2	12:17:23.960	1	141.33	0.00	0	-0.000
96	615592566784	2	12:17:23.960	1	141.33	-9.32	0	-0.678
97	615592669184	3	12:17:23.960	0	141.33	0.00	0	0.000
98	615592677376	1	12:17:23.963	1	141.08	21.00	0	0.000
99	615592697856	1	12:17:23.967	1	141.19	-240.00	0	0.000
100	615592697856	2	12:17:23.967	0	141.19	-240.00	0	0.000
101	615592730624	1	12:17:23.976	1	141.26	42.20	0	0.000
102	615592738816	1	12:17:23.977	1	141.12	11.46	0	0.000
103	615592747008	1	12:17:23.980	1	141.30	-0.20	0	0.000
104	615584747520	2	12:17:23.986	0	140.96	7.92	0	0.000
105	615537811456	2	12:17:23.987	0	140.84	7.92	0	0.000
106	615583866881	2	12:17:23.987	0	140.92	7.68	0	0.000
107	615546617856	2	12:17:23.990	0	140.88	7.76	0	0.000
108	615592796160	1	12:17:23.992	1	142.14	-4.62	0	0.000
109	615592808448	1	12:17:23.994	1	141.62	-7.68	0	0.000
110	615592812544	1	12:17:23.996	1	141.55	-8.16	0	0.000
111	615592820737	1	12:17:23.997	1	141.26	-175.00	0	0.000
112	615592820737	2	12:17:23.997	1	141.26	-132.80	0	-42.200
113	615592730624	2	12:17:23.997	0	141.26	0.00	0	42.200
114	615592820737	3	12:17:23.997	0	141.26	-132.80	0	0.000

3.1.3 Bitfinex

Table 3.2 shows information which can be extracted from data provided by Bitfinex.

The exchange does not provide any information about market orders.

Trades are reported by Bitfinex without specifying identification numbers of orders involved (see, for example, line 17). Since Bitfinex trading rules allows a trader to place Hidden orders, one may expect to see trades out of the blue since, as it is already said, market orders are not reported and the matched limit order could be a hidden one.

Every ~800 milliseconds Bitfinex sends an update of “200 best LOB orders” set.

The update starts from the list of order identification numbers which have to be removed from “200 best LOB orders” set. The reason of removal is not specified by Bitfinex: the removed order could be cancelled, filled or it could just fall beyound 200 best (see, for example, lines 18-24). Since Bitfinex allows to change the price of a placed order even an order with a last known price that is far from spread may be suddenly filled if the trader who placed the order decides to change the order’s price.

Then update ends by the list of orders to be added to “200 best LOB orders” set. Price and remaining size are provided for each order as well as an order identification number (see lines 25-34).

(#tab:Sample Bitfinex Extracted Events) Table 3.2: A fragment of order table which can be extracted from Bitfinex's Raw Book and Trades websockets data provided for ETHUSD pair during 1 second. Rows are shown in the order they were received from Bitfinex.

#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
1	042581168773	NA	07:01:33.072	0	NA	NA	0	NA
2	042581210816	NA	07:01:33.072	0	NA	NA	0	NA
3	042581211940	NA	07:01:33.072	0	NA	NA	0	NA
4	042581215159	NA	07:01:33.072	0	NA	NA	0	NA
5	042581215158	NA	07:01:33.072	0	NA	NA	0	NA
6	042581196220	NA	07:01:33.072	1	138.36	29.92	0	0.600
7	042581187361	NA	07:01:33.072	1	138.36	18.42	0	0.000
8	042581215241	NA	07:01:33.072	1	136.68	60.98	0	NA
9	042556110890	NA	07:01:33.072	1	138.76	-20.00	0	0.000
10	042572501097	NA	07:01:33.072	1	138.83	-12.00	0	0.000
11	042572501095	NA	07:01:33.072	1	138.90	-12.00	0	0.000
12	042572501096	NA	07:01:33.072	1	138.97	-12.00	0	0.000
13	042581215162	NA	07:01:33.072	1	139.11	-14.54	0	NA
14	042581215161	NA	07:01:33.072	1	139.28	-14.54	0	NA
15	042581215160	NA	07:01:33.072	1	139.45	-14.54	0	NA
16	042571474772	NA	07:01:33.072	1	139.49	-0.20	0	NA
17	NA	NA	07:01:33.043	NA	138.36	NA	13642	0.600	NA
18	042581195779	NA	07:01:33.154	0	NA	NA	0	NA
19	042581204386	NA	07:01:33.154	0	NA	NA	0	NA
20	042581204384	NA	07:01:33.154	0	NA	NA	0	NA
21	042581199970	NA	07:01:33.154	0	NA	NA	0	NA
22	042581172668	NA	07:01:33.154	0	NA	NA	0	NA
23	042581199969	NA	07:01:33.154	0	NA	NA	0	NA
24	042571474772	NA	07:01:33.154	0	NA	NA	0	NA
25	042581204390	NA	07:01:33.154	1	138.35	5.69	0	NA
26	042581215798	NA	07:01:33.154	1	138.35	14.41	0	NA
27	042581199972	NA	07:01:33.154	1	138.29	66.00	0	NA
28	042581216084	NA	07:01:33.154	1	137.56	100.00	0	NA
29	042558452048	NA	07:01:33.154	1	138.76	-5.00	0	0.000
30	042581172676	NA	07:01:33.154	1	138.81	-4.97	0	NA
31	042581216085	NA	07:01:33.154	1	138.83	-21.59	0	NA
32	042581199971	NA	07:01:33.154	1	138.89	-22.00	0	NA
33	042576949452	NA	07:01:33.154	1	138.94	-29.36	0	0.000
34	042576949080	NA	07:01:33.154	1	139.00	-72.88	0	0.000
35	042581206312	NA	07:01:33.233	0	NA	NA	0	NA
36	042581192134	NA	07:01:33.233	0	NA	NA	0	NA
37	042581215083	NA	07:01:33.233	0	NA	NA	0	NA
38	042581214133	NA	07:01:33.233	0	NA	NA	0	NA
39	042581009020	NA	07:01:33.233	0	NA	NA	0	NA
40	042581215241	NA	07:01:33.233	0	NA	NA	0	NA
41	042581215081	NA	07:01:33.233	0	NA	NA	0	NA
42	042581215082	NA	07:01:33.233	0	NA	NA	0	NA
43	042581215162	NA	07:01:33.233	0	NA	NA	0	NA
44	042581215084	NA	07:01:33.233	0	NA	NA	0	NA
45	042581215161	NA	07:01:33.233	0	NA	NA	0	NA
46	042578497810	NA	07:01:33.233	0	NA	NA	0	NA
47	042580984299	NA	07:01:33.233	0	NA	NA	0	NA
48	042405203222	NA	07:01:33.233	0	NA	NA	0	NA
49	042544506131	NA	07:01:33.233	0	NA	NA	0	NA
50	042535600313	NA	07:01:33.233	0	NA	NA	0	NA
51	042581215160	NA	07:01:33.233	0	NA	NA	0	NA
52	042581192162	NA	07:01:33.233	1	138.36	3.60	0	NA
53	042581215809	NA	07:01:33.233	1	138.20	14.41	0	NA
54	042581215808	NA	07:01:33.233	1	138.15	14.41	0	NA
55	042581215807	NA	07:01:33.233	1	138.09	14.41	0	NA
56	042579970338	NA	07:01:33.233	1	137.84	1207.00	0	-788.000
57	042579970339	NA	07:01:33.233	1	137.83	2010.00	0	-301.000
58	042549157499	NA	07:01:33.233	1	137.39	5.00	0	0.000
59	042581215680	NA	07:01:33.233	1	137.20	19.68	0	NA
60	042580987530	NA	07:01:33.233	1	136.99	40.00	0	0.000
61	042572501095	NA	07:01:33.234	1	139.09	-12.00	0	0.000
62	042581215682	NA	07:01:33.234	1	136.85	27.55	0	NA
63	042581215801	NA	07:01:33.234	1	138.79	-12.26	0	NA
64	042556110890	NA	07:01:33.234	1	138.80	-20.00	0	0.000
65	042581215676	NA	07:01:33.234	1	138.82	-47.52	0	NA
66	042581215805	NA	07:01:33.234	1	138.84	-14.41	0	NA
67	042558456213	NA	07:01:33.234	1	138.89	-20.00	0	0.000
68	042581215804	NA	07:01:33.234	1	138.90	-14.41	0	NA
69	042581215679	NA	07:01:33.234	1	138.93	-56.16	0	NA
70	042581215803	NA	07:01:33.234	1	138.96	-14.41	0	NA
71	042581215806	NA	07:01:33.234	1	139.01	-14.41	0	NA
72	042572501097	NA	07:01:33.234	1	139.02	-12.00	0	0.000
73	042581215802	NA	07:01:33.234	1	139.07	-14.41	0	NA
74	042581215165	NA	07:01:33.234	1	139.12	-14.54	0	NA
75	042572501096	NA	07:01:33.234	1	139.16	-12.00	0	0.000
76	042581215681	NA	07:01:33.234	1	139.27	-19.68	0	NA
77	042581215164	NA	07:01:33.234	1	139.29	-14.54	0	NA
78	042581213053	NA	07:01:33.299	1	138.22	1.45	0	NA
79	042581216491	NA	07:01:33.299	1	136.78	2.03	0	NA
80	042578497810	NA	07:01:33.299	1	139.36	-170.64	0	NA
81	042580984299	NA	07:01:33.299	1	139.42	-79.01	0	NA
82	042581215809	NA	07:01:33.299	0	NA	NA	0	NA
83	042581187361	NA	07:01:33.299	1	138.33	18.42	0	0.000
84	042581210824	NA	07:01:33.299	1	138.31	14.46	0	NA
85	042581215808	NA	07:01:33.299	0	NA	NA	0	NA
86	042581215807	NA	07:01:33.299	0	NA	NA	0	NA
87	042581215165	NA	07:01:33.299	0	NA	NA	0	NA
88	042581215164	NA	07:01:33.299	0	NA	NA	0	NA
89	042578497810	NA	07:01:33.374	0	NA	NA	0	NA
90	042580984299	NA	07:01:33.374	0	NA	NA	0	NA
91	042581187361	NA	07:01:33.374	1	138.36	18.42	0	0.000
92	042580090253	NA	07:01:33.374	1	138.34	1.80	0	0.000
93	042578575329	NA	07:01:33.374	1	138.76	-25.00	0	0.000
94	042578575345	NA	07:01:33.374	1	138.90	-25.00	0	0.000
95	042581215168	NA	07:01:33.374	1	139.11	-14.54	0	NA
96	042581215167	NA	07:01:33.374	1	139.28	-14.54	0	NA
97	042581204390	NA	07:01:33.463	0	NA	NA	0	NA
98	042581215798	NA	07:01:33.463	0	NA	NA	0	NA
99	042581213053	NA	07:01:33.463	0	NA	NA	0	NA
100	042581170616	NA	07:01:33.463	0	NA	NA	0	NA
101	042581215440	NA	07:01:33.463	0	NA	NA	0	NA
102	042554907423	NA	07:01:33.463	0	NA	NA	0	NA
103	042554907426	NA	07:01:33.463	0	NA	NA	0	NA
104	042581214449	NA	07:01:33.463	0	NA	NA	0	NA
105	042581215676	NA	07:01:33.463	0	NA	NA	0	NA
106	042581170615	NA	07:01:33.463	0	NA	NA	0	NA
107	042581215168	NA	07:01:33.463	0	NA	NA	0	NA
108	042581215167	NA	07:01:33.463	0	NA	NA	0	NA
109	042580090253	NA	07:01:33.463	1	138.36	1.80	0	0.000
110	042581216595	NA	07:01:33.463	1	138.36	20.00	0	NA
111	042581215818	NA	07:01:33.463	1	138.20	14.41	0	NA
112	042581170618	NA	07:01:33.463	1	138.19	165.00	0	NA
113	042581215819	NA	07:01:33.463	1	138.15	14.41	0	NA
114	042581215817	NA	07:01:33.463	1	138.09	14.41	0	NA
115	042581216407	NA	07:01:33.463	1	137.90	1.25	0	NA
116	042581216596	NA	07:01:33.463	1	137.85	109.56	0	NA
117	042581187375	NA	07:01:33.463	1	138.60	-1.58	0	0.000
118	042580031922	NA	07:01:33.463	1	138.76	-23.20	0	0.000
119	042581154043	NA	07:01:33.463	1	138.84	-12.50	0	0.000
120	042581216226	NA	07:01:33.463	1	138.84	-47.55	0	NA
121	042581199955	NA	07:01:33.463	1	138.93	-12.50	0	0.000
122	042581170617	NA	07:01:33.463	1	138.97	-55.00	0	NA
123	042581215171	NA	07:01:33.463	1	139.12	-14.54	0	NA
124	042581215170	NA	07:01:33.463	1	139.29	-14.54	0	NA
125	042578497810	NA	07:01:33.463	1	139.36	-170.64	0	NA
126	042581215818	NA	07:01:33.529	0	NA	NA	0	NA
127	042581215819	NA	07:01:33.529	0	NA	NA	0	NA
128	042581203210	NA	07:01:33.529	0	NA	NA	0	NA
129	042581215817	NA	07:01:33.529	0	NA	NA	0	NA
130	042581210097	NA	07:01:33.529	0	NA	NA	0	NA
131	042581210098	NA	07:01:33.529	0	NA	NA	0	NA
132	042581203209	NA	07:01:33.529	0	NA	NA	0	NA
133	042581203212	NA	07:01:33.529	1	138.27	75.08	0	NA
134	042581215822	NA	07:01:33.529	1	138.04	14.41	0	NA
135	042556823407	NA	07:01:33.529	1	137.87	5.00	0	0.000
136	042556823404	NA	07:01:33.529	1	137.81	5.00	0	0.000
137	042581210110	NA	07:01:33.529	1	137.77	6.00	0	NA
138	042556110896	NA	07:01:33.529	1	137.74	20.00	0	0.000
139	042554907423	NA	07:01:33.529	1	136.69	10.00	0	NA
140	042554907426	NA	07:01:33.529	1	136.69	10.00	0	NA
141	042581210111	NA	07:01:33.529	1	138.88	-4.18	0	NA
142	042581203211	NA	07:01:33.529	1	139.01	-55.00	0	NA
143	042581209667	NA	07:01:33.605	0	NA	NA	0	NA
144	042554907423	NA	07:01:33.605	0	NA	NA	0	NA
145	042554907426	NA	07:01:33.605	0	NA	NA	0	NA
146	042564328695	NA	07:01:33.605	0	NA	NA	0	NA
147	042557757310	NA	07:01:33.605	0	NA	NA	0	NA
148	042541507153	NA	07:01:33.605	0	NA	NA	0	NA
149	042541619790	NA	07:01:33.605	0	NA	NA	0	NA
150	042581213763	NA	07:01:33.605	0	NA	NA	0	NA
151	042581206117	NA	07:01:33.605	0	NA	NA	0	NA
152	042547558468	NA	07:01:33.607	0	NA	NA	0	NA
153	042571507601	NA	07:01:33.607	0	NA	NA	0	NA
154	042571639345	NA	07:01:33.607	0	NA	NA	0	NA
155	042580987529	NA	07:01:33.607	0	NA	NA	0	NA
156	042547425767	NA	07:01:33.607	0	NA	NA	0	NA
157	042581187375	NA	07:01:33.607	0	NA	NA	0	NA
158	042581215085	NA	07:01:33.607	0	NA	NA	0	NA
159	042535950365	NA	07:01:33.607	0	NA	NA	0	NA
160	042555476037	NA	07:01:33.607	0	NA	NA	0	NA
161	042581213503	NA	07:01:33.607	0	NA	NA	0	NA
162	042528030051	NA	07:01:33.607	0	NA	NA	0	NA
163	042581215801	NA	07:01:33.607	0	NA	NA	0	NA
164	042581215805	NA	07:01:33.607	0	NA	NA	0	NA
165	042581215804	NA	07:01:33.607	0	NA	NA	0	NA
166	042581215803	NA	07:01:33.607	0	NA	NA	0	NA
167	042581215806	NA	07:01:33.607	0	NA	NA	0	NA
168	042581215802	NA	07:01:33.607	0	NA	NA	0	NA
169	042581213984	NA	07:01:33.607	1	138.38	104.53	0	NA
170	042581215823	NA	07:01:33.607	1	138.16	14.41	0	NA
171	042581215824	NA	07:01:33.607	1	138.10	14.41	0	NA
172	042581216604	NA	07:01:33.607	1	138.68	-21.59	0	NA
173	042580984299	NA	07:01:33.607	1	139.42	-79.01	0	NA
174	042405203222	NA	07:01:33.607	1	139.42	-5.00	0	NA
175	042544506131	NA	07:01:33.607	1	139.43	-1.00	0	NA
176	042535600313	NA	07:01:33.607	1	139.44	-0.71	0	NA
177	042581215169	NA	07:01:33.607	1	139.46	-14.54	0	NA
178	042571474772	NA	07:01:33.607	1	139.49	-0.20	0	NA
179	042549615761	NA	07:01:33.607	1	139.50	-10.00	0	NA
180	042551073436	NA	07:01:33.607	1	139.50	-0.02	0	NA
181	042535466712	NA	07:01:33.607	1	139.51	-0.15	0	NA
182	042581214695	NA	07:01:33.607	1	139.52	-125.00	0	NA
183	042578497826	NA	07:01:33.607	1	139.54	-78.69	0	NA
184	042527549661	NA	07:01:33.607	1	139.57	-0.10	0	NA
185	042536544967	NA	07:01:33.607	1	139.58	-2.40	0	NA
186	042581213904	NA	07:01:33.607	1	139.60	-83.02	0	NA
187	042574076765	NA	07:01:33.607	1	139.61	-496.65	0	NA
188	042578497850	NA	07:01:33.607	1	139.61	-255.71	0	NA
189	042581215683	NA	07:01:33.607	1	139.62	-27.55	0	NA
190	042535377070	NA	07:01:33.607	1	139.65	-0.95	0	NA
191	042581215563	NA	07:01:33.607	1	139.66	-125.00	0	NA
192	042536544966	NA	07:01:33.607	1	139.69	-2.40	0	NA
193	042577056600	NA	07:01:33.607	1	139.69	-743.14	0	NA
194	042572286930	NA	07:01:33.607	1	139.70	-525.00	0	NA
195	042581187374	NA	07:01:33.690	1	138.64	-23.90	0	-16.100
196	NA	NA	07:01:33.545	NA	138.64	NA	13660	-16.100	NA
197	NA	NA	07:01:33.545	NA	138.64	NA	13664	-1.500	NA
198	NA	NA	07:01:33.545	NA	138.65	NA	13665	-8.835	NA
199	NA	NA	07:01:33.545	NA	138.69	NA	13666	-39.447	NA
200	NA	NA	07:01:33.545	NA	138.68	NA	13667	-21.593	NA
201	042580223392	NA	07:01:33.765	0	NA	NA	0	NA
202	042581214218	NA	07:01:33.765	0	NA	NA	0	NA
203	042581216595	NA	07:01:33.765	0	NA	NA	0	NA
204	042581215785	NA	07:01:33.765	0	NA	NA	0	NA
205	042581189624	NA	07:01:33.765	0	NA	NA	0	NA
206	042581189625	NA	07:01:33.765	0	NA	NA	0	NA
207	042581170618	NA	07:01:33.765	0	NA	NA	0	NA
208	042581215823	NA	07:01:33.765	0	NA	NA	0	NA
209	042581209263	NA	07:01:33.765	0	NA	NA	0	NA
210	042581215824	NA	07:01:33.765	0	NA	NA	0	NA
211	042581215822	NA	07:01:33.765	0	NA	NA	0	NA
212	042581172673	NA	07:01:33.765	0	NA	NA	0	NA
213	042581215680	NA	07:01:33.765	0	NA	NA	0	NA
214	042581187374	NA	07:01:33.765	0	NA	NA	0	NA
215	042581210819	NA	07:01:33.765	0	NA	NA	0	NA
216	042581216604	NA	07:01:33.765	0	NA	NA	0	NA
217	042581215080	NA	07:01:33.765	0	NA	NA	0	NA
218	042581172676	NA	07:01:33.765	0	NA	NA	0	NA
219	042581172667	NA	07:01:33.765	0	NA	NA	0	NA
220	042581215679	NA	07:01:33.765	0	NA	NA	0	NA
221	042581170617	NA	07:01:33.765	0	NA	NA	0	NA
222	042581215660	NA	07:01:33.765	0	NA	NA	0	NA
223	042581215681	NA	07:01:33.765	0	NA	NA	0	NA
224	042578497855	NA	07:01:33.765	0	NA	NA	0	NA
225	042581214695	NA	07:01:33.765	0	NA	NA	0	NA
226	042578497826	NA	07:01:33.765	0	NA	NA	0	NA
227	042578497850	NA	07:01:33.765	0	NA	NA	0	NA
228	042535377070	NA	07:01:33.765	0	NA	NA	0	NA
229	042581215563	NA	07:01:33.765	0	NA	NA	0	NA
230	042536544966	NA	07:01:33.765	0	NA	NA	0	NA
231	042577056600	NA	07:01:33.765	0	NA	NA	0	NA
232	042572286930	NA	07:01:33.765	0	NA	NA	0	NA
233	042581208286	NA	07:01:33.765	1	138.43	31.79	0	0.000
234	042580843823	NA	07:01:33.765	1	138.43	6.00	0	0.000
235	042581216713	NA	07:01:33.765	1	138.42	11.07	0	NA
236	042580223393	NA	07:01:33.765	1	138.39	18.64	0	NA
237	042581098200	NA	07:01:33.766	1	138.39	3.00	0	0.000
238	042581206315	NA	07:01:33.766	1	138.39	67.00	0	NA
239	042581216712	NA	07:01:33.766	1	138.39	15.66	0	NA
240	042581196220	NA	07:01:33.766	1	138.39	29.92	0	0.000
241	042581187361	NA	07:01:33.766	1	138.38	18.42	0	0.000
242	042581195781	NA	07:01:33.766	1	138.38	50.00	0	NA
243	042581216609	NA	07:01:33.766	1	138.38	44.26	0	NA
244	042581170620	NA	07:01:33.766	1	138.30	1.51	0	NA
245	042581172679	NA	07:01:33.766	1	137.99	9.81	0	NA
246	042579970338	NA	07:01:33.766	1	137.87	1408.00	0	-201.000
247	042580800748	NA	07:01:33.766	1	137.86	126.73	0	0.000
248	042581016100	NA	07:01:33.766	1	137.85	10.49	0	51.917
249	042579970339	NA	07:01:33.766	1	137.71	1425.00	0	585.000
250	042549157499	NA	07:01:33.766	1	137.40	5.00	0	0.000
251	042581216296	NA	07:01:33.766	1	137.26	19.68	0	NA
252	042580978193	NA	07:01:33.766	1	137.21	20.00	0	0.000
253	042581209667	NA	07:01:33.766	1	136.71	7.40	0	NA
254	042554907423	NA	07:01:33.766	1	136.69	10.00	0	NA
255	042554907426	NA	07:01:33.766	1	136.69	10.00	0	NA
256	042581009020	NA	07:01:33.766	1	136.68	8.80	0	NA
257	042581215766	NA	07:01:33.766	1	138.59	-0.49	0	NA
258	042581215765	NA	07:01:33.766	1	138.60	-0.19	0	NA
259	042581205192	NA	07:01:33.766	1	138.62	-6.00	0	NA
260	042580194917	NA	07:01:33.766	1	138.63	-6.00	0	NA
261	042574798541	NA	07:01:33.766	1	138.63	-1.44	0	NA
262	042581216298	NA	07:01:33.766	1	138.69	-29.57	0	NA
263	042580954895	NA	07:01:33.766	1	138.70	-101.46	0	-11.506
264	042581216293	NA	07:01:33.766	1	138.75	-38.90	0	NA
265	042581215829	NA	07:01:33.766	1	138.76	-12.27	0	NA
266	042581215832	NA	07:01:33.766	1	138.81	-14.41	0	NA
267	042581215831	NA	07:01:33.766	1	138.87	-14.41	0	NA
268	042581172678	NA	07:01:33.766	1	138.92	-4.97	0	NA
269	042581215830	NA	07:01:33.766	1	138.93	-14.41	0	NA
270	042581170619	NA	07:01:33.766	1	138.95	-55.00	0	NA
271	042581216294	NA	07:01:33.766	1	138.96	-56.47	0	NA
272	042581215833	NA	07:01:33.766	1	138.98	-14.41	0	NA
273	042581172677	NA	07:01:33.766	1	139.03	-3.43	0	NA
274	042581215828	NA	07:01:33.766	1	139.04	-14.41	0	NA
275	042578497814	NA	07:01:33.766	1	139.09	-87.45	0	0.957
276	042581216295	NA	07:01:33.766	1	139.28	-64.94	0	NA
277	042578497812	NA	07:01:33.766	1	139.28	-122.53	0	1.025
278	042578497831	NA	07:01:33.766	1	139.31	-37.88	0	-0.061
279	042581216297	NA	07:01:33.766	1	139.33	-19.68	0	NA
280	042578497860	NA	07:01:33.766	1	139.34	-103.33	0	0.219
281	042549157500	NA	07:01:33.766	1	139.38	-5.00	0	0.000
282	042578497854	NA	07:01:33.766	1	139.46	-139.77	0	0.199
283	042578497829	NA	07:01:33.766	1	139.50	-54.56	0	-0.088
284	042578497810	NA	07:01:33.766	1	139.55	-171.69	0	1.050
285	NA	NA	07:01:33.545	NA	138.70	NA	13668	-11.506	NA
286	NA	NA	07:01:33.545	NA	138.37	NA	13643	-0.076	NA
287	NA	NA	07:01:33.545	NA	138.38	NA	13644	-0.351	NA
288	NA	NA	07:01:33.545	NA	138.40	NA	13645	-0.100	NA
289	NA	NA	07:01:33.545	NA	138.49	NA	13646	-16.000	NA
290	NA	NA	07:01:33.545	NA	138.45	NA	13647	-1.254	NA
291	NA	NA	07:01:33.545	NA	138.50	NA	13648	-0.021	NA
292	NA	NA	07:01:33.545	NA	138.42	NA	13649	-0.700	NA
293	NA	NA	07:01:33.545	NA	138.50	NA	13650	-5.000	NA
294	NA	NA	07:01:33.545	NA	138.51	NA	13651	-40.000	NA
295	NA	NA	07:01:33.545	NA	138.50	NA	13652	-7.000	NA
296	NA	NA	07:01:33.545	NA	138.61	NA	13653	-30.045	NA
297	NA	NA	07:01:33.545	NA	138.61	NA	13654	-1.580	NA
298	NA	NA	07:01:33.545	NA	138.56	NA	13655	-0.800	NA
299	NA	NA	07:01:33.545	NA	138.63	NA	13656	-0.300	NA
300	NA	NA	07:01:33.545	NA	138.62	NA	13657	-75.000	NA
301	NA	NA	07:01:33.545	NA	138.62	NA	13658	-0.100	NA
302	NA	NA	07:01:33.545	NA	138.62	NA	13659	-6.000	NA
303	NA	NA	07:01:33.545	NA	138.64	NA	13661	-21.400	NA
304	NA	NA	07:01:33.545	NA	138.64	NA	13662	-1.000	NA
305	NA	NA	07:01:33.545	NA	138.65	NA	13663	-5.600	NA
306	NA	NA	07:01:33.706	NA	138.60	NA	13669	0.089	NA
307	NA	NA	07:01:33.706	NA	138.60	NA	13670	0.403	NA
308	NA	NA	07:01:33.710	NA	138.60	NA	13671	0.297	NA
309	042581195781	NA	07:01:33.832	0	NA	NA	0	NA
310	042581213603	NA	07:01:33.832	0	NA	NA	0	NA
311	042581162955	NA	07:01:33.832	0	NA	NA	0	NA
312	042581215829	NA	07:01:33.832	0	NA	NA	0	NA
313	042581215832	NA	07:01:33.832	0	NA	NA	0	NA
314	042581215831	NA	07:01:33.832	0	NA	NA	0	NA
315	042581215830	NA	07:01:33.832	0	NA	NA	0	NA
316	042581215833	NA	07:01:33.832	0	NA	NA	0	NA
317	042581215828	NA	07:01:33.832	0	NA	NA	0	NA
318	042581215171	NA	07:01:33.832	0	NA	NA	0	NA
319	042581215170	NA	07:01:33.832	0	NA	NA	0	NA
320	042581215169	NA	07:01:33.832	0	NA	NA	0	NA
321	042578497810	NA	07:01:33.832	0	NA	NA	0	NA
322	042579627109	NA	07:01:33.832	1	138.44	5.00	0	0.000
323	042581216341	NA	07:01:33.832	1	138.44	0.45	0	NA
324	042581196220	NA	07:01:33.832	1	138.44	29.92	0	0.000
325	042581208286	NA	07:01:33.832	1	138.40	31.79	0	0.000
326	042581215840	NA	07:01:33.832	1	138.32	14.41	0	NA
327	042581215839	NA	07:01:33.832	1	138.16	14.41	0	NA
328	042581016100	NA	07:01:33.832	1	137.88	20.91	0	-10.417
329	042580984300	NA	07:01:33.832	1	137.87	38.03	0	0.110
330	042578497827	NA	07:01:33.832	1	137.80	38.09	0	-0.188
331	042578497813	NA	07:01:33.832	1	137.78	87.44	0	-0.966
332	042578497811	NA	07:01:33.832	1	137.64	122.52	0	-1.079
333	042578497828	NA	07:01:33.832	1	137.59	54.79	0	-0.199
334	042578497809	NA	07:01:33.832	1	137.35	171.67	0	-1.125
335	042580978193	NA	07:01:33.832	1	137.19	20.00	0	0.000
336	042554907426	NA	07:01:33.832	1	136.93	10.00	0	0.000
337	042574798541	NA	07:01:33.832	1	138.59	-1.44	0	0.000
338	042578497814	NA	07:01:33.832	1	139.31	-87.44	0	-0.012
339	042580984302	NA	07:01:33.832	1	139.35	-38.03	0	-0.129
340	042581214702	NA	07:01:33.832	1	139.46	-125.00	0	NA
341	042578497812	NA	07:01:33.832	1	139.48	-122.52	0	-0.017
342	042535377070	NA	07:01:33.832	1	139.65	-0.95	0	NA
343	042578497855	NA	07:01:33.832	1	139.68	-189.06	0	NA
344	042536544966	NA	07:01:33.832	1	139.69	-2.40	0	NA
345	042577056600	NA	07:01:33.832	1	139.69	-743.14	0	NA
346	042572286930	NA	07:01:33.832	1	139.70	-525.00	0	NA
347	042579687709	NA	07:01:33.832	1	139.70	-0.14	0	NA
348	042571474851	NA	07:01:33.832	1	139.71	-0.20	0	NA
349	042581215242	NA	07:01:33.832	1	139.74	-91.14	0	NA
350	042574648525	NA	07:01:33.832	1	139.75	-971.90	0	NA
351	042549157499	NA	07:01:33.915	1	137.44	5.00	0	0.000
352	042581216341	NA	07:01:33.915	0	NA	NA	0	NA
353	042581187460	NA	07:01:33.915	0	NA	NA	0	NA
354	042581216407	NA	07:01:33.915	0	NA	NA	0	NA
355	042581009020	NA	07:01:33.915	0	NA	NA	0	NA
356	042581216298	NA	07:01:33.915	0	NA	NA	0	NA
357	042581216293	NA	07:01:33.915	0	NA	NA	0	NA
358	042581216226	NA	07:01:33.915	0	NA	NA	0	NA
359	042581187459	NA	07:01:33.915	0	NA	NA	0	NA
360	042581215683	NA	07:01:33.915	0	NA	NA	0	NA
361	042535377070	NA	07:01:33.915	0	NA	NA	0	NA
362	042578497855	NA	07:01:33.915	0	NA	NA	0	NA
363	042536544966	NA	07:01:33.915	0	NA	NA	0	NA
364	042577056600	NA	07:01:33.915	0	NA	NA	0	NA
365	042572286930	NA	07:01:33.915	0	NA	NA	0	NA
366	042579687709	NA	07:01:33.915	0	NA	NA	0	NA
367	042571474851	NA	07:01:33.915	0	NA	NA	0	NA
368	042581215242	NA	07:01:33.915	0	NA	NA	0	NA
369	042574648525	NA	07:01:33.915	0	NA	NA	0	NA
370	042581196220	NA	07:01:33.915	1	138.45	29.92	0	0.000
371	042581098200	NA	07:01:33.915	1	138.45	3.00	0	0.000
372	042581216345	NA	07:01:33.915	1	138.45	0.45	0	NA
373	042581216921	NA	07:01:33.915	1	138.44	7.32	0	NA
374	042581195782	NA	07:01:33.915	1	138.42	50.00	0	NA
375	042581208286	NA	07:01:33.915	1	138.41	31.79	0	0.000
376	042580223393	NA	07:01:33.915	1	138.40	19.07	0	-0.433
377	042581187462	NA	07:01:33.915	1	138.26	20.21	0	NA
378	042580189810	NA	07:01:33.915	1	138.25	72.92	0	0.000
379	042580978193	NA	07:01:33.915	1	136.99	20.00	0	0.000
380	042549157513	NA	07:01:33.915	1	136.91	8.00	0	0.000
381	042549157497	NA	07:01:33.915	1	136.90	5.00	0	0.000
382	042549157501	NA	07:01:33.915	1	136.90	6.00	0	0.000
383	042581215321	NA	07:01:33.915	1	138.70	-25.72	0	NA
384	042581215842	NA	07:01:33.915	1	138.79	-12.26	0	NA
385	042581215319	NA	07:01:33.915	1	138.83	-34.50	0	NA
386	042581215845	NA	07:01:33.915	1	138.84	-14.41	0	NA
387	042581215320	NA	07:01:33.915	1	138.88	-43.02	0	NA
388	042581215844	NA	07:01:33.915	1	138.90	-14.41	0	NA
389	042581215843	NA	07:01:33.915	1	138.96	-14.41	0	NA
390	042581187461	NA	07:01:33.915	1	139.00	-22.00	0	NA
391	042581215846	NA	07:01:33.915	1	139.01	-14.41	0	NA
392	042581215841	NA	07:01:33.915	1	139.07	-14.41	0	NA
393	042581215174	NA	07:01:33.915	1	139.14	-14.54	0	NA
394	042581215173	NA	07:01:33.915	1	139.32	-14.54	0	NA
395	042581215172	NA	07:01:33.915	1	139.49	-14.54	0	NA
396	042581215570	NA	07:01:33.915	1	139.60	-125.00	0	NA
397	042549157500	NA	07:01:33.915	1	139.62	-5.00	0	0.000
398	042581195782	NA	07:01:33.993	0	NA	NA	0	NA
399	042580223393	NA	07:01:33.993	0	NA	NA	0	NA
400	042581215840	NA	07:01:33.993	0	NA	NA	0	NA
401	042581156707	NA	07:01:33.993	0	NA	NA	0	NA
402	042581194889	NA	07:01:33.993	0	NA	NA	0	NA
403	042581215839	NA	07:01:33.993	0	NA	NA	0	NA
404	042581216356	NA	07:01:33.993	1	138.52	0.45	0	NA
405	042580843823	NA	07:01:33.993	1	138.52	6.00	0	0.000
406	042581216542	NA	07:01:33.993	1	138.52	17.06	0	NA
407	042581216345	NA	07:01:33.993	0	NA	NA	0	NA
408	042581208286	NA	07:01:33.993	1	138.46	31.79	0	0.000
409	042581216610	NA	07:01:33.993	1	138.44	41.19	0	NA
410	042581187361	NA	07:01:33.993	1	138.36	18.42	0	0.000
411	042581194894	NA	07:01:33.993	1	138.31	2.67	0	NA
412	042581016100	NA	07:01:33.993	1	138.14	20.91	0	0.000
413	042580987530	NA	07:01:33.993	1	137.11	40.00	0	0.000
414	042554907426	NA	07:01:33.993	1	136.85	10.00	0	0.000
415	042554907423	NA	07:01:33.993	1	136.79	10.00	0	0.000
416	042581009020	NA	07:01:33.993	1	136.68	8.80	0	NA
417	042581215241	NA	07:01:33.993	1	136.68	60.98	0	NA
418	042575364445	NA	07:01:33.993	1	136.67	149.20	0	NA
419	NA	NA	07:01:33.986	NA	138.53	NA	13672	0.455	NA

3.2 Fragments of cleansed data

3.2.1 Bitstamp

(#tab:Sample Bitstamp Cleansed Events) Table 3.3: A fragment of ETHUSD stream extracted from data generated by Bitstamp during 1 second. Red rows are deleted by the cleansing step.

#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
1	615589130240	1	12:17:23.096	1	140.97	42.20	0	0.000
2	615530356736	2	12:17:23.122	0	141.29	-76.63	0	0.000
3	615589445632	1	12:17:23.174	1	140.56	50.00	0	0.000
4	615540899842	2	12:17:23.289	0	140.03	0.70	0	0.000
5	615589965824	1	12:17:23.301	1	141.25	-3.51	0	0.000
6	615569108992	2	12:17:23.322	0	140.77	18.00	0	0.000
7	615590346752	1	12:17:23.394	1	140.91	17.74	0	0.000
8	615590346752	2	12:17:23.526	0	140.91	17.74	0	0.000
9	615542149120	2	12:17:23.605	0	140.07	1.07	0	0.000
10	615591219200	1	12:17:23.607	1	140.84	18.00	0	0.000
11	615581487105	2	12:17:23.619	0	140.28	1.20	0	0.000
12	615586263040	2	12:17:23.693	1	141.07	1.46	109223032	8.540	615591571456
13	615591555072	1	12:17:23.688	1	140.59	1.20	0	0.000
14	615591571456	1	12:17:23.693	1	141.07	-8.54	0	0.000
15	615591571456	NA	12:17:23.693	0	141.07	0.00	0	-8.540
16	615586263040	NA	12:17:23.693	1	141.07	1.46	0	8.540
17	615510413313	2	12:17:23.759	0	141.25	0.00	109223033	-17.705	615591845888
18	615587176448	2	12:17:23.759	0	141.25	0.00	109223034	-10.000	615591845888
19	615589965824	2	12:17:23.759	0	141.25	0.00	109223035	-3.506	615591845888
20	615549632512	2	12:17:23.759	0	141.28	0.00	109223036	-9.657	615591845888
21	615510507520	2	12:17:23.759	0	141.30	0.00	109223037	-17.705	615591845888
22	615585173504	2	12:17:23.759	0	141.32	0.00	109223038	-18.945	615591845888
23	615585406976	2	12:17:23.759	0	141.32	0.00	109223039	-15.000	615591845888
24	615585890305	2	12:17:23.759	0	141.33	0.00	109223040	-26.428	615591845888
25	615510405120	2	12:17:23.759	0	141.36	0.00	109223041	-17.705	615591845888
26	615584055296	2	12:17:23.759	0	141.40	0.00	109223042	-7.760	615591845888
27	615525199872	2	12:17:23.759	0	141.41	0.00	109223043	-29.190	615591845888
28	615543877632	2	12:17:23.759	0	141.43	0.00	109223044	-50.000	615591845888
29	615585583104	2	12:17:23.759	0	141.44	0.00	109223045	-8.160	615591845888
30	615518298112	2	12:17:23.759	0	141.47	0.00	109223046	-23.760	615591845888
31	615560839168	2	12:17:23.759	0	141.50	0.00	109223047	-79.046	615591845888
32	615565443072	2	12:17:23.759	0	141.62	0.00	109223048	-98.370	615591845888
33	615538786304	2	12:17:23.759	0	141.63	0.00	109223049	-14.432	615591845888
34	613478748160	2	12:17:23.759	0	141.80	0.00	109223050	-5.000	615591845888
35	590606602240	2	12:17:23.759	0	142.00	0.00	109223051	-0.285	615591845888
36	615450689536	2	12:17:23.759	0	142.06	0.00	109223052	-21.285	615591845888
37	614930432000	2	12:17:23.759	0	142.07	0.00	109223053	-12.850	615591845888
38	615591845888	1	12:17:23.759	1	999999999.00	0.00	0	0.000
39	615591845888	NA	12:17:23.759	1	141.25	540.93	0	-540.927
40	615510413313	NA	12:17:23.759	0	141.25	0.00	0	-17.705
41	615591845888	NA	12:17:23.759	1	141.25	530.93	0	10.000
42	615587176448	NA	12:17:23.759	0	141.25	0.00	0	-10.000
43	615591845888	NA	12:17:23.759	1	141.25	527.42	0	3.506
44	615589965824	NA	12:17:23.759	0	141.25	0.00	0	-3.506
45	615591845888	NA	12:17:23.759	1	141.28	517.65	0	9.769
46	615549632512	NA	12:17:23.759	0	141.28	0.00	0	-9.657
47	615591845888	NA	12:17:23.759	1	141.30	499.87	0	17.779
48	615510507520	NA	12:17:23.759	0	141.30	0.00	0	-17.705
49	615591845888	NA	12:17:23.759	1	141.32	480.86	0	19.016
50	615585173504	NA	12:17:23.759	0	141.32	0.00	0	-18.945
51	615591845888	NA	12:17:23.759	1	141.32	465.86	0	15.000
52	615585406976	NA	12:17:23.759	0	141.32	0.00	0	-15.000
53	615591845888	NA	12:17:23.759	1	141.33	439.40	0	26.461
54	615585890305	NA	12:17:23.759	0	141.33	0.00	0	-26.428
55	615591845888	NA	12:17:23.759	1	141.36	421.60	0	17.799
56	615510405120	NA	12:17:23.759	0	141.36	0.00	0	-17.705
57	615591845888	NA	12:17:23.759	1	141.40	413.72	0	7.879
58	615584055296	NA	12:17:23.759	0	141.40	0.00	0	-7.760
59	615591845888	NA	12:17:23.759	1	141.41	384.50	0	29.219
60	615525199872	NA	12:17:23.759	0	141.41	0.00	0	-29.190
61	615591845888	NA	12:17:23.759	1	141.43	334.44	0	50.054
62	615543877632	NA	12:17:23.759	0	141.43	0.00	0	-50.000
63	615591845888	NA	12:17:23.759	1	141.44	326.26	0	8.184
64	615585583104	NA	12:17:23.759	0	141.44	0.00	0	-8.160
65	615591845888	NA	12:17:23.759	1	141.47	302.43	0	23.829
66	615518298112	NA	12:17:23.759	0	141.47	0.00	0	-23.760
67	615591845888	NA	12:17:23.759	1	141.50	223.32	0	79.110
68	615560839168	NA	12:17:23.759	0	141.50	0.00	0	-79.046
69	615424155648	2	12:17:23.759	1	142.15	-923.06	109223054	-70.531	615591845888
70	615591845888	NA	12:17:23.759	1	141.62	124.76	0	98.559
71	615565443072	NA	12:17:23.759	0	141.62	0.00	0	-98.370
72	615591845888	NA	12:17:23.759	1	141.63	110.32	0	14.441
73	615538786304	NA	12:17:23.759	0	141.63	0.00	0	-14.432
74	615591845888	NA	12:17:23.759	1	141.80	105.19	0	5.132
75	613478748160	NA	12:17:23.759	0	141.80	0.00	0	-5.000
76	615591845888	NA	12:17:23.759	1	142.00	104.76	0	0.434
77	590606602240	NA	12:17:23.759	0	142.00	0.00	0	-0.285
78	615591845888	NA	12:17:23.759	1	142.06	83.43	0	21.329
79	615450689536	NA	12:17:23.759	0	142.06	0.00	0	-21.285
80	615591845888	NA	12:17:23.759	1	142.07	70.57	0	12.856
81	614930432000	NA	12:17:23.759	0	142.07	0.00	0	-12.850
82	615591845888	NA	12:17:23.759	1	142.15	0.00	0	70.570
83	615424155648	NA	12:17:23.759	1	142.15	-923.06	0	-70.531
84	615591845888	NA	12:17:23.759	0	141.58	0.00	0	0.000
85	615589445632	2	12:17:23.894	0	140.56	50.00	0	0.000
86	615592566784	2	12:17:23.960	1	141.33	-9.32	109223055	-0.678	615592669184
87	615592730624	2	12:17:23.997	0	141.26	0.00	109223056	42.200	615592820737
88	615592480768	1	12:17:23.914	1	142.05	-0.77	0	0.000
89	615592484864	1	12:17:23.915	1	142.30	-17.59	0	0.000
90	615592501248	1	12:17:23.920	1	141.08	34.00	0	0.000
91	615592517632	1	12:17:23.924	1	141.40	-76.63	0	0.000
92	615589130240	2	12:17:23.934	0	140.97	42.20	0	0.000
93	615592566784	1	12:17:23.936	1	141.33	-10.00	0	0.000
94	615592669184	1	12:17:23.960	1	999999999.00	0.00	0	0.000
95	615592669184	NA	12:17:23.960	1	141.33	0.00	0	-0.000
96	615592566784	NA	12:17:23.960	1	141.33	-9.32	0	-0.678
97	615592669184	NA	12:17:23.960	0	141.33	0.00	0	0.000
98	615592677376	1	12:17:23.963	1	141.08	21.00	0	0.000
99	615592697856	1	12:17:23.967	1	141.19	-240.00	0	0.000
100	615592697856	2	12:17:23.967	0	141.19	-240.00	0	0.000
101	615592730624	1	12:17:23.976	1	141.26	42.20	0	0.000
102	615592738816	1	12:17:23.977	1	141.12	11.46	0	0.000
103	615592747008	1	12:17:23.980	1	141.30	-0.20	0	0.000
104	615584747520	2	12:17:23.986	0	140.96	7.92	0	0.000
105	615537811456	2	12:17:23.987	0	140.84	7.92	0	0.000
106	615583866881	2	12:17:23.987	0	140.92	7.68	0	0.000
107	615546617856	2	12:17:23.990	0	140.88	7.76	0	0.000
108	615592796160	1	12:17:23.992	1	142.14	-4.62	0	0.000
109	615592808448	1	12:17:23.994	1	141.62	-7.68	0	0.000
110	615592812544	1	12:17:23.996	1	141.55	-8.16	0	0.000
111	615592820737	1	12:17:23.997	1	141.26	-175.00	0	0.000
112	615592820737	NA	12:17:23.997	1	141.26	-132.80	0	-42.200
113	615592730624	NA	12:17:23.997	0	141.26	0.00	0	42.200
114	615592820737	NA	12:17:23.997	0	141.26	-132.80	0	0.000

(#tab:Bitstamp Cleansed Events Example) Table 3.4: Row 16 is deleted since it is a duplicate of row 12. Rows 14 and 15 are related to the taker order 615591571456 so they are deleted too.

#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
#	\(i\)(maker)	\(n\)	\(t^i_n\)	\(s^i_n\)	\(p^i_n\)	\(v^i_n\)	\(f^i_n\)	\(\Delta v^i_n \)	taker
12	615586263040	2	12:17:23.693	1	141.07	1.46	109223032	8.540	615591571456
14	615591571456	1	12:17:23.693	1	141.07	-8.54	0	0.000
15	615591571456	NA	12:17:23.693	0	141.07	0.00	0	-8.540
16	615586263040	NA	12:17:23.693	1	141.07	1.46	0	8.540