Id
int64 1
25.3k
| TimeStamp
stringlengths 19
22
| Open
float64 1.57k
17.2k
| Close
float64 1.57k
17.2k
| High
float64 1.59k
17.3k
| Low
float64 1.56k
17.2k
| Volume
int64 3
637k
| Ask
float64 1.57k
17.2k
| Bid
float64 1.57k
17.2k
| IsFirst
bool 2
classes | TotalTick
int64 79.3k
79.3k
| LastPrice
float64 15.9k
15.9k
| Side
stringclasses 2
values |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 1/2/2007 10:30:00 AM | 2,434 | 2,434 | 2,434 | 2,434 | 6 | 2,434.25 | 2,434 | true | 79,259 | 15,859.5 | Buy |
2 | 1/2/2007 2:30:00 PM | 2,438.5 | 2,438.25 | 2,438.5 | 2,438.25 | 37 | 2,439 | 2,438.5 | false | 79,259 | 15,859.5 | Sell |
3 | 1/2/2007 6:30:00 PM | 2,438.5 | 2,446.5 | 2,448 | 2,438.5 | 4,058 | 2,439 | 2,438.5 | false | 79,259 | 15,859.5 | Buy |
4 | 1/3/2007 10:30:00 AM | 2,444.5 | 2,445.5 | 2,446.75 | 2,444.25 | 130 | 2,445 | 2,444.5 | true | 79,259 | 15,859.5 | Buy |
5 | 1/3/2007 2:30:00 PM | 2,445.75 | 2,448.5 | 2,449 | 2,445.5 | 3,637 | 2,446.25 | 2,445.75 | false | 79,259 | 15,859.5 | Buy |
6 | 1/3/2007 6:30:00 PM | 2,448.75 | 2,446 | 2,454.5 | 2,443.25 | 52,260 | 2,449.25 | 2,448.75 | false | 79,259 | 15,859.5 | Sell |
7 | 1/3/2007 10:30:00 PM | 2,445.75 | 2,449.75 | 2,469 | 2,445.5 | 159,246 | 2,446.25 | 2,445.75 | false | 79,259 | 15,859.5 | Buy |
8 | 1/4/2007 1:30:00 AM | 2,449.75 | 2,437 | 2,452.25 | 2,405 | 285,004 | 2,450.25 | 2,449.75 | false | 79,259 | 15,859.5 | Sell |
9 | 1/4/2007 6:30:00 AM | 2,437 | 2,436 | 2,437.5 | 2,434.5 | 942 | 2,437.5 | 2,437 | true | 79,259 | 15,859.5 | Sell |
10 | 1/4/2007 10:30:00 AM | 2,436.25 | 2,434.5 | 2,436.75 | 2,434.25 | 497 | 2,436.75 | 2,436.25 | false | 79,259 | 15,859.5 | Sell |
11 | 1/4/2007 2:30:00 PM | 2,434.25 | 2,432 | 2,435.5 | 2,429.5 | 4,908 | 2,434.75 | 2,434.25 | false | 79,259 | 15,859.5 | Sell |
12 | 1/4/2007 6:30:00 PM | 2,432 | 2,440.75 | 2,443.25 | 2,428.5 | 50,206 | 2,432.5 | 2,432 | false | 79,259 | 15,859.5 | Buy |
13 | 1/4/2007 10:30:00 PM | 2,440 | 2,454.25 | 2,461 | 2,430.75 | 171,554 | 2,440.5 | 2,440 | false | 79,259 | 15,859.5 | Buy |
14 | 1/5/2007 1:30:00 AM | 2,454.25 | 2,472.75 | 2,474.5 | 2,452.5 | 125,327 | 2,455 | 2,454.25 | false | 79,259 | 15,859.5 | Buy |
15 | 1/5/2007 6:30:00 AM | 2,472.5 | 2,466 | 2,472.75 | 2,465 | 3,523 | 2,473.25 | 2,472.5 | true | 79,259 | 15,859.5 | Sell |
16 | 1/5/2007 10:30:00 AM | 2,466.25 | 2,465.25 | 2,467 | 2,465.25 | 777 | 2,466.75 | 2,466.25 | false | 79,259 | 15,859.5 | Sell |
17 | 1/5/2007 2:30:00 PM | 2,465.25 | 2,465 | 2,466.25 | 2,462 | 3,803 | 2,465.75 | 2,465.25 | false | 79,259 | 15,859.5 | Sell |
18 | 1/5/2007 6:30:00 PM | 2,465 | 2,453.5 | 2,468.25 | 2,453 | 77,494 | 2,465.5 | 2,465 | false | 79,259 | 15,859.5 | Sell |
19 | 1/5/2007 10:30:00 PM | 2,453.5 | 2,457.25 | 2,462.25 | 2,443.75 | 187,299 | 2,454 | 2,453.5 | false | 79,259 | 15,859.5 | Buy |
20 | 1/6/2007 1:30:00 AM | 2,457.25 | 2,455.25 | 2,461.5 | 2,451 | 78,491 | 2,457.75 | 2,457.25 | false | 79,259 | 15,859.5 | Sell |
21 | 1/8/2007 10:30:00 AM | 2,456 | 2,455.75 | 2,457 | 2,455.75 | 138 | 2,456.5 | 2,456 | true | 79,259 | 15,859.5 | Sell |
22 | 1/8/2007 2:30:00 PM | 2,455.75 | 2,458 | 2,459.25 | 2,455.75 | 3,203 | 2,456.25 | 2,455.75 | false | 79,259 | 15,859.5 | Buy |
23 | 1/8/2007 6:30:00 PM | 2,458 | 2,460 | 2,466 | 2,453.5 | 60,897 | 2,458.5 | 2,458 | false | 79,259 | 15,859.5 | Buy |
24 | 1/8/2007 10:30:00 PM | 2,460.25 | 2,466.25 | 2,468.5 | 2,450.25 | 137,870 | 2,460.75 | 2,460.25 | false | 79,259 | 15,859.5 | Buy |
25 | 1/9/2007 1:30:00 AM | 2,466.25 | 2,462 | 2,470.25 | 2,461 | 27,064 | 2,466.75 | 2,466.25 | false | 79,259 | 15,859.5 | Sell |
26 | 1/9/2007 6:30:00 AM | 2,462 | 2,464.25 | 2,464.75 | 2,461.25 | 599 | 2,462.5 | 2,462 | true | 79,259 | 15,859.5 | Buy |
27 | 1/9/2007 10:30:00 AM | 2,464 | 2,465.5 | 2,465.5 | 2,463.25 | 230 | 2,464.5 | 2,464 | false | 79,259 | 15,859.5 | Buy |
28 | 1/9/2007 2:30:00 PM | 2,465.5 | 2,466.5 | 2,468.75 | 2,465 | 2,030 | 2,466 | 2,465.5 | false | 79,259 | 15,859.5 | Buy |
29 | 1/9/2007 6:30:00 PM | 2,466.25 | 2,464 | 2,469 | 2,459 | 44,023 | 2,466.75 | 2,466.25 | false | 79,259 | 15,859.5 | Sell |
30 | 1/9/2007 10:30:00 PM | 2,463.75 | 2,468.75 | 2,475 | 2,450 | 210,081 | 2,464.25 | 2,463.75 | false | 79,259 | 15,859.5 | Buy |
31 | 1/10/2007 1:30:00 AM | 2,468.75 | 2,469 | 2,476.75 | 2,464.75 | 98,372 | 2,469.25 | 2,468.75 | false | 79,259 | 15,859.5 | Buy |
32 | 1/10/2007 6:30:00 AM | 2,469 | 2,463.5 | 2,469 | 2,462.5 | 1,167 | 2,469.5 | 2,469 | true | 79,259 | 15,859.5 | Sell |
33 | 1/10/2007 10:30:00 AM | 2,463.5 | 2,462 | 2,463.5 | 2,460.5 | 1,093 | 2,464 | 2,463.5 | false | 79,259 | 15,859.5 | Sell |
34 | 1/10/2007 2:30:00 PM | 2,462 | 2,459.75 | 2,463.5 | 2,456 | 5,383 | 2,462.5 | 2,462 | false | 79,259 | 15,859.5 | Sell |
35 | 1/10/2007 6:30:00 PM | 2,459.75 | 2,466.75 | 2,468 | 2,456 | 52,899 | 2,460.25 | 2,459.75 | false | 79,259 | 15,859.5 | Buy |
36 | 1/10/2007 10:30:00 PM | 2,466.75 | 2,480.75 | 2,484.75 | 2,464 | 192,365 | 2,467.25 | 2,466.75 | false | 79,259 | 15,859.5 | Buy |
37 | 1/11/2007 1:30:00 AM | 2,481 | 2,496.75 | 2,496.75 | 2,480.75 | 110,764 | 2,481.75 | 2,481 | false | 79,259 | 15,859.5 | Buy |
38 | 1/11/2007 6:30:00 AM | 2,494.5 | 2,495 | 2,495.25 | 2,493.5 | 472 | 2,495 | 2,494.5 | true | 79,259 | 15,859.5 | Buy |
39 | 1/11/2007 10:30:00 AM | 2,494.5 | 2,491.75 | 2,494.75 | 2,491.75 | 735 | 2,495 | 2,494.5 | false | 79,259 | 15,859.5 | Sell |
40 | 1/11/2007 2:30:00 PM | 2,492.25 | 2,492.75 | 2,494.5 | 2,491 | 4,397 | 2,492.75 | 2,492.25 | false | 79,259 | 15,859.5 | Buy |
41 | 1/11/2007 6:30:00 PM | 2,492 | 2,497.5 | 2,500 | 2,488.25 | 61,570 | 2,492.75 | 2,492 | false | 79,259 | 15,859.5 | Buy |
42 | 1/11/2007 10:30:00 PM | 2,497.5 | 2,506.5 | 2,514.5 | 2,496.25 | 218,427 | 2,497.5 | 2,496.75 | false | 79,259 | 15,859.5 | Buy |
43 | 1/12/2007 1:30:00 AM | 2,506.75 | 2,508 | 2,513.25 | 2,501.25 | 113,861 | 2,506.75 | 2,506 | false | 79,259 | 15,859.5 | Buy |
44 | 1/12/2007 6:30:00 AM | 2,508 | 2,508 | 2,509.5 | 2,506.75 | 934 | 2,508 | 2,507.25 | true | 79,259 | 15,859.5 | Buy |
45 | 1/12/2007 10:30:00 AM | 2,508 | 2,508.5 | 2,508.75 | 2,507 | 375 | 2,508 | 2,507.25 | false | 79,259 | 15,859.5 | Buy |
46 | 1/12/2007 2:30:00 PM | 2,508 | 2,509.5 | 2,510.75 | 2,505.25 | 3,853 | 2,508 | 2,507.25 | false | 79,259 | 15,859.5 | Buy |
47 | 1/12/2007 6:30:00 PM | 2,509.5 | 2,516.5 | 2,517.5 | 2,503.75 | 73,576 | 2,509.5 | 2,508.75 | false | 79,259 | 15,859.5 | Buy |
48 | 1/12/2007 10:30:00 PM | 2,516.5 | 2,516.25 | 2,519.25 | 2,503.5 | 135,447 | 2,516.5 | 2,515.75 | false | 79,259 | 15,859.5 | Sell |
49 | 1/13/2007 1:30:00 AM | 2,516.25 | 2,520.25 | 2,521 | 2,512.25 | 56,409 | 2,516.75 | 2,516.25 | false | 79,259 | 15,859.5 | Buy |
50 | 1/15/2007 10:30:00 AM | 2,520.5 | 2,521.25 | 2,521.25 | 2,519.75 | 122 | 2,521 | 2,520.5 | true | 79,259 | 15,859.5 | Buy |
51 | 1/15/2007 2:30:00 PM | 2,521 | 2,521.5 | 2,524.75 | 2,520.75 | 2,054 | 2,521.5 | 2,521 | false | 79,259 | 15,859.5 | Buy |
52 | 1/15/2007 6:30:00 PM | 2,521.25 | 2,523 | 2,523 | 2,521 | 2,576 | 2,521.75 | 2,521.25 | false | 79,259 | 15,859.5 | Buy |
53 | 1/15/2007 10:30:00 PM | 2,523 | 2,524 | 2,525.75 | 2,522.5 | 4,998 | 2,523.5 | 2,523 | false | 79,259 | 15,859.5 | Buy |
54 | 1/16/2007 6:30:00 AM | 2,523.75 | 2,522.5 | 2,524.5 | 2,522.25 | 504 | 2,524.25 | 2,523.75 | true | 79,259 | 15,859.5 | Sell |
55 | 1/16/2007 10:30:00 AM | 2,522.5 | 2,521.75 | 2,522.75 | 2,521 | 321 | 2,523 | 2,522.5 | false | 79,259 | 15,859.5 | Sell |
56 | 1/16/2007 2:30:00 PM | 2,522 | 2,524.25 | 2,524.75 | 2,520.25 | 2,844 | 2,522.5 | 2,522 | false | 79,259 | 15,859.5 | Buy |
57 | 1/16/2007 6:30:00 PM | 2,524.25 | 2,518.75 | 2,524.75 | 2,514.75 | 51,349 | 2,524.75 | 2,524.25 | false | 79,259 | 15,859.5 | Sell |
58 | 1/16/2007 10:30:00 PM | 2,518.75 | 2,512 | 2,520.5 | 2,509.5 | 147,953 | 2,519.25 | 2,518.75 | false | 79,259 | 15,859.5 | Sell |
59 | 1/17/2007 1:30:00 AM | 2,512 | 2,511.5 | 2,518.25 | 2,510.25 | 77,981 | 2,512.5 | 2,512 | false | 79,259 | 15,859.5 | Sell |
60 | 1/17/2007 6:30:00 AM | 2,510 | 2,508 | 2,510.5 | 2,507 | 1,350 | 2,510.5 | 2,510 | true | 79,259 | 15,859.5 | Sell |
61 | 1/17/2007 10:30:00 AM | 2,508.5 | 2,509.25 | 2,510.25 | 2,508.25 | 364 | 2,509 | 2,508.5 | false | 79,259 | 15,859.5 | Buy |
62 | 1/17/2007 2:30:00 PM | 2,509 | 2,511.25 | 2,512.25 | 2,509 | 3,064 | 2,509.5 | 2,509 | false | 79,259 | 15,859.5 | Buy |
63 | 1/17/2007 6:30:00 PM | 2,511 | 2,511.25 | 2,514.75 | 2,505.25 | 69,537 | 2,511.5 | 2,511 | false | 79,259 | 15,859.5 | Buy |
64 | 1/17/2007 10:30:00 PM | 2,511.25 | 2,509.5 | 2,515.75 | 2,506 | 173,149 | 2,511.75 | 2,511.25 | false | 79,259 | 15,859.5 | Sell |
65 | 1/18/2007 1:30:00 AM | 2,509.25 | 2,501.75 | 2,512.25 | 2,496.5 | 144,857 | 2,509.75 | 2,509.25 | false | 79,259 | 15,859.5 | Sell |
66 | 1/18/2007 6:30:00 AM | 2,495 | 2,495.75 | 2,496.25 | 2,492.75 | 2,911 | 2,495.5 | 2,495 | true | 79,259 | 15,859.5 | Buy |
67 | 1/18/2007 10:30:00 AM | 2,496.25 | 2,498.5 | 2,499 | 2,495.75 | 555 | 2,496.75 | 2,496.25 | false | 79,259 | 15,859.5 | Buy |
68 | 1/18/2007 2:30:00 PM | 2,498.75 | 2,500.5 | 2,502 | 2,498.25 | 3,304 | 2,499.25 | 2,498.75 | false | 79,259 | 15,859.5 | Buy |
69 | 1/18/2007 6:30:00 PM | 2,500.25 | 2,490.25 | 2,500.25 | 2,489.5 | 88,017 | 2,500.75 | 2,500.25 | false | 79,259 | 15,859.5 | Sell |
70 | 1/18/2007 10:30:00 PM | 2,490.25 | 2,470.25 | 2,490.25 | 2,469.25 | 294,869 | 2,490.25 | 2,489.5 | false | 79,259 | 15,859.5 | Sell |
71 | 1/19/2007 1:30:00 AM | 2,470 | 2,465.25 | 2,472 | 2,464.25 | 45,008 | 2,470 | 2,469.25 | false | 79,259 | 15,859.5 | Sell |
72 | 1/19/2007 6:30:00 AM | 2,462.75 | 2,463 | 2,464 | 2,461.75 | 1,200 | 2,462.75 | 2,462 | true | 79,259 | 15,859.5 | Buy |
73 | 1/19/2007 10:30:00 AM | 2,462.75 | 2,463.5 | 2,463.75 | 2,462 | 989 | 2,462.75 | 2,462 | false | 79,259 | 15,859.5 | Buy |
74 | 1/19/2007 2:30:00 PM | 2,462.75 | 2,461.75 | 2,465.75 | 2,460.25 | 4,188 | 2,462.75 | 2,462 | false | 79,259 | 15,859.5 | Sell |
75 | 1/19/2007 6:30:00 PM | 2,461.75 | 2,462.25 | 2,467 | 2,458.75 | 70,766 | 2,461.75 | 2,461 | false | 79,259 | 15,859.5 | Buy |
76 | 1/19/2007 10:30:00 PM | 2,462.25 | 2,467.5 | 2,473.5 | 2,459.75 | 172,753 | 2,462.25 | 2,461.5 | false | 79,259 | 15,859.5 | Buy |
77 | 1/20/2007 1:30:00 AM | 2,467.5 | 2,464.75 | 2,472.75 | 2,464.5 | 65,147 | 2,467.5 | 2,466.75 | false | 79,259 | 15,859.5 | Sell |
78 | 1/22/2007 10:30:00 AM | 2,467.25 | 2,466.75 | 2,467.25 | 2,465.25 | 133 | 2,467.25 | 2,466.5 | true | 79,259 | 15,859.5 | Sell |
79 | 1/22/2007 2:30:00 PM | 2,466.75 | 2,471.5 | 2,471.75 | 2,466.25 | 2,660 | 2,466.75 | 2,466 | false | 79,259 | 15,859.5 | Buy |
80 | 1/22/2007 6:30:00 PM | 2,471.5 | 2,463.25 | 2,472.25 | 2,460.75 | 43,854 | 2,471.5 | 2,470.75 | false | 79,259 | 15,859.5 | Sell |
81 | 1/22/2007 10:30:00 PM | 2,463.25 | 2,448.75 | 2,463.75 | 2,441.25 | 190,233 | 2,463.75 | 2,463.25 | false | 79,259 | 15,859.5 | Sell |
82 | 1/23/2007 1:30:00 AM | 2,448.75 | 2,451 | 2,453.25 | 2,447.5 | 73,542 | 2,449.25 | 2,448.75 | false | 79,259 | 15,859.5 | Buy |
83 | 1/23/2007 6:30:00 AM | 2,451 | 2,451.5 | 2,452 | 2,451 | 336 | 2,451.5 | 2,451 | true | 79,259 | 15,859.5 | Buy |
84 | 1/23/2007 10:30:00 AM | 2,451.75 | 2,452 | 2,452.75 | 2,451 | 301 | 2,452.25 | 2,451.75 | false | 79,259 | 15,859.5 | Buy |
85 | 1/23/2007 2:30:00 PM | 2,452.25 | 2,447 | 2,453.25 | 2,446.75 | 4,515 | 2,452.75 | 2,452.25 | false | 79,259 | 15,859.5 | Sell |
86 | 1/23/2007 6:30:00 PM | 2,447 | 2,455 | 2,457 | 2,444.5 | 61,249 | 2,447.5 | 2,447 | false | 79,259 | 15,859.5 | Buy |
87 | 1/23/2007 10:30:00 PM | 2,455.25 | 2,456 | 2,461.25 | 2,448.75 | 159,823 | 2,455.75 | 2,455.25 | false | 79,259 | 15,859.5 | Buy |
88 | 1/24/2007 1:30:00 AM | 2,456.25 | 2,445.75 | 2,457 | 2,441.25 | 106,692 | 2,456.75 | 2,456.25 | false | 79,259 | 15,859.5 | Sell |
89 | 1/24/2007 6:30:00 AM | 2,450.75 | 2,450.75 | 2,451.5 | 2,449.75 | 1,113 | 2,451.25 | 2,450.75 | true | 79,259 | 15,859.5 | Buy |
90 | 1/24/2007 10:30:00 AM | 2,451 | 2,450 | 2,451.75 | 2,449.5 | 762 | 2,451.5 | 2,451 | false | 79,259 | 15,859.5 | Sell |
91 | 1/24/2007 2:30:00 PM | 2,450.25 | 2,454.75 | 2,455.25 | 2,450.25 | 5,360 | 2,450.75 | 2,450.25 | false | 79,259 | 15,859.5 | Buy |
92 | 1/24/2007 6:30:00 PM | 2,455 | 2,455 | 2,461 | 2,451.25 | 51,433 | 2,455.5 | 2,455 | false | 79,259 | 15,859.5 | Buy |
93 | 1/24/2007 10:30:00 PM | 2,455 | 2,472.25 | 2,473.75 | 2,454.75 | 183,000 | 2,455.5 | 2,455 | false | 79,259 | 15,859.5 | Buy |
94 | 1/25/2007 1:30:00 AM | 2,472 | 2,479.5 | 2,480 | 2,468.75 | 86,021 | 2,472.5 | 2,472 | false | 79,259 | 15,859.5 | Buy |
95 | 1/25/2007 6:30:00 AM | 2,480.5 | 2,477.25 | 2,481.5 | 2,477.25 | 917 | 2,481 | 2,480.5 | true | 79,259 | 15,859.5 | Sell |
96 | 1/25/2007 10:30:00 AM | 2,477.25 | 2,476.75 | 2,479 | 2,476 | 622 | 2,477.75 | 2,477.25 | false | 79,259 | 15,859.5 | Sell |
97 | 1/25/2007 2:30:00 PM | 2,476.75 | 2,478 | 2,479 | 2,474 | 3,466 | 2,477.25 | 2,476.75 | false | 79,259 | 15,859.5 | Buy |
98 | 1/25/2007 6:30:00 PM | 2,478 | 2,477.25 | 2,479.5 | 2,472 | 51,730 | 2,478.5 | 2,478 | false | 79,259 | 15,859.5 | Sell |
99 | 1/25/2007 10:30:00 PM | 2,477 | 2,450.75 | 2,477.5 | 2,450.25 | 206,998 | 2,477.5 | 2,477 | false | 79,259 | 15,859.5 | Sell |
100 | 1/26/2007 1:30:00 AM | 2,450.75 | 2,448.25 | 2,452.25 | 2,442.75 | 130,786 | 2,450.75 | 2,450.25 | false | 79,259 | 15,859.5 | Sell |
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