book map 30 day data

Upload: moby-rahman

Post on 09-Jan-2016

7 views

Category:

Documents


0 download

DESCRIPTION

30 days data on most popular futures instruments

TRANSCRIPT

NQ@NQ#9:30-16:15 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/159:30:00 AM2075487/8/158/18/1510:00:00 AM1250317/8/158/18/1510:30:00 AM1044267/8/158/18/1511:00:00 AM940247/8/158/18/1511:30:00 AM837227/8/158/18/1512:00:00 PM733197/8/158/18/1512:30:00 PM736217/8/158/18/151:00:00 PM735207/8/158/18/151:30:00 PM739227/8/158/18/152:00:00 PM843247/8/158/18/152:30:00 PM848267/8/158/18/153:00:00 PM845257/8/158/18/153:30:00 PM1366397/8/158/18/154:00:00 PM125735

7/8/158/18/1512:00:00 AM104929Full RTH

6/29/158/9/159:30:00 AM2074486/29/158/9/1510:00:00 AM1251326/29/158/9/1510:30:00 AM1149296/29/158/9/1511:00:00 AM940246/29/158/9/1511:30:00 AM840246/29/158/9/1512:00:00 PM735206/29/158/9/1512:30:00 PM736216/29/158/9/151:00:00 PM737216/29/158/9/151:30:00 PM739226/29/158/9/152:00:00 PM844256/29/158/9/152:30:00 PM950296/29/158/9/153:00:00 PM947276/29/158/9/153:30:00 PM1367406/29/158/9/154:00:00 PM125937

6/29/158/9/1512:00:00 AM105130Full RTH

6/22/157/31/159:30:00 AM1972476/22/157/31/1510:00:00 AM1251316/22/157/31/1510:30:00 AM1048286/22/157/31/1511:00:00 AM840246/22/157/31/1511:30:00 AM840236/22/157/31/1512:00:00 PM736206/22/157/31/1512:30:00 PM736216/22/157/31/151:00:00 PM737216/22/157/31/151:30:00 PM738226/22/157/31/152:00:00 PM846266/22/157/31/152:30:00 PM950286/22/157/31/153:00:00 PM948286/22/157/31/153:30:00 PM1367416/22/157/31/154:00:00 PM126037

6/22/157/31/1512:00:00 AM105029Full RTH

6/17/157/27/159:30:00 AM1871456/17/157/27/1510:00:00 AM1148296/17/157/27/1510:30:00 AM1047286/17/157/27/1511:00:00 AM839236/17/157/27/1511:30:00 AM840246/17/157/27/1512:00:00 PM738216/17/157/27/1512:30:00 PM739226/17/157/27/151:00:00 PM738226/17/157/27/151:30:00 PM737216/17/157/27/152:00:00 PM846266/17/157/27/152:30:00 PM950296/17/157/27/153:00:00 PM949276/17/157/27/153:30:00 PM1366406/17/157/27/154:00:00 PM125837

6/17/157/27/1512:00:00 AM105029Full RTH

6/7/157/17/159:30:00 AM1667426/7/157/17/1510:00:00 AM1148286/7/157/17/1510:30:00 AM1046276/7/157/17/1511:00:00 AM941246/7/157/17/1511:30:00 AM841246/7/157/17/1512:00:00 PM738216/7/157/17/1512:30:00 PM738226/7/157/17/151:00:00 PM738226/7/157/17/151:30:00 PM735206/7/157/17/152:00:00 PM843246/7/157/17/152:30:00 PM948286/7/157/17/153:00:00 PM844256/7/157/17/153:30:00 PM1265396/7/157/17/154:00:00 PM126037

6/7/157/17/1512:00:00 AM104928Full RTH

ES@ES#9:30-16:15 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/159:30:00 AM1084633147/8/158/18/1510:00:00 AM633672407/8/158/18/1510:30:00 AM403302107/8/158/18/1511:00:00 AM343262047/8/158/18/1511:30:00 AM273071857/8/158/18/1512:00:00 PM202791657/8/158/18/1512:30:00 PM192951727/8/158/18/151:00:00 PM193041737/8/158/18/151:30:00 PM203211857/8/158/18/152:00:00 PM203181837/8/158/18/152:30:00 PM203401947/8/158/18/153:00:00 PM213371937/8/158/18/153:30:00 PM384682617/8/158/18/154:00:00 PM49449267

7/8/158/18/1512:00:00 AM35357217Full RTH

6/29/158/9/159:30:00 AM1064553086/29/158/9/1510:00:00 AM693652426/29/158/9/1510:30:00 AM523622346/29/158/9/1511:00:00 AM383222066/29/158/9/1511:30:00 AM323212006/29/158/9/1512:00:00 PM232891756/29/158/9/1512:30:00 PM212951766/29/158/9/151:00:00 PM233061816/29/158/9/151:30:00 PM243171906/29/158/9/152:00:00 PM263271956/29/158/9/152:30:00 PM273522116/29/158/9/153:00:00 PM303522106/29/158/9/153:30:00 PM474822746/29/158/9/154:00:00 PM52456273

6/29/158/9/1512:00:00 AM42362224Full RTH

6/22/157/31/159:30:00 AM1054483056/22/157/31/1510:00:00 AM643612386/22/157/31/1510:30:00 AM503572286/22/157/31/1511:00:00 AM353182026/22/157/31/1511:30:00 AM313121966/22/157/31/1512:00:00 PM212851706/22/157/31/1512:30:00 PM192751656/22/157/31/151:00:00 PM223001776/22/157/31/151:30:00 PM213041816/22/157/31/152:00:00 PM263281946/22/157/31/152:30:00 PM283512086/22/157/31/153:00:00 PM273512106/22/157/31/153:30:00 PM494912816/22/157/31/154:00:00 PM51454271

6/22/157/31/1512:00:00 AM40359221Full RTH

6/17/157/27/159:30:00 AM1004433006/17/157/27/1510:00:00 AM593602366/17/157/27/1510:30:00 AM493512256/17/157/27/1511:00:00 AM353202026/17/157/27/1511:30:00 AM313131966/17/157/27/1512:00:00 PM242891776/17/157/27/1512:30:00 PM212811706/17/157/27/151:00:00 PM222941756/17/157/27/151:30:00 PM212901756/17/157/27/152:00:00 PM273231926/17/157/27/152:30:00 PM293402036/17/157/27/153:00:00 PM273392026/17/157/27/153:30:00 PM474822726/17/157/27/154:00:00 PM52456267

6/17/157/27/1512:00:00 AM40354218Full Rth

6/7/157/17/159:30:00 AM974292896/7/157/17/1510:00:00 AM603502286/7/157/17/1510:30:00 AM483322096/7/157/17/1511:00:00 AM403202006/7/157/17/1511:30:00 AM312981836/7/157/17/1512:00:00 PM232711656/7/157/17/1512:30:00 PM202621596/7/157/17/151:00:00 PM212791646/7/157/17/151:30:00 PM202631586/7/157/17/152:00:00 PM272941756/7/157/17/152:30:00 PM303161906/7/157/17/153:00:00 PM253061826/7/157/17/153:30:00 PM444722606/7/157/17/154:00:00 PM50463263

6/7/157/17/1512:00:00 AM40337207Full RTH

Russell@TFS#9:30-16:15 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/159:30:00 AM937237/8/158/18/1510:00:00 AM626157/8/158/18/1510:30:00 AM624147/8/158/18/1511:00:00 AM522137/8/158/18/1511:30:00 AM522137/8/158/18/1512:00:00 PM520127/8/158/18/1512:30:00 PM520127/8/158/18/151:00:00 PM521127/8/158/18/151:30:00 PM520127/8/158/18/152:00:00 PM520127/8/158/18/152:30:00 PM520127/8/158/18/153:00:00 PM520127/8/158/18/153:30:00 PM841247/8/158/18/154:00:00 PM83320

7/8/158/18/1512:00:00 AM62615

6/29/158/9/159:30:00 AM937236/29/158/9/1510:00:00 AM625156/29/158/9/1510:30:00 AM626156/29/158/9/1511:00:00 AM522136/29/158/9/1511:30:00 AM523136/29/158/9/1512:00:00 PM521126/29/158/9/1512:30:00 PM522126/29/158/9/151:00:00 PM522136/29/158/9/151:30:00 PM520116/29/158/9/152:00:00 PM520126/29/158/9/152:30:00 PM521126/29/158/9/153:00:00 PM522136/29/158/9/153:30:00 PM843256/29/158/9/154:00:00 PM83622

6/29/158/9/1512:00:00 AM62716Full RTH

6/22/157/31/159:30:00 AM937236/22/157/31/1510:00:00 AM625156/22/157/31/1510:30:00 AM625156/22/157/31/1511:00:00 AM522136/22/157/31/1511:30:00 AM522136/22/157/31/1512:00:00 PM521126/22/157/31/1512:30:00 PM522126/22/157/31/151:00:00 PM521126/22/157/31/151:30:00 PM521126/22/157/31/152:00:00 PM520126/22/157/31/152:30:00 PM523136/22/157/31/153:00:00 PM523146/22/157/31/153:30:00 PM946276/22/157/31/154:00:00 PM93823

6/22/157/31/1512:00:00 AM62816Full RTH

6/17/157/27/159:30:00 AM934226/17/157/27/1510:00:00 AM624156/17/157/27/1510:30:00 AM624146/17/157/27/1511:00:00 AM523136/17/157/27/1511:30:00 AM522136/17/157/27/1512:00:00 PM521126/17/157/27/1512:30:00 PM522136/17/157/27/151:00:00 PM521126/17/157/27/151:30:00 PM520126/17/157/27/152:00:00 PM520126/17/157/27/152:30:00 PM523136/17/157/27/153:00:00 PM523136/17/157/27/153:30:00 PM944266/17/157/27/154:00:00 PM93823

6/17/157/27/1512:00:00 AM62716Full RTH

6/7/157/17/159:30:00 AM935226/7/157/17/1510:00:00 AM625156/7/157/17/1510:30:00 AM624146/7/157/17/1511:00:00 AM524146/7/157/17/1511:30:00 AM521136/7/157/17/1512:00:00 PM519126/7/157/17/1512:30:00 PM521126/7/157/17/151:00:00 PM520126/7/157/17/151:30:00 PM519116/7/157/17/152:00:00 PM520126/7/157/17/152:30:00 PM523136/7/157/17/153:00:00 PM523136/7/157/17/153:30:00 PM844266/7/157/17/154:00:00 PM93923

6/7/157/17/1512:00:00 AM62716Full RTH

CrudeQCL#9:00-14:30 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/159:00:00 AM1047287/8/158/18/159:30:00 AM1046287/8/158/18/1510:00:00 AM1049297/8/158/18/1510:30:00 AM1366387/8/158/18/1511:00:00 AM1152317/8/158/18/1511:30:00 AM1047287/8/158/18/1512:00:00 PM942267/8/158/18/1512:30:00 PM841247/8/158/18/151:00:00 PM941247/8/158/18/151:30:00 PM841247/8/158/18/152:00:00 PM1787527/8/158/18/152:30:00 PM105330

7/8/158/18/1512:00:00 AM105330Full RTH

6/29/158/9/159:00:00 AM1046286/29/158/9/159:30:00 AM1048296/29/158/9/1510:00:00 AM1151306/29/158/9/1510:30:00 AM1470416/29/158/9/1511:00:00 AM1152316/29/158/9/1511:30:00 AM1152306/29/158/9/1512:00:00 PM945276/29/158/9/1512:30:00 PM944256/29/158/9/151:00:00 PM945266/29/158/9/151:30:00 PM944256/29/158/9/152:00:00 PM1789526/29/158/9/152:30:00 PM115531

6/29/158/9/1512:00:00 AM115531Full RTH

6/22/157/31/159:00:00 AM1046286/22/157/31/159:30:00 AM1047286/22/157/31/1510:00:00 AM1152306/22/157/31/1510:30:00 AM1470416/22/157/31/1511:00:00 AM1151306/22/157/31/1511:30:00 AM1152306/22/157/31/1512:00:00 PM941256/22/157/31/1512:30:00 PM843246/22/157/31/151:00:00 PM945266/22/157/31/151:30:00 PM944256/22/157/31/152:00:00 PM1683496/22/157/31/152:30:00 PM115431

6/22/157/31/1512:00:00 AM115431Full RTH

6/17/157/27/159:00:00 AM1053306/17/157/27/159:30:00 AM1047286/17/157/27/1510:00:00 AM1151306/17/157/27/1510:30:00 AM1367396/17/157/27/1511:00:00 AM1045276/17/157/27/1511:30:00 AM1050296/17/157/27/1512:00:00 PM842256/17/157/27/1512:30:00 PM842236/17/157/27/151:00:00 PM944256/17/157/27/151:30:00 PM841236/17/157/27/152:00:00 PM1680486/17/157/27/152:30:00 PM105330

6/17/157/27/1512:00:00 AM105330Full RTH

6/7/157/17/159:00:00 AM1149296/7/157/17/159:30:00 AM1046286/7/157/17/1510:00:00 AM1048296/7/157/17/1510:30:00 AM1364376/7/157/17/1511:00:00 AM1045276/7/157/17/1511:30:00 AM1050296/7/157/17/1512:00:00 PM840246/7/157/17/1512:30:00 PM838226/7/157/17/151:00:00 PM842246/7/157/17/151:30:00 PM838226/7/157/17/152:00:00 PM1575456/7/157/17/152:30:00 PM105029

6/7/157/17/1512:00:00 AM105029Full RTH

10 Year@TY#8:20-15:00 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/158:00:00 AM405062717/8/158/18/158:30:00 AM946764107/8/158/18/159:00:00 AM505933167/8/158/18/159:30:00 AM575923387/8/158/18/1510:00:00 AM626093497/8/158/18/1510:30:00 AM505623257/8/158/18/1511:00:00 AM505413087/8/158/18/1511:30:00 AM445582917/8/158/18/1512:00:00 PM285052637/8/158/18/1512:30:00 PM254632147/8/158/18/151:00:00 PM244852467/8/158/18/151:30:00 PM315332717/8/158/18/152:00:00 PM305182767/8/158/18/152:30:00 PM195062227/8/158/18/153:00:00 PM355422817/8/158/18/153:30:00 PM44559302

7/8/158/18/1512:00:00 AM44559302Full RTH

6/29/158/9/158:00:00 AM505292916/29/158/9/158:30:00 AM1006954246/29/158/9/159:00:00 AM516153436/29/158/9/159:30:00 AM576073506/29/158/9/1510:00:00 AM686333746/29/158/9/1510:30:00 AM505843386/29/158/9/1511:00:00 AM505463106/29/158/9/1511:30:00 AM505502996/29/158/9/1512:00:00 PM295302666/29/158/9/1512:30:00 PM265042416/29/158/9/151:00:00 PM315032636/29/158/9/151:30:00 PM415462866/29/158/9/152:00:00 PM445293006/29/158/9/152:30:00 PM245372506/29/158/9/153:00:00 PM505713066/29/158/9/153:30:00 PM50580319

6/29/158/9/1512:00:00 AM50580319Full RTH

6/22/157/31/158:00:00 AM425022726/22/157/31/158:30:00 AM956954196/22/157/31/159:00:00 AM546253496/22/157/31/159:30:00 AM556123496/22/157/31/1510:00:00 AM616303616/22/157/31/1510:30:00 AM505803366/22/157/31/1511:00:00 AM505503116/22/157/31/1511:30:00 AM505583066/22/157/31/1512:00:00 PM295262596/22/157/31/1512:30:00 PM254982316/22/157/31/151:00:00 PM295042586/22/157/31/151:30:00 PM335132706/22/157/31/152:00:00 PM435152986/22/157/31/152:30:00 PM265482576/22/157/31/153:00:00 PM545913136/22/157/31/153:30:00 PM49576316

6/22/157/31/1512:00:00 AM49576316Full RTH

6/17/157/27/158:00:00 AM415062696/17/157/27/158:30:00 AM896814096/17/157/27/159:00:00 AM526173456/17/157/27/159:30:00 AM526123476/17/157/27/1510:00:00 AM606453716/17/157/27/1510:30:00 AM485903366/17/157/27/1511:00:00 AM505563156/17/157/27/1511:30:00 AM455372986/17/157/27/1512:00:00 PM325302796/17/157/27/1512:30:00 PM255002456/17/157/27/151:00:00 PM285062636/17/157/27/151:30:00 PM314922586/17/157/27/152:00:00 PM485343086/17/157/27/152:30:00 PM285342626/17/157/27/153:00:00 PM525453006/17/157/27/153:30:00 PM48572314

6/17/157/27/1512:00:00 AM48572314Full RTH

6/7/157/17/158:00:00 AM425092756/7/157/17/158:30:00 AM946904216/7/157/17/159:00:00 AM536093466/7/157/17/159:30:00 AM556173526/7/157/17/1510:00:00 AM526313526/7/157/17/1510:30:00 AM465873236/7/157/17/1511:00:00 AM485673136/7/157/17/1511:30:00 AM415582996/7/157/17/1512:00:00 PM295212626/7/157/17/1512:30:00 PM254882426/7/157/17/151:00:00 PM345272786/7/157/17/151:30:00 PM335072706/7/157/17/152:00:00 PM445203006/7/157/17/152:30:00 PM255072446/7/157/17/153:00:00 PM485352816/7/157/17/153:30:00 PM47573314

6/7/157/17/1512:00:00 AM47573314Full RTH

BundBD#2:00-9:30 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/9/158/18/153:00:00 AM331571037/9/158/18/153:30:00 AM381671107/9/158/18/154:00:00 AM341531037/9/158/18/154:30:00 AM371631077/9/158/18/155:00:00 AM391861167/9/158/18/155:30:00 AM391721157/9/158/18/156:00:00 AM351671077/9/158/18/156:30:00 AM331621057/9/158/18/157:00:00 AM301481007/9/158/18/157:30:00 AM321581037/9/158/18/158:00:00 AM341581037/9/158/18/158:30:00 AM431851177/9/158/18/159:00:00 AM371771147/9/158/18/159:30:00 AM391751137/9/158/18/1510:00:00 AM361631067/9/158/18/1510:30:00 AM331551037/9/158/18/1511:00:00 AM321701087/9/158/18/1511:30:00 AM36166108

7/9/158/18/1512:00:00 AM36166108Full RTH

6/30/158/7/153:00:00 AM331551026/30/158/7/153:30:00 AM371651086/30/158/7/154:00:00 AM341551036/30/158/7/154:30:00 AM371641076/30/158/7/155:00:00 AM411931196/30/158/7/155:30:00 AM401771156/30/158/7/156:00:00 AM351641066/30/158/7/156:30:00 AM341541026/30/158/7/157:00:00 AM321511016/30/158/7/157:30:00 AM331581046/30/158/7/158:00:00 AM341601056/30/158/7/158:30:00 AM421861176/30/158/7/159:00:00 AM371831156/30/158/7/159:30:00 AM36167108

6/30/158/7/1512:00:00 AM36167108Full RTH

6/23/157/31/153:00:00 AM331511006/23/157/31/153:30:00 AM361631066/23/157/31/154:00:00 AM341551036/23/157/31/154:30:00 AM361601056/23/157/31/155:00:00 AM391841146/23/157/31/155:30:00 AM421891176/23/157/31/156:00:00 AM371831126/23/157/31/156:30:00 AM341531016/23/157/31/157:00:00 AM31147986/23/157/31/157:30:00 AM321501006/23/157/31/158:00:00 AM351591046/23/157/31/158:30:00 AM411861156/23/157/31/159:00:00 AM371741116/23/157/31/159:30:00 AM36165106

6/23/157/31/1512:00:00 AM36165106Full RTH

6/17/157/27/153:00:00 AM331521006/17/157/27/153:30:00 AM351571026/17/157/27/154:00:00 AM341541026/17/157/27/154:30:00 AM371611056/17/157/27/155:00:00 AM371751106/17/157/27/155:30:00 AM411871156/17/157/27/156:00:00 AM381841136/17/157/27/156:30:00 AM33146986/17/157/27/157:00:00 AM30145956/17/157/27/157:30:00 AM31146976/17/157/27/158:00:00 AM341591036/17/157/27/158:30:00 AM401811136/17/157/27/159:00:00 AM371771116/17/157/27/159:30:00 AM35164105

6/17/157/27/1512:00:00 AM35164105Full RTH

6/8/157/17/153:00:00 AM331531006/8/157/17/153:30:00 AM361711066/8/157/17/154:00:00 AM371721106/8/157/17/154:30:00 AM371651066/8/157/17/155:00:00 AM381771116/8/157/17/155:30:00 AM411861146/8/157/17/156:00:00 AM381811116/8/157/17/156:30:00 AM321481006/8/157/17/157:00:00 AM31146976/8/157/17/157:30:00 AM32143966/8/157/17/158:00:00 AM341581036/8/157/17/158:30:00 AM401841146/8/157/17/159:00:00 AM361671076/8/157/17/159:30:00 AM36166106

6/8/157/17/1512:00:00 AM36166106Full RTH

Euro@EU#3:00-11:30 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/8/158/18/153:00:00 AM1255347/8/158/18/153:30:00 AM1254347/8/158/18/154:00:00 AM1151327/8/158/18/154:30:00 AM1043287/8/158/18/155:00:00 AM1045277/8/158/18/155:30:00 AM943277/8/158/18/156:00:00 AM940267/8/158/18/156:30:00 AM941267/8/158/18/157:00:00 AM1047287/8/158/18/157:30:00 AM1046287/8/158/18/158:00:00 AM1357357/8/158/18/158:30:00 AM1877497/8/158/18/159:00:00 AM1359377/8/158/18/159:30:00 AM1359377/8/158/18/1510:00:00 AM1561407/8/158/18/1510:30:00 AM1460387/8/158/18/1511:00:00 AM1462397/8/158/18/1511:30:00 AM125635

7/8/158/18/1512:00:00 AM125635Full RTH

6/29/158/9/153:00:00 AM1150316/29/158/9/153:30:00 AM1152316/29/158/9/154:00:00 AM1049306/29/158/9/154:30:00 AM1045296/29/158/9/155:00:00 AM1047286/29/158/9/155:30:00 AM943266/29/158/9/156:00:00 AM942276/29/158/9/156:30:00 AM942266/29/158/9/157:00:00 AM1044266/29/158/9/157:30:00 AM1044276/29/158/9/158:00:00 AM1357366/29/158/9/158:30:00 AM1879496/29/158/9/159:00:00 AM1256356/29/158/9/159:30:00 AM1257356/29/158/9/1510:00:00 AM1459386/29/158/9/1510:30:00 AM1359376/29/158/9/1511:00:00 AM1359376/29/158/9/1511:30:00 AM125433

6/29/158/9/1512:00:00 AM125433Full RTH

6/22/157/31/153:00:00 AM1149306/22/157/31/153:30:00 AM1152316/22/157/31/154:00:00 AM1047296/22/157/31/154:30:00 AM1045286/22/157/31/155:00:00 AM1047286/22/157/31/155:30:00 AM1046276/22/157/31/156:00:00 AM1045286/22/157/31/156:30:00 AM942266/22/157/31/157:00:00 AM942256/22/157/31/157:30:00 AM1043266/22/157/31/158:00:00 AM1354346/22/157/31/158:30:00 AM1772456/22/157/31/159:00:00 AM1257356/22/157/31/159:30:00 AM1256356/22/157/31/1510:00:00 AM1460386/22/157/31/1510:30:00 AM1356356/22/157/31/1511:00:00 AM1360386/22/157/31/1511:30:00 AM115333

6/22/157/31/1512:00:00 AM115333Full RTH

6/16/157/27/153:00:00 AM1149306/16/157/27/153:30:00 AM1151306/16/157/27/154:00:00 AM1048296/16/157/27/154:30:00 AM1044276/16/157/27/155:00:00 AM945266/16/157/27/155:30:00 AM944276/16/157/27/156:00:00 AM944266/16/157/27/156:30:00 AM941256/16/157/27/157:00:00 AM940246/16/157/27/157:30:00 AM941256/16/157/27/158:00:00 AM1253336/16/157/27/158:30:00 AM1563406/16/157/27/159:00:00 AM1153336/16/157/27/159:30:00 AM1153336/16/157/27/1510:00:00 AM1359376/16/157/27/1510:30:00 AM1255346/16/157/27/1511:00:00 AM1257366/16/157/27/1511:30:00 AM115131

6/16/157/27/1512:00:00 AM115131Full RTH

6/7/157/17/153:00:00 AM1148306/7/157/17/153:30:00 AM1048296/7/157/17/154:00:00 AM1048296/7/157/17/154:30:00 AM1149296/7/157/17/155:00:00 AM1045266/7/157/17/155:30:00 AM943266/7/157/17/156:00:00 AM944266/7/157/17/156:30:00 AM940246/7/157/17/157:00:00 AM939246/7/157/17/157:30:00 AM1042266/7/157/17/158:00:00 AM1253336/7/157/17/158:30:00 AM1565416/7/157/17/159:00:00 AM1253336/7/157/17/159:30:00 AM1151316/7/157/17/1510:00:00 AM1357356/7/157/17/1510:30:00 AM1255346/7/157/17/1511:00:00 AM1259366/7/157/17/1511:30:00 AM115131

6/7/157/17/1512:00:00 AM115131Full RTH

EuroStoxxEX#3:00-11:30 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/9/158/18/153:00:00 AM503322047/9/158/18/153:30:00 AM423121847/9/158/18/154:00:00 AM372891717/9/158/18/154:30:00 AM302931657/9/158/18/155:00:00 AM252631437/9/158/18/155:30:00 AM282611447/9/158/18/156:00:00 AM212411327/9/158/18/156:30:00 AM202651437/9/158/18/157:00:00 AM252971627/9/158/18/157:30:00 AM202561367/9/158/18/158:00:00 AM232751507/9/158/18/158:30:00 AM302811667/9/158/18/159:00:00 AM242751507/9/158/18/159:30:00 AM442951807/9/158/18/1510:00:00 AM473091917/9/158/18/1510:30:00 AM342811697/9/158/18/1511:00:00 AM383822127/9/158/18/1511:30:00 AM32295170

7/9/158/18/1512:00:00 AM32295170Full RTH

6/30/158/7/153:00:00 AM503252016/30/158/7/153:30:00 AM412881696/30/158/7/154:00:00 AM382991706/30/158/7/154:30:00 AM363051666/30/158/7/155:00:00 AM393361866/30/158/7/155:30:00 AM362771606/30/158/7/156:00:00 AM282551426/30/158/7/156:30:00 AM282781566/30/158/7/157:00:00 AM302961656/30/158/7/157:30:00 AM252581416/30/158/7/158:00:00 AM262791526/30/158/7/158:30:00 AM282591516/30/158/7/159:00:00 AM262851546/30/158/7/159:30:00 AM462931766/30/158/7/1510:00:00 AM503111906/30/158/7/1510:30:00 AM412971806/30/158/7/1511:00:00 AM423862176/30/158/7/1511:30:00 AM37301174

6/30/158/7/1512:00:00 AM37301174Full RTH

6/22/157/31/153:00:00 AM533352056/22/157/31/153:30:00 AM443041796/22/157/31/154:00:00 AM413021746/22/157/31/154:30:00 AM423151766/22/157/31/155:00:00 AM463491976/22/157/31/155:30:00 AM463361906/22/157/31/156:00:00 AM393141776/22/157/31/156:30:00 AM332791576/22/157/31/157:00:00 AM342981666/22/157/31/157:30:00 AM272511396/22/157/31/158:00:00 AM302871606/22/157/31/158:30:00 AM302701546/22/157/31/159:00:00 AM302961636/22/157/31/159:30:00 AM503071846/22/157/31/1510:00:00 AM503221946/22/157/31/1510:30:00 AM413041796/22/157/31/1511:00:00 AM463962266/22/157/31/1511:30:00 AM41315182

6/22/157/31/1512:00:00 AM41315182Full RTH

6/16/157/27/153:00:00 AM553382066/16/157/27/153:30:00 AM473111866/16/157/27/154:00:00 AM433101766/16/157/27/154:30:00 AM433061716/16/157/27/155:00:00 AM473491986/16/157/27/155:30:00 AM473391916/16/157/27/156:00:00 AM433221836/16/157/27/156:30:00 AM352821586/16/157/27/157:00:00 AM362881646/16/157/27/157:30:00 AM322711526/16/157/27/158:00:00 AM312781536/16/157/27/158:30:00 AM302671536/16/157/27/159:00:00 AM312941636/16/157/27/159:30:00 AM503091856/16/157/27/1510:00:00 AM503231956/16/157/27/1510:30:00 AM413031796/16/157/27/1511:00:00 AM473952266/16/157/27/1511:30:00 AM43317183

6/16/157/27/1512:00:00 AM43317183Full RTH

6/5/157/17/153:00:00 AM573372066/5/157/17/153:30:00 AM473111826/5/157/17/154:00:00 AM463091766/5/157/17/154:30:00 AM463021696/5/157/17/155:00:00 AM493481956/5/157/17/155:30:00 AM503431986/5/157/17/156:00:00 AM483311876/5/157/17/156:30:00 AM362751566/5/157/17/157:00:00 AM362701536/5/157/17/157:30:00 AM372841616/5/157/17/158:00:00 AM332831536/5/157/17/158:30:00 AM372701596/5/157/17/159:00:00 AM332971656/5/157/17/159:30:00 AM513091856/5/157/17/1510:00:00 AM503131896/5/157/17/1510:30:00 AM473211896/5/157/17/1511:00:00 AM534132436/5/157/17/1511:30:00 AM46319184

6/5/157/17/1512:00:00 AM46319184Full RTH

DAXXG#3:00-11:30 US Eastern Time30 Days, 1 Second Aggregated Trade PrintsStartOfDataEndOfDataTimeSlice68.27%95.45%90%

7/9/158/18/153:00:00 AM622147/9/158/18/153:30:00 AM521137/9/158/18/154:00:00 AM418117/9/158/18/154:30:00 AM418117/9/158/18/155:00:00 AM416107/9/158/18/155:30:00 AM415107/9/158/18/156:00:00 AM41597/9/158/18/156:30:00 AM417117/9/158/18/157:00:00 AM522137/9/158/18/157:30:00 AM419127/9/158/18/158:00:00 AM420117/9/158/18/158:30:00 AM419117/9/158/18/159:00:00 AM418117/9/158/18/159:30:00 AM518117/9/158/18/1510:00:00 AM519127/9/158/18/1510:30:00 AM417117/9/158/18/1511:00:00 AM521137/9/158/18/1511:30:00 AM41912

7/9/158/18/1512:00:00 AM41912Full RTH

6/30/158/7/153:00:00 AM622146/30/158/7/153:30:00 AM520126/30/158/7/154:00:00 AM418116/30/158/7/154:30:00 AM419116/30/158/7/155:00:00 AM422126/30/158/7/155:30:00 AM417116/30/158/7/156:00:00 AM416106/30/158/7/156:30:00 AM418116/30/158/7/157:00:00 AM521126/30/158/7/157:30:00 AM418116/30/158/7/158:00:00 AM419116/30/158/7/158:30:00 AM417106/30/158/7/159:00:00 AM418116/30/158/7/159:30:00 AM518126/30/158/7/1510:00:00 AM519126/30/158/7/1510:30:00 AM519126/30/158/7/1511:00:00 AM521136/30/158/7/1511:30:00 AM51912

6/30/158/7/1512:00:00 AM51912Full RTH

6/22/157/31/153:00:00 AM624156/22/157/31/153:30:00 AM521136/22/157/31/154:00:00 AM520126/22/157/31/154:30:00 AM420126/22/157/31/155:00:00 AM523136/22/157/31/155:30:00 AM521136/22/157/31/156:00:00 AM419126/22/157/31/156:30:00 AM418116/22/157/31/157:00:00 AM420126/22/157/31/157:30:00 AM416106/22/157/31/158:00:00 AM420116/22/157/31/158:30:00 AM418116/22/157/31/159:00:00 AM420126/22/157/31/159:30:00 AM521136/22/157/31/1510:00:00 AM521136/22/157/31/1510:30:00 AM520126/22/157/31/1511:00:00 AM523146/22/157/31/1511:30:00 AM52112

6/22/157/31/1512:00:00 AM52112Full RTH

6/17/157/27/153:00:00 AM624156/17/157/27/153:30:00 AM522136/17/157/27/154:00:00 AM520126/17/157/27/154:30:00 AM420126/17/157/27/155:00:00 AM523136/17/157/27/155:30:00 AM522136/17/157/27/156:00:00 AM420126/17/157/27/156:30:00 AM419126/17/157/27/157:00:00 AM421126/17/157/27/157:30:00 AM417106/17/157/27/158:00:00 AM420116/17/157/27/158:30:00 AM418116/17/157/27/159:00:00 AM420126/17/157/27/159:30:00 AM521126/17/157/27/1510:00:00 AM521126/17/157/27/1510:30:00 AM521126/17/157/27/1511:00:00 AM521126/17/157/27/1511:30:00 AM52112

6/17/157/27/1512:00:00 AM52112Full RTHIncomplete session specified

6/8/157/17/153:00:00 AM624156/8/157/17/153:30:00 AM523146/8/157/17/154:00:00 AM521126/8/157/17/154:30:00 AM420126/8/157/17/155:00:00 AM524146/8/157/17/155:30:00 AM523146/8/157/17/156:00:00 AM521136/8/157/17/156:30:00 AM420126/8/157/17/157:00:00 AM420126/8/157/17/157:30:00 AM419116/8/157/17/158:00:00 AM420116/8/157/17/158:30:00 AM418116/8/157/17/159:00:00 AM520126/8/157/17/159:30:00 AM521136/8/157/17/1510:00:00 AM521136/8/157/17/1510:30:00 AM521136/8/157/17/1511:00:00 AM521136/8/157/17/1511:30:00 AM52113

6/8/157/17/1512:00:00 AM52113Full RTHIncomplete session specified