BTFD (Buy The F… Dip)
Note
Added operations log for the CloseClose approach (updated sample below
too)
A post in Reddit calling for replication of a BTFD strategy turned out to
be the little push needed to add yet another feature to backtrader:
leverage
The links:
In the Reddit thread there was finally no full replication of the results from Dark Bid. But it can be done. Although one has to point something out from the start:
- Dark Bid is not showing a true chart and the explanation about the strategy is really lacking and probably would be deemed as wrong by most
Let’s have a direct look at the chart here (remember the chart is from the Dark Bid BTFD post)
The interpretation most people would probably do:
-
Buy The Close: this part is clear. Buy during the closing auction
-
When S&P Is Down At Least 1%: in most cases that means that the current close is
1%below the previous close -
Hold For 2 Days: the interpretation here would be to sell at the close 2 trading sessions later
-
2x Leverage: Each buy operation is leveraged 2x (or 100% credit)
Additionals:
-
The data seems to run from
1990-01-01to2016-09-30 -
The starting cash value seems to start at
100,000
Note
Notice there are no commissions or credit interest being charged.
The sample below is configured with the winning settings, but the first execution will respect the interpreted rules.
$ ./btfd.py --plot --strat approach="'closeclose'"
Note
The sample accepts an --offline parameter to use a file
previously downloaded from Yahoo to speed up testing. If not used, the
data with the default dates quoted above and the default ticker ^GSPC
will be downloaded each and every time from Yahoo
Houston, we have a problem! Although not so big as expected. Observations:
-
Our asset has gone from
100,000to602,816and this seems right on spot with theBTFDchart above -
Our
100,000cash, on the other hand, has only gone up to357,277which seems10xbelow the expected value over3,000,000(or3M) -
In this case
valueandvalue_unleverare equal, which means that the strategy is NOT IN THE MARKET
But the most interesting thing is: the clear difference in the red lines which show the value over time
-
Our line has very quick ups and downs
This is due to leverage. When the strategy is bought the
2xleverage allows to buy two times the asset.But when the strategy is in cash, the cash is not worth twice its value.
-
The
BTFDline doesn’t exhibit this behavior and that’s because it is ALWAYS leveraged
Ok. First part of the BTFD mystery … SOLVED! But we still have a
problem and this is matching the performance achieved by Dark Bid. Without
much ado, a run of the sample with the default winning settings.
$ ./btfd.py --plot --strat approach="'highlow'"
Note
approach=highlow is the default setting if the sample is run with
no approach argument to the strategy
In this case:
-
The difference between the
highand thelowis used.Of course this isn’t “Is Down At least 1% as indicated in the
BTFDchart. This is something different, because thelowmay also have happened before thehighand many would see this as being up rather than down
Note
The strategy allows these approaches: closeclose, highlow,
highclose and openclose.
But:
-
The
valueof the system is3,184,118. Ant this is a winner because the visual inspection of theBTFDchart shows that the final value is over3M -
The unleveraged value (
value_unlever) of the system is:1,592,608which is not the above. This simply tells us that the strategy IS IN THE MARKET
Obviously and in about 1 or 2 days, the strategy will sell the position and the
real cash value will be around 1,592,608 and by no means close to
3,184,118.
The 1.5M value was the best observation achieved by the original Reddit
poster.
Conclusion
The complete BTFD mystery is solved. The keys:
-
The
valueline plotted in the chart isn’t real, because it is always leveraged and not only when being bought -
The approach is not really to buy when the asset is at least 1% down as commonly understood (previous close to current close) but when the asset has at least a 1% difference between the high and the low
-
The real gains are roughly
16x(from100,000to roughly1,592,000) and in NO CASE31x(from100,000to3.1M)
Sample usage
$ ./btfd.py --help
usage: btfd.py [-h] [--offline] [--data TICKER]
[--fromdate YYYY-MM-DD[THH:MM:SS]]
[--todate YYYY-MM-DD[THH:MM:SS]] [--cerebro kwargs]
[--broker kwargs] [--valobserver kwargs] [--strat kwargs]
[--comminfo kwargs] [--plot [kwargs]]
BTFD - http://dark-bid.com/BTFD-only-strategy-that-matters.html - https://www.
reddit.com/r/algotrading/comments/5jez2b/can_anyone_replicate_this_strategy/
optional arguments:
-h, --help show this help message and exit
--offline Use offline file with ticker name (default: False)
--data TICKER Yahoo ticker to download (default: ^GSPC)
--fromdate YYYY-MM-DD[THH:MM:SS]
Starting date[time] (default: 1990-01-01)
--todate YYYY-MM-DD[THH:MM:SS]
Ending date[time] (default: 2016-10-01)
--cerebro kwargs kwargs in key=value format (default: stdstats=False)
--broker kwargs kwargs in key=value format (default: cash=100000.0,
coc=True)
--valobserver kwargs kwargs in key=value format (default:
assetstart=100000.0)
--strat kwargs kwargs in key=value format (default:
approach="highlow")
--comminfo kwargs kwargs in key=value format (default: leverage=2.0)
--plot [kwargs] kwargs in key=value format (default: )
Sample Code
from __future__ import (absolute_import, division, print_function,
unicode_literals)
# References:
# - https://www.reddit.com/r/algotrading/comments/5jez2b/can_anyone_replicate_this_strategy/
# - http://dark-bid.com/BTFD-only-strategy-that-matters.html
import argparse
import datetime
import backtrader as bt
class ValueUnlever(bt.observers.Value):
'''Extension of regular Value observer to add leveraged view'''
lines = ('value_lever', 'asset')
params = (('assetstart', 100000.0), ('lever', True),)
def next(self):
super(ValueUnlever, self).next()
if self.p.lever:
self.lines.value_lever[0] = self._owner.broker._valuelever
if len(self) == 1:
self.lines.asset[0] = self.p.assetstart
else:
change = self.data[0] / self.data[-1]
self.lines.asset[0] = change * self.lines.asset[-1]
class St(bt.Strategy):
params = (
('fall', -0.01),
('hold', 2),
('approach', 'highlow'),
('target', 1.0),
('prorder', False),
('prtrade', False),
('prdata', False),
)
def __init__(self):
if self.p.approach == 'closeclose':
self.pctdown = self.data.close / self.data.close(-1) - 1.0
elif self.p.approach == 'openclose':
self.pctdown = self.data.close / self.data.open - 1.0
elif self.p.approach == 'highclose':
self.pctdown = self.data.close / self.data.high - 1.0
elif self.p.approach == 'highlow':
self.pctdown = self.data.low / self.data.high - 1.0
def next(self):
if self.position:
if len(self) == self.barexit:
self.close()
if self.p.prdata:
print(','.join(str(x) for x in
['DATA', 'CLOSE',
self.data.datetime.date().isoformat(),
self.data.close[0],
float('NaN')]))
else:
if self.pctdown <= self.p.fall:
self.order_target_percent(target=self.p.target)
self.barexit = len(self) + self.p.hold
if self.p.prdata:
print(','.join(str(x) for x in
['DATA', 'OPEN',
self.data.datetime.date().isoformat(),
self.data.close[0],
self.pctdown[0]]))
def start(self):
if self.p.prtrade:
print(','.join(
['TRADE', 'Status', 'Date', 'Value', 'PnL', 'Commission']))
if self.p.prorder:
print(','.join(
['ORDER', 'Type', 'Date', 'Price', 'Size', 'Commission']))
if self.p.prdata:
print(','.join(['DATA', 'Action', 'Date', 'Price', 'PctDown']))
def notify_order(self, order):
if order.status in [order.Margin, order.Rejected, order.Canceled]:
print('ORDER FAILED with status:', order.getstatusname())
elif order.status == order.Completed:
if self.p.prorder:
print(','.join(map(str, [
'ORDER', 'BUY' * order.isbuy() or 'SELL',
self.data.num2date(order.executed.dt).date().isoformat(),
order.executed.price,
order.executed.size,
order.executed.comm,
]
)))
def notify_trade(self, trade):
if not self.p.prtrade:
return
if trade.isclosed:
print(','.join(map(str, [
'TRADE', 'CLOSE',
self.data.num2date(trade.dtclose).date().isoformat(),
trade.value,
trade.pnl,
trade.commission,
]
)))
elif trade.justopened:
print(','.join(map(str, [
'TRADE', 'OPEN',
self.data.num2date(trade.dtopen).date().isoformat(),
trade.value,
trade.pnl,
trade.commission,
]
)))
def runstrat(args=None):
args = parse_args(args)
cerebro = bt.Cerebro()
# Data feed kwargs
kwargs = dict()
# Parse from/to-date
dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
kwargs[d] = datetime.datetime.strptime(a, dtfmt + tmfmt * ('T' in a))
if not args.offline:
YahooData = bt.feeds.YahooFinanceData
else:
YahooData = bt.feeds.YahooFinanceCSVData
# Data feed - no plot - observer will do the job
data = YahooData(dataname=args.data, plot=False, **kwargs)
cerebro.adddata(data)
# Broker
cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))
# Add a commission
cerebro.broker.setcommission(**eval('dict(' + args.comminfo + ')'))
# Strategy
cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))
# Add specific observer
cerebro.addobserver(ValueUnlever, **eval('dict(' + args.valobserver + ')'))
# Execute
cerebro.run(**eval('dict(' + args.cerebro + ')'))
if args.plot: # Plot if requested to
cerebro.plot(**eval('dict(' + args.plot + ')'))
def parse_args(pargs=None):
parser = argparse.ArgumentParser(
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
description=(' - '.join([
'BTFD',
'http://dark-bid.com/BTFD-only-strategy-that-matters.html',
('https://www.reddit.com/r/algotrading/comments/5jez2b/'
'can_anyone_replicate_this_strategy/')]))
)
parser.add_argument('--offline', required=False, action='store_true',
help='Use offline file with ticker name')
parser.add_argument('--data', required=False, default='^GSPC',
metavar='TICKER', help='Yahoo ticker to download')
parser.add_argument('--fromdate', required=False, default='1990-01-01',
metavar='YYYY-MM-DD[THH:MM:SS]',
help='Starting date[time]')
parser.add_argument('--todate', required=False, default='2016-10-01',
metavar='YYYY-MM-DD[THH:MM:SS]',
help='Ending date[time]')
parser.add_argument('--cerebro', required=False, default='stdstats=False',
metavar='kwargs', help='kwargs in key=value format')
parser.add_argument('--broker', required=False,
default='cash=100000.0, coc=True',
metavar='kwargs', help='kwargs in key=value format')
parser.add_argument('--valobserver', required=False,
default='assetstart=100000.0',
metavar='kwargs', help='kwargs in key=value format')
parser.add_argument('--strat', required=False,
default='approach="highlow"',
metavar='kwargs', help='kwargs in key=value format')
parser.add_argument('--comminfo', required=False, default='leverage=2.0',
metavar='kwargs', help='kwargs in key=value format')
parser.add_argument('--plot', required=False, default='',
nargs='?', const='volume=False',
metavar='kwargs', help='kwargs in key=value format')
return parser.parse_args(pargs)
if __name__ == '__main__':
runstrat()
Operations Logs
CloseClose Approach
Execution:
$ ./btfd.py --strat approach="'closeclose'",prorder=True,prdata=True
Result:
ORDER,Type,Date,Price,Size,Commission
DATA,Action,Date,Price,PctDown
DATA,OPEN,1990-01-09,349.62,-0.0117866530993
ORDER,BUY,1990-01-09,349.62,572,0.0
DATA,CLOSE,1990-01-11,348.53,nan
ORDER,SELL,1990-01-11,348.53,-572,0.0
DATA,OPEN,1990-01-12,339.93,-0.0246750638396
ORDER,BUY,1990-01-12,339.93,584,0.0
DATA,CLOSE,1990-01-16,340.75,nan
ORDER,SELL,1990-01-16,340.75,-584,0.0
DATA,OPEN,1990-01-22,330.38,-0.0258587645585
ORDER,BUY,1990-01-22,330.38,604,0.0
DATA,CLOSE,1990-01-24,330.26,nan
ORDER,SELL,1990-01-24,330.26,-604,0.0
DATA,OPEN,1990-01-25,326.08,-0.0126566947254
ORDER,BUY,1990-01-25,326.08,612,0.0
DATA,CLOSE,1990-01-29,325.2,nan
ORDER,SELL,1990-01-29,325.2,-612,0.0
DATA,OPEN,1990-02-12,330.08,-0.0106108746478
ORDER,BUY,1990-02-12,330.08,600,0.0
DATA,CLOSE,1990-02-14,332.01,nan
ORDER,SELL,1990-02-14,332.01,-600,0.0
DATA,OPEN,1990-02-20,327.99,-0.0142161577302
ORDER,BUY,1990-02-20,327.99,612,0.0
DATA,CLOSE,1990-02-22,325.7,nan
ORDER,SELL,1990-02-22,325.7,-612,0.0
DATA,OPEN,1990-03-22,335.69,-0.0119208806735
ORDER,BUY,1990-03-22,335.69,588,0.0
DATA,CLOSE,1990-03-26,337.63,nan
ORDER,SELL,1990-03-26,337.63,-588,0.0
DATA,OPEN,1990-04-18,340.72,-0.0114889172566
ORDER,BUY,1990-04-18,340.72,586,0.0
DATA,CLOSE,1990-04-20,335.12,nan
ORDER,SELL,1990-04-20,335.12,-586,0.0
DATA,OPEN,1990-04-23,331.05,-0.0121449033182
ORDER,BUY,1990-04-23,331.05,584,0.0
DATA,CLOSE,1990-04-25,332.03,nan
ORDER,SELL,1990-04-25,332.03,-584,0.0
DATA,OPEN,1990-04-27,329.11,-0.0114441907966
ORDER,BUY,1990-04-27,329.11,592,0.0
DATA,CLOSE,1990-05-01,332.25,nan
ORDER,SELL,1990-05-01,332.25,-592,0.0
DATA,OPEN,1990-05-25,354.58,-0.0106860857677
ORDER,BUY,1990-05-25,354.58,560,0.0
DATA,CLOSE,1990-05-30,360.86,nan
ORDER,SELL,1990-05-30,360.86,-560,0.0
DATA,OPEN,1990-06-08,358.71,-0.0122263527468
ORDER,BUY,1990-06-08,358.71,572,0.0
DATA,CLOSE,1990-06-12,366.25,nan
ORDER,SELL,1990-06-12,366.25,-572,0.0
DATA,OPEN,1990-06-18,356.88,-0.0166156898405
ORDER,BUY,1990-06-18,356.88,600,0.0
DATA,CLOSE,1990-06-20,359.1,nan
ORDER,SELL,1990-06-20,359.1,-600,0.0
DATA,OPEN,1990-06-22,355.43,-0.0139817460538
ORDER,BUY,1990-06-22,355.43,610,0.0
DATA,CLOSE,1990-06-26,352.06,nan
ORDER,SELL,1990-06-26,352.06,-610,0.0
DATA,OPEN,1990-07-05,355.68,-0.0124389160373
ORDER,BUY,1990-07-05,355.68,598,0.0
DATA,CLOSE,1990-07-09,359.52,nan
ORDER,SELL,1990-07-09,359.52,-598,0.0
DATA,OPEN,1990-07-20,361.61,-0.010155480127
ORDER,BUY,1990-07-20,361.61,600,0.0
DATA,CLOSE,1990-07-24,355.79,nan
ORDER,SELL,1990-07-24,355.79,-600,0.0
DATA,OPEN,1990-08-02,351.48,-0.0113636363636
ORDER,BUY,1990-08-02,351.48,598,0.0
DATA,CLOSE,1990-08-06,334.43,nan
ORDER,SELL,1990-08-06,334.43,-598,0.0
DATA,OPEN,1990-08-10,335.52,-0.0130022945226
ORDER,BUY,1990-08-10,335.52,566,0.0
DATA,CLOSE,1990-08-14,339.39,nan
ORDER,SELL,1990-08-14,339.39,-566,0.0
DATA,OPEN,1990-08-16,332.39,-0.022554843263
ORDER,BUY,1990-08-16,332.39,584,0.0
DATA,CLOSE,1990-08-20,328.51,nan
ORDER,SELL,1990-08-20,328.51,-584,0.0
DATA,OPEN,1990-08-21,321.86,-0.0202429149798
ORDER,BUY,1990-08-21,321.86,588,0.0
DATA,CLOSE,1990-08-23,307.06,nan
ORDER,SELL,1990-08-23,307.06,-588,0.0
DATA,OPEN,1990-08-30,318.71,-0.0169036676023
ORDER,BUY,1990-08-30,318.71,540,0.0
DATA,CLOSE,1990-09-04,323.09,nan
ORDER,SELL,1990-09-04,323.09,-540,0.0
DATA,OPEN,1990-09-06,320.46,-0.012115046703
ORDER,BUY,1990-09-06,320.46,552,0.0
DATA,CLOSE,1990-09-10,321.63,nan
ORDER,SELL,1990-09-10,321.63,-552,0.0
DATA,OPEN,1990-09-13,318.65,-0.0120605196255
ORDER,BUY,1990-09-13,318.65,560,0.0
DATA,CLOSE,1990-09-17,317.77,nan
ORDER,SELL,1990-09-17,317.77,-560,0.0
DATA,OPEN,1990-09-20,311.48,-0.0161718256475
ORDER,BUY,1990-09-20,311.48,568,0.0
DATA,CLOSE,1990-09-24,304.59,nan
ORDER,SELL,1990-09-24,304.59,-568,0.0
DATA,OPEN,1990-09-26,305.06,-0.0103808473367
ORDER,BUY,1990-09-26,305.06,556,0.0
DATA,CLOSE,1990-09-28,306.05,nan
ORDER,SELL,1990-09-28,306.05,-556,0.0
DATA,OPEN,1990-10-03,311.4,-0.0120871799753
ORDER,BUY,1990-10-03,311.4,548,0.0
DATA,CLOSE,1990-10-05,311.5,nan
ORDER,SELL,1990-10-05,311.5,-548,0.0
DATA,OPEN,1990-10-09,305.1,-0.0267321679214
ORDER,BUY,1990-10-09,305.1,560,0.0
DATA,CLOSE,1990-10-11,295.46,nan
ORDER,SELL,1990-10-11,295.46,-560,0.0
DATA,OPEN,1990-10-16,298.92,-0.0142136332157
ORDER,BUY,1990-10-16,298.92,534,0.0
DATA,CLOSE,1990-10-18,305.74,nan
ORDER,SELL,1990-10-18,305.74,-534,0.0
DATA,OPEN,1990-10-26,304.71,-0.0176032498307
ORDER,BUY,1990-10-26,304.71,548,0.0
DATA,CLOSE,1990-10-30,304.06,nan
ORDER,SELL,1990-10-30,304.06,-548,0.0
DATA,OPEN,1990-11-07,306.01,-0.0180026955908
ORDER,BUY,1990-11-07,306.01,544,0.0
DATA,CLOSE,1990-11-09,313.74,nan
ORDER,SELL,1990-11-09,313.74,-544,0.0
DATA,OPEN,1990-11-15,317.02,-0.0105493133583
ORDER,BUY,1990-11-15,317.02,552,0.0
DATA,CLOSE,1990-11-19,319.34,nan
ORDER,SELL,1990-11-19,319.34,-552,0.0
DATA,OPEN,1990-11-20,315.31,-0.0126197782927
ORDER,BUY,1990-11-20,315.31,562,0.0
DATA,CLOSE,1990-11-23,315.1,nan
ORDER,SELL,1990-11-23,315.1,-562,0.0
DATA,OPEN,1991-01-02,326.45,-0.0114166313367
ORDER,BUY,1991-01-02,326.45,542,0.0
DATA,CLOSE,1991-01-04,321.0,nan
ORDER,SELL,1991-01-04,321.0,-542,0.0
DATA,OPEN,1991-01-07,315.44,-0.0173208722741
ORDER,BUY,1991-01-07,315.44,542,0.0
DATA,CLOSE,1991-01-09,311.49,nan
ORDER,SELL,1991-01-09,311.49,-542,0.0
DATA,OPEN,1991-02-14,364.22,-0.0130074250718
ORDER,BUY,1991-02-14,364.22,458,0.0
DATA,CLOSE,1991-02-19,369.39,nan
ORDER,SELL,1991-02-19,369.39,-458,0.0
DATA,OPEN,1991-02-20,365.14,-0.0115054549392
ORDER,BUY,1991-02-20,365.14,470,0.0
DATA,CLOSE,1991-02-22,365.65,nan
ORDER,SELL,1991-02-22,365.65,-470,0.0
DATA,OPEN,1991-02-26,362.81,-0.0121167565213
ORDER,BUY,1991-02-26,362.81,474,0.0
DATA,CLOSE,1991-02-28,367.07,nan
ORDER,SELL,1991-02-28,367.07,-474,0.0
DATA,OPEN,1991-03-19,366.59,-0.014834323184
ORDER,BUY,1991-03-19,366.59,480,0.0
DATA,CLOSE,1991-03-21,366.58,nan
ORDER,SELL,1991-03-21,366.58,-480,0.0
DATA,OPEN,1991-04-01,371.3,-0.0104472043068
ORDER,BUY,1991-04-01,371.3,474,0.0
DATA,CLOSE,1991-04-03,378.94,nan
ORDER,SELL,1991-04-03,378.94,-474,0.0
DATA,OPEN,1991-04-05,375.36,-0.0116122916502
ORDER,BUY,1991-04-05,375.36,488,0.0
DATA,CLOSE,1991-04-09,373.56,nan
ORDER,SELL,1991-04-09,373.56,-488,0.0
DATA,OPEN,1991-04-19,384.2,-0.0109663800649
ORDER,BUY,1991-04-19,384.2,472,0.0
DATA,CLOSE,1991-04-23,381.76,nan
ORDER,SELL,1991-04-23,381.76,-472,0.0
DATA,OPEN,1991-04-29,373.66,-0.0141417339454
ORDER,BUY,1991-04-29,373.66,480,0.0
DATA,CLOSE,1991-05-01,380.29,nan
ORDER,SELL,1991-05-01,380.29,-480,0.0
DATA,OPEN,1991-05-10,375.74,-0.0195955642531
ORDER,BUY,1991-05-10,375.74,494,0.0
DATA,CLOSE,1991-05-14,371.62,nan
ORDER,SELL,1991-05-14,371.62,-494,0.0
DATA,OPEN,1991-06-07,379.43,-0.0109480489013
ORDER,BUY,1991-06-07,379.43,478,0.0
DATA,CLOSE,1991-06-11,381.05,nan
ORDER,SELL,1991-06-11,381.05,-478,0.0
DATA,OPEN,1991-06-12,376.65,-0.0115470410707
ORDER,BUY,1991-06-12,376.65,486,0.0
DATA,CLOSE,1991-06-14,382.29,nan
ORDER,SELL,1991-06-14,382.29,-486,0.0
DATA,OPEN,1991-06-24,370.94,-0.0180277961615
ORDER,BUY,1991-06-24,370.94,508,0.0
DATA,CLOSE,1991-06-26,371.59,nan
ORDER,SELL,1991-06-26,371.59,-508,0.0
DATA,OPEN,1991-07-03,373.33,-0.0109677590272
ORDER,BUY,1991-07-03,373.33,506,0.0
DATA,CLOSE,1991-07-08,377.94,nan
ORDER,SELL,1991-07-08,377.94,-506,0.0
DATA,OPEN,1991-08-19,376.47,-0.0236267441257
ORDER,BUY,1991-08-19,376.47,516,0.0
DATA,CLOSE,1991-08-21,390.59,nan
ORDER,SELL,1991-08-21,390.59,-516,0.0
DATA,OPEN,1991-09-10,384.56,-0.010319890882
ORDER,BUY,1991-09-10,384.56,542,0.0
DATA,CLOSE,1991-09-12,387.34,nan
ORDER,SELL,1991-09-12,387.34,-542,0.0
DATA,OPEN,1991-10-09,376.8,-0.0101662857593
ORDER,BUY,1991-10-09,376.8,562,0.0
DATA,CLOSE,1991-10-11,381.45,nan
ORDER,SELL,1991-10-11,381.45,-562,0.0
DATA,OPEN,1991-11-15,382.62,-0.0365856729196
ORDER,BUY,1991-11-15,382.62,566,0.0
DATA,CLOSE,1991-11-19,379.42,nan
ORDER,SELL,1991-11-19,379.42,-566,0.0
DATA,OPEN,1991-11-22,376.14,-0.010314160922
ORDER,BUY,1991-11-22,376.14,566,0.0
DATA,CLOSE,1991-11-26,377.96,nan
ORDER,SELL,1991-11-26,377.96,-566,0.0
DATA,OPEN,1992-01-29,410.34,-0.0111336032389
ORDER,BUY,1992-01-29,410.34,524,0.0
DATA,CLOSE,1992-01-31,408.78,nan
ORDER,SELL,1992-01-31,408.78,-524,0.0
DATA,OPEN,1992-02-18,407.38,-0.0123642358417
ORDER,BUY,1992-02-18,407.38,524,0.0
DATA,CLOSE,1992-02-20,413.9,nan
ORDER,SELL,1992-02-20,413.9,-524,0.0
DATA,OPEN,1992-03-27,403.5,-0.0106899426274
ORDER,BUY,1992-03-27,403.5,546,0.0
DATA,CLOSE,1992-03-31,403.69,nan
ORDER,SELL,1992-03-31,403.69,-546,0.0
DATA,OPEN,1992-04-07,398.06,-0.0185655464878
ORDER,BUY,1992-04-07,398.06,554,0.0
DATA,CLOSE,1992-04-09,400.64,nan
ORDER,SELL,1992-04-09,400.64,-554,0.0
DATA,OPEN,1992-04-20,410.18,-0.0140851841169
ORDER,BUY,1992-04-20,410.18,544,0.0
DATA,CLOSE,1992-04-22,409.81,nan
ORDER,SELL,1992-04-22,409.81,-544,0.0
DATA,OPEN,1992-06-17,402.26,-0.0148413009404
ORDER,BUY,1992-06-17,402.26,554,0.0
DATA,CLOSE,1992-06-19,403.67,nan
ORDER,SELL,1992-06-19,403.67,-554,0.0
DATA,OPEN,1992-07-07,409.16,-0.0113087183453
ORDER,BUY,1992-07-07,409.16,548,0.0
DATA,CLOSE,1992-07-09,414.23,nan
ORDER,SELL,1992-07-09,414.23,-548,0.0
DATA,OPEN,1992-09-15,419.77,-0.012932960237
ORDER,BUY,1992-09-15,419.77,548,0.0
DATA,CLOSE,1992-09-17,419.93,nan
ORDER,SELL,1992-09-17,419.93,-548,0.0
DATA,OPEN,1992-09-22,417.14,-0.0118444118065
ORDER,BUY,1992-09-22,417.14,552,0.0
DATA,CLOSE,1992-09-24,418.47,nan
ORDER,SELL,1992-09-24,418.47,-552,0.0
DATA,OPEN,1992-10-02,410.47,-0.0139806384972
ORDER,BUY,1992-10-02,410.47,564,0.0
DATA,CLOSE,1992-10-06,407.18,nan
ORDER,SELL,1992-10-06,407.18,-564,0.0
DATA,OPEN,1992-10-09,402.66,-0.0124831391784
ORDER,BUY,1992-10-09,402.66,566,0.0
DATA,CLOSE,1992-10-13,409.3,nan
ORDER,SELL,1992-10-13,409.3,-566,0.0
DATA,OPEN,1993-02-16,433.91,-0.0240001799451
ORDER,BUY,1993-02-16,433.91,542,0.0
DATA,CLOSE,1993-02-18,431.9,nan
ORDER,SELL,1993-02-18,431.9,-542,0.0
DATA,OPEN,1993-04-02,441.39,-0.0197868087941
ORDER,BUY,1993-04-02,441.39,528,0.0
DATA,CLOSE,1993-04-06,441.16,nan
ORDER,SELL,1993-04-06,441.16,-528,0.0
DATA,OPEN,1993-05-13,439.23,-0.0125224820144
ORDER,BUY,1993-05-13,439.23,530,0.0
DATA,CLOSE,1993-05-17,440.37,nan
ORDER,SELL,1993-05-17,440.37,-530,0.0
DATA,OPEN,1993-05-21,445.84,-0.0105417341708
ORDER,BUY,1993-05-21,445.84,526,0.0
DATA,CLOSE,1993-05-25,448.85,nan
ORDER,SELL,1993-05-25,448.85,-526,0.0
DATA,OPEN,1993-06-18,443.68,-0.0108351540554
ORDER,BUY,1993-06-18,443.68,536,0.0
DATA,CLOSE,1993-06-22,445.93,nan
ORDER,SELL,1993-06-22,445.93,-536,0.0
DATA,OPEN,1993-11-03,463.02,-0.011570318504
ORDER,BUY,1993-11-03,463.02,518,0.0
DATA,CLOSE,1993-11-05,459.57,nan
ORDER,SELL,1993-11-05,459.57,-518,0.0
DATA,OPEN,1994-02-04,469.81,-0.0226747935346
ORDER,BUY,1994-02-04,469.81,502,0.0
DATA,CLOSE,1994-02-08,471.05,nan
ORDER,SELL,1994-02-08,471.05,-502,0.0
DATA,OPEN,1994-02-24,464.26,-0.0136607958529
ORDER,BUY,1994-02-24,464.26,512,0.0
DATA,CLOSE,1994-02-28,467.14,nan
ORDER,SELL,1994-02-28,467.14,-512,0.0
DATA,OPEN,1994-03-29,452.48,-0.016347826087
ORDER,BUY,1994-03-29,452.48,532,0.0
DATA,CLOSE,1994-03-31,445.77,nan
ORDER,SELL,1994-03-31,445.77,-532,0.0
DATA,OPEN,1994-04-04,438.92,-0.01536666891
ORDER,BUY,1994-04-04,438.92,532,0.0
DATA,CLOSE,1994-04-06,448.05,nan
ORDER,SELL,1994-04-06,448.05,-532,0.0
DATA,OPEN,1994-05-09,442.32,-0.0122817203341
ORDER,BUY,1994-05-09,442.32,550,0.0
DATA,CLOSE,1994-05-11,441.49,nan
ORDER,SELL,1994-05-11,441.49,-550,0.0
DATA,OPEN,1994-06-24,442.8,-0.0151902675533
ORDER,BUY,1994-06-24,442.8,546,0.0
DATA,CLOSE,1994-06-28,446.07,nan
ORDER,SELL,1994-06-28,446.07,-546,0.0
DATA,OPEN,1994-09-09,468.18,-0.0104831550915
ORDER,BUY,1994-09-09,468.18,524,0.0
DATA,CLOSE,1994-09-13,467.51,nan
ORDER,SELL,1994-09-13,467.51,-524,0.0
DATA,OPEN,1994-09-20,463.36,-0.0159074015079
ORDER,BUY,1994-09-20,463.36,528,0.0
DATA,CLOSE,1994-09-22,461.27,nan
ORDER,SELL,1994-09-22,461.27,-528,0.0
DATA,OPEN,1994-10-04,454.59,-0.0154849049248
ORDER,BUY,1994-10-04,454.59,534,0.0
DATA,CLOSE,1994-10-06,452.36,nan
ORDER,SELL,1994-10-06,452.36,-534,0.0
DATA,OPEN,1994-11-04,462.28,-0.01203222842
ORDER,BUY,1994-11-04,462.28,520,0.0
DATA,CLOSE,1994-11-08,465.65,nan
ORDER,SELL,1994-11-08,465.65,-520,0.0
DATA,OPEN,1994-11-22,450.09,-0.0179140301113
ORDER,BUY,1994-11-22,450.09,542,0.0
DATA,CLOSE,1994-11-25,452.29,nan
ORDER,SELL,1994-11-25,452.29,-542,0.0
DATA,OPEN,1994-12-01,448.92,-0.010513786947
ORDER,BUY,1994-12-01,448.92,548,0.0
DATA,CLOSE,1994-12-05,453.32,nan
ORDER,SELL,1994-12-05,453.32,-548,0.0
DATA,OPEN,1994-12-08,445.45,-0.012809431997
ORDER,BUY,1994-12-08,445.45,564,0.0
DATA,CLOSE,1994-12-12,449.47,nan
ORDER,SELL,1994-12-12,449.47,-564,0.0
DATA,OPEN,1995-05-18,519.58,-0.0142106361584
ORDER,BUY,1995-05-18,519.58,492,0.0
DATA,CLOSE,1995-05-22,523.65,nan
ORDER,SELL,1995-05-22,523.65,-492,0.0
DATA,OPEN,1995-06-26,544.13,-0.010150806789
ORDER,BUY,1995-06-26,544.13,478,0.0
DATA,CLOSE,1995-06-28,544.73,nan
ORDER,SELL,1995-06-28,544.73,-478,0.0
DATA,OPEN,1995-07-19,550.98,-0.0133939762919
ORDER,BUY,1995-07-19,550.98,472,0.0
DATA,CLOSE,1995-07-21,553.62,nan
ORDER,SELL,1995-07-21,553.62,-472,0.0
DATA,OPEN,1995-12-18,606.81,-0.0154622448648
ORDER,BUY,1995-12-18,606.81,432,0.0
DATA,CLOSE,1995-12-20,605.94,nan
ORDER,SELL,1995-12-20,605.94,-432,0.0
DATA,OPEN,1996-01-09,609.45,-0.0145684442001
ORDER,BUY,1996-01-09,609.45,430,0.0
DATA,CLOSE,1996-01-11,602.69,nan
ORDER,SELL,1996-01-11,602.69,-430,0.0
DATA,OPEN,1996-02-20,640.65,-0.0113120775333
ORDER,BUY,1996-02-20,640.65,400,0.0
DATA,CLOSE,1996-02-22,658.86,nan
ORDER,SELL,1996-02-22,658.86,-400,0.0
DATA,OPEN,1996-02-26,650.46,-0.013078837167
ORDER,BUY,1996-02-26,650.46,416,0.0
DATA,CLOSE,1996-02-28,644.75,nan
ORDER,SELL,1996-02-28,644.75,-416,0.0
DATA,OPEN,1996-03-08,633.5,-0.0308268951274
ORDER,BUY,1996-03-08,633.5,420,0.0
DATA,CLOSE,1996-03-12,637.09,nan
ORDER,SELL,1996-03-12,637.09,-420,0.0
DATA,OPEN,1996-04-08,644.24,-0.017717195743
ORDER,BUY,1996-04-08,644.24,418,0.0
DATA,CLOSE,1996-04-10,633.5,nan
ORDER,SELL,1996-04-10,633.5,-418,0.0
DATA,OPEN,1996-05-02,643.38,-0.0171102080724
ORDER,BUY,1996-05-02,643.38,404,0.0
DATA,CLOSE,1996-05-06,640.81,nan
ORDER,SELL,1996-05-06,640.81,-404,0.0
DATA,OPEN,1996-07-05,657.44,-0.022248661511
ORDER,BUY,1996-07-05,657.44,392,0.0
DATA,CLOSE,1996-07-09,654.75,nan
ORDER,SELL,1996-07-09,654.75,-392,0.0
DATA,OPEN,1996-07-11,645.67,-0.0158369661311
ORDER,BUY,1996-07-11,645.67,396,0.0
DATA,CLOSE,1996-07-15,629.8,nan
ORDER,SELL,1996-07-15,629.8,-396,0.0
DATA,OPEN,1996-07-23,626.87,-0.0108872303833
ORDER,BUY,1996-07-23,626.87,388,0.0
DATA,CLOSE,1996-07-25,631.17,nan
ORDER,SELL,1996-07-25,631.17,-388,0.0
DATA,OPEN,1996-08-29,657.4,-0.0111460417262
ORDER,BUY,1996-08-29,657.4,374,0.0
DATA,CLOSE,1996-09-03,654.72,nan
ORDER,SELL,1996-09-03,654.72,-374,0.0
DATA,OPEN,1996-12-03,748.28,-0.0109442740827
ORDER,BUY,1996-12-03,748.28,326,0.0
DATA,CLOSE,1996-12-05,744.38,nan
ORDER,SELL,1996-12-05,744.38,-326,0.0
DATA,OPEN,1996-12-12,729.3,-0.0154307237455
ORDER,BUY,1996-12-12,729.3,332,0.0
DATA,CLOSE,1996-12-16,720.98,nan
ORDER,SELL,1996-12-16,720.98,-332,0.0
DATA,OPEN,1996-12-31,740.74,-0.0173907275983
ORDER,BUY,1996-12-31,740.74,318,0.0
DATA,CLOSE,1997-01-03,748.03,nan
ORDER,SELL,1997-01-03,748.03,-318,0.0
DATA,OPEN,1997-01-23,777.56,-0.0110273075309
ORDER,BUY,1997-01-23,777.56,310,0.0
DATA,CLOSE,1997-01-27,765.02,nan
ORDER,SELL,1997-01-27,765.02,-310,0.0
DATA,OPEN,1997-02-05,778.28,-0.0139117654512
ORDER,BUY,1997-02-05,778.28,300,0.0
DATA,CLOSE,1997-02-07,789.56,nan
ORDER,SELL,1997-02-07,789.56,-300,0.0
DATA,OPEN,1997-02-20,802.8,-0.0119263006314
ORDER,BUY,1997-02-20,802.8,298,0.0
DATA,CLOSE,1997-02-24,810.28,nan
ORDER,SELL,1997-02-24,810.28,-298,0.0
DATA,OPEN,1997-02-27,795.07,-0.0131690000993
ORDER,BUY,1997-02-27,795.07,308,0.0
DATA,CLOSE,1997-03-03,795.31,nan
ORDER,SELL,1997-03-03,795.31,-308,0.0
DATA,OPEN,1997-03-13,789.56,-0.0182776713998
ORDER,BUY,1997-03-13,789.56,310,0.0
DATA,CLOSE,1997-03-17,795.71,nan
ORDER,SELL,1997-03-17,795.71,-310,0.0
DATA,OPEN,1997-03-27,773.88,-0.0210246679317
ORDER,BUY,1997-03-27,773.88,320,0.0
DATA,CLOSE,1997-04-01,759.64,nan
ORDER,SELL,1997-04-01,759.64,-320,0.0
DATA,OPEN,1997-04-02,750.11,-0.0125454162498
ORDER,BUY,1997-04-02,750.11,318,0.0
DATA,CLOSE,1997-04-04,757.9,nan
ORDER,SELL,1997-04-04,757.9,-318,0.0
DATA,OPEN,1997-04-11,737.65,-0.0272832766305
ORDER,BUY,1997-04-11,737.65,330,0.0
DATA,CLOSE,1997-04-15,754.72,nan
ORDER,SELL,1997-04-15,754.72,-330,0.0
DATA,OPEN,1997-05-07,815.62,-0.0146660867884
ORDER,BUY,1997-05-07,815.62,314,0.0
DATA,CLOSE,1997-05-09,824.78,nan
ORDER,SELL,1997-05-09,824.78,-314,0.0
DATA,OPEN,1997-05-16,829.75,-0.0144082292013
ORDER,BUY,1997-05-16,829.75,314,0.0
DATA,CLOSE,1997-05-20,841.66,nan
ORDER,SELL,1997-05-20,841.66,-314,0.0
DATA,OPEN,1997-06-23,878.62,-0.0223433848893
ORDER,BUY,1997-06-23,878.62,306,0.0
DATA,CLOSE,1997-06-25,888.99,nan
ORDER,SELL,1997-06-25,888.99,-306,0.0
DATA,OPEN,1997-07-09,907.54,-0.0122013605442
ORDER,BUY,1997-07-09,907.54,302,0.0
DATA,CLOSE,1997-07-11,916.68,nan
ORDER,SELL,1997-07-11,916.68,-302,0.0
DATA,OPEN,1997-07-18,915.3,-0.017507326027
ORDER,BUY,1997-07-18,915.3,306,0.0
DATA,CLOSE,1997-07-22,933.98,nan
ORDER,SELL,1997-07-22,933.98,-306,0.0
DATA,OPEN,1997-08-08,933.54,-0.0185557039077
ORDER,BUY,1997-08-08,933.54,312,0.0
DATA,CLOSE,1997-08-12,926.53,nan
ORDER,SELL,1997-08-12,926.53,-312,0.0
DATA,OPEN,1997-08-15,900.81,-0.0259091449766
ORDER,BUY,1997-08-15,900.81,320,0.0
DATA,CLOSE,1997-08-19,926.01,nan
ORDER,SELL,1997-08-19,926.01,-320,0.0
DATA,OPEN,1997-08-21,925.05,-0.0152232927024
ORDER,BUY,1997-08-21,925.05,328,0.0
DATA,CLOSE,1997-08-25,920.16,nan
ORDER,SELL,1997-08-25,920.16,-328,0.0
DATA,OPEN,1997-08-28,903.67,-0.0109773448616
ORDER,BUY,1997-08-28,903.67,332,0.0
DATA,CLOSE,1997-09-02,927.58,nan
ORDER,SELL,1997-09-02,927.58,-332,0.0
DATA,OPEN,1997-09-10,919.03,-0.0156273430304
ORDER,BUY,1997-09-10,919.03,344,0.0
DATA,CLOSE,1997-09-12,923.91,nan
ORDER,SELL,1997-09-12,923.91,-344,0.0
DATA,OPEN,1997-10-16,955.25,-0.0108416518245
ORDER,BUY,1997-10-16,955.25,334,0.0
DATA,CLOSE,1997-10-20,955.61,nan
ORDER,SELL,1997-10-20,955.61,-334,0.0
DATA,OPEN,1997-10-23,950.69,-0.0183791262687
ORDER,BUY,1997-10-23,950.69,336,0.0
DATA,CLOSE,1997-10-27,876.99,nan
ORDER,SELL,1997-10-27,876.99,-336,0.0
DATA,OPEN,1997-10-30,903.68,-0.0168414639453
ORDER,BUY,1997-10-30,903.68,300,0.0
DATA,CLOSE,1997-11-03,938.99,nan
ORDER,SELL,1997-11-03,938.99,-300,0.0
DATA,OPEN,1997-11-07,927.51,-0.0112149931239
ORDER,BUY,1997-11-07,927.51,314,0.0
DATA,CLOSE,1997-11-11,923.78,nan
ORDER,SELL,1997-11-11,923.78,-314,0.0
DATA,OPEN,1997-11-12,905.96,-0.019290307216
ORDER,BUY,1997-11-12,905.96,320,0.0
DATA,CLOSE,1997-11-14,928.35,nan
ORDER,SELL,1997-11-14,928.35,-320,0.0
DATA,OPEN,1997-11-24,946.67,-0.0170492892668
ORDER,BUY,1997-11-24,946.67,320,0.0
DATA,CLOSE,1997-11-26,951.64,nan
ORDER,SELL,1997-11-26,951.64,-320,0.0
DATA,OPEN,1997-12-11,954.94,-0.0153125934481
ORDER,BUY,1997-12-11,954.94,322,0.0
DATA,CLOSE,1997-12-15,963.39,nan
ORDER,SELL,1997-12-15,963.39,-322,0.0
DATA,OPEN,1997-12-18,955.3,-0.0106054642998
ORDER,BUY,1997-12-18,955.3,326,0.0
DATA,CLOSE,1997-12-22,953.7,nan
ORDER,SELL,1997-12-22,953.7,-326,0.0
DATA,OPEN,1997-12-23,939.13,-0.0152773408829
ORDER,BUY,1997-12-23,939.13,332,0.0
DATA,CLOSE,1997-12-26,936.46,nan
ORDER,SELL,1997-12-26,936.46,-332,0.0
DATA,OPEN,1998-01-06,966.58,-0.0107361806217
ORDER,BUY,1998-01-06,966.58,320,0.0
DATA,CLOSE,1998-01-08,956.05,nan
ORDER,SELL,1998-01-08,956.05,-320,0.0
DATA,OPEN,1998-01-09,927.69,-0.0296637205167
ORDER,BUY,1998-01-09,927.69,326,0.0
DATA,CLOSE,1998-01-13,952.12,nan
ORDER,SELL,1998-01-13,952.12,-326,0.0
DATA,OPEN,1998-03-05,1035.05,-0.0117250532306
ORDER,BUY,1998-03-05,1035.05,308,0.0
DATA,CLOSE,1998-03-09,1052.31,nan
ORDER,SELL,1998-03-09,1052.31,-308,0.0
DATA,OPEN,1998-04-07,1109.55,-0.0105495015071
ORDER,BUY,1998-04-07,1109.55,296,0.0
DATA,CLOSE,1998-04-09,1110.67,nan
ORDER,SELL,1998-04-09,1110.67,-296,0.0
DATA,OPEN,1998-04-24,1107.9,-0.0104324836099
ORDER,BUY,1998-04-24,1107.9,298,0.0
DATA,CLOSE,1998-04-28,1085.11,nan
ORDER,SELL,1998-04-28,1085.11,-298,0.0
DATA,OPEN,1998-05-26,1094.02,-0.0148135474169
ORDER,BUY,1998-05-26,1094.02,288,0.0
DATA,CLOSE,1998-05-28,1097.6,nan
ORDER,SELL,1998-05-28,1097.6,-288,0.0
DATA,OPEN,1998-06-11,1094.58,-0.0159132592513
ORDER,BUY,1998-06-11,1094.58,290,0.0
DATA,CLOSE,1998-06-15,1077.01,nan
ORDER,SELL,1998-06-15,1077.01,-290,0.0
DATA,OPEN,1998-07-21,1165.07,-0.0160712777637
ORDER,BUY,1998-07-21,1165.07,264,0.0
DATA,CLOSE,1998-07-23,1139.75,nan
ORDER,SELL,1998-07-23,1139.75,-264,0.0
DATA,OPEN,1998-07-28,1130.24,-0.0148439338604
ORDER,BUY,1998-07-28,1130.24,260,0.0
DATA,CLOSE,1998-07-30,1142.95,nan
ORDER,SELL,1998-07-30,1142.95,-260,0.0
DATA,OPEN,1998-07-31,1120.67,-0.0194934161599
ORDER,BUY,1998-07-31,1120.67,268,0.0
DATA,CLOSE,1998-08-04,1072.12,nan
ORDER,SELL,1998-08-04,1072.12,-268,0.0
DATA,OPEN,1998-08-11,1068.98,-0.0130731022767
ORDER,BUY,1998-08-11,1068.98,258,0.0
DATA,CLOSE,1998-08-13,1074.91,nan
ORDER,SELL,1998-08-13,1074.91,-258,0.0
DATA,OPEN,1998-08-14,1062.75,-0.0113125750063
ORDER,BUY,1998-08-14,1062.75,262,0.0
DATA,CLOSE,1998-08-18,1101.2,nan
ORDER,SELL,1998-08-18,1101.2,-262,0.0
DATA,OPEN,1998-08-27,1042.59,-0.0383696584547
ORDER,BUY,1998-08-27,1042.59,286,0.0
DATA,CLOSE,1998-08-31,957.28,nan
ORDER,SELL,1998-08-31,957.28,-286,0.0
DATA,OPEN,1998-09-09,1006.2,-0.0168643620659
ORDER,BUY,1998-09-09,1006.2,248,0.0
DATA,CLOSE,1998-09-11,1009.06,nan
ORDER,SELL,1998-09-11,1009.06,-248,0.0
DATA,OPEN,1998-09-17,1018.87,-0.0254524237671
ORDER,BUY,1998-09-17,1018.87,246,0.0
DATA,CLOSE,1998-09-21,1023.89,nan
ORDER,SELL,1998-09-21,1023.89,-246,0.0
DATA,OPEN,1998-09-24,1042.72,-0.0219212261629
ORDER,BUY,1998-09-24,1042.72,244,0.0
DATA,CLOSE,1998-09-28,1048.69,nan
ORDER,SELL,1998-09-28,1048.69,-244,0.0
DATA,OPEN,1998-09-30,1017.01,-0.0305141942003
ORDER,BUY,1998-09-30,1017.01,252,0.0
DATA,CLOSE,1998-10-02,1002.6,nan
ORDER,SELL,1998-10-02,1002.6,-252,0.0
DATA,OPEN,1998-10-05,988.56,-0.0140035906643
ORDER,BUY,1998-10-05,988.56,252,0.0
DATA,CLOSE,1998-10-07,970.68,nan
ORDER,SELL,1998-10-07,970.68,-252,0.0
DATA,OPEN,1998-10-08,959.44,-0.0115795112704
ORDER,BUY,1998-10-08,959.44,250,0.0
DATA,CLOSE,1998-10-12,997.71,nan
ORDER,SELL,1998-10-12,997.71,-250,0.0
DATA,OPEN,1998-11-30,1163.63,-0.0240705173903
ORDER,BUY,1998-11-30,1163.63,222,0.0
DATA,CLOSE,1998-12-02,1171.25,nan
ORDER,SELL,1998-12-02,1171.25,-222,0.0
DATA,OPEN,1998-12-03,1150.14,-0.0180234791889
ORDER,BUY,1998-12-03,1150.14,228,0.0
DATA,CLOSE,1998-12-07,1187.7,nan
ORDER,SELL,1998-12-07,1187.7,-228,0.0
DATA,OPEN,1998-12-10,1165.02,-0.0156063845068
ORDER,BUY,1998-12-10,1165.02,240,0.0
DATA,CLOSE,1998-12-14,1141.2,nan
ORDER,SELL,1998-12-14,1141.2,-240,0.0
DATA,OPEN,1999-01-12,1239.51,-0.0192818938507
ORDER,BUY,1999-01-12,1239.51,216,0.0
DATA,CLOSE,1999-01-14,1212.19,nan
ORDER,SELL,1999-01-14,1212.19,-216,0.0
DATA,OPEN,1999-01-21,1235.16,-0.0170775572568
ORDER,BUY,1999-01-21,1235.16,208,0.0
DATA,CLOSE,1999-01-25,1233.98,nan
ORDER,SELL,1999-01-25,1233.98,-208,0.0
DATA,OPEN,1999-02-04,1248.49,-0.0185367157468
ORDER,BUY,1999-02-04,1248.49,204,0.0
DATA,CLOSE,1999-02-08,1243.77,nan
ORDER,SELL,1999-02-08,1243.77,-204,0.0
DATA,OPEN,1999-02-09,1216.14,-0.0222147181553
ORDER,BUY,1999-02-09,1216.14,208,0.0
DATA,CLOSE,1999-02-11,1254.04,nan
ORDER,SELL,1999-02-11,1254.04,-208,0.0
DATA,OPEN,1999-02-12,1230.13,-0.019066377468
ORDER,BUY,1999-02-12,1230.13,220,0.0
DATA,CLOSE,1999-02-17,1224.03,nan
ORDER,SELL,1999-02-17,1224.03,-220,0.0
DATA,OPEN,1999-02-24,1253.41,-0.0139791374943
ORDER,BUY,1999-02-24,1253.41,212,0.0
DATA,CLOSE,1999-02-26,1238.33,nan
ORDER,SELL,1999-02-26,1238.33,-212,0.0
DATA,OPEN,1999-03-19,1299.29,-0.013110022407
ORDER,BUY,1999-03-19,1299.29,200,0.0
DATA,CLOSE,1999-03-23,1262.14,nan
ORDER,SELL,1999-03-23,1262.14,-200,0.0
DATA,OPEN,1999-03-31,1286.37,-0.0110551604843
ORDER,BUY,1999-03-31,1286.37,190,0.0
DATA,CLOSE,1999-04-05,1321.12,nan
ORDER,SELL,1999-04-05,1321.12,-190,0.0
DATA,OPEN,1999-04-14,1328.44,-0.0158391489236
ORDER,BUY,1999-04-14,1328.44,194,0.0
DATA,CLOSE,1999-04-16,1319.0,nan
ORDER,SELL,1999-04-16,1319.0,-194,0.0
DATA,OPEN,1999-04-19,1289.48,-0.0223805913571
ORDER,BUY,1999-04-19,1289.48,198,0.0
DATA,CLOSE,1999-04-21,1336.12,nan
ORDER,SELL,1999-04-21,1336.12,-198,0.0
DATA,OPEN,1999-05-04,1332.0,-0.0167056687066
ORDER,BUY,1999-05-04,1332.0,206,0.0
DATA,CLOSE,1999-05-06,1332.05,nan
ORDER,SELL,1999-05-06,1332.05,-206,0.0
DATA,OPEN,1999-05-14,1337.8,-0.0217613852409
ORDER,BUY,1999-05-14,1337.8,204,0.0
DATA,CLOSE,1999-05-18,1333.32,nan
ORDER,SELL,1999-05-18,1333.32,-204,0.0
DATA,OPEN,1999-05-24,1306.65,-0.0177705613062
ORDER,BUY,1999-05-24,1306.65,208,0.0
DATA,CLOSE,1999-05-26,1304.76,nan
ORDER,SELL,1999-05-26,1304.76,-208,0.0
DATA,OPEN,1999-05-27,1281.41,-0.017896011527
ORDER,BUY,1999-05-27,1281.41,212,0.0
DATA,CLOSE,1999-06-01,1294.26,nan
ORDER,SELL,1999-06-01,1294.26,-212,0.0
DATA,OPEN,1999-06-08,1317.33,-0.0128810358781
ORDER,BUY,1999-06-08,1317.33,210,0.0
DATA,CLOSE,1999-06-10,1302.82,nan
ORDER,SELL,1999-06-10,1302.82,-210,0.0
DATA,OPEN,1999-06-24,1315.78,-0.0129626573448
ORDER,BUY,1999-06-24,1315.78,206,0.0
DATA,CLOSE,1999-06-28,1331.35,nan
ORDER,SELL,1999-06-28,1331.35,-206,0.0
DATA,OPEN,1999-07-20,1377.1,-0.0217028380634
ORDER,BUY,1999-07-20,1377.1,200,0.0
DATA,CLOSE,1999-07-22,1360.97,nan
ORDER,SELL,1999-07-22,1360.97,-200,0.0
DATA,OPEN,1999-07-29,1341.03,-0.0178482495972
ORDER,BUY,1999-07-29,1341.03,202,0.0
DATA,CLOSE,1999-08-02,1328.05,nan
ORDER,SELL,1999-08-02,1328.05,-202,0.0
DATA,OPEN,1999-08-04,1305.33,-0.0127441044336
ORDER,BUY,1999-08-04,1305.33,204,0.0
DATA,CLOSE,1999-08-06,1300.29,nan
ORDER,SELL,1999-08-06,1300.29,-204,0.0
DATA,OPEN,1999-08-10,1281.43,-0.0126136538758
ORDER,BUY,1999-08-10,1281.43,206,0.0
DATA,CLOSE,1999-08-12,1298.16,nan
ORDER,SELL,1999-08-12,1298.16,-206,0.0
DATA,OPEN,1999-08-26,1362.01,-0.0143147656301
ORDER,BUY,1999-08-26,1362.01,198,0.0
DATA,CLOSE,1999-08-30,1324.02,nan
ORDER,SELL,1999-08-30,1324.02,-198,0.0
DATA,OPEN,1999-09-15,1317.97,-0.0137095989643
ORDER,BUY,1999-09-15,1317.97,194,0.0
DATA,CLOSE,1999-09-17,1335.42,nan
ORDER,SELL,1999-09-17,1335.42,-194,0.0
DATA,OPEN,1999-09-21,1307.58,-0.0209280210853
ORDER,BUY,1999-09-21,1307.58,200,0.0
DATA,CLOSE,1999-09-23,1280.41,nan
ORDER,SELL,1999-09-23,1280.41,-200,0.0
DATA,OPEN,1999-09-29,1268.37,-0.0107861488067
ORDER,BUY,1999-09-29,1268.37,198,0.0
DATA,CLOSE,1999-10-01,1282.81,nan
ORDER,SELL,1999-10-01,1282.81,-198,0.0
DATA,OPEN,1999-10-12,1313.04,-0.0166041296875
ORDER,BUY,1999-10-12,1313.04,196,0.0
DATA,CLOSE,1999-10-14,1283.42,nan
ORDER,SELL,1999-10-14,1283.42,-196,0.0
DATA,OPEN,1999-10-15,1247.41,-0.0280578454442
ORDER,BUY,1999-10-15,1247.41,196,0.0
DATA,CLOSE,1999-10-19,1261.32,nan
ORDER,SELL,1999-10-19,1261.32,-196,0.0
DATA,OPEN,1999-11-23,1404.64,-0.0114712795755
ORDER,BUY,1999-11-23,1404.64,178,0.0
DATA,CLOSE,1999-11-26,1416.62,nan
ORDER,SELL,1999-11-26,1416.62,-178,0.0
DATA,OPEN,1999-11-30,1388.91,-0.0134391226213
ORDER,BUY,1999-11-30,1388.91,184,0.0
DATA,CLOSE,1999-12-02,1409.04,nan
ORDER,SELL,1999-12-02,1409.04,-184,0.0
DATA,OPEN,2000-01-04,1399.42,-0.0383447176372
ORDER,BUY,2000-01-04,1399.42,188,0.0
DATA,CLOSE,2000-01-06,1403.45,nan
ORDER,SELL,2000-01-06,1403.45,-188,0.0
DATA,OPEN,2000-01-11,1438.56,-0.0130625686059
ORDER,BUY,2000-01-11,1438.56,184,0.0
DATA,CLOSE,2000-01-13,1449.68,nan
ORDER,SELL,2000-01-13,1449.68,-184,0.0
DATA,OPEN,2000-01-24,1401.53,-0.0276336237997
ORDER,BUY,2000-01-24,1401.53,190,0.0
DATA,CLOSE,2000-01-26,1404.09,nan
ORDER,SELL,2000-01-26,1404.09,-190,0.0
DATA,OPEN,2000-01-28,1360.16,-0.0274568127217
ORDER,BUY,2000-01-28,1360.16,198,0.0
DATA,CLOSE,2000-02-01,1409.28,nan
ORDER,SELL,2000-02-01,1409.28,-198,0.0
DATA,OPEN,2000-02-09,1411.71,-0.0208154149211
ORDER,BUY,2000-02-09,1411.71,204,0.0
DATA,CLOSE,2000-02-11,1387.12,nan
ORDER,SELL,2000-02-11,1387.12,-204,0.0
DATA,OPEN,2000-02-16,1387.67,-0.0102564102564
ORDER,BUY,2000-02-16,1387.67,200,0.0
DATA,CLOSE,2000-02-18,1346.09,nan
ORDER,SELL,2000-02-18,1346.09,-200,0.0
DATA,OPEN,2000-02-25,1333.36,-0.0148289900475
ORDER,BUY,2000-02-25,1333.36,196,0.0
DATA,CLOSE,2000-02-29,1366.42,nan
ORDER,SELL,2000-02-29,1366.42,-196,0.0
DATA,OPEN,2000-03-06,1391.28,-0.0126954164508
ORDER,BUY,2000-03-06,1391.28,198,0.0
DATA,CLOSE,2000-03-08,1366.7,nan
ORDER,SELL,2000-03-08,1366.7,-198,0.0
DATA,OPEN,2000-03-14,1359.15,-0.0176854916812
ORDER,BUY,2000-03-14,1359.15,194,0.0
DATA,CLOSE,2000-03-16,1458.47,nan
ORDER,SELL,2000-03-16,1458.47,-194,0.0
DATA,OPEN,2000-03-28,1507.73,-0.0105849618731
ORDER,BUY,2000-03-28,1507.73,200,0.0
DATA,CLOSE,2000-03-30,1487.92,nan
ORDER,SELL,2000-03-30,1487.92,-200,0.0
DATA,OPEN,2000-04-12,1467.17,-0.0222712399789
ORDER,BUY,2000-04-12,1467.17,202,0.0
DATA,CLOSE,2000-04-14,1356.56,nan
ORDER,SELL,2000-04-14,1356.56,-202,0.0
DATA,OPEN,2000-04-26,1460.99,-0.01113412389
ORDER,BUY,2000-04-26,1460.99,172,0.0
DATA,CLOSE,2000-04-28,1452.43,nan
ORDER,SELL,2000-04-28,1452.43,-172,0.0
DATA,OPEN,2000-05-02,1446.29,-0.0149565809637
ORDER,BUY,2000-05-02,1446.29,172,0.0
DATA,CLOSE,2000-05-04,1409.57,nan
ORDER,SELL,2000-05-04,1409.57,-172,0.0
DATA,OPEN,2000-05-10,1383.05,-0.0205999405158
ORDER,BUY,2000-05-10,1383.05,170,0.0
DATA,CLOSE,2000-05-12,1420.96,nan
ORDER,SELL,2000-05-12,1420.96,-170,0.0
DATA,OPEN,2000-05-17,1447.8,-0.0124416796267
ORDER,BUY,2000-05-17,1447.8,172,0.0
DATA,CLOSE,2000-05-19,1406.95,nan
ORDER,SELL,2000-05-19,1406.95,-172,0.0
DATA,OPEN,2000-05-23,1373.86,-0.0191758524188
ORDER,BUY,2000-05-23,1373.86,170,0.0
DATA,CLOSE,2000-05-25,1381.52,nan
ORDER,SELL,2000-05-25,1381.52,-170,0.0
DATA,OPEN,2000-06-22,1452.18,-0.0182201699648
ORDER,BUY,2000-06-22,1452.18,162,0.0
DATA,CLOSE,2000-06-26,1455.31,nan
ORDER,SELL,2000-06-26,1455.31,-162,0.0
DATA,OPEN,2000-07-05,1446.23,-0.0158621065095
ORDER,BUY,2000-07-05,1446.23,164,0.0
DATA,CLOSE,2000-07-07,1478.9,nan
ORDER,SELL,2000-07-07,1478.9,-164,0.0
DATA,OPEN,2000-07-18,1493.74,-0.0110891167767
ORDER,BUY,2000-07-18,1493.74,166,0.0
DATA,CLOSE,2000-07-20,1495.57,nan
ORDER,SELL,2000-07-20,1495.57,-166,0.0
DATA,OPEN,2000-07-21,1480.19,-0.0102837045407
ORDER,BUY,2000-07-21,1480.19,168,0.0
DATA,CLOSE,2000-07-25,1474.47,nan
ORDER,SELL,2000-07-25,1474.47,-168,0.0
DATA,OPEN,2000-07-26,1452.42,-0.0149545260331
ORDER,BUY,2000-07-26,1452.42,170,0.0
DATA,CLOSE,2000-07-28,1419.89,nan
ORDER,SELL,2000-07-28,1419.89,-170,0.0
DATA,OPEN,2000-09-15,1465.81,-0.0101696975427
ORDER,BUY,2000-09-15,1465.81,160,0.0
DATA,CLOSE,2000-09-19,1459.9,nan
ORDER,SELL,2000-09-19,1459.9,-160,0.0
DATA,OPEN,2000-09-29,1436.51,-0.0149353009347
ORDER,BUY,2000-09-29,1436.51,162,0.0
DATA,CLOSE,2000-10-03,1426.46,nan
ORDER,SELL,2000-10-03,1426.46,-162,0.0
DATA,OPEN,2000-10-06,1408.99,-0.0190004734453
ORDER,BUY,2000-10-06,1408.99,164,0.0
DATA,CLOSE,2000-10-10,1387.02,nan
ORDER,SELL,2000-10-10,1387.02,-164,0.0
DATA,OPEN,2000-10-11,1364.59,-0.0161713601823
ORDER,BUY,2000-10-11,1364.59,164,0.0
DATA,CLOSE,2000-10-13,1374.17,nan
ORDER,SELL,2000-10-13,1374.17,-164,0.0
DATA,OPEN,2000-10-17,1349.97,-0.0179322285432
ORDER,BUY,2000-10-17,1349.97,168,0.0
DATA,CLOSE,2000-10-19,1388.76,nan
ORDER,SELL,2000-10-19,1388.76,-168,0.0
DATA,OPEN,2000-10-25,1364.9,-0.0237674608227
ORDER,BUY,2000-10-25,1364.9,176,0.0
DATA,CLOSE,2000-10-27,1379.58,nan
ORDER,SELL,2000-10-27,1379.58,-176,0.0
DATA,OPEN,2000-11-08,1409.28,-0.0157765718955
ORDER,BUY,2000-11-08,1409.28,174,0.0
DATA,CLOSE,2000-11-10,1365.98,nan
ORDER,SELL,2000-11-10,1365.98,-174,0.0
DATA,OPEN,2000-11-13,1351.26,-0.0107761460636
ORDER,BUY,2000-11-13,1351.26,170,0.0
DATA,CLOSE,2000-11-15,1389.81,nan
ORDER,SELL,2000-11-15,1389.81,-170,0.0
DATA,OPEN,2000-11-16,1372.32,-0.0125844539901
ORDER,BUY,2000-11-16,1372.32,176,0.0
DATA,CLOSE,2000-11-20,1342.62,nan
ORDER,SELL,2000-11-20,1342.62,-176,0.0
DATA,OPEN,2000-11-22,1322.36,-0.0185475192044
ORDER,BUY,2000-11-22,1322.36,176,0.0
DATA,CLOSE,2000-11-27,1348.97,nan
ORDER,SELL,2000-11-27,1348.97,-176,0.0
DATA,OPEN,2000-11-30,1314.95,-0.0201053706229
ORDER,BUY,2000-11-30,1314.95,184,0.0
DATA,CLOSE,2000-12-04,1324.97,nan
ORDER,SELL,2000-12-04,1324.97,-184,0.0
DATA,OPEN,2000-12-06,1351.46,-0.0182195940547
ORDER,BUY,2000-12-06,1351.46,182,0.0
DATA,CLOSE,2000-12-08,1369.89,nan
ORDER,SELL,2000-12-08,1369.89,-182,0.0
DATA,OPEN,2000-12-14,1340.93,-0.0140148089324
ORDER,BUY,2000-12-14,1340.93,188,0.0
DATA,CLOSE,2000-12-18,1322.74,nan
ORDER,SELL,2000-12-18,1322.74,-188,0.0
DATA,OPEN,2000-12-19,1305.6,-0.0129579509201
ORDER,BUY,2000-12-19,1305.6,188,0.0
DATA,CLOSE,2000-12-21,1274.86,nan
ORDER,SELL,2000-12-21,1274.86,-188,0.0
DATA,OPEN,2000-12-29,1320.28,-0.0104480520454
ORDER,BUY,2000-12-29,1320.28,176,0.0
DATA,CLOSE,2001-01-03,1347.56,nan
ORDER,SELL,2001-01-03,1347.56,-176,0.0
DATA,OPEN,2001-01-04,1333.34,-0.0105524058298
ORDER,BUY,2001-01-04,1333.34,182,0.0
DATA,CLOSE,2001-01-08,1295.86,nan
ORDER,SELL,2001-01-08,1295.86,-182,0.0
DATA,OPEN,2001-02-02,1349.47,-0.0174739892389
ORDER,BUY,2001-02-02,1349.47,170,0.0
DATA,CLOSE,2001-02-06,1352.26,nan
ORDER,SELL,2001-02-06,1352.26,-170,0.0
DATA,OPEN,2001-02-09,1314.76,-0.0133355346596
ORDER,BUY,2001-02-09,1314.76,176,0.0
DATA,CLOSE,2001-02-13,1318.8,nan
ORDER,SELL,2001-02-13,1318.8,-176,0.0
DATA,OPEN,2001-02-16,1301.53,-0.0189053301272
ORDER,BUY,2001-02-16,1301.53,178,0.0
DATA,CLOSE,2001-02-21,1255.27,nan
ORDER,SELL,2001-02-21,1255.27,-178,0.0
DATA,OPEN,2001-02-28,1239.94,-0.0143091085425
ORDER,BUY,2001-02-28,1239.94,174,0.0
DATA,CLOSE,2001-03-02,1234.18,nan
ORDER,SELL,2001-03-02,1234.18,-174,0.0
DATA,OPEN,2001-03-09,1233.42,-0.0247639831112
ORDER,BUY,2001-03-09,1233.42,174,0.0
DATA,CLOSE,2001-03-13,1197.66,nan
ORDER,SELL,2001-03-13,1197.66,-174,0.0
DATA,OPEN,2001-03-14,1166.71,-0.0258420586811
ORDER,BUY,2001-03-14,1166.71,172,0.0
DATA,CLOSE,2001-03-16,1150.53,nan
ORDER,SELL,2001-03-16,1150.53,-172,0.0
DATA,OPEN,2001-03-20,1142.62,-0.0240773481607
ORDER,BUY,2001-03-20,1142.62,172,0.0
DATA,CLOSE,2001-03-22,1117.58,nan
ORDER,SELL,2001-03-22,1117.58,-172,0.0
DATA,OPEN,2001-03-28,1153.29,-0.0244296505579
ORDER,BUY,2001-03-28,1153.29,162,0.0
DATA,CLOSE,2001-03-30,1160.33,nan
ORDER,SELL,2001-03-30,1160.33,-162,0.0
DATA,OPEN,2001-04-02,1145.87,-0.0124619720252
ORDER,BUY,2001-04-02,1145.87,166,0.0
DATA,CLOSE,2001-04-04,1103.25,nan
ORDER,SELL,2001-04-04,1103.25,-166,0.0
DATA,OPEN,2001-04-06,1128.43,-0.0199836726186
ORDER,BUY,2001-04-06,1128.43,156,0.0
DATA,CLOSE,2001-04-10,1168.38,nan
ORDER,SELL,2001-04-10,1168.38,-156,0.0
DATA,OPEN,2001-04-23,1224.36,-0.0149801284011
ORDER,BUY,2001-04-23,1224.36,154,0.0
DATA,CLOSE,2001-04-25,1228.75,nan
ORDER,SELL,2001-04-25,1228.75,-154,0.0
DATA,OPEN,2001-05-03,1248.58,-0.0148726162392
ORDER,BUY,2001-05-03,1248.58,152,0.0
DATA,CLOSE,2001-05-07,1263.51,nan
ORDER,SELL,2001-05-07,1263.51,-152,0.0
DATA,OPEN,2001-05-23,1289.05,-0.0155264323573
ORDER,BUY,2001-05-23,1289.05,150,0.0
DATA,CLOSE,2001-05-25,1277.89,nan
ORDER,SELL,2001-05-25,1277.89,-150,0.0
DATA,OPEN,2001-05-30,1248.08,-0.0156554383917
ORDER,BUY,2001-05-30,1248.08,152,0.0
DATA,CLOSE,2001-06-01,1260.67,nan
ORDER,SELL,2001-06-01,1260.67,-152,0.0
DATA,OPEN,2001-06-06,1270.03,-0.0105487040052
ORDER,BUY,2001-06-06,1270.03,152,0.0
DATA,CLOSE,2001-06-08,1264.96,nan
ORDER,SELL,2001-06-08,1264.96,-152,0.0
DATA,OPEN,2001-06-13,1241.6,-0.0113468965243
ORDER,BUY,2001-06-13,1241.6,154,0.0
DATA,CLOSE,2001-06-15,1214.36,nan
ORDER,SELL,2001-06-15,1214.36,-154,0.0
DATA,OPEN,2001-07-05,1219.24,-0.0123212766819
ORDER,BUY,2001-07-05,1219.24,150,0.0
DATA,CLOSE,2001-07-09,1198.78,nan
ORDER,SELL,2001-07-09,1198.78,-150,0.0
DATA,OPEN,2001-07-10,1181.52,-0.0143979712708
ORDER,BUY,2001-07-10,1181.52,150,0.0
DATA,CLOSE,2001-07-12,1208.14,nan
ORDER,SELL,2001-07-12,1208.14,-150,0.0
DATA,OPEN,2001-07-16,1202.45,-0.0108827981048
ORDER,BUY,2001-07-16,1202.45,154,0.0
DATA,CLOSE,2001-07-18,1207.71,nan
ORDER,SELL,2001-07-18,1207.71,-154,0.0
DATA,OPEN,2001-07-23,1191.03,-0.0163686666391
ORDER,BUY,2001-07-23,1191.03,158,0.0
DATA,CLOSE,2001-07-25,1190.49,nan
ORDER,SELL,2001-07-25,1190.49,-158,0.0
DATA,OPEN,2001-08-06,1200.48,-0.0114217482604
ORDER,BUY,2001-08-06,1200.48,156,0.0
DATA,CLOSE,2001-08-08,1183.53,nan
ORDER,SELL,2001-08-08,1183.53,-156,0.0
DATA,OPEN,2001-08-17,1161.97,-0.0166629995092
ORDER,BUY,2001-08-17,1161.97,156,0.0
DATA,CLOSE,2001-08-21,1157.26,nan
ORDER,SELL,2001-08-21,1157.26,-156,0.0
DATA,OPEN,2001-08-28,1161.51,-0.0150100491007
ORDER,BUY,2001-08-28,1161.51,156,0.0
DATA,CLOSE,2001-08-30,1129.03,nan
ORDER,SELL,2001-08-30,1129.03,-156,0.0
DATA,OPEN,2001-09-06,1106.4,-0.0223903016594
ORDER,BUY,2001-09-06,1106.4,154,0.0
DATA,CLOSE,2001-09-10,1092.54,nan
ORDER,SELL,2001-09-10,1092.54,-154,0.0
DATA,OPEN,2001-09-17,1038.77,-0.0492155893606
ORDER,BUY,2001-09-17,1038.77,160,0.0
DATA,CLOSE,2001-09-19,1016.1,nan
ORDER,SELL,2001-09-19,1016.1,-160,0.0
DATA,OPEN,2001-09-20,984.54,-0.0310599350458
ORDER,BUY,2001-09-20,984.54,162,0.0
DATA,CLOSE,2001-09-24,1003.45,nan
ORDER,SELL,2001-09-24,1003.45,-162,0.0
DATA,OPEN,2001-10-17,1077.09,-0.0186325783115
ORDER,BUY,2001-10-17,1077.09,154,0.0
DATA,CLOSE,2001-10-19,1073.48,nan
ORDER,SELL,2001-10-19,1073.48,-154,0.0
DATA,OPEN,2001-10-29,1078.3,-0.0238183612316
ORDER,BUY,2001-10-29,1078.3,152,0.0
DATA,CLOSE,2001-10-31,1059.78,nan
ORDER,SELL,2001-10-31,1059.78,-152,0.0
DATA,OPEN,2001-11-28,1128.52,-0.0182514136581
ORDER,BUY,2001-11-28,1128.52,140,0.0
DATA,CLOSE,2001-11-30,1139.45,nan
ORDER,SELL,2001-11-30,1139.45,-140,0.0
DATA,OPEN,2001-12-10,1139.93,-0.0158679455413
ORDER,BUY,2001-12-10,1139.93,142,0.0
DATA,CLOSE,2001-12-12,1137.07,nan
ORDER,SELL,2001-12-12,1137.07,-142,0.0
DATA,OPEN,2001-12-13,1119.38,-0.0155575294397
ORDER,BUY,2001-12-13,1119.38,144,0.0
DATA,CLOSE,2001-12-17,1134.36,nan
ORDER,SELL,2001-12-17,1134.36,-144,0.0
DATA,OPEN,2001-12-31,1148.08,-0.0111453721727
ORDER,BUY,2001-12-31,1148.08,144,0.0
DATA,CLOSE,2002-01-03,1165.27,nan
ORDER,SELL,2002-01-03,1165.27,-144,0.0
DATA,OPEN,2002-01-16,1127.57,-0.0162451251538
ORDER,BUY,2002-01-16,1127.57,150,0.0
DATA,CLOSE,2002-01-18,1127.58,nan
ORDER,SELL,2002-01-18,1127.58,-150,0.0
DATA,OPEN,2002-01-29,1100.64,-0.028612783083
ORDER,BUY,2002-01-29,1100.64,154,0.0
DATA,CLOSE,2002-01-31,1130.2,nan
ORDER,SELL,2002-01-31,1130.2,-154,0.0
DATA,OPEN,2002-02-04,1094.44,-0.0247371235074
ORDER,BUY,2002-02-04,1094.44,164,0.0
DATA,CLOSE,2002-02-06,1083.51,nan
ORDER,SELL,2002-02-06,1083.51,-164,0.0
DATA,OPEN,2002-02-15,1104.18,-0.0110167669819
ORDER,BUY,2002-02-15,1104.18,158,0.0
DATA,CLOSE,2002-02-20,1097.98,nan
ORDER,SELL,2002-02-20,1097.98,-158,0.0
DATA,OPEN,2002-02-21,1080.95,-0.0155103007341
ORDER,BUY,2002-02-21,1080.95,160,0.0
DATA,CLOSE,2002-02-25,1109.43,nan
ORDER,SELL,2002-02-25,1109.43,-160,0.0
DATA,OPEN,2002-03-20,1151.85,-0.0157567782345
ORDER,BUY,2002-03-20,1151.85,158,0.0
DATA,CLOSE,2002-03-22,1148.7,nan
ORDER,SELL,2002-03-22,1148.7,-158,0.0
DATA,OPEN,2002-03-25,1131.87,-0.0146513449987
ORDER,BUY,2002-03-25,1131.87,160,0.0
DATA,CLOSE,2002-03-27,1144.58,nan
ORDER,SELL,2002-03-27,1144.58,-160,0.0
DATA,OPEN,2002-04-11,1103.69,-0.0236892619884
ORDER,BUY,2002-04-11,1103.69,168,0.0
DATA,CLOSE,2002-04-15,1102.55,nan
ORDER,SELL,2002-04-15,1102.55,-168,0.0
DATA,OPEN,2002-04-22,1107.83,-0.0154110045593
ORDER,BUY,2002-04-22,1107.83,168,0.0
DATA,CLOSE,2002-04-24,1093.14,nan
ORDER,SELL,2002-04-24,1093.14,-168,0.0
DATA,OPEN,2002-04-26,1076.32,-0.0138893978818
ORDER,BUY,2002-04-26,1076.32,168,0.0
DATA,CLOSE,2002-04-30,1076.92,nan
ORDER,SELL,2002-04-30,1076.92,-168,0.0
DATA,OPEN,2002-05-03,1073.43,-0.0102622261562
ORDER,BUY,2002-05-03,1073.43,168,0.0
DATA,CLOSE,2002-05-07,1049.49,nan
ORDER,SELL,2002-05-07,1049.49,-168,0.0
DATA,OPEN,2002-05-09,1073.01,-0.0145474583276
ORDER,BUY,2002-05-09,1073.01,160,0.0
DATA,CLOSE,2002-05-13,1074.56,nan
ORDER,SELL,2002-05-13,1074.56,-160,0.0
DATA,OPEN,2002-05-20,1091.88,-0.0132930895815
ORDER,BUY,2002-05-20,1091.88,158,0.0
DATA,CLOSE,2002-05-22,1086.02,nan
ORDER,SELL,2002-05-22,1086.02,-158,0.0
DATA,OPEN,2002-05-24,1083.82,-0.0120866299632
ORDER,BUY,2002-05-24,1083.82,158,0.0
DATA,CLOSE,2002-05-29,1067.66,nan
ORDER,SELL,2002-05-29,1067.66,-158,0.0
DATA,OPEN,2002-06-03,1040.68,-0.0247952471091
ORDER,BUY,2002-06-03,1040.68,160,0.0
DATA,CLOSE,2002-06-05,1049.9,nan
ORDER,SELL,2002-06-05,1049.9,-160,0.0
DATA,OPEN,2002-06-06,1029.15,-0.0197637870273
ORDER,BUY,2002-06-06,1029.15,164,0.0
DATA,CLOSE,2002-06-10,1030.74,nan
ORDER,SELL,2002-06-10,1030.74,-164,0.0
DATA,OPEN,2002-06-11,1013.6,-0.0166288297728
ORDER,BUY,2002-06-11,1013.6,168,0.0
DATA,CLOSE,2002-06-13,1009.56,nan
ORDER,SELL,2002-06-13,1009.56,-168,0.0
DATA,OPEN,2002-06-19,1019.99,-0.0165358582255
ORDER,BUY,2002-06-19,1019.99,164,0.0
DATA,CLOSE,2002-06-21,989.14,nan
ORDER,SELL,2002-06-21,989.14,-164,0.0
DATA,OPEN,2002-06-25,976.14,-0.0167015875574
ORDER,BUY,2002-06-25,976.14,162,0.0
DATA,CLOSE,2002-06-27,990.64,nan
ORDER,SELL,2002-06-27,990.64,-162,0.0
DATA,OPEN,2002-07-01,968.65,-0.0213877270615
ORDER,BUY,2002-07-01,968.65,168,0.0
DATA,CLOSE,2002-07-03,953.99,nan
ORDER,SELL,2002-07-03,953.99,-168,0.0
DATA,OPEN,2002-07-08,976.98,-0.012183654692
ORDER,BUY,2002-07-08,976.98,162,0.0
DATA,CLOSE,2002-07-10,920.47,nan
ORDER,SELL,2002-07-10,920.47,-162,0.0
DATA,OPEN,2002-07-16,900.94,-0.0185090366368
ORDER,BUY,2002-07-16,900.94,156,0.0
DATA,CLOSE,2002-07-18,881.56,nan
ORDER,SELL,2002-07-18,881.56,-156,0.0
DATA,OPEN,2002-07-19,847.75,-0.0383524660829
ORDER,BUY,2002-07-19,847.75,158,0.0
DATA,CLOSE,2002-07-23,797.7,nan
ORDER,SELL,2002-07-23,797.7,-158,0.0
DATA,OPEN,2002-08-01,884.66,-0.0295737258946
ORDER,BUY,2002-08-01,884.66,134,0.0
DATA,CLOSE,2002-08-05,834.6,nan
ORDER,SELL,2002-08-05,834.6,-134,0.0
DATA,OPEN,2002-08-13,884.21,-0.0216751493693
ORDER,BUY,2002-08-13,884.21,118,0.0
DATA,CLOSE,2002-08-15,930.25,nan
ORDER,SELL,2002-08-15,930.25,-118,0.0
DATA,OPEN,2002-08-20,937.43,-0.0139581361102
ORDER,BUY,2002-08-20,937.43,122,0.0
DATA,CLOSE,2002-08-22,962.7,nan
ORDER,SELL,2002-08-22,962.7,-122,0.0
DATA,OPEN,2002-08-23,940.86,-0.0226861950763
ORDER,BUY,2002-08-23,940.86,130,0.0
DATA,CLOSE,2002-08-27,934.82,nan
ORDER,SELL,2002-08-27,934.82,-130,0.0
DATA,OPEN,2002-08-28,917.87,-0.0181318328662
ORDER,BUY,2002-08-28,917.87,130,0.0
DATA,CLOSE,2002-08-30,916.07,nan
ORDER,SELL,2002-08-30,916.07,-130,0.0
DATA,OPEN,2002-09-03,878.02,-0.0415361271519
ORDER,BUY,2002-09-03,878.02,136,0.0
DATA,CLOSE,2002-09-05,879.15,nan
ORDER,SELL,2002-09-05,879.15,-136,0.0
DATA,OPEN,2002-09-12,886.91,-0.024784210237
ORDER,BUY,2002-09-12,886.91,136,0.0
DATA,CLOSE,2002-09-16,891.1,nan
ORDER,SELL,2002-09-16,891.1,-136,0.0
DATA,OPEN,2002-09-17,873.52,-0.0197284255415
ORDER,BUY,2002-09-17,873.52,138,0.0
DATA,CLOSE,2002-09-19,843.32,nan
ORDER,SELL,2002-09-19,843.32,-138,0.0
DATA,OPEN,2002-09-23,833.7,-0.0138279374017
ORDER,BUY,2002-09-23,833.7,136,0.0
DATA,CLOSE,2002-09-25,839.66,nan
ORDER,SELL,2002-09-25,839.66,-136,0.0
DATA,OPEN,2002-09-27,827.37,-0.0322591964442
ORDER,BUY,2002-09-27,827.37,138,0.0
DATA,CLOSE,2002-10-01,847.91,nan
ORDER,SELL,2002-10-01,847.91,-138,0.0
DATA,OPEN,2002-10-02,827.91,-0.0235874090411
ORDER,BUY,2002-10-02,827.91,144,0.0
DATA,CLOSE,2002-10-04,800.58,nan
ORDER,SELL,2002-10-04,800.58,-144,0.0
DATA,OPEN,2002-10-07,785.28,-0.0191111444203
ORDER,BUY,2002-10-07,785.28,142,0.0
DATA,CLOSE,2002-10-09,776.76,nan
ORDER,SELL,2002-10-09,776.76,-142,0.0
DATA,OPEN,2002-10-16,860.02,-0.0241129279336
ORDER,BUY,2002-10-16,860.02,128,0.0
DATA,CLOSE,2002-10-18,884.39,nan
ORDER,SELL,2002-10-18,884.39,-128,0.0
DATA,OPEN,2002-10-22,890.16,-0.010625527942
ORDER,BUY,2002-10-22,890.16,130,0.0
DATA,CLOSE,2002-10-24,882.5,nan
ORDER,SELL,2002-10-24,882.5,-130,0.0
DATA,OPEN,2002-11-07,902.65,-0.0228522559972
ORDER,BUY,2002-11-07,902.65,126,0.0
DATA,CLOSE,2002-11-11,876.19,nan
ORDER,SELL,2002-11-11,876.19,-126,0.0
DATA,OPEN,2002-11-18,900.36,-0.0104085378587
ORDER,BUY,2002-11-18,900.36,118,0.0
DATA,CLOSE,2002-11-20,914.15,nan
ORDER,SELL,2002-11-20,914.15,-118,0.0
DATA,OPEN,2002-11-26,913.31,-0.0209675517489
ORDER,BUY,2002-11-26,913.31,120,0.0
DATA,CLOSE,2002-11-29,936.31,nan
ORDER,SELL,2002-11-29,936.31,-120,0.0
DATA,OPEN,2002-12-03,920.75,-0.0147453800306
ORDER,BUY,2002-12-03,920.75,126,0.0
DATA,CLOSE,2002-12-05,906.55,nan
ORDER,SELL,2002-12-05,906.55,-126,0.0
DATA,OPEN,2002-12-09,892.0,-0.0221764248051
ORDER,BUY,2002-12-09,892.0,126,0.0
DATA,CLOSE,2002-12-11,904.96,nan
ORDER,SELL,2002-12-11,904.96,-126,0.0
DATA,OPEN,2002-12-13,889.48,-0.0134208833381
ORDER,BUY,2002-12-13,889.48,130,0.0
DATA,CLOSE,2002-12-17,902.99,nan
ORDER,SELL,2002-12-17,902.99,-130,0.0
DATA,OPEN,2002-12-18,891.12,-0.013145217555
ORDER,BUY,2002-12-18,891.12,134,0.0
DATA,CLOSE,2002-12-20,895.76,nan
ORDER,SELL,2002-12-20,895.76,-134,0.0
DATA,OPEN,2002-12-27,875.4,-0.0160285951937
ORDER,BUY,2002-12-27,875.4,138,0.0
DATA,CLOSE,2002-12-31,879.82,nan
ORDER,SELL,2002-12-31,879.82,-138,0.0
DATA,OPEN,2003-01-08,909.93,-0.0140855752874
ORDER,BUY,2003-01-08,909.93,134,0.0
DATA,CLOSE,2003-01-10,927.57,nan
ORDER,SELL,2003-01-10,927.57,-134,0.0
DATA,OPEN,2003-01-15,918.22,-0.0144258635124
ORDER,BUY,2003-01-15,918.22,138,0.0
DATA,CLOSE,2003-01-17,901.78,nan
ORDER,SELL,2003-01-17,901.78,-138,0.0
DATA,OPEN,2003-01-21,887.62,-0.0157022777174
ORDER,BUY,2003-01-21,887.62,138,0.0
DATA,CLOSE,2003-01-23,887.34,nan
ORDER,SELL,2003-01-23,887.34,-138,0.0
DATA,OPEN,2003-01-24,861.4,-0.0292334392679
ORDER,BUY,2003-01-24,861.4,142,0.0
DATA,CLOSE,2003-01-28,858.54,nan
ORDER,SELL,2003-01-28,858.54,-142,0.0
DATA,OPEN,2003-01-30,844.61,-0.0228492757647
ORDER,BUY,2003-01-30,844.61,144,0.0
DATA,CLOSE,2003-02-03,860.32,nan
ORDER,SELL,2003-02-03,860.32,-144,0.0
DATA,OPEN,2003-02-04,848.2,-0.0140877812907
ORDER,BUY,2003-02-04,848.2,148,0.0
DATA,CLOSE,2003-02-06,838.15,nan
ORDER,SELL,2003-02-06,838.15,-148,0.0
DATA,OPEN,2003-02-07,829.69,-0.010093658653
ORDER,BUY,2003-02-07,829.69,148,0.0
DATA,CLOSE,2003-02-11,829.2,nan
ORDER,SELL,2003-02-11,829.2,-148,0.0
DATA,OPEN,2003-02-12,818.68,-0.0126869271587
ORDER,BUY,2003-02-12,818.68,150,0.0
DATA,CLOSE,2003-02-14,834.89,nan
ORDER,SELL,2003-02-14,834.89,-150,0.0
DATA,OPEN,2003-02-24,832.58,-0.0183807491423
ORDER,BUY,2003-02-24,832.58,152,0.0
DATA,CLOSE,2003-02-26,827.55,nan
ORDER,SELL,2003-02-26,827.55,-152,0.0
DATA,OPEN,2003-03-04,821.99,-0.0153567877721
ORDER,BUY,2003-03-04,821.99,152,0.0
DATA,CLOSE,2003-03-06,822.1,nan
ORDER,SELL,2003-03-06,822.1,-152,0.0
DATA,OPEN,2003-03-10,807.48,-0.0258297240888
ORDER,BUY,2003-03-10,807.48,156,0.0
DATA,CLOSE,2003-03-12,804.19,nan
ORDER,SELL,2003-03-12,804.19,-156,0.0
DATA,OPEN,2003-03-24,864.23,-0.0352314716619
ORDER,BUY,2003-03-24,864.23,144,0.0
DATA,CLOSE,2003-03-26,869.95,nan
ORDER,SELL,2003-03-26,869.95,-144,0.0
DATA,OPEN,2003-03-31,848.18,-0.0177417486972
ORDER,BUY,2003-03-31,848.18,148,0.0
DATA,CLOSE,2003-04-02,880.9,nan
ORDER,SELL,2003-04-02,880.9,-148,0.0
DATA,OPEN,2003-04-09,865.99,-0.0140044859898
ORDER,BUY,2003-04-09,865.99,158,0.0
DATA,CLOSE,2003-04-11,868.3,nan
ORDER,SELL,2003-04-11,868.3,-158,0.0
DATA,OPEN,2003-04-16,879.91,-0.0122360548265
ORDER,BUY,2003-04-16,879.91,156,0.0
DATA,CLOSE,2003-04-21,892.01,nan
ORDER,SELL,2003-04-21,892.01,-156,0.0
DATA,OPEN,2003-04-25,898.81,-0.0138463732815
ORDER,BUY,2003-04-25,898.81,156,0.0
DATA,CLOSE,2003-04-29,917.84,nan
ORDER,SELL,2003-04-29,917.84,-156,0.0
DATA,OPEN,2003-05-08,920.27,-0.0100578731094
ORDER,BUY,2003-05-08,920.27,160,0.0
DATA,CLOSE,2003-05-12,945.11,nan
ORDER,SELL,2003-05-12,945.11,-160,0.0
DATA,OPEN,2003-05-19,920.77,-0.0249179286244
ORDER,BUY,2003-05-19,920.77,168,0.0
DATA,CLOSE,2003-05-21,923.42,nan
ORDER,SELL,2003-05-21,923.42,-168,0.0
DATA,OPEN,2003-06-09,975.93,-0.0119765935045
ORDER,BUY,2003-06-09,975.93,158,0.0
DATA,CLOSE,2003-06-11,997.48,nan
ORDER,SELL,2003-06-11,997.48,-158,0.0
DATA,OPEN,2003-06-19,994.7,-0.0152362660753
ORDER,BUY,2003-06-19,994.7,162,0.0
DATA,CLOSE,2003-06-23,981.64,nan
ORDER,SELL,2003-06-23,981.64,-162,0.0
DATA,OPEN,2003-07-10,988.7,-0.0134802087387
ORDER,BUY,2003-07-10,988.7,160,0.0
DATA,CLOSE,2003-07-14,1003.86,nan
ORDER,SELL,2003-07-14,1003.86,-160,0.0
DATA,OPEN,2003-07-17,981.73,-0.0124334818779
ORDER,BUY,2003-07-17,981.73,166,0.0
DATA,CLOSE,2003-07-21,978.8,nan
ORDER,SELL,2003-07-21,978.8,-166,0.0
DATA,OPEN,2003-08-01,980.15,-0.0102594137189
ORDER,BUY,2003-08-01,980.15,164,0.0
DATA,CLOSE,2003-08-05,965.46,nan
ORDER,SELL,2003-08-05,965.46,-164,0.0
DATA,OPEN,2003-08-22,993.06,-0.0101767221187
ORDER,BUY,2003-08-22,993.06,158,0.0
DATA,CLOSE,2003-08-26,996.73,nan
ORDER,SELL,2003-08-26,996.73,-158,0.0
DATA,OPEN,2003-09-10,1010.92,-0.0119725949744
ORDER,BUY,2003-09-10,1010.92,156,0.0
DATA,CLOSE,2003-09-12,1018.63,nan
ORDER,SELL,2003-09-12,1018.63,-156,0.0
DATA,OPEN,2003-09-22,1022.82,-0.0130078162694
ORDER,BUY,2003-09-22,1022.82,156,0.0
DATA,CLOSE,2003-09-24,1009.38,nan
ORDER,SELL,2003-09-24,1009.38,-156,0.0
DATA,OPEN,2003-09-30,995.97,-0.0105406425719
ORDER,BUY,2003-09-30,995.97,156,0.0
DATA,CLOSE,2003-10-02,1020.24,nan
ORDER,SELL,2003-10-02,1020.24,-156,0.0
DATA,OPEN,2003-10-17,1039.32,-0.0102374127439
ORDER,BUY,2003-10-17,1039.32,158,0.0
DATA,CLOSE,2003-10-21,1046.03,nan
ORDER,SELL,2003-10-21,1046.03,-158,0.0
DATA,OPEN,2003-10-22,1030.36,-0.0149804498915
ORDER,BUY,2003-10-22,1030.36,160,0.0
DATA,CLOSE,2003-10-24,1028.91,nan
ORDER,SELL,2003-10-24,1028.91,-160,0.0
DATA,OPEN,2004-01-28,1128.48,-0.0136095450374
ORDER,BUY,2004-01-28,1128.48,146,0.0
DATA,CLOSE,2004-01-30,1131.13,nan
ORDER,SELL,2004-01-30,1131.13,-146,0.0
DATA,OPEN,2004-03-10,1123.89,-0.0146329060653
ORDER,BUY,2004-03-10,1123.89,148,0.0
DATA,CLOSE,2004-03-12,1120.57,nan
ORDER,SELL,2004-03-12,1120.57,-148,0.0
DATA,OPEN,2004-03-15,1104.49,-0.0143498398137
ORDER,BUY,2004-03-15,1104.49,150,0.0
DATA,CLOSE,2004-03-17,1123.75,nan
ORDER,SELL,2004-03-17,1123.75,-150,0.0
DATA,OPEN,2004-03-19,1109.78,-0.0111732839119
ORDER,BUY,2004-03-19,1109.78,154,0.0
DATA,CLOSE,2004-03-23,1093.95,nan
ORDER,SELL,2004-03-23,1093.95,-154,0.0
DATA,OPEN,2004-04-13,1129.44,-0.0137617883339
ORDER,BUY,2004-04-13,1129.44,146,0.0
DATA,CLOSE,2004-04-15,1128.84,nan
ORDER,SELL,2004-04-15,1128.84,-146,0.0
DATA,OPEN,2004-04-20,1118.15,-0.0155570424891
ORDER,BUY,2004-04-20,1118.15,148,0.0
DATA,CLOSE,2004-04-22,1139.93,nan
ORDER,SELL,2004-04-22,1139.93,-148,0.0
DATA,OPEN,2004-04-28,1122.41,-0.0137948001511
ORDER,BUY,2004-04-28,1122.41,154,0.0
DATA,CLOSE,2004-04-30,1107.3,nan
ORDER,SELL,2004-04-30,1107.3,-154,0.0
DATA,OPEN,2004-05-07,1098.7,-0.0137254373917
ORDER,BUY,2004-05-07,1098.7,152,0.0
DATA,CLOSE,2004-05-11,1095.45,nan
ORDER,SELL,2004-05-11,1095.45,-152,0.0
DATA,OPEN,2004-05-17,1084.1,-0.0105868394634
ORDER,BUY,2004-05-17,1084.1,154,0.0
DATA,CLOSE,2004-05-19,1088.68,nan
ORDER,SELL,2004-05-19,1088.68,-154,0.0
DATA,OPEN,2004-07-01,1128.94,-0.0104309105571
ORDER,BUY,2004-07-01,1128.94,148,0.0
DATA,CLOSE,2004-07-06,1116.21,nan
ORDER,SELL,2004-07-06,1116.21,-148,0.0
DATA,OPEN,2004-07-21,1093.88,-0.0133403086581
ORDER,BUY,2004-07-21,1093.88,150,0.0
DATA,CLOSE,2004-07-23,1086.2,nan
ORDER,SELL,2004-07-23,1086.2,-150,0.0
DATA,OPEN,2004-08-05,1080.7,-0.0163203262245
ORDER,BUY,2004-08-05,1080.7,150,0.0
DATA,CLOSE,2004-08-09,1065.22,nan
ORDER,SELL,2004-08-09,1065.22,-150,0.0
DATA,OPEN,2004-08-12,1063.23,-0.0116751410591
ORDER,BUY,2004-08-12,1063.23,148,0.0
DATA,CLOSE,2004-08-16,1079.34,nan
ORDER,SELL,2004-08-16,1079.34,-148,0.0
DATA,OPEN,2004-09-22,1113.56,-0.0139378375985
ORDER,BUY,2004-09-22,1113.56,146,0.0
DATA,CLOSE,2004-09-24,1110.11,nan
ORDER,SELL,2004-09-24,1110.11,-146,0.0
DATA,OPEN,2004-11-19,1170.34,-0.0111613366567
ORDER,BUY,2004-11-19,1170.34,138,0.0
DATA,CLOSE,2004-11-23,1176.94,nan
ORDER,SELL,2004-11-23,1176.94,-138,0.0
DATA,OPEN,2004-12-07,1177.07,-0.0110733039277
ORDER,BUY,2004-12-07,1177.07,138,0.0
DATA,CLOSE,2004-12-09,1189.24,nan
ORDER,SELL,2004-12-09,1189.24,-138,0.0
DATA,OPEN,2005-01-04,1188.05,-0.0116714361773
ORDER,BUY,2005-01-04,1188.05,140,0.0
DATA,CLOSE,2005-01-06,1187.89,nan
ORDER,SELL,2005-01-06,1187.89,-140,0.0
DATA,OPEN,2005-02-22,1184.16,-0.0145057798417
ORDER,BUY,2005-02-22,1184.16,140,0.0
DATA,CLOSE,2005-02-24,1200.2,nan
ORDER,SELL,2005-02-24,1200.2,-140,0.0
DATA,OPEN,2005-03-09,1207.01,-0.0101850864748
ORDER,BUY,2005-03-09,1207.01,142,0.0
DATA,CLOSE,2005-03-11,1200.08,nan
ORDER,SELL,2005-03-11,1200.08,-142,0.0
DATA,OPEN,2005-03-22,1171.71,-0.0101961513119
ORDER,BUY,2005-03-22,1171.71,144,0.0
DATA,CLOSE,2005-03-24,1171.42,nan
ORDER,SELL,2005-03-24,1171.42,-144,0.0
DATA,OPEN,2005-04-13,1173.79,-0.0117616353472
ORDER,BUY,2005-04-13,1173.79,144,0.0
DATA,CLOSE,2005-04-15,1142.62,nan
ORDER,SELL,2005-04-15,1142.62,-144,0.0
DATA,OPEN,2005-04-20,1137.5,-0.0132549142074
ORDER,BUY,2005-04-20,1137.5,140,0.0
DATA,CLOSE,2005-04-22,1152.12,nan
ORDER,SELL,2005-04-22,1152.12,-140,0.0
DATA,OPEN,2005-04-28,1143.22,-0.0113803421021
ORDER,BUY,2005-04-28,1143.22,144,0.0
DATA,CLOSE,2005-05-02,1162.16,nan
ORDER,SELL,2005-05-02,1162.16,-144,0.0
DATA,OPEN,2005-05-10,1166.22,-0.0107054392454
ORDER,BUY,2005-05-10,1166.22,146,0.0
DATA,CLOSE,2005-05-12,1159.36,nan
ORDER,SELL,2005-05-12,1159.36,-146,0.0
DATA,OPEN,2005-06-23,1200.73,-0.0108330312716
ORDER,BUY,2005-06-23,1200.73,140,0.0
DATA,CLOSE,2005-06-27,1190.69,nan
ORDER,SELL,2005-06-27,1190.69,-140,0.0
DATA,OPEN,2005-08-16,1219.34,-0.0117759569485
ORDER,BUY,2005-08-16,1219.34,134,0.0
DATA,CLOSE,2005-08-18,1219.02,nan
ORDER,SELL,2005-08-18,1219.02,-134,0.0
DATA,OPEN,2005-10-05,1196.39,-0.0148871524204
ORDER,BUY,2005-10-05,1196.39,138,0.0
DATA,CLOSE,2005-10-07,1195.9,nan
ORDER,SELL,2005-10-07,1195.9,-138,0.0
DATA,OPEN,2005-10-18,1178.14,-0.0100495756659
ORDER,BUY,2005-10-18,1178.14,140,0.0
DATA,CLOSE,2005-10-20,1177.8,nan
ORDER,SELL,2005-10-20,1177.8,-140,0.0
DATA,OPEN,2005-10-27,1178.9,-0.0104752471923
ORDER,BUY,2005-10-27,1178.9,140,0.0
DATA,CLOSE,2005-10-31,1207.01,nan
ORDER,SELL,2005-10-31,1207.01,-140,0.0
DATA,OPEN,2006-01-20,1261.49,-0.0183262777812
ORDER,BUY,2006-01-20,1261.49,136,0.0
DATA,CLOSE,2006-01-24,1266.86,nan
ORDER,SELL,2006-01-24,1266.86,-136,0.0
DATA,OPEN,2006-02-28,1280.66,-0.0104008901802
ORDER,BUY,2006-02-28,1280.66,136,0.0
DATA,CLOSE,2006-03-02,1289.14,nan
ORDER,SELL,2006-03-02,1289.14,-136,0.0
DATA,OPEN,2006-04-07,1295.5,-0.0103434578011
ORDER,BUY,2006-04-07,1295.5,136,0.0
DATA,CLOSE,2006-04-11,1286.57,nan
ORDER,SELL,2006-04-11,1286.57,-136,0.0
DATA,OPEN,2006-05-11,1305.92,-0.0127981252599
ORDER,BUY,2006-05-11,1305.92,132,0.0
DATA,CLOSE,2006-05-15,1294.5,nan
ORDER,SELL,2006-05-15,1294.5,-132,0.0
DATA,OPEN,2006-05-17,1270.32,-0.0168410624729
ORDER,BUY,2006-05-17,1270.32,134,0.0
DATA,CLOSE,2006-05-19,1267.03,nan
ORDER,SELL,2006-05-19,1267.03,-134,0.0
DATA,OPEN,2006-05-30,1259.87,-0.0158495813023
ORDER,BUY,2006-05-30,1259.87,134,0.0
DATA,CLOSE,2006-06-01,1285.71,nan
ORDER,SELL,2006-06-01,1285.71,-134,0.0
DATA,OPEN,2006-06-05,1265.29,-0.0177997547003
ORDER,BUY,2006-06-05,1265.29,140,0.0
DATA,CLOSE,2006-06-07,1256.15,nan
ORDER,SELL,2006-06-07,1256.15,-140,0.0
DATA,OPEN,2006-06-12,1237.44,-0.0118661662541
ORDER,BUY,2006-06-12,1237.44,140,0.0
DATA,CLOSE,2006-06-14,1230.04,nan
ORDER,SELL,2006-06-14,1230.04,-140,0.0
DATA,OPEN,2006-07-12,1258.6,-0.0108689672516
ORDER,BUY,2006-07-12,1258.6,136,0.0
DATA,CLOSE,2006-07-14,1236.2,nan
ORDER,SELL,2006-07-14,1236.2,-136,0.0
DATA,OPEN,2006-11-27,1381.96,-0.0135550876191
ORDER,BUY,2006-11-27,1381.96,120,0.0
DATA,CLOSE,2006-11-29,1399.48,nan
ORDER,SELL,2006-11-29,1399.48,-120,0.0
DATA,OPEN,2007-01-25,1423.9,-0.0112698159194
ORDER,BUY,2007-01-25,1423.9,120,0.0
DATA,CLOSE,2007-01-29,1420.62,nan
ORDER,SELL,2007-01-29,1420.62,-120,0.0
DATA,OPEN,2007-02-27,1399.04,-0.0347254324293
ORDER,BUY,2007-02-27,1399.04,120,0.0
DATA,CLOSE,2007-03-01,1403.17,nan
ORDER,SELL,2007-03-01,1403.17,-120,0.0
DATA,OPEN,2007-03-02,1387.17,-0.0114027523393
ORDER,BUY,2007-03-02,1387.17,122,0.0
DATA,CLOSE,2007-03-06,1395.41,nan
ORDER,SELL,2007-03-06,1395.41,-122,0.0
DATA,OPEN,2007-03-13,1377.95,-0.0203682638988
ORDER,BUY,2007-03-13,1377.95,124,0.0
DATA,CLOSE,2007-03-15,1392.28,nan
ORDER,SELL,2007-03-15,1392.28,-124,0.0
DATA,OPEN,2007-05-10,1491.47,-0.0139562866096
ORDER,BUY,2007-05-10,1491.47,118,0.0
DATA,CLOSE,2007-05-14,1503.15,nan
ORDER,SELL,2007-05-14,1503.15,-118,0.0
DATA,OPEN,2007-06-07,1490.72,-0.0175697583993
ORDER,BUY,2007-06-07,1490.72,120,0.0
DATA,CLOSE,2007-06-11,1509.12,nan
ORDER,SELL,2007-06-11,1509.12,-120,0.0
DATA,OPEN,2007-06-12,1493.0,-0.0106817217981
ORDER,BUY,2007-06-12,1493.0,122,0.0
DATA,CLOSE,2007-06-14,1522.97,nan
ORDER,SELL,2007-06-14,1522.97,-122,0.0
DATA,OPEN,2007-06-20,1512.84,-0.0136010953902
ORDER,BUY,2007-06-20,1512.84,126,0.0
DATA,CLOSE,2007-06-22,1502.56,nan
ORDER,SELL,2007-06-22,1502.56,-126,0.0
DATA,OPEN,2007-07-10,1510.12,-0.014185462023
ORDER,BUY,2007-07-10,1510.12,124,0.0
DATA,CLOSE,2007-07-12,1547.7,nan
ORDER,SELL,2007-07-12,1547.7,-124,0.0
DATA,OPEN,2007-07-20,1534.1,-0.0122208772246
ORDER,BUY,2007-07-20,1534.1,128,0.0
DATA,CLOSE,2007-07-24,1511.04,nan
ORDER,SELL,2007-07-24,1511.04,-128,0.0
DATA,OPEN,2007-07-26,1482.66,-0.0233385372409
ORDER,BUY,2007-07-26,1482.66,128,0.0
DATA,CLOSE,2007-07-30,1473.91,nan
ORDER,SELL,2007-07-30,1473.91,-128,0.0
DATA,OPEN,2007-07-31,1455.27,-0.0126466337836
ORDER,BUY,2007-07-31,1455.27,130,0.0
DATA,CLOSE,2007-08-02,1472.2,nan
ORDER,SELL,2007-08-02,1472.2,-130,0.0
DATA,OPEN,2007-08-03,1433.06,-0.0265860616764
ORDER,BUY,2007-08-03,1433.06,134,0.0
DATA,CLOSE,2007-08-07,1476.71,nan
ORDER,SELL,2007-08-07,1476.71,-134,0.0
DATA,OPEN,2007-08-09,1453.09,-0.0296496136869
ORDER,BUY,2007-08-09,1453.09,140,0.0
DATA,CLOSE,2007-08-13,1452.92,nan
ORDER,SELL,2007-08-13,1452.92,-140,0.0
DATA,OPEN,2007-08-14,1426.54,-0.0181565399334
ORDER,BUY,2007-08-14,1426.54,144,0.0
DATA,CLOSE,2007-08-16,1411.27,nan
ORDER,SELL,2007-08-16,1411.27,-144,0.0
DATA,OPEN,2007-08-28,1432.36,-0.0234730261319
ORDER,BUY,2007-08-28,1432.36,140,0.0
DATA,CLOSE,2007-08-30,1457.64,nan
ORDER,SELL,2007-08-30,1457.64,-140,0.0
DATA,OPEN,2007-09-05,1472.29,-0.0115011212418
ORDER,BUY,2007-09-05,1472.29,140,0.0
DATA,CLOSE,2007-09-07,1453.55,nan
ORDER,SELL,2007-09-07,1453.55,-140,0.0
DATA,OPEN,2007-10-19,1500.63,-0.0256155524388
ORDER,BUY,2007-10-19,1500.63,134,0.0
DATA,CLOSE,2007-10-23,1519.59,nan
ORDER,SELL,2007-10-23,1519.59,-134,0.0
DATA,OPEN,2007-11-01,1508.44,-0.0264234726149
ORDER,BUY,2007-11-01,1508.44,138,0.0
DATA,CLOSE,2007-11-05,1502.17,nan
ORDER,SELL,2007-11-05,1502.17,-138,0.0
DATA,OPEN,2007-11-07,1475.62,-0.0293697829991
ORDER,BUY,2007-11-07,1475.62,138,0.0
DATA,CLOSE,2007-11-09,1453.7,nan
ORDER,SELL,2007-11-09,1453.7,-138,0.0
DATA,OPEN,2007-11-15,1451.15,-0.0132124739899
ORDER,BUY,2007-11-15,1451.15,138,0.0
DATA,CLOSE,2007-11-19,1433.27,nan
ORDER,SELL,2007-11-19,1433.27,-138,0.0
DATA,OPEN,2007-11-21,1416.77,-0.0159269292214
ORDER,BUY,2007-11-21,1416.77,138,0.0
DATA,CLOSE,2007-11-26,1407.22,nan
ORDER,SELL,2007-11-26,1407.22,-138,0.0
DATA,OPEN,2007-12-11,1477.65,-0.0252711153329
ORDER,BUY,2007-12-11,1477.65,130,0.0
DATA,CLOSE,2007-12-13,1488.41,nan
ORDER,SELL,2007-12-13,1488.41,-130,0.0
DATA,OPEN,2007-12-14,1467.95,-0.0137462124012
ORDER,BUY,2007-12-14,1467.95,132,0.0
DATA,CLOSE,2007-12-18,1454.98,nan
ORDER,SELL,2007-12-18,1454.98,-132,0.0
DATA,OPEN,2007-12-27,1476.27,-0.0142822803574
ORDER,BUY,2007-12-27,1476.27,130,0.0
DATA,CLOSE,2007-12-31,1468.36,nan
ORDER,SELL,2007-12-31,1468.36,-130,0.0
DATA,OPEN,2008-01-02,1447.16,-0.0144378762701
ORDER,BUY,2008-01-02,1447.16,130,0.0
DATA,CLOSE,2008-01-04,1411.63,nan
ORDER,SELL,2008-01-04,1411.63,-130,0.0
DATA,OPEN,2008-01-08,1390.19,-0.0183521868689
ORDER,BUY,2008-01-08,1390.19,130,0.0
DATA,CLOSE,2008-01-10,1420.33,nan
ORDER,SELL,2008-01-10,1420.33,-130,0.0
DATA,OPEN,2008-01-11,1401.02,-0.0135954320475
ORDER,BUY,2008-01-11,1401.02,134,0.0
DATA,CLOSE,2008-01-15,1380.95,nan
ORDER,SELL,2008-01-15,1380.95,-134,0.0
DATA,OPEN,2008-01-17,1333.25,-0.0290926303525
ORDER,BUY,2008-01-17,1333.25,136,0.0
DATA,CLOSE,2008-01-22,1310.5,nan
ORDER,SELL,2008-01-22,1310.5,-136,0.0
DATA,OPEN,2008-01-25,1330.61,-0.015871959292
ORDER,BUY,2008-01-25,1330.61,132,0.0
DATA,CLOSE,2008-01-29,1362.3,nan
ORDER,SELL,2008-01-29,1362.3,-132,0.0
DATA,OPEN,2008-02-04,1380.82,-0.0104627997305
ORDER,BUY,2008-02-04,1380.82,134,0.0
DATA,CLOSE,2008-02-06,1326.45,nan
ORDER,SELL,2008-02-06,1326.45,-134,0.0
DATA,OPEN,2008-02-14,1348.86,-0.0134214934063
ORDER,BUY,2008-02-14,1348.86,126,0.0
DATA,CLOSE,2008-02-19,1348.78,nan
ORDER,SELL,2008-02-19,1348.78,-126,0.0
DATA,OPEN,2008-02-21,1342.53,-0.0128673632199
ORDER,BUY,2008-02-21,1342.53,126,0.0
DATA,CLOSE,2008-02-25,1371.8,nan
ORDER,SELL,2008-02-25,1371.8,-126,0.0
DATA,OPEN,2008-02-29,1330.63,-0.0270896700983
ORDER,BUY,2008-02-29,1330.63,134,0.0
DATA,CLOSE,2008-03-04,1326.75,nan
ORDER,SELL,2008-03-04,1326.75,-134,0.0
DATA,OPEN,2008-03-06,1304.34,-0.0220139461648
ORDER,BUY,2008-03-06,1304.34,136,0.0
DATA,CLOSE,2008-03-10,1273.37,nan
ORDER,SELL,2008-03-10,1273.37,-136,0.0
DATA,OPEN,2008-03-14,1288.14,-0.0207832882294
ORDER,BUY,2008-03-14,1288.14,130,0.0
DATA,CLOSE,2008-03-18,1330.74,nan
ORDER,SELL,2008-03-18,1330.74,-130,0.0
DATA,OPEN,2008-03-19,1298.42,-0.0242872386792
ORDER,BUY,2008-03-19,1298.42,138,0.0
DATA,CLOSE,2008-03-24,1349.88,nan
ORDER,SELL,2008-03-24,1349.88,-138,0.0
DATA,OPEN,2008-03-27,1325.76,-0.011460484815
ORDER,BUY,2008-03-27,1325.76,146,0.0
DATA,CLOSE,2008-03-31,1322.7,nan
ORDER,SELL,2008-03-31,1322.7,-146,0.0
DATA,OPEN,2008-04-11,1332.83,-0.02037411341
ORDER,BUY,2008-04-11,1332.83,144,0.0
DATA,CLOSE,2008-04-15,1334.43,nan
ORDER,SELL,2008-04-15,1334.43,-144,0.0
DATA,OPEN,2008-05-07,1392.57,-0.0181137450115
ORDER,BUY,2008-05-07,1392.57,138,0.0
DATA,CLOSE,2008-05-09,1388.28,nan
ORDER,SELL,2008-05-09,1388.28,-138,0.0
DATA,OPEN,2008-05-21,1390.71,-0.016053488043
ORDER,BUY,2008-05-21,1390.71,138,0.0
DATA,CLOSE,2008-05-23,1375.93,nan
ORDER,SELL,2008-05-23,1375.93,-138,0.0
DATA,OPEN,2008-06-02,1385.67,-0.0105042916923
ORDER,BUY,2008-06-02,1385.67,136,0.0
DATA,CLOSE,2008-06-04,1377.2,nan
ORDER,SELL,2008-06-04,1377.2,-136,0.0
DATA,OPEN,2008-06-06,1360.68,-0.0308892133471
ORDER,BUY,2008-06-06,1360.68,136,0.0
DATA,CLOSE,2008-06-10,1358.44,nan
ORDER,SELL,2008-06-10,1358.44,-136,0.0
DATA,OPEN,2008-06-11,1335.49,-0.0168943788463
ORDER,BUY,2008-06-11,1335.49,138,0.0
DATA,CLOSE,2008-06-13,1360.03,nan
ORDER,SELL,2008-06-13,1360.03,-138,0.0
DATA,OPEN,2008-06-20,1317.93,-0.0185429279954
ORDER,BUY,2008-06-20,1317.93,146,0.0
DATA,CLOSE,2008-06-24,1314.29,nan
ORDER,SELL,2008-06-24,1314.29,-146,0.0
DATA,OPEN,2008-06-26,1283.15,-0.029365265475
ORDER,BUY,2008-06-26,1283.15,148,0.0
DATA,CLOSE,2008-06-30,1280.0,nan
ORDER,SELL,2008-06-30,1280.0,-148,0.0
DATA,OPEN,2008-07-02,1261.52,-0.0182036095913
ORDER,BUY,2008-07-02,1261.52,150,0.0
DATA,CLOSE,2008-07-07,1252.31,nan
ORDER,SELL,2008-07-07,1252.31,-150,0.0
DATA,OPEN,2008-07-09,1244.69,-0.0227761639319
ORDER,BUY,2008-07-09,1244.69,150,0.0
DATA,CLOSE,2008-07-11,1239.49,nan
ORDER,SELL,2008-07-11,1239.49,-150,0.0
DATA,OPEN,2008-07-15,1214.91,-0.010901245624
ORDER,BUY,2008-07-15,1214.91,152,0.0
DATA,CLOSE,2008-07-17,1260.32,nan
ORDER,SELL,2008-07-17,1260.32,-152,0.0
DATA,OPEN,2008-07-24,1252.54,-0.0231244979293
ORDER,BUY,2008-07-24,1252.54,158,0.0
DATA,CLOSE,2008-07-28,1234.37,nan
ORDER,SELL,2008-07-28,1234.37,-158,0.0
DATA,OPEN,2008-07-31,1267.38,-0.0131437559373
ORDER,BUY,2008-07-31,1267.38,152,0.0
DATA,CLOSE,2008-08-04,1249.01,nan
ORDER,SELL,2008-08-04,1249.01,-152,0.0
DATA,OPEN,2008-08-07,1266.07,-0.0179337413415
ORDER,BUY,2008-08-07,1266.07,148,0.0
DATA,CLOSE,2008-08-11,1305.32,nan
ORDER,SELL,2008-08-11,1305.32,-148,0.0
DATA,OPEN,2008-08-12,1289.59,-0.0120506848895
ORDER,BUY,2008-08-12,1289.59,154,0.0
DATA,CLOSE,2008-08-14,1292.93,nan
ORDER,SELL,2008-08-14,1292.93,-154,0.0
DATA,OPEN,2008-08-18,1278.6,-0.0150978277615
ORDER,BUY,2008-08-18,1278.6,156,0.0
DATA,CLOSE,2008-08-20,1274.54,nan
ORDER,SELL,2008-08-20,1274.54,-156,0.0
DATA,OPEN,2008-08-25,1266.84,-0.0196254449776
ORDER,BUY,2008-08-25,1266.84,156,0.0
DATA,CLOSE,2008-08-27,1281.66,nan
ORDER,SELL,2008-08-27,1281.66,-156,0.0
DATA,OPEN,2008-08-29,1282.83,-0.0137235907372
ORDER,BUY,2008-08-29,1282.83,158,0.0
DATA,CLOSE,2008-09-03,1274.98,nan
ORDER,SELL,2008-09-03,1274.98,-158,0.0
DATA,OPEN,2008-09-04,1236.83,-0.0299220379928
ORDER,BUY,2008-09-04,1236.83,162,0.0
DATA,CLOSE,2008-09-08,1267.79,nan
ORDER,SELL,2008-09-08,1267.79,-162,0.0
DATA,OPEN,2008-09-09,1224.51,-0.0341381459074
ORDER,BUY,2008-09-09,1224.51,172,0.0
DATA,CLOSE,2008-09-11,1249.05,nan
ORDER,SELL,2008-09-11,1249.05,-172,0.0
DATA,OPEN,2008-09-15,1192.7,-0.0471358951826
ORDER,BUY,2008-09-15,1192.7,184,0.0
DATA,CLOSE,2008-09-17,1156.39,nan
ORDER,SELL,2008-09-17,1156.39,-184,0.0
DATA,OPEN,2008-09-22,1207.09,-0.0382366064315
ORDER,BUY,2008-09-22,1207.09,170,0.0
DATA,CLOSE,2008-09-24,1185.87,nan
ORDER,SELL,2008-09-24,1185.87,-170,0.0
DATA,OPEN,2008-09-29,1106.42,-0.0880677837579
ORDER,BUY,2008-09-29,1106.42,180,0.0
DATA,CLOSE,2008-10-01,1161.06,nan
ORDER,SELL,2008-10-01,1161.06,-180,0.0
DATA,OPEN,2008-10-02,1114.28,-0.0402907687803
ORDER,BUY,2008-10-02,1114.28,196,0.0
DATA,CLOSE,2008-10-06,1056.89,nan
ORDER,SELL,2008-10-06,1056.89,-196,0.0
DATA,OPEN,2008-10-07,996.23,-0.057394809299
ORDER,BUY,2008-10-07,996.23,196,0.0
DATA,CLOSE,2008-10-09,909.92,nan
ORDER,SELL,2008-10-09,909.92,-196,0.0
DATA,OPEN,2008-10-10,899.22,-0.0117592755407
ORDER,BUY,2008-10-10,899.22,180,0.0
DATA,CLOSE,2008-10-14,998.01,nan
ORDER,SELL,2008-10-14,998.01,-180,0.0
DATA,OPEN,2008-10-15,907.84,-0.0903497960942
ORDER,BUY,2008-10-15,907.84,218,0.0
DATA,CLOSE,2008-10-17,940.55,nan
ORDER,SELL,2008-10-17,940.55,-218,0.0
DATA,OPEN,2008-10-21,955.05,-0.0307996752588
ORDER,BUY,2008-10-21,955.05,222,0.0
DATA,CLOSE,2008-10-23,908.11,nan
ORDER,SELL,2008-10-23,908.11,-222,0.0
DATA,OPEN,2008-10-24,876.77,-0.0345112376254
ORDER,BUY,2008-10-24,876.77,218,0.0
DATA,CLOSE,2008-10-28,940.51,nan
ORDER,SELL,2008-10-28,940.51,-218,0.0
DATA,OPEN,2008-10-29,930.09,-0.0110790953844
ORDER,BUY,2008-10-29,930.09,236,0.0
DATA,CLOSE,2008-10-31,968.75,nan
ORDER,SELL,2008-10-31,968.75,-236,0.0
DATA,OPEN,2008-11-05,952.77,-0.0526771066368
ORDER,BUY,2008-11-05,952.77,250,0.0
DATA,CLOSE,2008-11-07,930.99,nan
ORDER,SELL,2008-11-07,930.99,-250,0.0
DATA,OPEN,2008-11-10,919.21,-0.0126531971342
ORDER,BUY,2008-11-10,919.21,246,0.0
DATA,CLOSE,2008-11-12,852.3,nan
ORDER,SELL,2008-11-12,852.3,-246,0.0
DATA,OPEN,2008-11-14,873.29,-0.041699129805
ORDER,BUY,2008-11-14,873.29,222,0.0
DATA,CLOSE,2008-11-18,859.12,nan
ORDER,SELL,2008-11-18,859.12,-222,0.0
DATA,OPEN,2008-11-19,806.58,-0.0611556010802
ORDER,BUY,2008-11-19,806.58,232,0.0
DATA,CLOSE,2008-11-21,800.03,nan
ORDER,SELL,2008-11-21,800.03,-232,0.0
DATA,OPEN,2008-12-01,816.21,-0.0892952780505
ORDER,BUY,2008-12-01,816.21,226,0.0
DATA,CLOSE,2008-12-03,870.74,nan
ORDER,SELL,2008-12-03,870.74,-226,0.0
DATA,OPEN,2008-12-04,845.22,-0.0293084043457
ORDER,BUY,2008-12-04,845.22,248,0.0
DATA,CLOSE,2008-12-08,909.7,nan
ORDER,SELL,2008-12-08,909.7,-248,0.0
DATA,OPEN,2008-12-09,888.67,-0.0231175112675
ORDER,BUY,2008-12-09,888.67,272,0.0
DATA,CLOSE,2008-12-11,873.59,nan
ORDER,SELL,2008-12-11,873.59,-272,0.0
DATA,OPEN,2008-12-15,868.57,-0.0126857103884
ORDER,BUY,2008-12-15,868.57,268,0.0
DATA,CLOSE,2008-12-17,904.42,nan
ORDER,SELL,2008-12-17,904.42,-268,0.0
DATA,OPEN,2008-12-18,885.28,-0.0211627341279
ORDER,BUY,2008-12-18,885.28,284,0.0
DATA,CLOSE,2008-12-22,871.63,nan
ORDER,SELL,2008-12-22,871.63,-284,0.0
DATA,OPEN,2009-01-07,906.65,-0.0300096287579
ORDER,BUY,2009-01-07,906.65,270,0.0
DATA,CLOSE,2009-01-09,890.35,nan
ORDER,SELL,2009-01-09,890.35,-270,0.0
DATA,OPEN,2009-01-12,870.26,-0.0225641601617
ORDER,BUY,2009-01-12,870.26,270,0.0
DATA,CLOSE,2009-01-14,842.62,nan
ORDER,SELL,2009-01-14,842.62,-270,0.0
DATA,OPEN,2009-01-20,805.22,-0.052816073025
ORDER,BUY,2009-01-20,805.22,274,0.0
DATA,CLOSE,2009-01-22,827.5,nan
ORDER,SELL,2009-01-22,827.5,-274,0.0
DATA,OPEN,2009-01-29,845.14,-0.0331201592513
ORDER,BUY,2009-01-29,845.14,276,0.0
DATA,CLOSE,2009-02-02,825.44,nan
ORDER,SELL,2009-02-02,825.44,-276,0.0
DATA,OPEN,2009-02-10,827.16,-0.0491211532493
ORDER,BUY,2009-02-10,827.16,268,0.0
DATA,CLOSE,2009-02-12,835.19,nan
ORDER,SELL,2009-02-12,835.19,-268,0.0
DATA,OPEN,2009-02-17,789.17,-0.0455589956945
ORDER,BUY,2009-02-17,789.17,286,0.0
DATA,CLOSE,2009-02-19,778.94,nan
ORDER,SELL,2009-02-19,778.94,-286,0.0
DATA,OPEN,2009-02-20,770.05,-0.0114129457981
ORDER,BUY,2009-02-20,770.05,286,0.0
DATA,CLOSE,2009-02-24,773.14,nan
ORDER,SELL,2009-02-24,773.14,-286,0.0
DATA,OPEN,2009-02-25,764.9,-0.010657836873
ORDER,BUY,2009-02-25,764.9,290,0.0
DATA,CLOSE,2009-02-27,735.09,nan
ORDER,SELL,2009-02-27,735.09,-290,0.0
DATA,OPEN,2009-03-02,700.82,-0.0466201417514
ORDER,BUY,2009-03-02,700.82,292,0.0
DATA,CLOSE,2009-03-04,712.87,nan
ORDER,SELL,2009-03-04,712.87,-292,0.0
DATA,OPEN,2009-03-05,682.55,-0.0425322990167
ORDER,BUY,2009-03-05,682.55,310,0.0
DATA,CLOSE,2009-03-09,676.53,nan
ORDER,SELL,2009-03-09,676.53,-310,0.0
DATA,OPEN,2009-03-19,784.04,-0.0129791653553
ORDER,BUY,2009-03-19,784.04,266,0.0
DATA,CLOSE,2009-03-23,822.92,nan
ORDER,SELL,2009-03-23,822.92,-266,0.0
DATA,OPEN,2009-03-24,806.12,-0.0204151071793
ORDER,BUY,2009-03-24,806.12,284,0.0
DATA,CLOSE,2009-03-26,832.86,nan
ORDER,SELL,2009-03-26,832.86,-284,0.0
DATA,OPEN,2009-03-27,815.94,-0.0203155392263
ORDER,BUY,2009-03-27,815.94,300,0.0
DATA,CLOSE,2009-03-31,797.87,nan
ORDER,SELL,2009-03-31,797.87,-300,0.0
DATA,OPEN,2009-04-07,815.55,-0.0238545506775
ORDER,BUY,2009-04-07,815.55,286,0.0
DATA,CLOSE,2009-04-09,856.56,nan
ORDER,SELL,2009-04-09,856.56,-286,0.0
DATA,OPEN,2009-04-14,841.5,-0.0200645138751
ORDER,BUY,2009-04-14,841.5,304,0.0
DATA,CLOSE,2009-04-16,865.3,nan
ORDER,SELL,2009-04-16,865.3,-304,0.0
DATA,OPEN,2009-04-20,832.39,-0.0427897884085
ORDER,BUY,2009-04-20,832.39,326,0.0
DATA,CLOSE,2009-04-22,843.55,nan
ORDER,SELL,2009-04-22,843.55,-326,0.0
DATA,OPEN,2009-04-27,857.51,-0.0100666104845
ORDER,BUY,2009-04-27,857.51,324,0.0
DATA,CLOSE,2009-04-29,873.64,nan
ORDER,SELL,2009-04-29,873.64,-324,0.0
DATA,OPEN,2009-05-07,907.39,-0.0132023968767
ORDER,BUY,2009-05-07,907.39,318,0.0
DATA,CLOSE,2009-05-11,909.24,nan
ORDER,SELL,2009-05-11,909.24,-318,0.0
DATA,OPEN,2009-05-13,883.92,-0.0268949193593
ORDER,BUY,2009-05-13,883.92,328,0.0
DATA,CLOSE,2009-05-15,882.88,nan
ORDER,SELL,2009-05-15,882.88,-328,0.0
DATA,OPEN,2009-05-21,888.33,-0.016757612317
ORDER,BUY,2009-05-21,888.33,326,0.0
DATA,CLOSE,2009-05-26,910.33,nan
ORDER,SELL,2009-05-26,910.33,-326,0.0
DATA,OPEN,2009-05-27,893.06,-0.018971142333
ORDER,BUY,2009-05-27,893.06,340,0.0
DATA,CLOSE,2009-05-29,919.14,nan
ORDER,SELL,2009-05-29,919.14,-340,0.0
DATA,OPEN,2009-06-03,931.76,-0.013739229841
ORDER,BUY,2009-06-03,931.76,344,0.0
DATA,CLOSE,2009-06-05,940.09,nan
ORDER,SELL,2009-06-05,940.09,-344,0.0
DATA,OPEN,2009-06-15,923.72,-0.0237685080479
ORDER,BUY,2009-06-15,923.72,354,0.0
DATA,CLOSE,2009-06-17,910.71,nan
ORDER,SELL,2009-06-17,910.71,-354,0.0
DATA,OPEN,2009-06-22,893.04,-0.0306003929529
ORDER,BUY,2009-06-22,893.04,356,0.0
DATA,CLOSE,2009-06-24,900.94,nan
ORDER,SELL,2009-06-24,900.94,-356,0.0
DATA,OPEN,2009-07-02,896.42,-0.029144509547
ORDER,BUY,2009-07-02,896.42,360,0.0
DATA,CLOSE,2009-07-07,881.03,nan
ORDER,SELL,2009-07-07,881.03,-360,0.0
DATA,OPEN,2009-08-11,994.35,-0.0126601131963
ORDER,BUY,2009-08-11,994.35,314,0.0
DATA,CLOSE,2009-08-13,1012.73,nan
ORDER,SELL,2009-08-13,1012.73,-314,0.0
DATA,OPEN,2009-08-17,979.73,-0.0242607734366
ORDER,BUY,2009-08-17,979.73,330,0.0
DATA,CLOSE,2009-08-19,996.46,nan
ORDER,SELL,2009-08-19,996.46,-330,0.0
DATA,OPEN,2009-09-01,998.04,-0.0221238070976
ORDER,BUY,2009-09-01,998.04,336,0.0
DATA,CLOSE,2009-09-03,1003.24,nan
ORDER,SELL,2009-09-03,1003.24,-336,0.0
DATA,OPEN,2009-09-23,1060.87,-0.0100684918724
ORDER,BUY,2009-09-23,1060.87,318,0.0
DATA,CLOSE,2009-09-25,1044.38,nan
ORDER,SELL,2009-09-25,1044.38,-318,0.0
DATA,OPEN,2009-10-01,1029.85,-0.0257596397624
ORDER,BUY,2009-10-01,1029.85,318,0.0
DATA,CLOSE,2009-10-05,1040.46,nan
ORDER,SELL,2009-10-05,1040.46,-318,0.0
DATA,OPEN,2009-10-23,1079.6,-0.012178495942
ORDER,BUY,2009-10-23,1079.6,310,0.0
DATA,CLOSE,2009-10-27,1063.41,nan
ORDER,SELL,2009-10-27,1063.41,-310,0.0
DATA,OPEN,2009-10-28,1042.63,-0.0195409108434
ORDER,BUY,2009-10-28,1042.63,312,0.0
DATA,CLOSE,2009-10-30,1036.19,nan
ORDER,SELL,2009-10-30,1036.19,-312,0.0
DATA,OPEN,2009-11-12,1087.24,-0.0102593513031
ORDER,BUY,2009-11-12,1087.24,294,0.0
DATA,CLOSE,2009-11-16,1109.3,nan
ORDER,SELL,2009-11-16,1109.3,-294,0.0
DATA,OPEN,2009-11-19,1094.9,-0.0134258424941
ORDER,BUY,2009-11-19,1094.9,304,0.0
DATA,CLOSE,2009-11-23,1106.24,nan
ORDER,SELL,2009-11-23,1106.24,-304,0.0
DATA,OPEN,2009-11-27,1091.49,-0.0172334620891
ORDER,BUY,2009-11-27,1091.49,312,0.0
DATA,CLOSE,2009-12-01,1108.86,nan
ORDER,SELL,2009-12-01,1108.86,-312,0.0
DATA,OPEN,2009-12-08,1091.94,-0.0102515295717
ORDER,BUY,2009-12-08,1091.94,322,0.0
DATA,CLOSE,2009-12-10,1102.35,nan
ORDER,SELL,2009-12-10,1102.35,-322,0.0
DATA,OPEN,2009-12-17,1096.08,-0.0118105266954
ORDER,BUY,2009-12-17,1096.08,326,0.0
DATA,CLOSE,2009-12-21,1114.05,nan
ORDER,SELL,2009-12-21,1114.05,-326,0.0
DATA,OPEN,2009-12-31,1115.1,-0.0100495374727
ORDER,BUY,2009-12-31,1115.1,332,0.0
DATA,CLOSE,2010-01-05,1136.52,nan
ORDER,SELL,2010-01-05,1136.52,-332,0.0
DATA,OPEN,2010-01-15,1136.03,-0.0108231893144
ORDER,BUY,2010-01-15,1136.03,338,0.0
DATA,CLOSE,2010-01-20,1138.04,nan
ORDER,SELL,2010-01-20,1138.04,-338,0.0
DATA,OPEN,2010-01-21,1116.48,-0.0189448525535
ORDER,BUY,2010-01-21,1116.48,344,0.0
DATA,CLOSE,2010-01-25,1096.78,nan
ORDER,SELL,2010-01-25,1096.78,-344,0.0
DATA,OPEN,2010-01-28,1084.53,-0.0118177676538
ORDER,BUY,2010-01-28,1084.53,342,0.0
DATA,CLOSE,2010-02-01,1089.19,nan
ORDER,SELL,2010-02-01,1089.19,-342,0.0
DATA,OPEN,2010-02-04,1063.11,-0.0311406386702
ORDER,BUY,2010-02-04,1063.11,352,0.0
DATA,CLOSE,2010-02-08,1056.74,nan
ORDER,SELL,2010-02-08,1056.74,-352,0.0
DATA,OPEN,2010-02-23,1094.6,-0.0121027788558
ORDER,BUY,2010-02-23,1094.6,338,0.0
DATA,CLOSE,2010-02-25,1102.94,nan
ORDER,SELL,2010-02-25,1102.94,-338,0.0
DATA,OPEN,2010-04-16,1192.13,-0.0161265030908
ORDER,BUY,2010-04-16,1192.13,316,0.0
DATA,CLOSE,2010-04-20,1207.17,nan
ORDER,SELL,2010-04-20,1207.17,-316,0.0
DATA,OPEN,2010-04-27,1183.71,-0.0233818736851
ORDER,BUY,2010-04-27,1183.71,326,0.0
DATA,CLOSE,2010-04-29,1206.78,nan
ORDER,SELL,2010-04-29,1206.78,-326,0.0
DATA,OPEN,2010-04-30,1186.69,-0.0166476076833
ORDER,BUY,2010-04-30,1186.69,338,0.0
DATA,CLOSE,2010-05-04,1173.6,nan
ORDER,SELL,2010-05-04,1173.6,-338,0.0
DATA,OPEN,2010-05-06,1128.15,-0.0323535214046
ORDER,BUY,2010-05-06,1128.15,348,0.0
DATA,CLOSE,2010-05-10,1159.73,nan
ORDER,SELL,2010-05-10,1159.73,-348,0.0
DATA,OPEN,2010-05-13,1157.44,-0.0121450579088
ORDER,BUY,2010-05-13,1157.44,358,0.0
DATA,CLOSE,2010-05-17,1136.94,nan
ORDER,SELL,2010-05-17,1136.94,-358,0.0
DATA,OPEN,2010-05-18,1120.8,-0.0141959997889
ORDER,BUY,2010-05-18,1120.8,356,0.0
DATA,CLOSE,2010-05-20,1071.59,nan
ORDER,SELL,2010-05-20,1071.59,-356,0.0
DATA,OPEN,2010-05-24,1073.65,-0.0129080896211
ORDER,BUY,2010-05-24,1073.65,338,0.0
DATA,CLOSE,2010-05-26,1067.95,nan
ORDER,SELL,2010-05-26,1067.95,-338,0.0
DATA,OPEN,2010-05-28,1089.41,-0.0123746668359
ORDER,BUY,2010-05-28,1089.41,330,0.0
DATA,CLOSE,2010-06-02,1098.38,nan
ORDER,SELL,2010-06-02,1098.38,-330,0.0
DATA,OPEN,2010-06-04,1064.88,-0.034411468676
ORDER,BUY,2010-06-04,1064.88,344,0.0
DATA,CLOSE,2010-06-08,1062.0,nan
ORDER,SELL,2010-06-08,1062.0,-344,0.0
DATA,OPEN,2010-06-22,1095.31,-0.0160707869206
ORDER,BUY,2010-06-22,1095.31,332,0.0
DATA,CLOSE,2010-06-24,1073.69,nan
ORDER,SELL,2010-06-24,1073.69,-332,0.0
DATA,OPEN,2010-06-29,1041.24,-0.031017057986
ORDER,BUY,2010-06-29,1041.24,336,0.0
DATA,CLOSE,2010-07-01,1027.37,nan
ORDER,SELL,2010-07-01,1027.37,-336,0.0
DATA,OPEN,2010-07-16,1064.88,-0.0288194951116
ORDER,BUY,2010-07-16,1064.88,320,0.0
DATA,CLOSE,2010-07-20,1083.48,nan
ORDER,SELL,2010-07-20,1083.48,-320,0.0
DATA,OPEN,2010-07-21,1069.59,-0.0128198028575
ORDER,BUY,2010-07-21,1069.59,330,0.0
DATA,CLOSE,2010-07-23,1102.66,nan
ORDER,SELL,2010-07-23,1102.66,-330,0.0
DATA,OPEN,2010-08-11,1089.47,-0.0281786880274
ORDER,BUY,2010-08-11,1089.47,344,0.0
DATA,CLOSE,2010-08-13,1079.25,nan
ORDER,SELL,2010-08-13,1079.25,-344,0.0
DATA,OPEN,2010-08-19,1075.63,-0.0169353659428
ORDER,BUY,2010-08-19,1075.63,342,0.0
DATA,CLOSE,2010-08-23,1067.36,nan
ORDER,SELL,2010-08-23,1067.36,-342,0.0
DATA,OPEN,2010-08-24,1051.87,-0.0145124419128
ORDER,BUY,2010-08-24,1051.87,344,0.0
DATA,CLOSE,2010-08-26,1047.22,nan
ORDER,SELL,2010-08-26,1047.22,-344,0.0
DATA,OPEN,2010-08-30,1048.92,-0.0147192816014
ORDER,BUY,2010-08-30,1048.92,342,0.0
DATA,CLOSE,2010-09-01,1080.29,nan
ORDER,SELL,2010-09-01,1080.29,-342,0.0
DATA,OPEN,2010-09-07,1091.84,-0.0114711501028
ORDER,BUY,2010-09-07,1091.84,348,0.0
DATA,CLOSE,2010-09-09,1104.18,nan
ORDER,SELL,2010-09-09,1104.18,-348,0.0
DATA,OPEN,2010-10-19,1165.9,-0.0158773033063
ORDER,BUY,2010-10-19,1165.9,332,0.0
DATA,CLOSE,2010-10-21,1180.26,nan
ORDER,SELL,2010-10-21,1180.26,-332,0.0
DATA,OPEN,2010-11-12,1199.21,-0.0118084282348
ORDER,BUY,2010-11-12,1199.21,332,0.0
DATA,CLOSE,2010-11-16,1178.34,nan
ORDER,SELL,2010-11-16,1178.34,-332,0.0
DATA,OPEN,2010-11-23,1180.73,-0.0142840446136
ORDER,BUY,2010-11-23,1180.73,326,0.0
DATA,CLOSE,2010-11-26,1189.4,nan
ORDER,SELL,2010-11-26,1189.4,-326,0.0
DATA,OPEN,2011-01-19,1281.92,-0.0101156738892
ORDER,BUY,2011-01-19,1281.92,304,0.0
DATA,CLOSE,2011-01-21,1283.35,nan
ORDER,SELL,2011-01-21,1283.35,-304,0.0
DATA,OPEN,2011-01-28,1276.34,-0.0178524708743
ORDER,BUY,2011-01-28,1276.34,306,0.0
DATA,CLOSE,2011-02-01,1307.59,nan
ORDER,SELL,2011-02-01,1307.59,-306,0.0
DATA,OPEN,2011-02-22,1315.44,-0.0205285143074
ORDER,BUY,2011-02-22,1315.44,312,0.0
DATA,CLOSE,2011-02-24,1306.1,nan
ORDER,SELL,2011-02-24,1306.1,-312,0.0
DATA,OPEN,2011-03-01,1306.33,-0.0157396663703
ORDER,BUY,2011-03-01,1306.33,308,0.0
DATA,CLOSE,2011-03-03,1330.97,nan
ORDER,SELL,2011-03-03,1330.97,-308,0.0
DATA,OPEN,2011-03-10,1295.11,-0.0188709261981
ORDER,BUY,2011-03-10,1295.11,324,0.0
DATA,CLOSE,2011-03-14,1296.39,nan
ORDER,SELL,2011-03-14,1296.39,-324,0.0
DATA,OPEN,2011-03-15,1281.87,-0.0112003332331
ORDER,BUY,2011-03-15,1281.87,328,0.0
DATA,CLOSE,2011-03-17,1273.72,nan
ORDER,SELL,2011-03-17,1273.72,-328,0.0
DATA,OPEN,2011-04-18,1305.14,-0.0110178225024
ORDER,BUY,2011-04-18,1305.14,318,0.0
DATA,CLOSE,2011-04-20,1330.36,nan
ORDER,SELL,2011-04-20,1330.36,-318,0.0
DATA,OPEN,2011-05-11,1342.08,-0.0111114385924
ORDER,BUY,2011-05-11,1342.08,320,0.0
DATA,CLOSE,2011-05-13,1337.77,nan
ORDER,SELL,2011-05-13,1337.77,-320,0.0
DATA,OPEN,2011-05-23,1317.37,-0.0119255664644
ORDER,BUY,2011-05-23,1317.37,324,0.0
DATA,CLOSE,2011-05-25,1320.47,nan
ORDER,SELL,2011-05-25,1320.47,-324,0.0
DATA,OPEN,2011-06-01,1314.55,-0.0227847160274
ORDER,BUY,2011-06-01,1314.55,326,0.0
DATA,CLOSE,2011-06-03,1300.16,nan
ORDER,SELL,2011-06-03,1300.16,-326,0.0
DATA,OPEN,2011-06-06,1286.17,-0.0107602141275
ORDER,BUY,2011-06-06,1286.17,326,0.0
DATA,CLOSE,2011-06-08,1279.56,nan
ORDER,SELL,2011-06-08,1279.56,-326,0.0
DATA,OPEN,2011-06-10,1270.98,-0.0139798293251
ORDER,BUY,2011-06-10,1270.98,328,0.0
DATA,CLOSE,2011-06-14,1287.87,nan
ORDER,SELL,2011-06-14,1287.87,-328,0.0
DATA,OPEN,2011-06-15,1265.42,-0.0174318836529
ORDER,BUY,2011-06-15,1265.42,338,0.0
DATA,CLOSE,2011-06-17,1271.5,nan
ORDER,SELL,2011-06-17,1271.5,-338,0.0
DATA,OPEN,2011-06-24,1268.45,-0.0117257499026
ORDER,BUY,2011-06-24,1268.45,340,0.0
DATA,CLOSE,2011-06-28,1296.67,nan
ORDER,SELL,2011-06-28,1296.67,-340,0.0
DATA,OPEN,2011-07-11,1319.49,-0.0180904896562
ORDER,BUY,2011-07-11,1319.49,342,0.0
DATA,CLOSE,2011-07-13,1317.72,nan
ORDER,SELL,2011-07-13,1317.72,-342,0.0
DATA,OPEN,2011-07-27,1304.89,-0.0203087226151
ORDER,BUY,2011-07-27,1304.89,344,0.0
DATA,CLOSE,2011-07-29,1292.28,nan
ORDER,SELL,2011-07-29,1292.28,-344,0.0
DATA,OPEN,2011-08-02,1254.05,-0.0255567470123
ORDER,BUY,2011-08-02,1254.05,352,0.0
DATA,CLOSE,2011-08-04,1200.07,nan
ORDER,SELL,2011-08-04,1200.07,-352,0.0
DATA,OPEN,2011-08-08,1119.46,-0.0666344277877
ORDER,BUY,2011-08-08,1119.46,360,0.0
DATA,CLOSE,2011-08-10,1120.76,nan
ORDER,SELL,2011-08-10,1120.76,-360,0.0
DATA,OPEN,2011-08-18,1140.65,-0.0445937230398
ORDER,BUY,2011-08-18,1140.65,354,0.0
DATA,CLOSE,2011-08-22,1123.82,nan
ORDER,SELL,2011-08-22,1123.82,-354,0.0
DATA,OPEN,2011-08-25,1159.27,-0.0155655570652
ORDER,BUY,2011-08-25,1159.27,338,0.0
DATA,CLOSE,2011-08-29,1210.08,nan
ORDER,SELL,2011-08-29,1210.08,-338,0.0
DATA,OPEN,2011-09-01,1204.42,-0.0118714568173
ORDER,BUY,2011-09-01,1204.42,354,0.0
DATA,CLOSE,2011-09-06,1165.24,nan
ORDER,SELL,2011-09-06,1165.24,-354,0.0
DATA,OPEN,2011-09-08,1185.9,-0.0106122040346
ORDER,BUY,2011-09-08,1185.9,336,0.0
DATA,CLOSE,2011-09-12,1162.27,nan
ORDER,SELL,2011-09-12,1162.27,-336,0.0
DATA,OPEN,2011-09-21,1166.76,-0.0293904782504
ORDER,BUY,2011-09-21,1166.76,328,0.0
DATA,CLOSE,2011-09-23,1136.43,nan
ORDER,SELL,2011-09-23,1136.43,-328,0.0
DATA,OPEN,2011-09-28,1151.06,-0.0206911807245
ORDER,BUY,2011-09-28,1151.06,314,0.0
DATA,CLOSE,2011-09-30,1131.42,nan
ORDER,SELL,2011-09-30,1131.42,-314,0.0
DATA,OPEN,2011-10-03,1099.23,-0.0284509731134
ORDER,BUY,2011-10-03,1099.23,318,0.0
DATA,CLOSE,2011-10-05,1144.03,nan
ORDER,SELL,2011-10-05,1144.03,-318,0.0
DATA,OPEN,2011-10-17,1200.86,-0.0193699064169
ORDER,BUY,2011-10-17,1200.86,316,0.0
DATA,CLOSE,2011-10-19,1209.88,nan
ORDER,SELL,2011-10-19,1209.88,-316,0.0
DATA,OPEN,2011-10-25,1229.05,-0.0200448097976
ORDER,BUY,2011-10-25,1229.05,312,0.0
DATA,CLOSE,2011-10-27,1284.59,nan
ORDER,SELL,2011-10-27,1284.59,-312,0.0
DATA,OPEN,2011-10-31,1253.3,-0.0247375670187
ORDER,BUY,2011-10-31,1253.3,334,0.0
DATA,CLOSE,2011-11-02,1237.9,nan
ORDER,SELL,2011-11-02,1237.9,-334,0.0
DATA,OPEN,2011-11-09,1229.1,-0.0366950906013
ORDER,BUY,2011-11-09,1229.1,332,0.0
DATA,CLOSE,2011-11-11,1263.85,nan
ORDER,SELL,2011-11-11,1263.85,-332,0.0
DATA,OPEN,2011-11-16,1236.91,-0.0166161820943
ORDER,BUY,2011-11-16,1236.91,348,0.0
DATA,CLOSE,2011-11-18,1215.65,nan
ORDER,SELL,2011-11-18,1215.65,-348,0.0
DATA,OPEN,2011-11-21,1192.98,-0.0186484596718
ORDER,BUY,2011-11-21,1192.98,350,0.0
DATA,CLOSE,2011-11-23,1161.79,nan
ORDER,SELL,2011-11-23,1161.79,-350,0.0
DATA,OPEN,2011-12-08,1234.35,-0.0211417831738
ORDER,BUY,2011-12-08,1234.35,320,0.0
DATA,CLOSE,2011-12-12,1236.47,nan
ORDER,SELL,2011-12-12,1236.47,-320,0.0
DATA,OPEN,2011-12-14,1211.82,-0.011348339357
ORDER,BUY,2011-12-14,1211.82,326,0.0
DATA,CLOSE,2011-12-16,1219.66,nan
ORDER,SELL,2011-12-16,1219.66,-326,0.0
DATA,OPEN,2011-12-19,1205.35,-0.0117327779873
ORDER,BUY,2011-12-19,1205.35,332,0.0
DATA,CLOSE,2011-12-21,1243.72,nan
ORDER,SELL,2011-12-21,1243.72,-332,0.0
DATA,OPEN,2011-12-28,1249.64,-0.0124779719147
ORDER,BUY,2011-12-28,1249.64,342,0.0
DATA,CLOSE,2011-12-30,1257.6,nan
ORDER,SELL,2011-12-30,1257.6,-342,0.0
DATA,OPEN,2012-03-06,1343.36,-0.0153701817009
ORDER,BUY,2012-03-06,1343.36,322,0.0
DATA,CLOSE,2012-03-08,1365.91,nan
ORDER,SELL,2012-03-08,1365.91,-322,0.0
DATA,OPEN,2012-04-04,1398.96,-0.0102024933139
ORDER,BUY,2012-04-04,1398.96,320,0.0
DATA,CLOSE,2012-04-09,1382.2,nan
ORDER,SELL,2012-04-09,1382.2,-320,0.0
DATA,OPEN,2012-04-10,1358.59,-0.0170814643322
ORDER,BUY,2012-04-10,1358.59,320,0.0
DATA,CLOSE,2012-04-12,1387.57,nan
ORDER,SELL,2012-04-12,1387.57,-320,0.0
DATA,OPEN,2012-04-13,1370.26,-0.012475046304
ORDER,BUY,2012-04-13,1370.26,332,0.0
DATA,CLOSE,2012-04-17,1390.78,nan
ORDER,SELL,2012-04-17,1390.78,-332,0.0
DATA,OPEN,2012-05-04,1369.1,-0.0161472293884
ORDER,BUY,2012-05-04,1369.1,342,0.0
DATA,CLOSE,2012-05-08,1363.72,nan
ORDER,SELL,2012-05-08,1363.72,-342,0.0
DATA,OPEN,2012-05-14,1338.35,-0.0111128351769
ORDER,BUY,2012-05-14,1338.35,348,0.0
DATA,CLOSE,2012-05-16,1324.8,nan
ORDER,SELL,2012-05-16,1324.8,-348,0.0
DATA,OPEN,2012-05-17,1304.86,-0.0150513285024
ORDER,BUY,2012-05-17,1304.86,348,0.0
DATA,CLOSE,2012-05-21,1315.99,nan
ORDER,SELL,2012-05-21,1315.99,-348,0.0
DATA,OPEN,2012-05-30,1313.32,-0.0143348193513
ORDER,BUY,2012-05-30,1313.32,352,0.0
DATA,CLOSE,2012-06-01,1278.04,nan
ORDER,SELL,2012-06-01,1278.04,-352,0.0
DATA,OPEN,2012-06-11,1308.93,-0.0126201288415
ORDER,BUY,2012-06-11,1308.93,334,0.0
DATA,CLOSE,2012-06-13,1314.88,nan
ORDER,SELL,2012-06-13,1314.88,-334,0.0
DATA,OPEN,2012-06-21,1325.51,-0.0222617265009
ORDER,BUY,2012-06-21,1325.51,334,0.0
DATA,CLOSE,2012-06-25,1313.72,nan
ORDER,SELL,2012-06-25,1313.72,-334,0.0
DATA,OPEN,2012-07-20,1362.66,-0.0100616777212
ORDER,BUY,2012-07-20,1362.66,318,0.0
DATA,CLOSE,2012-07-24,1338.31,nan
ORDER,SELL,2012-07-24,1338.31,-318,0.0
DATA,OPEN,2012-09-25,1441.59,-0.0105018223751
ORDER,BUY,2012-09-25,1441.59,290,0.0
DATA,CLOSE,2012-09-27,1447.15,nan
ORDER,SELL,2012-09-27,1447.15,-290,0.0
DATA,OPEN,2012-10-19,1433.19,-0.0165712874141
ORDER,BUY,2012-10-19,1433.19,294,0.0
DATA,CLOSE,2012-10-23,1413.11,nan
ORDER,SELL,2012-10-23,1413.11,-294,0.0
DATA,OPEN,2012-11-07,1394.53,-0.0237050105363
ORDER,BUY,2012-11-07,1394.53,294,0.0
DATA,CLOSE,2012-11-09,1379.85,nan
ORDER,SELL,2012-11-09,1379.85,-294,0.0
DATA,OPEN,2012-11-14,1355.49,-0.0138520075953
ORDER,BUY,2012-11-14,1355.49,296,0.0
DATA,CLOSE,2012-11-16,1359.88,nan
ORDER,SELL,2012-11-16,1359.88,-296,0.0
DATA,OPEN,2012-12-28,1402.43,-0.0110499964742
ORDER,BUY,2012-12-28,1402.43,288,0.0
DATA,CLOSE,2013-01-02,1462.42,nan
ORDER,SELL,2013-01-02,1462.42,-288,0.0
DATA,OPEN,2013-02-04,1495.71,-0.0115386902992
ORDER,BUY,2013-02-04,1495.71,294,0.0
DATA,CLOSE,2013-02-06,1512.12,nan
ORDER,SELL,2013-02-06,1512.12,-294,0.0
DATA,OPEN,2013-02-20,1511.95,-0.0124041438593
ORDER,BUY,2013-02-20,1511.95,296,0.0
DATA,CLOSE,2013-02-22,1515.6,nan
ORDER,SELL,2013-02-22,1515.6,-296,0.0
DATA,OPEN,2013-02-25,1487.85,-0.0183095803642
ORDER,BUY,2013-02-25,1487.85,302,0.0
DATA,CLOSE,2013-02-27,1515.99,nan
ORDER,SELL,2013-02-27,1515.99,-302,0.0
DATA,OPEN,2013-04-03,1553.69,-0.0105460913867
ORDER,BUY,2013-04-03,1553.69,300,0.0
DATA,CLOSE,2013-04-05,1553.28,nan
ORDER,SELL,2013-04-05,1553.28,-300,0.0
DATA,OPEN,2013-04-15,1552.36,-0.0229662963779
ORDER,BUY,2013-04-15,1552.36,300,0.0
DATA,CLOSE,2013-04-17,1552.01,nan
ORDER,SELL,2013-04-17,1552.01,-300,0.0
DATA,OPEN,2013-05-31,1630.74,-0.014307215261
ORDER,BUY,2013-05-31,1630.74,286,0.0
DATA,CLOSE,2013-06-04,1631.38,nan
ORDER,SELL,2013-06-04,1631.38,-286,0.0
DATA,OPEN,2013-06-05,1608.9,-0.013779744756
ORDER,BUY,2013-06-05,1608.9,290,0.0
DATA,CLOSE,2013-06-07,1643.38,nan
ORDER,SELL,2013-06-07,1643.38,-290,0.0
DATA,OPEN,2013-06-11,1626.13,-0.0101533348348
ORDER,BUY,2013-06-11,1626.13,300,0.0
DATA,CLOSE,2013-06-13,1636.36,nan
ORDER,SELL,2013-06-13,1636.36,-300,0.0
DATA,OPEN,2013-06-19,1628.93,-0.0138514720216
ORDER,BUY,2013-06-19,1628.93,302,0.0
DATA,CLOSE,2013-06-21,1592.43,nan
ORDER,SELL,2013-06-21,1592.43,-302,0.0
DATA,OPEN,2013-06-24,1573.09,-0.012144960846
ORDER,BUY,2013-06-24,1573.09,300,0.0
DATA,CLOSE,2013-06-26,1603.26,nan
ORDER,SELL,2013-06-26,1603.26,-300,0.0
DATA,OPEN,2013-08-15,1661.32,-0.0142815609444
ORDER,BUY,2013-08-15,1661.32,294,0.0
DATA,CLOSE,2013-08-19,1646.06,nan
ORDER,SELL,2013-08-19,1646.06,-294,0.0
DATA,OPEN,2013-08-27,1630.48,-0.01587416555
ORDER,BUY,2013-08-27,1630.48,294,0.0
DATA,CLOSE,2013-08-29,1638.17,nan
ORDER,SELL,2013-08-29,1638.17,-294,0.0
DATA,OPEN,2013-10-08,1655.45,-0.0123320525977
ORDER,BUY,2013-10-08,1655.45,292,0.0
DATA,CLOSE,2013-10-10,1692.56,nan
ORDER,SELL,2013-10-10,1692.56,-292,0.0
DATA,OPEN,2013-11-07,1747.15,-0.0131827912047
ORDER,BUY,2013-11-07,1747.15,290,0.0
DATA,CLOSE,2013-11-11,1771.89,nan
ORDER,SELL,2013-11-11,1771.89,-290,0.0
DATA,OPEN,2013-12-11,1782.22,-0.0113168610134
ORDER,BUY,2013-12-11,1782.22,292,0.0
DATA,CLOSE,2013-12-13,1775.32,nan
ORDER,SELL,2013-12-13,1775.32,-292,0.0
DATA,OPEN,2014-01-13,1819.2,-0.0125761926215
ORDER,BUY,2014-01-13,1819.2,284,0.0
DATA,CLOSE,2014-01-15,1848.38,nan
ORDER,SELL,2014-01-15,1848.38,-284,0.0
DATA,OPEN,2014-01-24,1790.29,-0.0208754908502
ORDER,BUY,2014-01-24,1790.29,298,0.0
DATA,CLOSE,2014-01-28,1792.5,nan
ORDER,SELL,2014-01-28,1792.5,-298,0.0
DATA,OPEN,2014-01-29,1774.2,-0.0102092050209
ORDER,BUY,2014-01-29,1774.2,302,0.0
DATA,CLOSE,2014-01-31,1782.59,nan
ORDER,SELL,2014-01-31,1782.59,-302,0.0
DATA,OPEN,2014-02-03,1741.89,-0.0228319467741
ORDER,BUY,2014-02-03,1741.89,310,0.0
DATA,CLOSE,2014-02-05,1751.64,nan
ORDER,SELL,2014-02-05,1751.64,-310,0.0
DATA,OPEN,2014-03-13,1846.34,-0.0117011026657
ORDER,BUY,2014-03-13,1846.34,296,0.0
DATA,CLOSE,2014-03-17,1858.83,nan
ORDER,SELL,2014-03-17,1858.83,-296,0.0
DATA,OPEN,2014-04-04,1865.09,-0.0125372596981
ORDER,BUY,2014-04-04,1865.09,296,0.0
DATA,CLOSE,2014-04-08,1851.96,nan
ORDER,SELL,2014-04-08,1851.96,-296,0.0
DATA,OPEN,2014-04-10,1833.08,-0.0208847439883
ORDER,BUY,2014-04-10,1833.08,298,0.0
DATA,CLOSE,2014-04-14,1830.61,nan
ORDER,SELL,2014-04-14,1830.61,-298,0.0
DATA,OPEN,2014-07-17,1958.12,-0.0118340507779
ORDER,BUY,2014-07-17,1958.12,278,0.0
DATA,CLOSE,2014-07-21,1973.63,nan
ORDER,SELL,2014-07-21,1973.63,-278,0.0
DATA,OPEN,2014-07-31,1930.67,-0.0199992893654
ORDER,BUY,2014-07-31,1930.67,286,0.0
DATA,CLOSE,2014-08-04,1938.99,nan
ORDER,SELL,2014-08-04,1938.99,-286,0.0
DATA,OPEN,2014-09-25,1965.99,-0.0161687434319
ORDER,BUY,2014-09-25,1965.99,284,0.0
DATA,CLOSE,2014-09-29,1977.8,nan
ORDER,SELL,2014-09-29,1977.8,-284,0.0
DATA,OPEN,2014-10-01,1946.16,-0.0132485587819
ORDER,BUY,2014-10-01,1946.16,290,0.0
DATA,CLOSE,2014-10-03,1967.9,nan
ORDER,SELL,2014-10-03,1967.9,-290,0.0
DATA,OPEN,2014-10-07,1935.1,-0.0151260675278
ORDER,BUY,2014-10-07,1935.1,298,0.0
DATA,CLOSE,2014-10-09,1928.21,nan
ORDER,SELL,2014-10-09,1928.21,-298,0.0
DATA,OPEN,2014-10-10,1906.13,-0.0114510348977
ORDER,BUY,2014-10-10,1906.13,300,0.0
DATA,CLOSE,2014-10-14,1877.7,nan
ORDER,SELL,2014-10-14,1877.7,-300,0.0
DATA,OPEN,2014-12-10,2026.14,-0.0163509432863
ORDER,BUY,2014-12-10,2026.14,274,0.0
DATA,CLOSE,2014-12-12,2002.33,nan
ORDER,SELL,2014-12-12,2002.33,-274,0.0
DATA,OPEN,2014-12-31,2058.9,-0.0103107650155
ORDER,BUY,2014-12-31,2058.9,264,0.0
DATA,CLOSE,2015-01-05,2020.58,nan
ORDER,SELL,2015-01-05,2020.58,-264,0.0
DATA,OPEN,2015-01-27,2029.55,-0.0133878439932
ORDER,BUY,2015-01-27,2029.55,258,0.0
DATA,CLOSE,2015-01-29,2021.25,nan
ORDER,SELL,2015-01-29,2021.25,-258,0.0
DATA,OPEN,2015-01-30,1994.99,-0.0129919604205
ORDER,BUY,2015-01-30,1994.99,260,0.0
DATA,CLOSE,2015-02-03,2050.03,nan
ORDER,SELL,2015-02-03,2050.03,-260,0.0
DATA,OPEN,2015-03-06,2071.26,-0.0141739329094
ORDER,BUY,2015-03-06,2071.26,264,0.0
DATA,CLOSE,2015-03-10,2044.16,nan
ORDER,SELL,2015-03-10,2044.16,-264,0.0
DATA,OPEN,2015-03-25,2061.05,-0.0145589289983
ORDER,BUY,2015-03-25,2061.05,258,0.0
DATA,CLOSE,2015-03-27,2061.02,nan
ORDER,SELL,2015-03-27,2061.02,-258,0.0
DATA,OPEN,2015-04-17,2081.18,-0.0113112176305
ORDER,BUY,2015-04-17,2081.18,256,0.0
DATA,CLOSE,2015-04-21,2097.29,nan
ORDER,SELL,2015-04-21,2097.29,-256,0.0
DATA,OPEN,2015-04-30,2085.51,-0.0101288653677
ORDER,BUY,2015-04-30,2085.51,258,0.0
DATA,CLOSE,2015-05-04,2114.49,nan
ORDER,SELL,2015-05-04,2114.49,-258,0.0
DATA,OPEN,2015-05-05,2089.46,-0.0118373697677
ORDER,BUY,2015-05-05,2089.46,266,0.0
DATA,CLOSE,2015-05-07,2088.0,nan
ORDER,SELL,2015-05-07,2088.0,-266,0.0
DATA,OPEN,2015-05-26,2104.2,-0.0102819299549
ORDER,BUY,2015-05-26,2104.2,264,0.0
DATA,CLOSE,2015-05-28,2120.79,nan
ORDER,SELL,2015-05-28,2120.79,-264,0.0
DATA,OPEN,2015-06-29,2057.64,-0.0208661473526
ORDER,BUY,2015-06-29,2057.64,274,0.0
DATA,CLOSE,2015-07-01,2077.42,nan
ORDER,SELL,2015-07-01,2077.42,-274,0.0
DATA,OPEN,2015-07-08,2046.68,-0.0166527333353
ORDER,BUY,2015-07-08,2046.68,280,0.0
DATA,CLOSE,2015-07-10,2076.62,nan
ORDER,SELL,2015-07-10,2076.62,-280,0.0
DATA,OPEN,2015-07-24,2079.65,-0.0107033275456
ORDER,BUY,2015-07-24,2079.65,284,0.0
DATA,CLOSE,2015-07-28,2093.25,nan
ORDER,SELL,2015-07-28,2093.25,-284,0.0
DATA,OPEN,2015-08-20,2035.73,-0.0211001101168
ORDER,BUY,2015-08-20,2035.73,294,0.0
DATA,CLOSE,2015-08-24,1893.21,nan
ORDER,SELL,2015-08-24,1893.21,-294,0.0
DATA,OPEN,2015-08-25,1867.61,-0.0135220075956
ORDER,BUY,2015-08-25,1867.61,276,0.0
DATA,CLOSE,2015-08-27,1987.66,nan
ORDER,SELL,2015-08-27,1987.66,-276,0.0
DATA,OPEN,2015-09-01,1913.85,-0.029576407833
ORDER,BUY,2015-09-01,1913.85,304,0.0
DATA,CLOSE,2015-09-03,1951.13,nan
ORDER,SELL,2015-09-03,1951.13,-304,0.0
DATA,OPEN,2015-09-04,1921.22,-0.0153295782444
ORDER,BUY,2015-09-04,1921.22,314,0.0
DATA,CLOSE,2015-09-09,1942.04,nan
ORDER,SELL,2015-09-09,1942.04,-314,0.0
DATA,OPEN,2015-09-18,1958.03,-0.0161642046026
ORDER,BUY,2015-09-18,1958.03,314,0.0
DATA,CLOSE,2015-09-22,1942.74,nan
ORDER,SELL,2015-09-22,1942.74,-314,0.0
DATA,OPEN,2015-09-28,1881.77,-0.0256661178249
ORDER,BUY,2015-09-28,1881.77,322,0.0
DATA,CLOSE,2015-09-30,1920.03,nan
ORDER,SELL,2015-09-30,1920.03,-322,0.0
DATA,OPEN,2015-11-12,2045.97,-0.0139903614458
ORDER,BUY,2015-11-12,2045.97,308,0.0
DATA,CLOSE,2015-11-16,2053.19,nan
ORDER,SELL,2015-11-16,2053.19,-308,0.0
DATA,OPEN,2015-12-02,2079.51,-0.010995752938
ORDER,BUY,2015-12-02,2079.51,306,0.0
DATA,CLOSE,2015-12-04,2091.69,nan
ORDER,SELL,2015-12-04,2091.69,-306,0.0
DATA,OPEN,2015-12-11,2012.37,-0.0194227742504
ORDER,BUY,2015-12-11,2012.37,320,0.0
DATA,CLOSE,2015-12-15,2043.41,nan
ORDER,SELL,2015-12-15,2043.41,-320,0.0
DATA,OPEN,2015-12-17,2041.89,-0.015040495497
ORDER,BUY,2015-12-17,2041.89,324,0.0
DATA,CLOSE,2015-12-21,2021.15,nan
ORDER,SELL,2015-12-21,2021.15,-324,0.0
DATA,OPEN,2016-01-04,2012.66,-0.0153037760404
ORDER,BUY,2016-01-04,2012.66,322,0.0
DATA,CLOSE,2016-01-06,1990.26,nan
ORDER,SELL,2016-01-06,1990.26,-322,0.0
DATA,OPEN,2016-01-07,1943.09,-0.0237004210505
ORDER,BUY,2016-01-07,1943.09,328,0.0
DATA,CLOSE,2016-01-11,1923.67,nan
ORDER,SELL,2016-01-11,1923.67,-328,0.0
DATA,OPEN,2016-01-13,1890.28,-0.0249654404027
ORDER,BUY,2016-01-13,1890.28,330,0.0
DATA,CLOSE,2016-01-15,1880.33,nan
ORDER,SELL,2016-01-15,1880.33,-330,0.0
DATA,OPEN,2016-01-20,1859.33,-0.0116938548793
ORDER,BUY,2016-01-20,1859.33,332,0.0
DATA,CLOSE,2016-01-22,1906.9,nan
ORDER,SELL,2016-01-22,1906.9,-332,0.0
DATA,OPEN,2016-01-25,1877.08,-0.0156379464052
ORDER,BUY,2016-01-25,1877.08,346,0.0
DATA,CLOSE,2016-01-27,1882.95,nan
ORDER,SELL,2016-01-27,1882.95,-346,0.0
DATA,OPEN,2016-02-02,1903.03,-0.0187431034661
ORDER,BUY,2016-02-02,1903.03,342,0.0
DATA,CLOSE,2016-02-04,1915.45,nan
ORDER,SELL,2016-02-04,1915.45,-342,0.0
DATA,OPEN,2016-02-05,1880.05,-0.0184812968232
ORDER,BUY,2016-02-05,1880.05,352,0.0
DATA,CLOSE,2016-02-09,1852.21,nan
ORDER,SELL,2016-02-09,1852.21,-352,0.0
DATA,OPEN,2016-02-11,1829.08,-0.012301145875
ORDER,BUY,2016-02-11,1829.08,350,0.0
DATA,CLOSE,2016-02-16,1895.58,nan
ORDER,SELL,2016-02-16,1895.58,-350,0.0
DATA,OPEN,2016-02-23,1921.27,-0.012454381907
ORDER,BUY,2016-02-23,1921.27,358,0.0
DATA,CLOSE,2016-02-25,1951.7,nan
ORDER,SELL,2016-02-25,1951.7,-358,0.0
DATA,OPEN,2016-03-08,1979.26,-0.0112401087043
ORDER,BUY,2016-03-08,1979.26,358,0.0
DATA,CLOSE,2016-03-10,1989.57,nan
ORDER,SELL,2016-03-10,1989.57,-358,0.0
DATA,OPEN,2016-04-05,2045.17,-0.0101445697996
ORDER,BUY,2016-04-05,2045.17,350,0.0
DATA,CLOSE,2016-04-07,2041.91,nan
ORDER,SELL,2016-04-07,2041.91,-350,0.0
DATA,OPEN,2016-06-24,2037.41,-0.0359197849829
ORDER,BUY,2016-06-24,2037.41,350,0.0
DATA,CLOSE,2016-06-28,2036.09,nan
ORDER,SELL,2016-06-28,2036.09,-350,0.0
DATA,OPEN,2016-09-09,2127.81,-0.0245220739926
ORDER,BUY,2016-09-09,2127.81,336,0.0
DATA,CLOSE,2016-09-13,2127.02,nan
ORDER,SELL,2016-09-13,2127.02,-336,0.0