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ofi_petr.txt
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TIME OFI DELTA_MID LOG_RET qBID BOOK_RATIO
10:05:20 315500.0 0 0.0 12200.0 0.938461538462
10:05:40 -20700.0 -1 -0.000829187443861 84200.0 8.95744680851
10:06:00 121700.0 1 0.000829187443861 81000.0 5.15923566879
10:06:20 24300.0 0 0.000828500461641 10100.0 1.87037037037
10:06:40 13200.0 0 0.000413992968033 13000.0 2.16666666667
10:07:00 77800.0 2 0.00206739788335 4600.0 0.884615384615
10:07:20 30800.0 0 0.0 10500.0 0.62874251497
10:07:40 -400.0 0 0.0 45700.0 1.79215686275
10:08:00 48800.0 0 0.000825763878467 300.0 0.0117647058824
10:08:20 400.0 0 0.0 9800.0 0.28323699422
10:08:40 -2500.0 0 0.0 3900.0 0.125
10:09:00 3200.0 0 0.0 9500.0 0.282738095238
10:09:20 42200.0 0 0.0 27400.0 2.94623655914
10:09:40 35200.0 1 0.000825082555058 9100.0 0.127094972067
10:10:00 147100.0 1 0.000824402355018 25100.0 2.8202247191
10:10:20 -10600.0 0 0.0 16100.0 0.785365853659
10:10:40 58200.0 0 0.000823723275571 15500.0 0.314401622718
10:11:00 137800.0 1 0.000823045313951 68000.0 7.6404494382
10:11:20 19700.0 0 0.000822368467399 700.0 0.00850546780073
10:11:40 191000.0 1 0.000821692733168 48100.0 10.6888888889
10:12:00 54300.0 0 0.000821018108516 11500.0 0.206093189964
10:12:20 8000.0 0 0.0 22500.0 0.382653061224
10:12:40 93900.0 1 0.000820344590714 12800.0 0.216582064298
10:13:00 119900.0 1 0.00163867304182 7300.0 0.39247311828
10:13:20 89100.0 1 0.000818330651232 32500.0 1.42543859649
10:13:40 88600.0 0 0.000817661533699 9000.0 0.168224299065
10:14:00 47900.0 0 0.0 11900.0 1.43373493976
10:14:20 19500.0 0 0.0 21800.0 4.54166666667
10:14:40 -116500.0 0 -0.000817661533699 57600.0 7.48051948052
10:15:00 -232100.0 -3 -0.00286709186776 17300.0 0.67578125
10:15:20 -600.0 0 0.0 20900.0 0.478260869565
10:15:40 -60700.0 0 -0.000410256416011 3700.0 0.0850574712644
10:16:00 26800.0 0 0.0 9000.0 0.409090909091
10:16:20 73000.0 1 0.000820344590714 30100.0 10.3793103448
10:16:40 3600.0 0 0.00081967217704 2500.0 0.15243902439
10:17:00 74400.0 0 0.0 62100.0 17.7428571429
10:17:20 -80400.0 0 0.0 5000.0 0.212765957447
10:17:40 80700.0 0 0.00081900086478 17000.0 0.625
10:18:00 -41500.0 0 -0.00081900086478 22100.0 3.68333333333
10:18:20 -15000.0 0 0.0 19000.0 1.06145251397
10:18:40 -10500.0 0 0.0 19100.0 0.670175438596
10:19:00 -193400.0 -2 -0.00164001676775 16500.0 0.982142857143
10:19:20 -13200.0 0 0.0 26500.0 0.588888888889
10:19:40 24300.0 0 0.0 23300.0 1.33142857143
10:20:00 -23200.0 0 0.0 21000.0 0.546875
10:20:20 -33100.0 0 0.0 4900.0 0.138418079096
10:20:40 -29000.0 0 0.0 2600.0 0.041935483871
10:21:00 10600.0 0 0.0 1900.0 0.026874115983
10:21:20 -191100.0 -1 -0.00164271084168 54800.0 2.38260869565
10:21:40 -66300.0 0 0.0 11000.0 0.785714285714
10:22:00 -99400.0 0 -0.000822368467399 8400.0 0.4375
10:22:20 7100.0 0 0.0 24900.0 0.870629370629
10:22:40 83100.0 0 0.000822368467399 41900.0 3.61206896552
10:23:00 -30100.0 0 0.0 52600.0 1.59878419453
10:23:20 -12300.0 0 0.0 75400.0 1.10882352941
10:23:40 58300.0 1 0.000821692733168 7400.0 0.632478632479
10:24:00 -129000.0 -1 -0.000821692733168 50300.0 7.18571428571
10:24:20 -33400.0 0 0.0 46300.0 1.27197802198
10:24:40 -8600.0 0 0.0 46800.0 1.02857142857
10:25:00 -119200.0 0 -0.000822368467399 46200.0 1.79069767442
10:25:20 -65400.0 0 0.0 20900.0 0.317147192716
10:25:40 -220200.0 -1 -0.00164676858952 24400.0 0.278857142857
10:26:00 -51700.0 0 0.0 4700.0 0.0714285714286
10:26:20 -37900.0 0 0.0 10800.0 0.0848389630793
10:26:40 53900.0 0 0.0 52700.0 0.457068516912
10:27:00 153000.0 0 0.000823723275571 33800.0 1.26119402985
10:27:20 2700.0 0 0.0 43600.0 1.28613569322
10:27:40 -15600.0 0 0.0 46200.0 1.08962264151
10:28:00 6700.0 0 0.0 11100.0 2.3125
10:28:20 -8200.0 0 0.0 12600.0 0.868965517241
10:28:40 -4900.0 0 0.0 11400.0 0.699386503067
10:29:00 -30000.0 0 -0.000823723275571 20400.0 3.51724137931
10:29:20 40800.0 0 0.000823723275571 14400.0 0.63436123348
10:29:40 -29700.0 0 -0.000823723275571 23400.0 4.10526315789
10:30:00 92800.0 0 0.000823723275571 45300.0 3.16783216783
10:30:20 -128500.0 -1 -0.00164812563059 46300.0 3.89075630252
10:30:40 -164600.0 -1 -0.000825082555058 26100.0 0.370738636364
10:31:00 -472000.0 -3 -0.00330715472985 14100.0 0.335714285714
10:31:20 370500.0 1 0.00165494452335 181900.0 29.3387096774
10:31:40 -174400.0 0 0.000413308540705 25200.0 16.8
10:32:00 186500.0 3 0.00288838657587 15400.0 2.75
10:32:20 119000.0 0 0.000823723275571 2100.0 0.304347826087
10:32:40 38200.0 0 0.0 16800.0 1.8064516129
10:33:00 1000.0 0 0.0 16000.0 0.672268907563
10:33:20 -221500.0 -3 -0.00247320818565 1900.0 0.211111111111
10:33:40 30700.0 0 0.0 33500.0 3.38383838384
10:34:00 -20100.0 0 -0.000825763878467 6700.0 0.779069767442
10:34:20 54000.0 0 0.0 42200.0 7.27586206897
10:34:40 53300.0 0 0.000825763878467 14100.0 1.15573770492
10:35:00 -115900.0 -1 -0.00123890166579 32400.0 1.52830188679
10:35:20 -55400.0 -1 -0.00124043844725 40700.0 3.87619047619
10:35:40 -430100.0 -6 -0.00539308504838 42000.0 2.54545454545
10:36:00 -46400.0 0 0.000415886884763 29800.0 0.577519379845
10:36:20 92100.0 1 0.000831255243211 14200.0 2.02857142857
10:36:40 6200.0 0 0.00041536864564 11200.0 0.817518248175
10:37:00 160800.0 1 0.00124507175246 51200.0 4.61261261261
10:37:20 116900.0 1 0.0016576879055 5000.0 0.142857142857
10:37:40 29200.0 0 0.0 11700.0 0.358895705521
10:38:00 125600.0 1 0.00165494452335 10700.0 1.22988505747
10:38:20 93500.0 1 0.000826446328031 6600.0 0.88
10:38:40 78600.0 0 0.000825763878467 18000.0 1.03448275862
10:39:00 145300.0 1 0.000825082555058 119200.0 9.3125
10:39:20 -147200.0 -1 -0.000825082555058 45300.0 5.39285714286
10:39:40 -84700.0 0 -0.000825763878467 20000.0 2.7397260274
10:40:00 -22400.0 0 0.0 9900.0 0.668918918919
10:40:20 33600.0 0 0.000825763878467 10100.0 0.604790419162
10:40:40 -28300.0 0 -0.000825763878467 2900.0 0.432835820896
10:41:00 -15000.0 0 -0.000413137787326 40800.0 1.6
10:41:20 32800.0 0 0.000413137787326 6400.0 0.390243902439
10:41:40 20500.0 0 0.0 25200.0 1.71428571429
10:42:00 -23200.0 0 0.0 8200.0 0.392344497608
10:42:20 29700.0 0 0.000412967174979 17100.0 0.341317365269
10:42:40 314500.0 3 0.00247422806635 38400.0 0.532593619972
10:43:00 116700.0 1 0.00123482213673 17000.0 0.555555555556
10:43:20 221800.0 1 0.00164406120057 44300.0 1.82304526749
10:43:40 -5600.0 0 0.0 17700.0 0.421428571429
10:44:00 49000.0 0 0.0 106500.0 4.67105263158
10:44:20 39300.0 0 0.0 156600.0 104.4
10:44:40 -188300.0 0 0.0 800.0 0.0357142857143
10:45:00 -13600.0 0 -0.000410761969218 48400.0 1.38681948424
10:45:20 18300.0 0 0.000410761969218 30700.0 0.691441441441
10:45:40 123100.0 0 0.000821018108516 9800.0 0.47572815534
10:46:00 -20100.0 0 -0.000410424795418 44800.0 1.72972972973
10:46:20 1000.0 0 0.000410424795418 13700.0 0.354005167959
10:46:40 -125400.0 0 -0.000821018108516 37600.0 1.62068965517
10:47:00 -46500.0 0 0.0 17100.0 0.34756097561
10:47:20 1000.0 0 0.0 22000.0 0.414312617702
10:47:40 25600.0 0 0.0 22800.0 0.805653710247
10:48:00 -126800.0 -1 -0.000821692733168 29500.0 0.470494417863
10:48:20 -189100.0 -2 -0.00246913705692 8300.0 0.231843575419
10:48:40 4100.0 0 0.0 8400.0 0.336
10:49:00 -59200.0 -1 -0.000824402355018 27000.0 1.75324675325
10:49:20 -64600.0 -1 -0.000825082555058 1700.0 0.0867346938776
10:49:40 14500.0 0 0.0 13700.0 2.0447761194
10:50:00 -116900.0 0 -0.000412796703488 53900.0 3.09770114943
10:50:20 -34900.0 0 -0.000412967174979 42500.0 1.30769230769
10:50:40 0.0 0 0.0 20000.0 2.0
10:51:00 -174700.0 -2 -0.00206739788335 26500.0 1.17256637168
10:51:20 -4500.0 0 0.000413821648777 10600.0 1.17777777778
10:51:40 87100.0 1 0.00124043844725 7600.0 0.638655462185
10:52:00 -3200.0 0 -0.000413308540705 8800.0 0.55
10:52:20 -13200.0 0 -0.000413479435289 44600.0 4.55102040816
10:52:40 44600.0 1 0.00123992576332 2500.0 0.126262626263
10:53:00 26500.0 0 0.0 1300.0 0.144444444444
10:53:20 79700.0 0 0.000825763878467 23300.0 0.558752997602
10:53:40 154300.0 2 0.00164948491008 17100.0 0.855
10:54:00 9300.0 0 0.0 8200.0 0.329317269076
10:54:20 10600.0 0 0.0 14200.0 0.699507389163
10:54:40 -35200.0 -1 -0.000824402355018 42600.0 7.47368421053
10:55:00 -11900.0 0 0.0 40200.0 2.64473684211
10:55:20 44200.0 1 0.000824402355018 19900.0 0.808943089431
10:55:40 41600.0 0 0.000823723275571 11200.0 0.241379310345
10:56:00 6600.0 0 0.0 10200.0 0.27868852459
10:56:20 -65900.0 0 -0.000823723275571 50300.0 31.4375
10:56:40 -14200.0 0 0.000411946452787 39200.0 0.861538461538
10:57:00 -43000.0 0 -0.000411946452787 17400.0 1.87096774194
10:57:20 -81800.0 -1 -0.000824402355018 59600.0 5.57009345794
10:57:40 2300.0 0 0.0 56100.0 11.4489795918
10:58:00 14300.0 1 0.000824402355018 6500.0 0.219594594595
10:58:20 2800.0 0 0.0 7600.0 0.272401433692
10:58:40 -75800.0 -1 -0.000824402355018 7400.0 0.74
10:59:00 11900.0 0 0.0 20100.0 1.84403669725
10:59:20 10700.0 0 0.0 16500.0 2.2602739726
10:59:40 -6300.0 0 0.0 14600.0 1.24786324786
11:00:00 45500.0 1 0.000824402355018 6800.0 0.152808988764
11:00:20 -330900.0 -3 -0.00247524878854 76000.0 0.624486442071
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