>>> 
Reading data in batches:
Batch number: 0
2017-01-02 08:44:32.409 1.05288 1.05092 cum_theta_buy 1572.0 cum_theta_sell 1604.0 diff 32.0 exp_num_ticks 3000.00 max_proportion 0.53 threshold 1603.75 cum_ticks 9624 buy_proportion 0.52
2017-01-02 10:52:52.324 1.05120 1.04774 cum_theta_buy 4868.0 cum_theta_sell 5019.0 diff 151.0 exp_num_ticks 9624.00 max_proportion 0.52 threshold 5019.00 cum_ticks 9887 buy_proportion 0.49
2017-01-02 14:29:07.466 1.04843 1.04611 cum_theta_buy 4800.0 cum_theta_sell 4921.0 diff 121.0 exp_num_ticks 9799.33 max_proportion 0.50 threshold 4920.04 cum_ticks 9721 buy_proportion 0.49
2017-01-02 16:14:51.547 1.04776 1.04637 cum_theta_buy 4904.0 cum_theta_sell 4056.0 diff -848.0 exp_num_ticks 9754.57 max_proportion 0.50 threshold 4903.29 cum_ticks 8960 buy_proportion 0.55
2017-01-02 20:20:53.576 1.04729 1.04567 cum_theta_buy 4366.0 cum_theta_sell 4880.0 diff 514.0 exp_num_ticks 9309.86 max_proportion 0.52 threshold 4879.96 cum_ticks 9246 buy_proportion 0.47
2017-01-02 22:18:34.976 1.04624 1.04501 cum_theta_buy 4089.0 cum_theta_sell 4647.0 diff 558.0 exp_num_ticks 9232.14 max_proportion 0.50 threshold 4646.09 cum_ticks 8736 buy_proportion 0.47
2017-01-03 01:20:53.665 1.04760 1.04559 cum_theta_buy 4623.0 cum_theta_sell 4631.0 diff 8.0 exp_num_ticks 8913.71 max_proportion 0.52 threshold 4630.06 cum_ticks 9254 buy_proportion 0.50
2017-01-03 07:04:27.412 1.04901 1.04706 cum_theta_buy 4660.0 cum_theta_sell 4674.0 diff 14.0 exp_num_ticks 9104.86 max_proportion 0.51 threshold 4673.91 cum_ticks 9334 buy_proportion 0.50
2017-01-03 08:46:20.313 1.04787 1.04205 cum_theta_buy 4426.0 cum_theta_sell 4661.0 diff 235.0 exp_num_ticks 9225.71 max_proportion 0.51 threshold 4660.04 cum_ticks 9087 buy_proportion 0.49
2017-01-03 10:21:39.537 1.04440 1.03963 cum_theta_buy 4557.0 cum_theta_sell 4662.0 diff 105.0 exp_num_ticks 9181.43 max_proportion 0.51 threshold 4661.09 cum_ticks 9219 buy_proportion 0.49
2017-01-03 12:17:15.838 1.04153 1.03811 cum_theta_buy 4537.0 cum_theta_sell 4664.0 diff 127.0 exp_num_ticks 9197.71 max_proportion 0.51 threshold 4663.75 cum_ticks 9201 buy_proportion 0.49
2017-01-03 14:11:01.169 1.03917 1.03750 cum_theta_buy 4286.0 cum_theta_sell 4664.0 diff 378.0 exp_num_ticks 9189.86 max_proportion 0.51 threshold 4663.10 cum_ticks 8950 buy_proportion 0.48
2017-01-03 15:29:06.495 1.04080 1.03403 cum_theta_buy 4665.0 cum_theta_sell 4617.0 diff -48.0 exp_num_ticks 9060.14 max_proportion 0.51 threshold 4664.64 cum_ticks 9282 buy_proportion 0.50
2017-01-03 16:34:28.367 1.04233 1.03598 cum_theta_buy 4630.0 cum_theta_sell 4639.0 diff 9.0 exp_num_ticks 9175.57 max_proportion 0.51 threshold 4638.64 cum_ticks 9269 buy_proportion 0.50
2017-01-03 18:43:14.199 1.04338 1.04100 cum_theta_buy 4449.0 cum_theta_sell 4638.0 diff 189.0 exp_num_ticks 9227.14 max_proportion 0.50 threshold 4637.15 cum_ticks 9087 buy_proportion 0.49
2017-01-03 22:56:32.410 1.04210 1.04017 cum_theta_buy 4267.0 cum_theta_sell 4636.0 diff 369.0 exp_num_ticks 9166.86 max_proportion 0.51 threshold 4635.79 cum_ticks 8903 buy_proportion 0.48
2017-01-04 01:46:08.244 1.04240 1.03900 cum_theta_buy 4191.0 cum_theta_sell 4638.0 diff 447.0 exp_num_ticks 9007.86 max_proportion 0.51 threshold 4637.99 cum_ticks 8829 buy_proportion 0.47
2017-01-04 05:38:11.756 1.04094 1.03902 cum_theta_buy 4355.0 cum_theta_sell 4638.0 diff 283.0 exp_num_ticks 8887.00 max_proportion 0.52 threshold 4637.88 cum_ticks 8993 buy_proportion 0.48
2017-01-04 08:15:06.150 1.04401 1.03992 cum_theta_buy 4530.0 cum_theta_sell 4639.0 diff 109.0 exp_num_ticks 8933.29 max_proportion 0.52 threshold 4638.02 cum_ticks 9169 buy_proportion 0.49
2017-01-04 10:05:33.932 1.04454 1.04152 cum_theta_buy 4406.0 cum_theta_sell 4640.0 diff 234.0 exp_num_ticks 9070.14 max_proportion 0.51 threshold 4639.45 cum_ticks 9046 buy_proportion 0.49
2017-01-04 12:07:28.196 1.04450 1.04271 cum_theta_buy 4121.0 cum_theta_sell 4640.0 diff 519.0 exp_num_ticks 9073.57 max_proportion 0.51 threshold 4639.65 cum_ticks 8761 buy_proportion 0.47
2017-01-04 14:06:47.817 1.04460 1.04233 cum_theta_buy 4385.0 cum_theta_sell 4642.0 diff 257.0 exp_num_ticks 8900.71 max_proportion 0.52 threshold 4641.46 cum_ticks 9027 buy_proportion 0.49
2017-01-04 15:26:49.196 1.04738 1.04366 cum_theta_buy 4643.0 cum_theta_sell 4601.0 diff -42.0 exp_num_ticks 8953.71 max_proportion 0.52 threshold 4642.01 cum_ticks 9244 buy_proportion 0.50
2017-01-04 17:08:30.400 1.04916 1.04609 cum_theta_buy 4585.0 cum_theta_sell 4621.0 diff 36.0 exp_num_ticks 9113.00 max_proportion 0.51 threshold 4620.30 cum_ticks 9206 buy_proportion 0.50
2017-01-04 19:24:23.561 1.04998 1.04603 cum_theta_buy 4540.0 cum_theta_sell 4619.0 diff 79.0 exp_num_ticks 9191.29 max_proportion 0.50 threshold 4618.64 cum_ticks 9159 buy_proportion 0.50
2017-01-04 22:16:02.167 1.04952 1.04517 cum_theta_buy 4618.0 cum_theta_sell 4421.0 diff -197.0 exp_num_ticks 9184.57 max_proportion 0.50 threshold 4617.07 cum_ticks 9039 buy_proportion 0.51
2017-01-05 00:53:33.321 1.05401 1.04807 cum_theta_buy 4063.0 cum_theta_sell 4592.0 diff 529.0 exp_num_ticks 9097.14 max_proportion 0.50 threshold 4591.47 cum_ticks 8655 buy_proportion 0.47
2017-01-05 02:57:11.905 1.05406 1.05100 cum_theta_buy 4022.0 cum_theta_sell 4551.0 diff 529.0 exp_num_ticks 8836.71 max_proportion 0.51 threshold 4550.60 cum_ticks 8573 buy_proportion 0.47
2017-01-05 05:44:49.288 1.05635 1.05112 cum_theta_buy 4295.0 cum_theta_sell 4547.0 diff 252.0 exp_num_ticks 8663.00 max_proportion 0.52 threshold 4546.38 cum_ticks 8842 buy_proportion 0.49
2017-01-05 07:26:00.281 1.05749 1.05389 cum_theta_buy 4321.0 cum_theta_sell 4556.0 diff 235.0 exp_num_ticks 8738.43 max_proportion 0.52 threshold 4555.55 cum_ticks 8877 buy_proportion 0.49
2017-01-05 08:39:05.883 1.05701 1.05149 cum_theta_buy 4447.0 cum_theta_sell 4554.0 diff 107.0 exp_num_ticks 8823.57 max_proportion 0.52 threshold 4553.34 cum_ticks 9001 buy_proportion 0.49
2017-01-05 10:18:14.169 1.05235 1.05015 cum_theta_buy 4493.0 cum_theta_sell 4554.0 diff 61.0 exp_num_ticks 8942.86 max_proportion 0.51 threshold 4553.83 cum_ticks 9047 buy_proportion 0.50
2017-01-05 12:21:14.204 1.05135 1.04826 cum_theta_buy 4349.0 cum_theta_sell 4555.0 diff 206.0 exp_num_ticks 9009.57 max_proportion 0.51 threshold 4554.48 cum_ticks 8904 buy_proportion 0.49
2017-01-05 13:39:46.319 1.05324 1.04935 cum_theta_buy 4555.0 cum_theta_sell 4360.0 diff -195.0 exp_num_ticks 8958.71 max_proportion 0.51 threshold 4554.81 cum_ticks 8915 buy_proportion 0.51
2017-01-05 14:55:20.575 1.05510 1.05234 cum_theta_buy 4458.0 cum_theta_sell 4488.0 diff 30.0 exp_num_ticks 8930.71 max_proportion 0.50 threshold 4487.35 cum_ticks 8946 buy_proportion 0.50
2017-01-05 15:49:07.051 1.05997 1.05362 cum_theta_buy 4471.0 cum_theta_sell 4349.0 diff -122.0 exp_num_ticks 8931.14 max_proportion 0.50 threshold 4470.16 cum_ticks 8820 buy_proportion 0.51
2017-01-05 16:41:41.958 1.06153 1.05859 cum_theta_buy 4480.0 cum_theta_sell 4447.0 diff -33.0 exp_num_ticks 8869.57 max_proportion 0.51 threshold 4479.45 cum_ticks 8927 buy_proportion 0.50
2017-01-05 18:37:07.172 1.06118 1.05907 cum_theta_buy 4449.0 cum_theta_sell 4475.0 diff 26.0 exp_num_ticks 8899.14 max_proportion 0.50 threshold 4474.42 cum_ticks 8924 buy_proportion 0.50
2017-01-05 22:33:44.270 1.06097 1.05869 cum_theta_buy 4462.0 cum_theta_sell 4428.0 diff -34.0 exp_num_ticks 8910.00 max_proportion 0.50 threshold 4461.09 cum_ticks 8890 buy_proportion 0.50
2017-01-06 01:14:56.833 1.06129 1.05850 cum_theta_buy 4067.0 cum_theta_sell 4461.0 diff 394.0 exp_num_ticks 8905.00 max_proportion 0.50 threshold 4460.88 cum_ticks 8528 buy_proportion 0.48
2017-01-06 03:19:01.200 1.05933 1.05758 cum_theta_buy 3984.0 cum_theta_sell 4456.0 diff 472.0 exp_num_ticks 8688.00 max_proportion 0.51 threshold 4455.74 cum_ticks 8440 buy_proportion 0.47
2017-01-06 06:08:00.329 1.05912 1.05766 cum_theta_buy 3827.0 cum_theta_sell 4455.0 diff 628.0 exp_num_ticks 8529.43 max_proportion 0.52 threshold 4454.97 cum_ticks 8282 buy_proportion 0.46
2017-01-06 08:21:24.340 1.05952 1.05741 cum_theta_buy 4457.0 cum_theta_sell 4429.0 diff -28.0 exp_num_ticks 8362.29 max_proportion 0.53 threshold 4456.71 cum_ticks 8886 buy_proportion 0.50
2017-01-06 10:29:23.402 1.06085 1.05840 cum_theta_buy 4218.0 cum_theta_sell 4446.0 diff 228.0 exp_num_ticks 8649.71 max_proportion 0.51 threshold 4445.32 cum_ticks 8664 buy_proportion 0.49
2017-01-06 12:57:58.217 1.06075 1.05707 cum_theta_buy 4129.0 cum_theta_sell 4445.0 diff 316.0 exp_num_ticks 8672.86 max_proportion 0.51 threshold 4444.71 cum_ticks 8574 buy_proportion 0.48
2017-01-06 13:45:59.473 1.06221 1.05459 cum_theta_buy 4365.0 cum_theta_sell 4444.0 diff 79.0 exp_num_ticks 8644.29 max_proportion 0.51 threshold 4443.72 cum_ticks 8809 buy_proportion 0.50
2017-01-06 14:35:35.289 1.05713 1.05355 cum_theta_buy 4446.0 cum_theta_sell 4377.0 diff -69.0 exp_num_ticks 8721.14 max_proportion 0.51 threshold 4445.23 cum_ticks 8823 buy_proportion 0.50
2017-01-06 15:43:48.635 1.05737 1.05489 cum_theta_buy 4213.0 cum_theta_sell 4407.0 diff 194.0 exp_num_ticks 8783.43 max_proportion 0.50 threshold 4406.46 cum_ticks 8620 buy_proportion 0.49
2017-01-06 17:14:04.111 1.05827 1.05484 cum_theta_buy 4405.0 cum_theta_sell 4378.0 diff -27.0 exp_num_ticks 8705.00 max_proportion 0.51 threshold 4404.33 cum_ticks 8783 buy_proportion 0.50
2017-01-06 19:54:49.524 1.05523 1.05250 cum_theta_buy 4259.0 cum_theta_sell 4387.0 diff 128.0 exp_num_ticks 8742.14 max_proportion 0.50 threshold 4386.62 cum_ticks 8646 buy_proportion 0.49
2017-01-09 00:32:11.739 1.05358 1.05224 cum_theta_buy 3792.0 cum_theta_sell 4388.0 diff 596.0 exp_num_ticks 8681.43 max_proportion 0.51 threshold 4387.58 cum_ticks 8180 buy_proportion 0.46
2017-01-09 03:34:00.167 1.05445 1.05224 cum_theta_buy 3881.0 cum_theta_sell 4391.0 diff 510.0 exp_num_ticks 8399.29 max_proportion 0.52 threshold 4390.41 cum_ticks 8272 buy_proportion 0.47
2017-01-09 06:43:35.546 1.05321 1.05166 cum_theta_buy 3712.0 cum_theta_sell 4391.0 diff 679.0 exp_num_ticks 8299.14 max_proportion 0.53 threshold 4390.92 cum_ticks 8103 buy_proportion 0.46
2017-01-09 08:38:05.983 1.05559 1.05261 cum_theta_buy 4391.0 cum_theta_sell 4286.0 diff -105.0 exp_num_ticks 8162.29 max_proportion 0.54 threshold 4390.93 cum_ticks 8677 buy_proportion 0.51
2017-01-09 10:09:10.856 1.05530 1.05149 cum_theta_buy 4133.0 cum_theta_sell 4337.0 diff 204.0 exp_num_ticks 8455.14 max_proportion 0.51 threshold 4336.79 cum_ticks 8470 buy_proportion 0.49
2017-01-09 11:51:51.302 1.05325 1.05109 cum_theta_buy 4330.0 cum_theta_sell 4333.0 diff 3.0 exp_num_ticks 8476.71 max_proportion 0.51 threshold 4332.77 cum_ticks 8663 buy_proportion 0.50
Batch number: 1
2017-01-09 13:46:07.013 1.05418 1.05125 cum_theta_buy 4277.0 cum_theta_sell 4328.0 diff 51.0 exp_num_ticks 8609.86 max_proportion 0.50 threshold 4327.96 cum_ticks 8605 buy_proportion 0.50
2017-01-09 15:04:11.111 1.05487 1.05246 cum_theta_buy 4189.0 cum_theta_sell 4331.0 diff 142.0 exp_num_ticks 8602.29 max_proportion 0.50 threshold 4330.93 cum_ticks 8520 buy_proportion 0.49
2017-01-09 16:26:23.526 1.05738 1.05357 cum_theta_buy 4331.0 cum_theta_sell 4274.0 diff -57.0 exp_num_ticks 8564.71 max_proportion 0.51 threshold 4330.60 cum_ticks 8605 buy_proportion 0.50
2017-01-09 18:25:03.270 1.05828 1.05615 cum_theta_buy 4074.0 cum_theta_sell 4299.0 diff 225.0 exp_num_ticks 8580.71 max_proportion 0.50 threshold 4298.18 cum_ticks 8373 buy_proportion 0.49
2017-01-09 21:57:06.553 1.05782 1.05577 cum_theta_buy 4251.0 cum_theta_sell 4298.0 diff 47.0 exp_num_ticks 8460.29 max_proportion 0.51 threshold 4297.16 cum_ticks 8549 buy_proportion 0.50
2017-01-10 01:07:17.248 1.05993 1.05705 cum_theta_buy 4142.0 cum_theta_sell 4296.0 diff 154.0 exp_num_ticks 8506.71 max_proportion 0.50 threshold 4295.35 cum_ticks 8438 buy_proportion 0.49
2017-01-10 02:51:25.719 1.06118 1.05756 cum_theta_buy 4125.0 cum_theta_sell 4298.0 diff 173.0 exp_num_ticks 8460.43 max_proportion 0.51 threshold 4297.22 cum_ticks 8423 buy_proportion 0.49
2017-01-10 04:27:24.277 1.06272 1.06022 cum_theta_buy 3933.0 cum_theta_sell 4298.0 diff 365.0 exp_num_ticks 8445.29 max_proportion 0.51 threshold 4297.54 cum_ticks 8231 buy_proportion 0.48
2017-01-10 06:37:34.884 1.06174 1.06028 cum_theta_buy 3890.0 cum_theta_sell 4299.0 diff 409.0 exp_num_ticks 8315.43 max_proportion 0.52 threshold 4298.31 cum_ticks 8189 buy_proportion 0.48
2017-01-10 08:14:54.307 1.06091 1.05870 cum_theta_buy 4183.0 cum_theta_sell 4299.0 diff 116.0 exp_num_ticks 8234.43 max_proportion 0.52 threshold 4298.96 cum_ticks 8482 buy_proportion 0.49
2017-01-10 09:41:15.575 1.06202 1.05900 cum_theta_buy 4108.0 cum_theta_sell 4301.0 diff 193.0 exp_num_ticks 8362.43 max_proportion 0.51 threshold 4300.04 cum_ticks 8409 buy_proportion 0.49
2017-01-10 11:39:37.001 1.06029 1.05783 cum_theta_buy 4041.0 cum_theta_sell 4301.0 diff 260.0 exp_num_ticks 8398.43 max_proportion 0.51 threshold 4300.66 cum_ticks 8342 buy_proportion 0.48
2017-01-10 13:20:32.372 1.05875 1.05585 cum_theta_buy 3946.0 cum_theta_sell 4301.0 diff 355.0 exp_num_ticks 8381.14 max_proportion 0.51 threshold 4300.87 cum_ticks 8247 buy_proportion 0.48
2017-01-10 14:52:17.501 1.06037 1.05629 cum_theta_buy 4258.0 cum_theta_sell 4302.0 diff 44.0 exp_num_ticks 8297.29 max_proportion 0.52 threshold 4301.24 cum_ticks 8560 buy_proportion 0.50
2017-01-10 16:06:07.798 1.06046 1.05712 cum_theta_buy 4095.0 cum_theta_sell 4303.0 diff 208.0 exp_num_ticks 8439.43 max_proportion 0.51 threshold 4302.79 cum_ticks 8398 buy_proportion 0.49
2017-01-10 17:46:56.718 1.05981 1.05509 cum_theta_buy 4154.0 cum_theta_sell 4304.0 diff 150.0 exp_num_ticks 8422.71 max_proportion 0.51 threshold 4303.04 cum_ticks 8458 buy_proportion 0.49
2017-01-10 21:11:17.112 1.05657 1.05538 cum_theta_buy 4129.0 cum_theta_sell 4304.0 diff 175.0 exp_num_ticks 8455.43 max_proportion 0.51 threshold 4303.58 cum_ticks 8433 buy_proportion 0.49
2017-01-11 01:34:31.481 1.05631 1.05496 cum_theta_buy 3789.0 cum_theta_sell 4304.0 diff 515.0 exp_num_ticks 8435.14 max_proportion 0.51 threshold 4303.88 cum_ticks 8093 buy_proportion 0.47
2017-01-11 03:49:57.014 1.05658 1.05362 cum_theta_buy 3764.0 cum_theta_sell 4306.0 diff 542.0 exp_num_ticks 8242.29 max_proportion 0.52 threshold 4305.88 cum_ticks 8070 buy_proportion 0.47
2017-01-11 06:12:11.008 1.05582 1.05406 cum_theta_buy 3590.0 cum_theta_sell 4307.0 diff 717.0 exp_num_ticks 8128.43 max_proportion 0.53 threshold 4306.13 cum_ticks 7897 buy_proportion 0.45
2017-01-11 08:24:40.681 1.05668 1.05460 cum_theta_buy 4052.0 cum_theta_sell 4307.0 diff 255.0 exp_num_ticks 7974.43 max_proportion 0.54 threshold 4306.84 cum_ticks 8359 buy_proportion 0.48
2017-01-11 10:26:07.377 1.05590 1.05260 cum_theta_buy 3983.0 cum_theta_sell 4310.0 diff 327.0 exp_num_ticks 8185.71 max_proportion 0.53 threshold 4309.65 cum_ticks 8293 buy_proportion 0.48
2017-01-11 12:26:08.925 1.05277 1.04999 cum_theta_buy 4100.0 cum_theta_sell 4311.0 diff 211.0 exp_num_ticks 8255.29 max_proportion 0.52 threshold 4310.16 cum_ticks 8411 buy_proportion 0.49
2017-01-11 14:06:25.087 1.05171 1.04940 cum_theta_buy 4182.0 cum_theta_sell 4311.0 diff 129.0 exp_num_ticks 8369.86 max_proportion 0.51 threshold 4310.30 cum_ticks 8493 buy_proportion 0.49
2017-01-11 15:17:49.030 1.05146 1.04651 cum_theta_buy 4190.0 cum_theta_sell 4312.0 diff 122.0 exp_num_ticks 8441.00 max_proportion 0.51 threshold 4311.16 cum_ticks 8502 buy_proportion 0.49
2017-01-11 16:21:53.327 1.04785 1.04538 cum_theta_buy 4312.0 cum_theta_sell 4149.0 diff -163.0 exp_num_ticks 8486.43 max_proportion 0.51 threshold 4311.63 cum_ticks 8461 buy_proportion 0.51
2017-01-11 16:52:13.079 1.05409 1.04593 cum_theta_buy 4259.0 cum_theta_sell 4152.0 diff -107.0 exp_num_ticks 8477.29 max_proportion 0.50 threshold 4258.73 cum_ticks 8411 buy_proportion 0.51
2017-01-11 17:24:56.228 1.05441 1.04729 cum_theta_buy 4209.0 cum_theta_sell 4265.0 diff 56.0 exp_num_ticks 8438.29 max_proportion 0.51 threshold 4264.39 cum_ticks 8474 buy_proportion 0.50
2017-01-11 18:06:32.435 1.05983 1.05128 cum_theta_buy 4232.0 cum_theta_sell 4239.0 diff 7.0 exp_num_ticks 8454.14 max_proportion 0.50 threshold 4238.11 cum_ticks 8471 buy_proportion 0.50
2017-01-11 18:38:34.125 1.06229 1.05876 cum_theta_buy 3814.0 cum_theta_sell 4234.0 diff 420.0 exp_num_ticks 8463.29 max_proportion 0.50 threshold 4233.94 cum_ticks 8048 buy_proportion 0.47
2017-01-11 19:29:30.585 1.06139 1.05820 cum_theta_buy 3947.0 cum_theta_sell 4243.0 diff 296.0 exp_num_ticks 8229.71 max_proportion 0.52 threshold 4242.42 cum_ticks 8190 buy_proportion 0.48
2017-01-11 21:02:41.811 1.05852 1.05644 cum_theta_buy 4191.0 cum_theta_sell 4241.0 diff 50.0 exp_num_ticks 8189.57 max_proportion 0.52 threshold 4240.89 cum_ticks 8432 buy_proportion 0.50
2017-01-12 00:42:11.398 1.05991 1.05755 cum_theta_buy 4149.0 cum_theta_sell 4242.0 diff 93.0 exp_num_ticks 8308.00 max_proportion 0.51 threshold 4241.94 cum_ticks 8391 buy_proportion 0.49
2017-01-12 02:26:28.680 1.06041 1.05714 cum_theta_buy 3901.0 cum_theta_sell 4243.0 diff 342.0 exp_num_ticks 8374.00 max_proportion 0.51 threshold 4242.23 cum_ticks 8144 buy_proportion 0.48
2017-01-12 04:10:30.485 1.06138 1.05939 cum_theta_buy 4018.0 cum_theta_sell 4244.0 diff 226.0 exp_num_ticks 8255.71 max_proportion 0.51 threshold 4243.48 cum_ticks 8262 buy_proportion 0.49
2017-01-12 06:22:50.596 1.06147 1.05949 cum_theta_buy 3990.0 cum_theta_sell 4244.0 diff 254.0 exp_num_ticks 8246.71 max_proportion 0.51 threshold 4243.81 cum_ticks 8234 buy_proportion 0.48
2017-01-12 07:42:02.721 1.06429 1.06050 cum_theta_buy 3869.0 cum_theta_sell 4244.0 diff 375.0 exp_num_ticks 8229.14 max_proportion 0.52 threshold 4243.94 cum_ticks 8113 buy_proportion 0.48
2017-01-12 08:52:59.445 1.06646 1.06274 cum_theta_buy 4125.0 cum_theta_sell 4245.0 diff 120.0 exp_num_ticks 8168.86 max_proportion 0.52 threshold 4244.27 cum_ticks 8370 buy_proportion 0.49
2017-01-12 10:02:42.216 1.06580 1.06278 cum_theta_buy 4032.0 cum_theta_sell 4246.0 diff 214.0 exp_num_ticks 8277.14 max_proportion 0.51 threshold 4245.37 cum_ticks 8278 buy_proportion 0.49
2017-01-12 11:37:05.374 1.06513 1.06198 cum_theta_buy 4004.0 cum_theta_sell 4246.0 diff 242.0 exp_num_ticks 8280.71 max_proportion 0.51 threshold 4245.82 cum_ticks 8250 buy_proportion 0.49
2017-01-12 12:59:05.343 1.06847 1.06416 cum_theta_buy 4094.0 cum_theta_sell 4246.0 diff 152.0 exp_num_ticks 8275.14 max_proportion 0.51 threshold 4245.96 cum_ticks 8340 buy_proportion 0.49
2017-01-12 14:03:35.596 1.06824 1.06433 cum_theta_buy 4014.0 cum_theta_sell 4247.0 diff 233.0 exp_num_ticks 8305.43 max_proportion 0.51 threshold 4246.10 cum_ticks 8261 buy_proportion 0.49
2017-01-12 15:05:27.405 1.06705 1.06326 cum_theta_buy 4247.0 cum_theta_sell 3995.0 diff -252.0 exp_num_ticks 8282.00 max_proportion 0.51 threshold 4246.66 cum_ticks 8242 buy_proportion 0.52
2017-01-12 16:01:07.705 1.06757 1.06375 cum_theta_buy 4087.0 cum_theta_sell 4159.0 diff 72.0 exp_num_ticks 8261.43 max_proportion 0.50 threshold 4158.84 cum_ticks 8246 buy_proportion 0.50
2017-01-12 17:11:07.451 1.06687 1.06490 cum_theta_buy 4125.0 cum_theta_sell 4057.0 diff -68.0 exp_num_ticks 8247.00 max_proportion 0.50 threshold 4124.67 cum_ticks 8182 buy_proportion 0.50
2017-01-12 18:46:37.055 1.06653 1.06303 cum_theta_buy 3858.0 cum_theta_sell 4132.0 diff 274.0 exp_num_ticks 8208.86 max_proportion 0.50 threshold 4131.61 cum_ticks 7990 buy_proportion 0.48
2017-01-12 20:37:07.300 1.06426 1.06106 cum_theta_buy 3964.0 cum_theta_sell 4116.0 diff 152.0 exp_num_ticks 8081.43 max_proportion 0.51 threshold 4115.34 cum_ticks 8080 buy_proportion 0.49
2017-01-13 00:32:12.504 1.06248 1.06061 cum_theta_buy 3871.0 cum_theta_sell 4113.0 diff 242.0 exp_num_ticks 8068.86 max_proportion 0.51 threshold 4112.54 cum_ticks 7984 buy_proportion 0.48
2017-01-13 03:00:23.409 1.06197 1.06037 cum_theta_buy 3720.0 cum_theta_sell 4117.0 diff 397.0 exp_num_ticks 8012.29 max_proportion 0.51 threshold 4116.69 cum_ticks 7837 buy_proportion 0.47
2017-01-13 06:09:00.363 1.06263 1.06040 cum_theta_buy 3604.0 cum_theta_sell 4117.0 diff 513.0 exp_num_ticks 7913.71 max_proportion 0.52 threshold 4116.30 cum_ticks 7721 buy_proportion 0.47
2017-01-13 08:01:15.927 1.06408 1.06176 cum_theta_buy 3724.0 cum_theta_sell 4118.0 diff 394.0 exp_num_ticks 7791.71 max_proportion 0.53 threshold 4117.03 cum_ticks 7842 buy_proportion 0.47
2017-01-13 09:32:49.245 1.06491 1.06250 cum_theta_buy 3954.0 cum_theta_sell 4118.0 diff 164.0 exp_num_ticks 7806.71 max_proportion 0.53 threshold 4117.77 cum_ticks 8072 buy_proportion 0.49
2017-01-13 11:34:08.581 1.06576 1.06403 cum_theta_buy 3746.0 cum_theta_sell 4120.0 diff 374.0 exp_num_ticks 7956.14 max_proportion 0.52 threshold 4119.12 cum_ticks 7866 buy_proportion 0.48
2017-01-13 13:28:46.426 1.06653 1.06431 cum_theta_buy 4054.0 cum_theta_sell 4120.0 diff 66.0 exp_num_ticks 7921.43 max_proportion 0.52 threshold 4119.74 cum_ticks 8174 buy_proportion 0.50
2017-01-13 14:09:10.965 1.06734 1.06201 cum_theta_buy 3820.0 cum_theta_sell 4121.0 diff 301.0 exp_num_ticks 8071.43 max_proportion 0.51 threshold 4120.87 cum_ticks 7941 buy_proportion 0.48
2017-01-13 14:57:40.059 1.06433 1.06051 cum_theta_buy 3831.0 cum_theta_sell 4122.0 diff 291.0 exp_num_ticks 7996.86 max_proportion 0.52 threshold 4121.42 cum_ticks 7953 buy_proportion 0.48
2017-01-13 15:55:22.196 1.06295 1.05961 cum_theta_buy 4122.0 cum_theta_sell 4052.0 diff -70.0 exp_num_ticks 7981.14 max_proportion 0.52 threshold 4121.83 cum_ticks 8174 buy_proportion 0.50
2017-01-13 17:20:25.195 1.06341 1.06119 cum_theta_buy 3848.0 cum_theta_sell 4084.0 diff 236.0 exp_num_ticks 8077.57 max_proportion 0.51 threshold 4083.11 cum_ticks 7932 buy_proportion 0.49
2017-01-13 19:28:52.525 1.06454 1.06268 cum_theta_buy 3692.0 cum_theta_sell 4082.0 diff 390.0 exp_num_ticks 8004.14 max_proportion 0.51 threshold 4081.24 cum_ticks 7774 buy_proportion 0.47
2017-01-15 23:01:39.418 1.06528 1.06030 cum_theta_buy 3787.0 cum_theta_sell 4080.0 diff 293.0 exp_num_ticks 7876.29 max_proportion 0.52 threshold 4079.70 cum_ticks 7867 buy_proportion 0.48
Batch number: 2
2017-01-16 01:46:43.031 1.06358 1.06176 cum_theta_buy 3534.0 cum_theta_sell 4082.0 diff 548.0 exp_num_ticks 7849.71 max_proportion 0.52 threshold 4081.33 cum_ticks 7616 buy_proportion 0.46
2017-01-16 04:32:43.810 1.06272 1.06050 cum_theta_buy 3863.0 cum_theta_sell 4083.0 diff 220.0 exp_num_ticks 7710.29 max_proportion 0.53 threshold 4082.30 cum_ticks 7946 buy_proportion 0.49
2017-01-16 06:46:14.887 1.06296 1.06056 cum_theta_buy 3781.0 cum_theta_sell 4084.0 diff 303.0 exp_num_ticks 7840.43 max_proportion 0.52 threshold 4083.69 cum_ticks 7865 buy_proportion 0.48
2017-01-16 08:24:25.664 1.06261 1.05893 cum_theta_buy 3939.0 cum_theta_sell 4085.0 diff 146.0 exp_num_ticks 7852.57 max_proportion 0.52 threshold 4084.14 cum_ticks 8024 buy_proportion 0.49
2017-01-16 09:50:48.860 1.06051 1.05795 cum_theta_buy 3964.0 cum_theta_sell 4085.0 diff 121.0 exp_num_ticks 7967.43 max_proportion 0.51 threshold 4084.74 cum_ticks 8049 buy_proportion 0.49
2017-01-16 11:53:58.895 1.05982 1.05793 cum_theta_buy 3836.0 cum_theta_sell 4086.0 diff 250.0 exp_num_ticks 8015.57 max_proportion 0.51 threshold 4085.11 cum_ticks 7922 buy_proportion 0.48
2017-01-16 14:10:56.662 1.06010 1.05854 cum_theta_buy 3744.0 cum_theta_sell 4086.0 diff 342.0 exp_num_ticks 7972.86 max_proportion 0.51 threshold 4085.80 cum_ticks 7830 buy_proportion 0.48
2017-01-16 16:17:45.470 1.06086 1.05907 cum_theta_buy 4036.0 cum_theta_sell 4087.0 diff 51.0 exp_num_ticks 7887.57 max_proportion 0.52 threshold 4086.25 cum_ticks 8123 buy_proportion 0.50
2017-01-16 19:57:41.328 1.06085 1.05913 cum_theta_buy 4088.0 cum_theta_sell 3843.0 diff -245.0 exp_num_ticks 8010.57 max_proportion 0.51 threshold 4087.70 cum_ticks 7931 buy_proportion 0.52
2017-01-16 21:50:01.233 1.06050 1.05959 cum_theta_buy 4017.0 cum_theta_sell 4025.0 diff 8.0 exp_num_ticks 7971.43 max_proportion 0.50 threshold 4024.05 cum_ticks 8042 buy_proportion 0.50
2017-01-17 01:22:19.762 1.06186 1.05962 cum_theta_buy 3537.0 cum_theta_sell 4041.0 diff 504.0 exp_num_ticks 8021.86 max_proportion 0.50 threshold 4040.45 cum_ticks 7578 buy_proportion 0.47
2017-01-17 03:38:57.162 1.06302 1.06007 cum_theta_buy 3451.0 cum_theta_sell 4012.0 diff 561.0 exp_num_ticks 7761.00 max_proportion 0.52 threshold 4011.96 cum_ticks 7463 buy_proportion 0.46
2017-01-17 05:46:15.794 1.06523 1.06227 cum_theta_buy 3542.0 cum_theta_sell 4025.0 diff 483.0 exp_num_ticks 7578.57 max_proportion 0.53 threshold 4024.60 cum_ticks 7567 buy_proportion 0.47
2017-01-17 07:17:49.118 1.06657 1.06418 cum_theta_buy 3527.0 cum_theta_sell 4024.0 diff 497.0 exp_num_ticks 7538.86 max_proportion 0.53 threshold 4023.69 cum_ticks 7551 buy_proportion 0.47
2017-01-17 08:34:33.234 1.06715 1.06405 cum_theta_buy 3730.0 cum_theta_sell 4023.0 diff 293.0 exp_num_ticks 7543.00 max_proportion 0.53 threshold 4022.63 cum_ticks 7753 buy_proportion 0.48
2017-01-17 09:52:06.315 1.06815 1.06548 cum_theta_buy 3645.0 cum_theta_sell 4025.0 diff 380.0 exp_num_ticks 7668.71 max_proportion 0.52 threshold 4024.23 cum_ticks 7670 buy_proportion 0.48
2017-01-17 11:09:00.996 1.06911 1.06574 cum_theta_buy 3627.0 cum_theta_sell 4025.0 diff 398.0 exp_num_ticks 7676.71 max_proportion 0.52 threshold 4024.56 cum_ticks 7652 buy_proportion 0.47
2017-01-17 12:00:45.045 1.07191 1.06879 cum_theta_buy 3852.0 cum_theta_sell 4025.0 diff 173.0 exp_num_ticks 7671.57 max_proportion 0.52 threshold 4024.80 cum_ticks 7877 buy_proportion 0.49
2017-01-17 12:47:25.568 1.07125 1.06879 cum_theta_buy 3852.0 cum_theta_sell 4026.0 diff 174.0 exp_num_ticks 7783.14 max_proportion 0.52 threshold 4025.79 cum_ticks 7878 buy_proportion 0.49
2017-01-17 13:39:06.742 1.07078 1.06727 cum_theta_buy 3984.0 cum_theta_sell 4026.0 diff 42.0 exp_num_ticks 7845.43 max_proportion 0.51 threshold 4025.99 cum_ticks 8010 buy_proportion 0.50
2017-01-17 14:26:11.718 1.07070 1.06674 cum_theta_buy 4027.0 cum_theta_sell 3811.0 diff -216.0 exp_num_ticks 7953.29 max_proportion 0.51 threshold 4026.13 cum_ticks 7838 buy_proportion 0.51
2017-01-17 15:15:31.567 1.07166 1.06921 cum_theta_buy 3871.0 cum_theta_sell 3991.0 diff 120.0 exp_num_ticks 7892.86 max_proportion 0.51 threshold 3990.21 cum_ticks 7862 buy_proportion 0.49
2017-01-17 16:16:11.254 1.07059 1.06896 cum_theta_buy 3766.0 cum_theta_sell 3945.0 diff 179.0 exp_num_ticks 7876.29 max_proportion 0.50 threshold 3944.43 cum_ticks 7711 buy_proportion 0.49
2017-01-17 17:52:03.122 1.07129 1.06917 cum_theta_buy 3650.0 cum_theta_sell 3940.0 diff 290.0 exp_num_ticks 7772.29 max_proportion 0.51 threshold 3939.34 cum_ticks 7590 buy_proportion 0.48
2017-01-17 20:06:47.265 1.07130 1.06943 cum_theta_buy 3950.0 cum_theta_sell 3921.0 diff -29.0 exp_num_ticks 7663.43 max_proportion 0.52 threshold 3949.14 cum_ticks 7871 buy_proportion 0.50
2017-01-18 00:09:32.186 1.07151 1.06952 cum_theta_buy 3753.0 cum_theta_sell 3932.0 diff 179.0 exp_num_ticks 7767.86 max_proportion 0.51 threshold 3931.03 cum_ticks 7685 buy_proportion 0.49
2017-01-18 02:08:02.698 1.07123 1.06916 cum_theta_buy 3483.0 cum_theta_sell 3931.0 diff 448.0 exp_num_ticks 7724.57 max_proportion 0.51 threshold 3930.71 cum_ticks 7414 buy_proportion 0.47
2017-01-18 04:39:52.725 1.07004 1.06883 cum_theta_buy 3458.0 cum_theta_sell 3932.0 diff 474.0 exp_num_ticks 7556.71 max_proportion 0.52 threshold 3931.98 cum_ticks 7390 buy_proportion 0.47
2017-01-18 06:54:36.139 1.07001 1.06811 cum_theta_buy 3591.0 cum_theta_sell 3933.0 diff 342.0 exp_num_ticks 7439.00 max_proportion 0.53 threshold 3932.42 cum_ticks 7524 buy_proportion 0.48
2017-01-18 08:30:15.384 1.07046 1.06758 cum_theta_buy 3780.0 cum_theta_sell 3933.0 diff 153.0 exp_num_ticks 7470.00 max_proportion 0.53 threshold 3932.70 cum_ticks 7713 buy_proportion 0.49
2017-01-18 10:10:48.617 1.06986 1.06846 cum_theta_buy 3725.0 cum_theta_sell 3934.0 diff 209.0 exp_num_ticks 7612.86 max_proportion 0.52 threshold 3933.89 cum_ticks 7659 buy_proportion 0.49
2017-01-18 12:03:41.568 1.06945 1.06791 cum_theta_buy 3537.0 cum_theta_sell 3934.0 diff 397.0 exp_num_ticks 7655.14 max_proportion 0.51 threshold 3933.80 cum_ticks 7471 buy_proportion 0.47
2017-01-18 13:33:13.499 1.06877 1.06554 cum_theta_buy 3580.0 cum_theta_sell 3935.0 diff 355.0 exp_num_ticks 7559.29 max_proportion 0.52 threshold 3934.59 cum_ticks 7515 buy_proportion 0.48
2017-01-18 14:43:34.976 1.06858 1.06614 cum_theta_buy 3800.0 cum_theta_sell 3935.0 diff 135.0 exp_num_ticks 7523.00 max_proportion 0.52 threshold 3934.81 cum_ticks 7735 buy_proportion 0.49
2017-01-18 15:52:31.622 1.07028 1.06785 cum_theta_buy 3671.0 cum_theta_sell 3936.0 diff 265.0 exp_num_ticks 7634.43 max_proportion 0.52 threshold 3935.78 cum_ticks 7607 buy_proportion 0.48
2017-01-18 17:21:39.150 1.07018 1.06754 cum_theta_buy 3926.0 cum_theta_sell 3936.0 diff 10.0 exp_num_ticks 7630.43 max_proportion 0.52 threshold 3935.93 cum_ticks 7862 buy_proportion 0.50
2017-01-18 19:26:01.099 1.06919 1.06635 cum_theta_buy 3719.0 cum_theta_sell 3937.0 diff 218.0 exp_num_ticks 7771.00 max_proportion 0.51 threshold 3936.69 cum_ticks 7656 buy_proportion 0.49
2017-01-18 20:41:35.516 1.06722 1.06302 cum_theta_buy 3916.0 cum_theta_sell 3938.0 diff 22.0 exp_num_ticks 7707.86 max_proportion 0.51 threshold 3937.22 cum_ticks 7854 buy_proportion 0.50
2017-01-19 00:10:23.632 1.06401 1.06244 cum_theta_buy 3747.0 cum_theta_sell 3938.0 diff 191.0 exp_num_ticks 7798.57 max_proportion 0.50 threshold 3937.96 cum_ticks 7685 buy_proportion 0.49
2017-01-19 02:22:01.438 1.06343 1.06221 cum_theta_buy 3652.0 cum_theta_sell 3939.0 diff 287.0 exp_num_ticks 7729.14 max_proportion 0.51 threshold 3938.27 cum_ticks 7591 buy_proportion 0.48
2017-01-19 05:01:01.073 1.06452 1.06320 cum_theta_buy 3655.0 cum_theta_sell 3940.0 diff 285.0 exp_num_ticks 7655.43 max_proportion 0.51 threshold 3939.12 cum_ticks 7595 buy_proportion 0.48
2017-01-19 07:28:02.019 1.06469 1.06322 cum_theta_buy 3545.0 cum_theta_sell 3940.0 diff 395.0 exp_num_ticks 7606.71 max_proportion 0.52 threshold 3939.50 cum_ticks 7485 buy_proportion 0.47
2017-01-19 08:49:41.202 1.06549 1.06323 cum_theta_buy 3686.0 cum_theta_sell 3941.0 diff 255.0 exp_num_ticks 7531.57 max_proportion 0.52 threshold 3940.06 cum_ticks 7627 buy_proportion 0.48
2017-01-19 10:08:44.906 1.06705 1.06458 cum_theta_buy 3697.0 cum_theta_sell 3941.0 diff 244.0 exp_num_ticks 7581.86 max_proportion 0.52 threshold 3940.84 cum_ticks 7638 buy_proportion 0.48
2017-01-19 12:08:14.413 1.06651 1.06533 cum_theta_buy 3719.0 cum_theta_sell 3942.0 diff 223.0 exp_num_ticks 7613.00 max_proportion 0.52 threshold 3941.04 cum_ticks 7661 buy_proportion 0.49
2017-01-19 13:34:01.678 1.06766 1.06429 cum_theta_buy 3587.0 cum_theta_sell 3942.0 diff 355.0 exp_num_ticks 7649.57 max_proportion 0.52 threshold 3941.58 cum_ticks 7529 buy_proportion 0.48
2017-01-19 14:03:59.696 1.06460 1.06028 cum_theta_buy 3835.0 cum_theta_sell 3943.0 diff 108.0 exp_num_ticks 7582.29 max_proportion 0.52 threshold 3942.12 cum_ticks 7778 buy_proportion 0.49
2017-01-19 14:44:54.594 1.06227 1.05892 cum_theta_buy 3944.0 cum_theta_sell 3890.0 diff -54.0 exp_num_ticks 7690.14 max_proportion 0.51 threshold 3943.37 cum_ticks 7834 buy_proportion 0.50
2017-01-19 15:36:45.642 1.06132 1.05899 cum_theta_buy 3914.0 cum_theta_sell 3879.0 diff -35.0 exp_num_ticks 7774.43 max_proportion 0.50 threshold 3913.51 cum_ticks 7793 buy_proportion 0.50
2017-01-19 16:26:02.483 1.06356 1.05892 cum_theta_buy 3848.0 cum_theta_sell 3912.0 diff 64.0 exp_num_ticks 7802.57 max_proportion 0.50 threshold 3911.24 cum_ticks 7760 buy_proportion 0.50
2017-01-19 17:56:29.903 1.06366 1.06146 cum_theta_buy 3850.0 cum_theta_sell 3900.0 diff 50.0 exp_num_ticks 7780.00 max_proportion 0.50 threshold 3899.51 cum_ticks 7750 buy_proportion 0.50
2017-01-19 19:34:05.987 1.06430 1.06184 cum_theta_buy 3819.0 cum_theta_sell 3901.0 diff 82.0 exp_num_ticks 7759.00 max_proportion 0.50 threshold 3900.45 cum_ticks 7720 buy_proportion 0.49
2017-01-19 21:43:18.327 1.06692 1.06388 cum_theta_buy 3848.0 cum_theta_sell 3903.0 diff 55.0 exp_num_ticks 7734.29 max_proportion 0.50 threshold 3902.30 cum_ticks 7751 buy_proportion 0.50
2017-01-20 01:16:31.402 1.06730 1.06522 cum_theta_buy 3726.0 cum_theta_sell 3903.0 diff 177.0 exp_num_ticks 7742.00 max_proportion 0.50 threshold 3902.01 cum_ticks 7629 buy_proportion 0.49
2017-01-20 03:50:40.980 1.06935 1.06642 cum_theta_buy 3550.0 cum_theta_sell 3903.0 diff 353.0 exp_num_ticks 7676.86 max_proportion 0.51 threshold 3902.92 cum_ticks 7453 buy_proportion 0.48
2017-01-20 06:45:41.334 1.06889 1.06712 cum_theta_buy 3184.0 cum_theta_sell 3904.0 diff 720.0 exp_num_ticks 7545.86 max_proportion 0.52 threshold 3903.88 cum_ticks 7088 buy_proportion 0.45
2017-01-20 08:20:32.264 1.06920 1.06711 cum_theta_buy 3739.0 cum_theta_sell 3908.0 diff 169.0 exp_num_ticks 7269.57 max_proportion 0.54 threshold 3907.00 cum_ticks 7647 buy_proportion 0.49
2017-01-20 09:49:24.999 1.06747 1.06460 cum_theta_buy 3621.0 cum_theta_sell 3911.0 diff 290.0 exp_num_ticks 7459.57 max_proportion 0.52 threshold 3910.37 cum_ticks 7532 buy_proportion 0.48
2017-01-20 11:22:09.021 1.06528 1.06276 cum_theta_buy 3609.0 cum_theta_sell 3912.0 diff 303.0 exp_num_ticks 7501.43 max_proportion 0.52 threshold 3911.35 cum_ticks 7521 buy_proportion 0.48
2017-01-20 13:10:40.427 1.06466 1.06251 cum_theta_buy 3624.0 cum_theta_sell 3912.0 diff 288.0 exp_num_ticks 7542.14 max_proportion 0.52 threshold 3911.28 cum_ticks 7536 buy_proportion 0.48
2017-01-20 14:30:44.966 1.06667 1.06309 cum_theta_buy 3856.0 cum_theta_sell 3912.0 diff 56.0 exp_num_ticks 7531.14 max_proportion 0.52 threshold 3911.86 cum_ticks 7768 buy_proportion 0.50
2017-01-20 15:36:46.134 1.06835 1.06543 cum_theta_buy 3645.0 cum_theta_sell 3913.0 diff 268.0 exp_num_ticks 7666.43 max_proportion 0.51 threshold 3912.92 cum_ticks 7558 buy_proportion 0.48
2017-01-20 16:52:20.414 1.06814 1.06640 cum_theta_buy 3914.0 cum_theta_sell 3836.0 diff -78.0 exp_num_ticks 7614.86 max_proportion 0.51 threshold 3913.21 cum_ticks 7750 buy_proportion 0.51
2017-01-20 17:28:50.031 1.06909 1.06633 cum_theta_buy 3870.0 cum_theta_sell 3817.0 diff -53.0 exp_num_ticks 7697.71 max_proportion 0.50 threshold 3869.68 cum_ticks 7687 buy_proportion 0.50
2017-01-20 18:18:45.321 1.06950 1.06698 cum_theta_buy 3851.0 cum_theta_sell 3630.0 diff -221.0 exp_num_ticks 7686.57 max_proportion 0.50 threshold 3850.01 cum_ticks 7481 buy_proportion 0.51
Batch number: 3
2017-01-20 19:37:08.711 1.07006 1.06659 cum_theta_buy 3867.0 cum_theta_sell 3534.0 diff -333.0 exp_num_ticks 7578.29 max_proportion 0.51 threshold 3866.02 cum_ticks 7401 buy_proportion 0.52
2017-01-20 21:10:25.580 1.07094 1.06895 cum_theta_buy 3864.0 cum_theta_sell 3767.0 diff -97.0 exp_num_ticks 7464.71 max_proportion 0.52 threshold 3863.50 cum_ticks 7631 buy_proportion 0.51
2017-01-23 00:28:05.651 1.07204 1.06922 cum_theta_buy 3486.0 cum_theta_sell 3864.0 diff 378.0 exp_num_ticks 7543.86 max_proportion 0.51 threshold 3863.73 cum_ticks 7350 buy_proportion 0.47
2017-01-23 02:31:07.494 1.07459 1.07117 cum_theta_buy 3576.0 cum_theta_sell 3791.0 diff 215.0 exp_num_ticks 7437.57 max_proportion 0.51 threshold 3790.66 cum_ticks 7367 buy_proportion 0.49
2017-01-23 05:10:25.771 1.07499 1.07350 cum_theta_buy 3250.0 cum_theta_sell 3810.0 diff 560.0 exp_num_ticks 7399.86 max_proportion 0.51 threshold 3809.28 cum_ticks 7060 buy_proportion 0.46
2017-01-23 07:07:42.846 1.07548 1.07350 cum_theta_buy 3554.0 cum_theta_sell 3814.0 diff 260.0 exp_num_ticks 7189.14 max_proportion 0.53 threshold 3813.88 cum_ticks 7368 buy_proportion 0.48
2017-01-23 08:29:44.811 1.07540 1.07349 cum_theta_buy 3729.0 cum_theta_sell 3811.0 diff 82.0 exp_num_ticks 7279.86 max_proportion 0.52 threshold 3810.99 cum_ticks 7540 buy_proportion 0.49
2017-01-23 10:19:20.364 1.07432 1.07228 cum_theta_buy 3497.0 cum_theta_sell 3814.0 diff 317.0 exp_num_ticks 7422.29 max_proportion 0.51 threshold 3813.67 cum_ticks 7311 buy_proportion 0.48
2017-01-23 12:12:06.829 1.07450 1.07263 cum_theta_buy 3486.0 cum_theta_sell 3814.0 diff 328.0 exp_num_ticks 7384.57 max_proportion 0.52 threshold 3813.85 cum_ticks 7300 buy_proportion 0.48
2017-01-23 13:35:45.620 1.07438 1.07093 cum_theta_buy 3731.0 cum_theta_sell 3815.0 diff 84.0 exp_num_ticks 7337.43 max_proportion 0.52 threshold 3814.06 cum_ticks 7546 buy_proportion 0.49
2017-01-23 14:35:37.105 1.07378 1.07063 cum_theta_buy 3575.0 cum_theta_sell 3816.0 diff 241.0 exp_num_ticks 7442.14 max_proportion 0.51 threshold 3815.56 cum_ticks 7391 buy_proportion 0.48
2017-01-23 15:29:16.561 1.07444 1.07069 cum_theta_buy 3771.0 cum_theta_sell 3816.0 diff 45.0 exp_num_ticks 7422.29 max_proportion 0.51 threshold 3815.92 cum_ticks 7587 buy_proportion 0.50
2017-01-23 16:28:47.087 1.07520 1.07268 cum_theta_buy 3564.0 cum_theta_sell 3817.0 diff 253.0 exp_num_ticks 7525.14 max_proportion 0.51 threshold 3816.36 cum_ticks 7381 buy_proportion 0.48
2017-01-23 17:48:50.152 1.07449 1.07200 cum_theta_buy 3733.0 cum_theta_sell 3818.0 diff 85.0 exp_num_ticks 7441.29 max_proportion 0.51 threshold 3817.16 cum_ticks 7551 buy_proportion 0.49
2017-01-23 20:10:28.705 1.07498 1.07240 cum_theta_buy 3796.0 cum_theta_sell 3818.0 diff 22.0 exp_num_ticks 7507.57 max_proportion 0.51 threshold 3817.88 cum_ticks 7614 buy_proportion 0.50
2017-01-23 23:55:58.951 1.07729 1.07415 cum_theta_buy 3622.0 cum_theta_sell 3819.0 diff 197.0 exp_num_ticks 7562.71 max_proportion 0.50 threshold 3818.28 cum_ticks 7441 buy_proportion 0.49
2017-01-24 02:22:45.743 1.07668 1.07452 cum_theta_buy 3819.0 cum_theta_sell 3664.0 diff -155.0 exp_num_ticks 7506.14 max_proportion 0.51 threshold 3818.98 cum_ticks 7483 buy_proportion 0.51
2017-01-24 05:08:08.270 1.07707 1.07492 cum_theta_buy 3279.0 cum_theta_sell 3760.0 diff 481.0 exp_num_ticks 7489.71 max_proportion 0.50 threshold 3759.31 cum_ticks 7039 buy_proportion 0.47
2017-01-24 07:35:19.588 1.07598 1.07375 cum_theta_buy 3520.0 cum_theta_sell 3745.0 diff 225.0 exp_num_ticks 7223.29 max_proportion 0.52 threshold 3744.95 cum_ticks 7265 buy_proportion 0.48
2017-01-24 09:08:57.520 1.07529 1.07338 cum_theta_buy 3586.0 cum_theta_sell 3740.0 diff 154.0 exp_num_ticks 7231.57 max_proportion 0.52 threshold 3739.67 cum_ticks 7326 buy_proportion 0.49
2017-01-24 10:35:37.854 1.07517 1.07350 cum_theta_buy 3650.0 cum_theta_sell 3746.0 diff 96.0 exp_num_ticks 7267.57 max_proportion 0.52 threshold 3745.06 cum_ticks 7396 buy_proportion 0.49
2017-01-24 12:28:47.954 1.07458 1.07253 cum_theta_buy 3496.0 cum_theta_sell 3745.0 diff 249.0 exp_num_ticks 7357.29 max_proportion 0.51 threshold 3744.30 cum_ticks 7241 buy_proportion 0.48
2017-01-24 13:59:30.477 1.07569 1.07396 cum_theta_buy 3504.0 cum_theta_sell 3745.0 diff 241.0 exp_num_ticks 7297.43 max_proportion 0.51 threshold 3744.90 cum_ticks 7249 buy_proportion 0.48
2017-01-24 15:06:55.189 1.07749 1.07432 cum_theta_buy 3600.0 cum_theta_sell 3746.0 diff 146.0 exp_num_ticks 7267.71 max_proportion 0.52 threshold 3745.33 cum_ticks 7346 buy_proportion 0.49
2017-01-24 16:14:36.388 1.07664 1.07465 cum_theta_buy 3560.0 cum_theta_sell 3746.0 diff 186.0 exp_num_ticks 7303.29 max_proportion 0.51 threshold 3745.74 cum_ticks 7306 buy_proportion 0.49
2017-01-24 17:57:21.280 1.07609 1.07464 cum_theta_buy 3618.0 cum_theta_sell 3746.0 diff 128.0 exp_num_ticks 7309.29 max_proportion 0.51 threshold 3745.92 cum_ticks 7364 buy_proportion 0.49
2017-01-24 19:58:42.354 1.07582 1.07232 cum_theta_buy 3418.0 cum_theta_sell 3747.0 diff 329.0 exp_num_ticks 7344.86 max_proportion 0.51 threshold 3746.04 cum_ticks 7165 buy_proportion 0.48
2017-01-25 00:22:03.345 1.07338 1.07204 cum_theta_buy 3516.0 cum_theta_sell 3748.0 diff 232.0 exp_num_ticks 7242.00 max_proportion 0.52 threshold 3747.16 cum_ticks 7264 buy_proportion 0.48
2017-01-25 02:29:26.467 1.07378 1.07218 cum_theta_buy 3707.0 cum_theta_sell 3748.0 diff 41.0 exp_num_ticks 7250.00 max_proportion 0.52 threshold 3747.72 cum_ticks 7455 buy_proportion 0.50
2017-01-25 05:02:13.025 1.07371 1.07272 cum_theta_buy 3317.0 cum_theta_sell 3749.0 diff 432.0 exp_num_ticks 7359.00 max_proportion 0.51 threshold 3748.78 cum_ticks 7066 buy_proportion 0.47
2017-01-25 07:26:25.579 1.07301 1.07112 cum_theta_buy 3653.0 cum_theta_sell 3751.0 diff 98.0 exp_num_ticks 7205.43 max_proportion 0.52 threshold 3750.68 cum_ticks 7404 buy_proportion 0.49
2017-01-25 08:45:48.394 1.07326 1.07128 cum_theta_buy 3637.0 cum_theta_sell 3752.0 diff 115.0 exp_num_ticks 7314.71 max_proportion 0.51 threshold 3751.78 cum_ticks 7389 buy_proportion 0.49
2017-01-25 09:55:48.561 1.07546 1.07224 cum_theta_buy 3534.0 cum_theta_sell 3753.0 diff 219.0 exp_num_ticks 7347.14 max_proportion 0.51 threshold 3752.22 cum_ticks 7287 buy_proportion 0.48
2017-01-25 11:55:27.075 1.07564 1.07418 cum_theta_buy 3475.0 cum_theta_sell 3753.0 diff 278.0 exp_num_ticks 7332.86 max_proportion 0.51 threshold 3752.63 cum_ticks 7228 buy_proportion 0.48
2017-01-25 13:06:37.139 1.07698 1.07441 cum_theta_buy 3418.0 cum_theta_sell 3754.0 diff 336.0 exp_num_ticks 7267.86 max_proportion 0.52 threshold 3753.08 cum_ticks 7172 buy_proportion 0.48
2017-01-25 14:20:00.268 1.07469 1.07237 cum_theta_buy 3387.0 cum_theta_sell 3754.0 diff 367.0 exp_num_ticks 7204.43 max_proportion 0.52 threshold 3753.70 cum_ticks 7141 buy_proportion 0.47
2017-01-25 15:21:13.082 1.07382 1.07199 cum_theta_buy 3704.0 cum_theta_sell 3754.0 diff 50.0 exp_num_ticks 7162.29 max_proportion 0.52 threshold 3753.92 cum_ticks 7458 buy_proportion 0.50
2017-01-25 16:28:26.112 1.07455 1.07312 cum_theta_buy 3506.0 cum_theta_sell 3756.0 diff 250.0 exp_num_ticks 7326.57 max_proportion 0.51 threshold 3755.63 cum_ticks 7262 buy_proportion 0.48
2017-01-25 18:02:13.281 1.07532 1.07251 cum_theta_buy 3503.0 cum_theta_sell 3756.0 diff 253.0 exp_num_ticks 7300.71 max_proportion 0.51 threshold 3755.96 cum_ticks 7259 buy_proportion 0.48
2017-01-25 19:59:46.055 1.07414 1.07205 cum_theta_buy 3528.0 cum_theta_sell 3757.0 diff 229.0 exp_num_ticks 7288.29 max_proportion 0.52 threshold 3756.05 cum_ticks 7285 buy_proportion 0.48
2017-01-25 23:02:53.649 1.07547 1.07361 cum_theta_buy 3499.0 cum_theta_sell 3757.0 diff 258.0 exp_num_ticks 7274.29 max_proportion 0.52 threshold 3756.58 cum_ticks 7256 buy_proportion 0.48
2017-01-26 01:46:43.644 1.07655 1.07465 cum_theta_buy 3567.0 cum_theta_sell 3757.0 diff 190.0 exp_num_ticks 7264.71 max_proportion 0.52 threshold 3756.87 cum_ticks 7324 buy_proportion 0.49
2017-01-26 04:05:10.043 1.07622 1.07540 cum_theta_buy 3075.0 cum_theta_sell 3758.0 diff 683.0 exp_num_ticks 7299.00 max_proportion 0.51 threshold 3757.06 cum_ticks 6833 buy_proportion 0.45
2017-01-26 06:40:03.124 1.07605 1.07400 cum_theta_buy 3081.0 cum_theta_sell 3762.0 diff 681.0 exp_num_ticks 7033.71 max_proportion 0.53 threshold 3761.66 cum_ticks 6843 buy_proportion 0.45
2017-01-26 08:18:38.294 1.07472 1.07263 cum_theta_buy 3704.0 cum_theta_sell 3763.0 diff 59.0 exp_num_ticks 6908.86 max_proportion 0.54 threshold 3762.33 cum_ticks 7467 buy_proportion 0.50
2017-01-26 09:46:02.791 1.07437 1.07254 cum_theta_buy 3348.0 cum_theta_sell 3770.0 diff 422.0 exp_num_ticks 7198.14 max_proportion 0.52 threshold 3769.05 cum_ticks 7118 buy_proportion 0.47
2017-01-26 11:12:14.336 1.07288 1.07127 cum_theta_buy 3589.0 cum_theta_sell 3770.0 diff 181.0 exp_num_ticks 7178.43 max_proportion 0.53 threshold 3769.94 cum_ticks 7359 buy_proportion 0.49
2017-01-26 12:46:42.143 1.07333 1.07215 cum_theta_buy 3459.0 cum_theta_sell 3771.0 diff 312.0 exp_num_ticks 7305.57 max_proportion 0.52 threshold 3770.12 cum_ticks 7230 buy_proportion 0.48
2017-01-26 13:47:48.520 1.07282 1.06887 cum_theta_buy 3515.0 cum_theta_sell 3772.0 diff 257.0 exp_num_ticks 7250.86 max_proportion 0.52 threshold 3771.01 cum_ticks 7287 buy_proportion 0.48
2017-01-26 14:47:59.395 1.07063 1.06729 cum_theta_buy 3772.0 cum_theta_sell 3722.0 diff -50.0 exp_num_ticks 7281.00 max_proportion 0.52 threshold 3771.55 cum_ticks 7494 buy_proportion 0.50
2017-01-26 15:46:22.489 1.06926 1.06714 cum_theta_buy 3565.0 cum_theta_sell 3745.0 diff 180.0 exp_num_ticks 7397.14 max_proportion 0.51 threshold 3744.54 cum_ticks 7310 buy_proportion 0.49
2017-01-26 16:59:46.716 1.06796 1.06576 cum_theta_buy 3609.0 cum_theta_sell 3743.0 diff 134.0 exp_num_ticks 7359.29 max_proportion 0.51 threshold 3742.94 cum_ticks 7352 buy_proportion 0.49
2017-01-26 18:48:34.754 1.06965 1.06673 cum_theta_buy 3582.0 cum_theta_sell 3741.0 diff 159.0 exp_num_ticks 7360.29 max_proportion 0.51 threshold 3740.86 cum_ticks 7323 buy_proportion 0.49
2017-01-26 21:00:32.485 1.07040 1.06745 cum_theta_buy 3430.0 cum_theta_sell 3743.0 diff 313.0 exp_num_ticks 7329.43 max_proportion 0.51 threshold 3742.16 cum_ticks 7173 buy_proportion 0.48
2017-01-27 00:22:29.599 1.06853 1.06628 cum_theta_buy 3525.0 cum_theta_sell 3743.0 diff 218.0 exp_num_ticks 7241.43 max_proportion 0.52 threshold 3742.88 cum_ticks 7268 buy_proportion 0.49
2017-01-27 02:28:01.885 1.06887 1.06726 cum_theta_buy 3729.0 cum_theta_sell 3743.0 diff 14.0 exp_num_ticks 7248.71 max_proportion 0.52 threshold 3742.91 cum_ticks 7472 buy_proportion 0.50
2017-01-27 05:07:14.731 1.06863 1.06702 cum_theta_buy 3241.0 cum_theta_sell 3745.0 diff 504.0 exp_num_ticks 7371.00 max_proportion 0.51 threshold 3744.00 cum_ticks 6986 buy_proportion 0.46
2017-01-27 07:10:54.326 1.06740 1.06610 cum_theta_buy 3437.0 cum_theta_sell 3748.0 diff 311.0 exp_num_ticks 7165.14 max_proportion 0.52 threshold 3747.53 cum_ticks 7185 buy_proportion 0.48
2017-01-27 08:40:38.300 1.06841 1.06584 cum_theta_buy 3519.0 cum_theta_sell 3749.0 diff 230.0 exp_num_ticks 7169.14 max_proportion 0.52 threshold 3748.08 cum_ticks 7268 buy_proportion 0.48
2017-01-27 10:12:13.896 1.06983 1.06751 cum_theta_buy 3495.0 cum_theta_sell 3749.0 diff 254.0 exp_num_ticks 7204.00 max_proportion 0.52 threshold 3748.81 cum_ticks 7244 buy_proportion 0.48
2017-01-27 12:16:38.633 1.06972 1.06757 cum_theta_buy 3710.0 cum_theta_sell 3749.0 diff 39.0 exp_num_ticks 7242.43 max_proportion 0.52 threshold 3748.90 cum_ticks 7459 buy_proportion 0.50
2017-01-27 13:37:43.004 1.07085 1.06708 cum_theta_buy 3383.0 cum_theta_sell 3750.0 diff 367.0 exp_num_ticks 7370.29 max_proportion 0.51 threshold 3749.73 cum_ticks 7133 buy_proportion 0.47
2017-01-27 14:25:45.660 1.07250 1.06829 cum_theta_buy 3657.0 cum_theta_sell 3752.0 diff 95.0 exp_num_ticks 7242.00 max_proportion 0.52 threshold 3751.01 cum_ticks 7409 buy_proportion 0.49
2017-01-27 15:24:05.998 1.07151 1.06998 cum_theta_buy 3753.0 cum_theta_sell 3594.0 diff -159.0 exp_num_ticks 7337.29 max_proportion 0.51 threshold 3752.19 cum_ticks 7347 buy_proportion 0.51
2017-01-27 16:36:14.747 1.07143 1.06900 cum_theta_buy 3673.0 cum_theta_sell 3597.0 diff -76.0 exp_num_ticks 7334.14 max_proportion 0.50 threshold 3672.03 cum_ticks 7270 buy_proportion 0.51
2017-01-27 19:01:32.249 1.06943 1.06790 cum_theta_buy 3625.0 cum_theta_sell 3694.0 diff 69.0 exp_num_ticks 7311.86 max_proportion 0.51 threshold 3693.68 cum_ticks 7319 buy_proportion 0.50
2017-01-29 23:07:52.567 1.07214 1.06891 cum_theta_buy 3126.0 cum_theta_sell 3658.0 diff 532.0 exp_num_ticks 7309.00 max_proportion 0.50 threshold 3657.03 cum_ticks 6784 buy_proportion 0.46
2017-01-30 01:26:30.424 1.07334 1.07080 cum_theta_buy 3523.0 cum_theta_sell 3665.0 diff 142.0 exp_num_ticks 7006.29 max_proportion 0.52 threshold 3664.33 cum_ticks 7188 buy_proportion 0.49
2017-01-30 05:04:42.771 1.07402 1.07289 cum_theta_buy 3244.0 cum_theta_sell 3670.0 diff 426.0 exp_num_ticks 7091.29 max_proportion 0.52 threshold 3669.89 cum_ticks 6914 buy_proportion 0.47
Batch number: 4
2017-01-30 07:58:38.904 1.07318 1.06984 cum_theta_buy 3231.0 cum_theta_sell 3669.0 diff 438.0 exp_num_ticks 6973.71 max_proportion 0.53 threshold 3668.37 cum_ticks 6900 buy_proportion 0.47
2017-01-30 09:27:00.843 1.07019 1.06872 cum_theta_buy 3646.0 cum_theta_sell 3670.0 diff 24.0 exp_num_ticks 6945.14 max_proportion 0.53 threshold 3669.46 cum_ticks 7316 buy_proportion 0.50
2017-01-30 11:31:46.816 1.06997 1.06822 cum_theta_buy 3561.0 cum_theta_sell 3673.0 diff 112.0 exp_num_ticks 7139.71 max_proportion 0.51 threshold 3672.72 cum_ticks 7234 buy_proportion 0.49
2017-01-30 12:38:39.673 1.06830 1.06290 cum_theta_buy 3665.0 cum_theta_sell 3673.0 diff 8.0 exp_num_ticks 7209.71 max_proportion 0.51 threshold 3672.82 cum_ticks 7338 buy_proportion 0.50
2017-01-30 13:42:43.443 1.06433 1.06203 cum_theta_buy 3604.0 cum_theta_sell 3673.0 diff 69.0 exp_num_ticks 7305.14 max_proportion 0.50 threshold 3672.72 cum_ticks 7277 buy_proportion 0.50
2017-01-30 14:53:17.856 1.06589 1.06327 cum_theta_buy 3674.0 cum_theta_sell 3600.0 diff -74.0 exp_num_ticks 7288.29 max_proportion 0.50 threshold 3673.08 cum_ticks 7274 buy_proportion 0.51
2017-01-30 15:53:35.371 1.06912 1.06532 cum_theta_buy 3653.0 cum_theta_sell 3620.0 diff -33.0 exp_num_ticks 7284.00 max_proportion 0.50 threshold 3652.74 cum_ticks 7273 buy_proportion 0.50
2017-01-30 17:06:42.377 1.06989 1.06790 cum_theta_buy 3505.0 cum_theta_sell 3653.0 diff 148.0 exp_num_ticks 7273.86 max_proportion 0.50 threshold 3652.00 cum_ticks 7158 buy_proportion 0.49
2017-01-30 18:54:58.946 1.07094 1.06779 cum_theta_buy 3493.0 cum_theta_sell 3637.0 diff 144.0 exp_num_ticks 7207.43 max_proportion 0.50 threshold 3636.38 cum_ticks 7130 buy_proportion 0.49
2017-01-30 21:58:55.813 1.07000 1.06860 cum_theta_buy 3557.0 cum_theta_sell 3640.0 diff 83.0 exp_num_ticks 7158.43 max_proportion 0.51 threshold 3639.35 cum_ticks 7197 buy_proportion 0.49
2017-01-31 01:00:20.506 1.07089 1.06921 cum_theta_buy 3343.0 cum_theta_sell 3642.0 diff 299.0 exp_num_ticks 7172.29 max_proportion 0.51 threshold 3641.06 cum_ticks 6985 buy_proportion 0.48
2017-01-31 03:04:45.973 1.07113 1.06909 cum_theta_buy 3482.0 cum_theta_sell 3642.0 diff 160.0 exp_num_ticks 7066.29 max_proportion 0.52 threshold 3641.40 cum_ticks 7124 buy_proportion 0.49
2017-01-31 04:49:30.978 1.07127 1.06927 cum_theta_buy 3268.0 cum_theta_sell 3643.0 diff 375.0 exp_num_ticks 7094.71 max_proportion 0.51 threshold 3642.11 cum_ticks 6911 buy_proportion 0.47
2017-01-31 07:02:42.659 1.07045 1.06893 cum_theta_buy 3309.0 cum_theta_sell 3644.0 diff 335.0 exp_num_ticks 6982.43 max_proportion 0.52 threshold 3643.22 cum_ticks 6953 buy_proportion 0.48
2017-01-31 08:12:37.425 1.07174 1.06846 cum_theta_buy 3583.0 cum_theta_sell 3644.0 diff 61.0 exp_num_ticks 6965.43 max_proportion 0.52 threshold 3643.77 cum_ticks 7227 buy_proportion 0.50
2017-01-31 09:25:57.170 1.07250 1.06913 cum_theta_buy 3552.0 cum_theta_sell 3646.0 diff 94.0 exp_num_ticks 7103.57 max_proportion 0.51 threshold 3645.34 cum_ticks 7198 buy_proportion 0.49
2017-01-31 10:36:10.938 1.07191 1.06910 cum_theta_buy 3646.0 cum_theta_sell 3508.0 diff -138.0 exp_num_ticks 7171.29 max_proportion 0.51 threshold 3645.73 cum_ticks 7154 buy_proportion 0.51
2017-01-31 11:52:04.169 1.07462 1.06993 cum_theta_buy 3381.0 cum_theta_sell 3611.0 diff 230.0 exp_num_ticks 7177.00 max_proportion 0.50 threshold 3610.34 cum_ticks 6992 buy_proportion 0.48
2017-01-31 12:44:40.382 1.07652 1.07406 cum_theta_buy 3369.0 cum_theta_sell 3588.0 diff 219.0 exp_num_ticks 7067.71 max_proportion 0.51 threshold 3587.40 cum_ticks 6957 buy_proportion 0.48
2017-01-31 13:40:37.123 1.07629 1.07426 cum_theta_buy 3377.0 cum_theta_sell 3584.0 diff 207.0 exp_num_ticks 6995.14 max_proportion 0.51 threshold 3583.72 cum_ticks 6961 buy_proportion 0.49
2017-01-31 14:37:45.098 1.07799 1.07469 cum_theta_buy 3472.0 cum_theta_sell 3589.0 diff 117.0 exp_num_ticks 6964.29 max_proportion 0.52 threshold 3589.00 cum_ticks 7061 buy_proportion 0.49
2017-01-31 15:17:15.478 1.08014 1.07673 cum_theta_buy 3484.0 cum_theta_sell 3588.0 diff 104.0 exp_num_ticks 7017.57 max_proportion 0.51 threshold 3587.60 cum_ticks 7072 buy_proportion 0.49
2017-01-31 16:06:55.572 1.08122 1.07795 cum_theta_buy 3588.0 cum_theta_sell 3541.0 diff -47.0 exp_num_ticks 7053.00 max_proportion 0.51 threshold 3587.81 cum_ticks 7129 buy_proportion 0.50
2017-01-31 17:11:02.130 1.08041 1.07821 cum_theta_buy 3486.0 cum_theta_sell 3562.0 diff 76.0 exp_num_ticks 7103.00 max_proportion 0.50 threshold 3561.45 cum_ticks 7048 buy_proportion 0.49
2017-01-31 18:48:34.400 1.07925 1.07724 cum_theta_buy 3371.0 cum_theta_sell 3560.0 diff 189.0 exp_num_ticks 7074.57 max_proportion 0.50 threshold 3559.85 cum_ticks 6931 buy_proportion 0.49
2017-01-31 20:37:53.029 1.08097 1.07864 cum_theta_buy 3490.0 cum_theta_sell 3559.0 diff 69.0 exp_num_ticks 6992.71 max_proportion 0.51 threshold 3558.32 cum_ticks 7049 buy_proportion 0.50
2017-02-01 00:11:25.778 1.08046 1.07894 cum_theta_buy 3374.0 cum_theta_sell 3560.0 diff 186.0 exp_num_ticks 7015.14 max_proportion 0.51 threshold 3559.92 cum_ticks 6934 buy_proportion 0.49
2017-02-01 02:05:55.428 1.07997 1.07881 cum_theta_buy 3195.0 cum_theta_sell 3560.0 diff 365.0 exp_num_ticks 6966.43 max_proportion 0.51 threshold 3559.92 cum_ticks 6755 buy_proportion 0.47
2017-02-01 04:30:11.044 1.07982 1.07878 cum_theta_buy 2998.0 cum_theta_sell 3561.0 diff 563.0 exp_num_ticks 6848.14 max_proportion 0.52 threshold 3560.83 cum_ticks 6559 buy_proportion 0.46
2017-02-01 06:51:19.776 1.07926 1.07774 cum_theta_buy 2990.0 cum_theta_sell 3563.0 diff 573.0 exp_num_ticks 6668.57 max_proportion 0.53 threshold 3562.08 cum_ticks 6553 buy_proportion 0.46
2017-02-01 08:18:46.358 1.07916 1.07749 cum_theta_buy 3563.0 cum_theta_sell 3424.0 diff -139.0 exp_num_ticks 6583.57 max_proportion 0.54 threshold 3562.40 cum_ticks 6987 buy_proportion 0.51
2017-02-01 09:50:33.133 1.07991 1.07859 cum_theta_buy 3489.0 cum_theta_sell 3363.0 diff -126.0 exp_num_ticks 6801.86 max_proportion 0.51 threshold 3488.94 cum_ticks 6852 buy_proportion 0.51
2017-02-01 11:34:47.780 1.08031 1.07815 cum_theta_buy 3356.0 cum_theta_sell 3437.0 diff 81.0 exp_num_ticks 6847.86 max_proportion 0.50 threshold 3436.60 cum_ticks 6793 buy_proportion 0.49
2017-02-01 13:12:26.134 1.08073 1.07858 cum_theta_buy 3326.0 cum_theta_sell 3424.0 diff 98.0 exp_num_ticks 6837.57 max_proportion 0.50 threshold 3423.17 cum_ticks 6750 buy_proportion 0.49
2017-02-01 14:03:20.351 1.07911 1.07572 cum_theta_buy 3346.0 cum_theta_sell 3420.0 diff 74.0 exp_num_ticks 6776.86 max_proportion 0.50 threshold 3419.18 cum_ticks 6766 buy_proportion 0.49
2017-02-01 15:06:56.542 1.07604 1.07366 cum_theta_buy 3390.0 cum_theta_sell 3424.0 diff 34.0 exp_num_ticks 6765.29 max_proportion 0.51 threshold 3423.58 cum_ticks 6814 buy_proportion 0.50
2017-02-01 16:05:09.718 1.07615 1.07383 cum_theta_buy 3423.0 cum_theta_sell 3186.0 diff -237.0 exp_num_ticks 6791.14 max_proportion 0.50 threshold 3422.91 cum_ticks 6609 buy_proportion 0.52
2017-02-01 17:24:32.610 1.07600 1.07479 cum_theta_buy 3238.0 cum_theta_sell 3404.0 diff 166.0 exp_num_ticks 6690.00 max_proportion 0.51 threshold 3403.55 cum_ticks 6642 buy_proportion 0.49
2017-02-01 19:03:45.017 1.07642 1.07310 cum_theta_buy 3100.0 cum_theta_sell 3345.0 diff 245.0 exp_num_ticks 6657.14 max_proportion 0.50 threshold 3344.38 cum_ticks 6445 buy_proportion 0.48
2017-02-01 19:32:54.738 1.07828 1.07357 cum_theta_buy 3340.0 cum_theta_sell 3315.0 diff -25.0 exp_num_ticks 6524.71 max_proportion 0.51 threshold 3339.81 cum_ticks 6655 buy_proportion 0.50
2017-02-01 20:21:44.770 1.07893 1.07676 cum_theta_buy 3325.0 cum_theta_sell 3338.0 diff 13.0 exp_num_ticks 6593.14 max_proportion 0.51 threshold 3337.07 cum_ticks 6663 buy_proportion 0.50
2017-02-01 23:37:56.940 1.07746 1.07622 cum_theta_buy 3333.0 cum_theta_sell 3321.0 diff -12.0 exp_num_ticks 6629.57 max_proportion 0.50 threshold 3332.92 cum_ticks 6654 buy_proportion 0.50
2017-02-02 01:39:21.514 1.07881 1.07642 cum_theta_buy 3134.0 cum_theta_sell 3332.0 diff 198.0 exp_num_ticks 6656.71 max_proportion 0.50 threshold 3331.72 cum_ticks 6466 buy_proportion 0.48
2017-02-02 03:38:36.735 1.07885 1.07762 cum_theta_buy 3141.0 cum_theta_sell 3331.0 diff 190.0 exp_num_ticks 6547.86 max_proportion 0.51 threshold 3330.44 cum_ticks 6472 buy_proportion 0.49
2017-02-02 05:31:43.046 1.07931 1.07827 cum_theta_buy 2911.0 cum_theta_sell 3331.0 diff 420.0 exp_num_ticks 6496.29 max_proportion 0.51 threshold 3330.21 cum_ticks 6242 buy_proportion 0.47
2017-02-02 07:20:00.167 1.07954 1.07778 cum_theta_buy 3023.0 cum_theta_sell 3333.0 diff 310.0 exp_num_ticks 6339.71 max_proportion 0.53 threshold 3332.19 cum_ticks 6356 buy_proportion 0.48
2017-02-02 08:31:32.912 1.07989 1.07842 cum_theta_buy 3333.0 cum_theta_sell 3200.0 diff -133.0 exp_num_ticks 6340.00 max_proportion 0.53 threshold 3332.59 cum_ticks 6533 buy_proportion 0.51
2017-02-02 09:31:32.539 1.08182 1.07960 cum_theta_buy 3113.0 cum_theta_sell 3259.0 diff 146.0 exp_num_ticks 6440.86 max_proportion 0.51 threshold 3258.80 cum_ticks 6372 buy_proportion 0.49
2017-02-02 10:44:15.503 1.08186 1.08052 cum_theta_buy 2972.0 cum_theta_sell 3254.0 diff 282.0 exp_num_ticks 6415.71 max_proportion 0.51 threshold 3253.55 cum_ticks 6226 buy_proportion 0.48
2017-02-02 12:01:45.629 1.08191 1.07943 cum_theta_buy 3026.0 cum_theta_sell 3249.0 diff 223.0 exp_num_ticks 6311.57 max_proportion 0.51 threshold 3248.95 cum_ticks 6275 buy_proportion 0.48
2017-02-02 12:56:37.188 1.08142 1.07986 cum_theta_buy 2872.0 cum_theta_sell 3253.0 diff 381.0 exp_num_ticks 6274.86 max_proportion 0.52 threshold 3252.01 cum_ticks 6125 buy_proportion 0.47
2017-02-02 13:50:29.808 1.08288 1.08023 cum_theta_buy 3193.0 cum_theta_sell 3253.0 diff 60.0 exp_num_ticks 6182.29 max_proportion 0.53 threshold 3252.41 cum_ticks 6446 buy_proportion 0.50
2017-02-02 14:37:03.336 1.08261 1.08047 cum_theta_buy 2940.0 cum_theta_sell 3255.0 diff 315.0 exp_num_ticks 6329.86 max_proportion 0.51 threshold 3254.08 cum_ticks 6195 buy_proportion 0.47
2017-02-02 15:34:49.254 1.08228 1.08072 cum_theta_buy 3103.0 cum_theta_sell 3256.0 diff 153.0 exp_num_ticks 6256.71 max_proportion 0.52 threshold 3255.37 cum_ticks 6359 buy_proportion 0.49
2017-02-02 16:42:49.820 1.08163 1.07942 cum_theta_buy 3109.0 cum_theta_sell 3256.0 diff 147.0 exp_num_ticks 6324.57 max_proportion 0.51 threshold 3255.91 cum_ticks 6365 buy_proportion 0.49
2017-02-02 18:08:27.600 1.08041 1.07845 cum_theta_buy 3166.0 cum_theta_sell 3257.0 diff 91.0 exp_num_ticks 6339.00 max_proportion 0.51 threshold 3256.14 cum_ticks 6423 buy_proportion 0.49
2017-02-02 19:59:40.078 1.07946 1.07587 cum_theta_buy 3257.0 cum_theta_sell 3121.0 diff -136.0 exp_num_ticks 6397.29 max_proportion 0.51 threshold 3256.64 cum_ticks 6378 buy_proportion 0.51
2017-02-02 23:32:40.338 1.07662 1.07560 cum_theta_buy 3021.0 cum_theta_sell 3210.0 diff 189.0 exp_num_ticks 6389.00 max_proportion 0.50 threshold 3209.95 cum_ticks 6231 buy_proportion 0.48
2017-02-03 01:29:38.342 1.07718 1.07550 cum_theta_buy 2979.0 cum_theta_sell 3192.0 diff 213.0 exp_num_ticks 6300.43 max_proportion 0.51 threshold 3192.00 cum_ticks 6171 buy_proportion 0.48
2017-02-03 03:02:58.133 1.07714 1.07557 cum_theta_buy 2844.0 cum_theta_sell 3188.0 diff 344.0 exp_num_ticks 6217.71 max_proportion 0.51 threshold 3187.65 cum_ticks 6032 buy_proportion 0.47
2017-02-03 04:50:24.971 1.07602 1.07453 cum_theta_buy 2979.0 cum_theta_sell 3193.0 diff 214.0 exp_num_ticks 6100.14 max_proportion 0.52 threshold 3192.76 cum_ticks 6172 buy_proportion 0.48
2017-02-03 06:58:46.243 1.07611 1.07487 cum_theta_buy 2812.0 cum_theta_sell 3192.0 diff 380.0 exp_num_ticks 6131.86 max_proportion 0.52 threshold 3191.75 cum_ticks 6004 buy_proportion 0.47
2017-02-03 08:32:06.267 1.07652 1.07503 cum_theta_buy 2970.0 cum_theta_sell 3193.0 diff 223.0 exp_num_ticks 6056.00 max_proportion 0.53 threshold 3192.18 cum_ticks 6163 buy_proportion 0.48
2017-02-03 09:58:00.573 1.07552 1.07390 cum_theta_buy 3060.0 cum_theta_sell 3194.0 diff 134.0 exp_num_ticks 6118.86 max_proportion 0.52 threshold 3193.16 cum_ticks 6254 buy_proportion 0.49
2017-02-03 11:55:03.526 1.07461 1.07274 cum_theta_buy 3023.0 cum_theta_sell 3195.0 diff 172.0 exp_num_ticks 6192.29 max_proportion 0.52 threshold 3194.05 cum_ticks 6218 buy_proportion 0.49
2017-02-03 13:26:50.102 1.07430 1.07278 cum_theta_buy 3195.0 cum_theta_sell 3189.0 diff -6.0 exp_num_ticks 6220.43 max_proportion 0.51 threshold 3194.49 cum_ticks 6384 buy_proportion 0.50
2017-02-03 13:52:49.877 1.07748 1.07115 cum_theta_buy 3192.0 cum_theta_sell 3186.0 diff -6.0 exp_num_ticks 6318.00 max_proportion 0.51 threshold 3191.94 cum_ticks 6378 buy_proportion 0.50
2017-02-03 14:32:52.316 1.07823 1.07457 cum_theta_buy 3111.0 cum_theta_sell 3189.0 diff 78.0 exp_num_ticks 6356.86 max_proportion 0.50 threshold 3188.43 cum_ticks 6300 buy_proportion 0.49
2017-02-03 15:19:49.871 1.07809 1.07579 cum_theta_buy 3127.0 cum_theta_sell 3189.0 diff 62.0 exp_num_ticks 6334.29 max_proportion 0.50 threshold 3188.27 cum_ticks 6316 buy_proportion 0.50
2017-02-03 16:10:47.769 1.07975 1.07788 cum_theta_buy 3079.0 cum_theta_sell 3189.0 diff 110.0 exp_num_ticks 6320.29 max_proportion 0.50 threshold 3188.62 cum_ticks 6268 buy_proportion 0.49
2017-02-03 17:49:54.487 1.07941 1.07767 cum_theta_buy 3020.0 cum_theta_sell 3190.0 diff 170.0 exp_num_ticks 6286.29 max_proportion 0.51 threshold 3189.04 cum_ticks 6210 buy_proportion 0.49
2017-02-03 19:16:55.915 1.07863 1.07588 cum_theta_buy 3070.0 cum_theta_sell 3190.0 diff 120.0 exp_num_ticks 6241.71 max_proportion 0.51 threshold 3189.70 cum_ticks 6260 buy_proportion 0.49
2017-02-03 21:31:06.270 1.07847 1.07593 cum_theta_buy 3050.0 cum_theta_sell 3190.0 diff 140.0 exp_num_ticks 6246.86 max_proportion 0.51 threshold 3189.90 cum_ticks 6240 buy_proportion 0.49
2017-02-06 01:00:03.238 1.07915 1.07743 cum_theta_buy 2925.0 cum_theta_sell 3191.0 diff 266.0 exp_num_ticks 6241.43 max_proportion 0.51 threshold 3190.02 cum_ticks 6116 buy_proportion 0.48
2017-02-06 02:36:02.107 1.07887 1.07781 cum_theta_buy 2822.0 cum_theta_sell 3191.0 diff 369.0 exp_num_ticks 6172.00 max_proportion 0.52 threshold 3190.93 cum_ticks 6013 buy_proportion 0.47
Batch number: 5
2017-02-06 04:47:54.315 1.07833 1.07748 cum_theta_buy 2696.0 cum_theta_sell 3192.0 diff 496.0 exp_num_ticks 6074.86 max_proportion 0.53 threshold 3191.42 cum_ticks 5888 buy_proportion 0.46
2017-02-06 07:07:39.615 1.07785 1.07631 cum_theta_buy 2932.0 cum_theta_sell 3193.0 diff 261.0 exp_num_ticks 5956.29 max_proportion 0.54 threshold 3192.22 cum_ticks 6125 buy_proportion 0.48
2017-02-06 08:24:36.828 1.07652 1.07476 cum_theta_buy 3157.0 cum_theta_sell 3194.0 diff 37.0 exp_num_ticks 6041.29 max_proportion 0.53 threshold 3193.38 cum_ticks 6351 buy_proportion 0.50
2017-02-06 09:43:03.812 1.07558 1.07432 cum_theta_buy 2927.0 cum_theta_sell 3196.0 diff 269.0 exp_num_ticks 6220.29 max_proportion 0.51 threshold 3195.79 cum_ticks 6123 buy_proportion 0.48
2017-02-06 11:22:19.295 1.07473 1.07340 cum_theta_buy 2927.0 cum_theta_sell 3196.0 diff 269.0 exp_num_ticks 6188.43 max_proportion 0.52 threshold 3195.88 cum_ticks 6123 buy_proportion 0.48
2017-02-06 12:53:19.262 1.07448 1.07303 cum_theta_buy 3175.0 cum_theta_sell 3197.0 diff 22.0 exp_num_ticks 6155.57 max_proportion 0.52 threshold 3196.25 cum_ticks 6372 buy_proportion 0.50
2017-02-06 13:46:05.857 1.07340 1.07084 cum_theta_buy 3198.0 cum_theta_sell 3194.0 diff -4.0 exp_num_ticks 6265.29 max_proportion 0.51 threshold 3197.81 cum_ticks 6392 buy_proportion 0.50
2017-02-06 14:40:40.175 1.07275 1.07059 cum_theta_buy 3122.0 cum_theta_sell 3196.0 diff 74.0 exp_num_ticks 6347.86 max_proportion 0.50 threshold 3195.84 cum_ticks 6318 buy_proportion 0.49
2017-02-06 15:38:57.167 1.07347 1.07131 cum_theta_buy 3171.0 cum_theta_sell 3196.0 diff 25.0 exp_num_ticks 6346.86 max_proportion 0.50 threshold 3195.67 cum_ticks 6367 buy_proportion 0.50
2017-02-06 16:47:35.228 1.07427 1.07278 cum_theta_buy 3097.0 cum_theta_sell 3196.0 diff 99.0 exp_num_ticks 6356.57 max_proportion 0.50 threshold 3195.77 cum_ticks 6293 buy_proportion 0.49
2017-02-06 18:31:29.329 1.07429 1.07290 cum_theta_buy 3058.0 cum_theta_sell 3197.0 diff 139.0 exp_num_ticks 6317.71 max_proportion 0.51 threshold 3196.08 cum_ticks 6255 buy_proportion 0.49
2017-02-06 20:21:27.063 1.07532 1.07290 cum_theta_buy 3197.0 cum_theta_sell 3181.0 diff -16.0 exp_num_ticks 6281.86 max_proportion 0.51 threshold 3196.69 cum_ticks 6378 buy_proportion 0.50
2017-02-07 00:16:18.624 1.07551 1.07366 cum_theta_buy 2966.0 cum_theta_sell 3189.0 diff 223.0 exp_num_ticks 6330.71 max_proportion 0.50 threshold 3188.03 cum_ticks 6155 buy_proportion 0.48
2017-02-07 01:45:53.839 1.07397 1.07210 cum_theta_buy 3004.0 cum_theta_sell 3189.0 diff 185.0 exp_num_ticks 6233.00 max_proportion 0.51 threshold 3188.68 cum_ticks 6193 buy_proportion 0.49
2017-02-07 03:24:58.161 1.07356 1.07156 cum_theta_buy 2937.0 cum_theta_sell 3189.0 diff 252.0 exp_num_ticks 6208.57 max_proportion 0.51 threshold 3188.30 cum_ticks 6126 buy_proportion 0.48
2017-02-07 04:57:40.409 1.07225 1.07044 cum_theta_buy 3098.0 cum_theta_sell 3190.0 diff 92.0 exp_num_ticks 6149.29 max_proportion 0.52 threshold 3189.07 cum_ticks 6288 buy_proportion 0.49
2017-02-07 06:49:53.278 1.07137 1.06912 cum_theta_buy 3026.0 cum_theta_sell 3190.0 diff 164.0 exp_num_ticks 6228.14 max_proportion 0.51 threshold 3190.00 cum_ticks 6216 buy_proportion 0.49
2017-02-07 08:02:07.632 1.06995 1.06772 cum_theta_buy 3123.0 cum_theta_sell 3191.0 diff 68.0 exp_num_ticks 6223.71 max_proportion 0.51 threshold 3190.07 cum_ticks 6314 buy_proportion 0.49
2017-02-07 08:59:19.338 1.06836 1.06613 cum_theta_buy 3046.0 cum_theta_sell 3191.0 diff 145.0 exp_num_ticks 6282.29 max_proportion 0.51 threshold 3190.72 cum_ticks 6237 buy_proportion 0.49
2017-02-07 10:23:24.098 1.06748 1.06561 cum_theta_buy 2971.0 cum_theta_sell 3191.0 diff 220.0 exp_num_ticks 6256.00 max_proportion 0.51 threshold 3190.97 cum_ticks 6162 buy_proportion 0.48
2017-02-07 11:58:34.881 1.06740 1.06616 cum_theta_buy 2841.0 cum_theta_sell 3192.0 diff 351.0 exp_num_ticks 6205.14 max_proportion 0.51 threshold 3191.25 cum_ticks 6033 buy_proportion 0.47
2017-02-07 13:26:50.190 1.06860 1.06674 cum_theta_buy 2831.0 cum_theta_sell 3193.0 diff 362.0 exp_num_ticks 6099.00 max_proportion 0.52 threshold 3192.12 cum_ticks 6024 buy_proportion 0.47
2017-02-07 14:42:44.452 1.06796 1.06648 cum_theta_buy 3024.0 cum_theta_sell 3193.0 diff 169.0 exp_num_ticks 6046.29 max_proportion 0.53 threshold 3192.63 cum_ticks 6217 buy_proportion 0.49
2017-02-07 15:51:54.621 1.06866 1.06627 cum_theta_buy 3194.0 cum_theta_sell 3164.0 diff -30.0 exp_num_ticks 6135.57 max_proportion 0.52 threshold 3193.61 cum_ticks 6358 buy_proportion 0.50
2017-02-07 16:55:41.390 1.06934 1.06793 cum_theta_buy 3178.0 cum_theta_sell 3011.0 diff -167.0 exp_num_ticks 6270.00 max_proportion 0.51 threshold 3177.81 cum_ticks 6189 buy_proportion 0.51
2017-02-07 18:16:05.018 1.07061 1.06872 cum_theta_buy 2965.0 cum_theta_sell 3161.0 diff 196.0 exp_num_ticks 6241.29 max_proportion 0.51 threshold 3160.85 cum_ticks 6126 buy_proportion 0.48
2017-02-07 20:30:09.342 1.07047 1.06886 cum_theta_buy 2867.0 cum_theta_sell 3120.0 diff 253.0 exp_num_ticks 6177.14 max_proportion 0.50 threshold 3119.15 cum_ticks 5987 buy_proportion 0.48
2017-02-08 00:04:42.513 1.06954 1.06752 cum_theta_buy 3026.0 cum_theta_sell 3117.0 diff 91.0 exp_num_ticks 6055.57 max_proportion 0.51 threshold 3116.91 cum_ticks 6143 buy_proportion 0.49
2017-02-08 01:44:46.796 1.06880 1.06677 cum_theta_buy 3003.0 cum_theta_sell 3125.0 diff 122.0 exp_num_ticks 6096.00 max_proportion 0.51 threshold 3124.53 cum_ticks 6128 buy_proportion 0.49
2017-02-08 03:49:19.897 1.06910 1.06821 cum_theta_buy 2797.0 cum_theta_sell 3123.0 diff 326.0 exp_num_ticks 6112.14 max_proportion 0.51 threshold 3122.22 cum_ticks 5920 buy_proportion 0.47
2017-02-08 06:07:57.972 1.06894 1.06735 cum_theta_buy 2997.0 cum_theta_sell 3124.0 diff 127.0 exp_num_ticks 6011.29 max_proportion 0.52 threshold 3123.68 cum_ticks 6121 buy_proportion 0.49
2017-02-08 07:46:34.230 1.06804 1.06550 cum_theta_buy 2860.0 cum_theta_sell 3125.0 diff 265.0 exp_num_ticks 6064.57 max_proportion 0.52 threshold 3124.57 cum_ticks 5985 buy_proportion 0.48
2017-02-08 08:49:41.553 1.06621 1.06429 cum_theta_buy 3125.0 cum_theta_sell 3098.0 diff -27.0 exp_num_ticks 6014.57 max_proportion 0.52 threshold 3124.86 cum_ticks 6223 buy_proportion 0.50
2017-02-08 10:10:47.782 1.06639 1.06407 cum_theta_buy 3074.0 cum_theta_sell 3111.0 diff 37.0 exp_num_ticks 6140.43 max_proportion 0.51 threshold 3110.54 cum_ticks 6185 buy_proportion 0.50
2017-02-08 11:54:01.256 1.06546 1.06417 cum_theta_buy 2862.0 cum_theta_sell 3110.0 diff 248.0 exp_num_ticks 6167.29 max_proportion 0.50 threshold 3109.87 cum_ticks 5972 buy_proportion 0.48
2017-02-08 13:16:30.691 1.06681 1.06460 cum_theta_buy 3054.0 cum_theta_sell 3110.0 diff 56.0 exp_num_ticks 6068.71 max_proportion 0.51 threshold 3109.67 cum_ticks 6164 buy_proportion 0.50
2017-02-08 14:17:13.001 1.06880 1.06639 cum_theta_buy 2596.0 cum_theta_sell 3111.0 diff 515.0 exp_num_ticks 6112.14 max_proportion 0.51 threshold 3110.81 cum_ticks 5707 buy_proportion 0.45
2017-02-08 15:03:04.288 1.07084 1.06819 cum_theta_buy 3018.0 cum_theta_sell 3115.0 diff 97.0 exp_num_ticks 5875.43 max_proportion 0.53 threshold 3114.25 cum_ticks 6133 buy_proportion 0.49
2017-02-08 15:55:15.229 1.07050 1.06866 cum_theta_buy 3075.0 cum_theta_sell 3117.0 diff 42.0 exp_num_ticks 6015.71 max_proportion 0.52 threshold 3116.50 cum_ticks 6192 buy_proportion 0.50
2017-02-08 16:55:05.409 1.07139 1.06986 cum_theta_buy 3118.0 cum_theta_sell 3084.0 diff -34.0 exp_num_ticks 6105.86 max_proportion 0.51 threshold 3117.91 cum_ticks 6202 buy_proportion 0.50
2017-02-08 18:11:00.107 1.07081 1.06869 cum_theta_buy 2912.0 cum_theta_sell 3098.0 diff 186.0 exp_num_ticks 6189.29 max_proportion 0.50 threshold 3097.94 cum_ticks 6010 buy_proportion 0.48
2017-02-08 19:49:40.761 1.06937 1.06786 cum_theta_buy 2859.0 cum_theta_sell 3098.0 diff 239.0 exp_num_ticks 6090.86 max_proportion 0.51 threshold 3097.47 cum_ticks 5957 buy_proportion 0.48
2017-02-08 22:45:03.236 1.06995 1.06819 cum_theta_buy 3013.0 cum_theta_sell 3097.0 diff 84.0 exp_num_ticks 6007.14 max_proportion 0.52 threshold 3096.64 cum_ticks 6110 buy_proportion 0.49
2017-02-09 01:08:02.157 1.06988 1.06827 cum_theta_buy 2709.0 cum_theta_sell 3098.0 diff 389.0 exp_num_ticks 6052.00 max_proportion 0.51 threshold 3097.84 cum_ticks 5807 buy_proportion 0.47
2017-02-09 03:05:19.673 1.06884 1.06776 cum_theta_buy 3100.0 cum_theta_sell 3045.0 diff -55.0 exp_num_ticks 5915.00 max_proportion 0.52 threshold 3099.28 cum_ticks 6145 buy_proportion 0.50
2017-02-09 05:16:46.757 1.06948 1.06851 cum_theta_buy 2904.0 cum_theta_sell 3071.0 diff 167.0 exp_num_ticks 6043.43 max_proportion 0.51 threshold 3070.03 cum_ticks 5975 buy_proportion 0.49
2017-02-09 07:20:45.029 1.06860 1.06718 cum_theta_buy 2696.0 cum_theta_sell 3069.0 diff 373.0 exp_num_ticks 5999.57 max_proportion 0.51 threshold 3068.73 cum_ticks 5765 buy_proportion 0.47
2017-02-09 08:37:46.907 1.06967 1.06702 cum_theta_buy 2741.0 cum_theta_sell 3069.0 diff 328.0 exp_num_ticks 5879.29 max_proportion 0.52 threshold 3068.04 cum_ticks 5810 buy_proportion 0.47
2017-02-09 10:06:43.179 1.07095 1.06895 cum_theta_buy 2748.0 cum_theta_sell 3070.0 diff 322.0 exp_num_ticks 5820.71 max_proportion 0.53 threshold 3069.67 cum_ticks 5818 buy_proportion 0.47
2017-02-09 11:45:06.416 1.06983 1.06744 cum_theta_buy 2815.0 cum_theta_sell 3070.0 diff 255.0 exp_num_ticks 5808.14 max_proportion 0.53 threshold 3069.60 cum_ticks 5885 buy_proportion 0.48
2017-02-09 13:16:15.228 1.06957 1.06770 cum_theta_buy 2870.0 cum_theta_sell 3070.0 diff 200.0 exp_num_ticks 5855.14 max_proportion 0.52 threshold 3069.96 cum_ticks 5940 buy_proportion 0.48
2017-02-09 14:22:46.273 1.06949 1.06733 cum_theta_buy 2936.0 cum_theta_sell 3071.0 diff 135.0 exp_num_ticks 5906.86 max_proportion 0.52 threshold 3070.17 cum_ticks 6007 buy_proportion 0.49
2017-02-09 15:09:40.770 1.06940 1.06562 cum_theta_buy 2863.0 cum_theta_sell 3071.0 diff 208.0 exp_num_ticks 5970.43 max_proportion 0.51 threshold 3070.75 cum_ticks 5934 buy_proportion 0.48
2017-02-09 15:52:09.523 1.06799 1.06602 cum_theta_buy 3071.0 cum_theta_sell 3059.0 diff -12.0 exp_num_ticks 5955.71 max_proportion 0.52 threshold 3070.95 cum_ticks 6130 buy_proportion 0.50
2017-02-09 16:47:22.860 1.06803 1.06576 cum_theta_buy 2941.0 cum_theta_sell 3065.0 diff 124.0 exp_num_ticks 6056.43 max_proportion 0.51 threshold 3064.88 cum_ticks 6006 buy_proportion 0.49
2017-02-09 18:17:07.349 1.06644 1.06509 cum_theta_buy 3065.0 cum_theta_sell 2998.0 diff -67.0 exp_num_ticks 6031.14 max_proportion 0.51 threshold 3064.56 cum_ticks 6063 buy_proportion 0.51
2017-02-09 20:08:31.882 1.06634 1.06511 cum_theta_buy 2720.0 cum_theta_sell 3031.0 diff 311.0 exp_num_ticks 6056.29 max_proportion 0.50 threshold 3030.25 cum_ticks 5751 buy_proportion 0.47
2017-02-10 00:02:13.696 1.06647 1.06534 cum_theta_buy 2838.0 cum_theta_sell 3029.0 diff 191.0 exp_num_ticks 5876.57 max_proportion 0.52 threshold 3028.47 cum_ticks 5867 buy_proportion 0.48
2017-02-10 01:31:23.331 1.06673 1.06497 cum_theta_buy 2951.0 cum_theta_sell 3027.0 diff 76.0 exp_num_ticks 5861.86 max_proportion 0.52 threshold 3026.11 cum_ticks 5978 buy_proportion 0.49
2017-02-10 03:34:43.050 1.06675 1.06571 cum_theta_buy 2857.0 cum_theta_sell 3029.0 diff 172.0 exp_num_ticks 5913.86 max_proportion 0.51 threshold 3028.76 cum_ticks 5886 buy_proportion 0.49
2017-02-10 06:04:38.902 1.06677 1.06515 cum_theta_buy 2638.0 cum_theta_sell 3029.0 diff 391.0 exp_num_ticks 5909.57 max_proportion 0.51 threshold 3028.60 cum_ticks 5667 buy_proportion 0.47
2017-02-10 07:59:40.056 1.06636 1.06392 cum_theta_buy 2828.0 cum_theta_sell 3031.0 diff 203.0 exp_num_ticks 5774.00 max_proportion 0.52 threshold 3030.17 cum_ticks 5859 buy_proportion 0.48
2017-02-10 09:13:14.062 1.06455 1.06360 cum_theta_buy 2902.0 cum_theta_sell 3031.0 diff 129.0 exp_num_ticks 5808.00 max_proportion 0.52 threshold 3030.86 cum_ticks 5933 buy_proportion 0.49
2017-02-10 10:49:12.567 1.06482 1.06378 cum_theta_buy 2917.0 cum_theta_sell 3032.0 diff 115.0 exp_num_ticks 5873.86 max_proportion 0.52 threshold 3031.44 cum_ticks 5949 buy_proportion 0.49
2017-02-10 12:20:28.015 1.06499 1.06303 cum_theta_buy 2773.0 cum_theta_sell 3032.0 diff 259.0 exp_num_ticks 5931.57 max_proportion 0.51 threshold 3031.65 cum_ticks 5805 buy_proportion 0.48
2017-02-10 13:39:37.316 1.06373 1.06194 cum_theta_buy 2893.0 cum_theta_sell 3033.0 diff 140.0 exp_num_ticks 5864.43 max_proportion 0.52 threshold 3032.27 cum_ticks 5926 buy_proportion 0.49
2017-02-10 14:39:32.463 1.06296 1.06077 cum_theta_buy 2930.0 cum_theta_sell 3033.0 diff 103.0 exp_num_ticks 5894.71 max_proportion 0.51 threshold 3032.86 cum_ticks 5963 buy_proportion 0.49
2017-02-10 15:35:04.286 1.06393 1.06172 cum_theta_buy 2973.0 cum_theta_sell 3034.0 diff 61.0 exp_num_ticks 5929.86 max_proportion 0.51 threshold 3033.10 cum_ticks 6007 buy_proportion 0.49
2017-02-10 16:35:05.153 1.06489 1.06210 cum_theta_buy 3032.0 cum_theta_sell 3034.0 diff 2.0 exp_num_ticks 5982.86 max_proportion 0.51 threshold 3033.65 cum_ticks 6066 buy_proportion 0.50
2017-02-10 17:52:11.997 1.06521 1.06364 cum_theta_buy 2794.0 cum_theta_sell 3034.0 diff 240.0 exp_num_ticks 6034.43 max_proportion 0.50 threshold 3033.98 cum_ticks 5828 buy_proportion 0.48
2017-02-10 18:47:24.705 1.06529 1.06282 cum_theta_buy 2840.0 cum_theta_sell 3036.0 diff 196.0 exp_num_ticks 5921.57 max_proportion 0.51 threshold 3035.03 cum_ticks 5876 buy_proportion 0.48
2017-02-10 20:42:25.816 1.06387 1.06255 cum_theta_buy 2965.0 cum_theta_sell 3036.0 diff 71.0 exp_num_ticks 5889.43 max_proportion 0.52 threshold 3035.63 cum_ticks 6001 buy_proportion 0.49
2017-02-13 00:04:58.617 1.06419 1.06174 cum_theta_buy 2872.0 cum_theta_sell 3037.0 diff 165.0 exp_num_ticks 5940.57 max_proportion 0.51 threshold 3036.15 cum_ticks 5909 buy_proportion 0.49
2017-02-13 01:46:47.708 1.06270 1.06119 cum_theta_buy 2924.0 cum_theta_sell 3037.0 diff 113.0 exp_num_ticks 5930.57 max_proportion 0.51 threshold 3036.75 cum_ticks 5961 buy_proportion 0.49
2017-02-13 03:43:47.174 1.06250 1.06140 cum_theta_buy 2687.0 cum_theta_sell 3037.0 diff 350.0 exp_num_ticks 5951.86 max_proportion 0.51 threshold 3036.94 cum_ticks 5724 buy_proportion 0.47
2017-02-13 06:09:10.693 1.06317 1.06174 cum_theta_buy 2863.0 cum_theta_sell 3039.0 diff 176.0 exp_num_ticks 5818.14 max_proportion 0.52 threshold 3038.08 cum_ticks 5902 buy_proportion 0.49
2017-02-13 08:01:01.424 1.06446 1.06279 cum_theta_buy 2695.0 cum_theta_sell 3039.0 diff 344.0 exp_num_ticks 5859.57 max_proportion 0.52 threshold 3038.83 cum_ticks 5734 buy_proportion 0.47
2017-02-13 09:23:20.114 1.06585 1.06383 cum_theta_buy 2759.0 cum_theta_sell 3040.0 diff 281.0 exp_num_ticks 5780.57 max_proportion 0.53 threshold 3039.24 cum_ticks 5799 buy_proportion 0.48
2017-02-13 11:11:15.356 1.06460 1.06339 cum_theta_buy 2945.0 cum_theta_sell 3040.0 diff 95.0 exp_num_ticks 5795.14 max_proportion 0.52 threshold 3039.81 cum_ticks 5985 buy_proportion 0.49
2017-02-13 13:02:44.365 1.06469 1.06299 cum_theta_buy 2773.0 cum_theta_sell 3041.0 diff 268.0 exp_num_ticks 5896.00 max_proportion 0.52 threshold 3040.82 cum_ticks 5814 buy_proportion 0.48
2017-02-13 14:20:03.438 1.06326 1.06150 cum_theta_buy 2787.0 cum_theta_sell 3042.0 diff 255.0 exp_num_ticks 5860.71 max_proportion 0.52 threshold 3041.12 cum_ticks 5829 buy_proportion 0.48
2017-02-13 15:26:48.847 1.06198 1.05959 cum_theta_buy 2778.0 cum_theta_sell 3042.0 diff 264.0 exp_num_ticks 5847.00 max_proportion 0.52 threshold 3041.71 cum_ticks 5820 buy_proportion 0.48
2017-02-13 16:32:24.847 1.06091 1.05920 cum_theta_buy 2852.0 cum_theta_sell 3042.0 diff 190.0 exp_num_ticks 5821.71 max_proportion 0.52 threshold 3041.86 cum_ticks 5894 buy_proportion 0.48
Batch number: 6
2017-02-13 18:05:32.819 1.06070 1.05940 cum_theta_buy 2861.0 cum_theta_sell 3043.0 diff 182.0 exp_num_ticks 5863.57 max_proportion 0.52 threshold 3042.11 cum_ticks 5904 buy_proportion 0.48
2017-02-13 20:12:46.433 1.06058 1.05954 cum_theta_buy 2933.0 cum_theta_sell 3043.0 diff 110.0 exp_num_ticks 5889.14 max_proportion 0.52 threshold 3042.64 cum_ticks 5976 buy_proportion 0.49
2017-02-14 00:34:00.151 1.06080 1.05924 cum_theta_buy 2912.0 cum_theta_sell 3043.0 diff 131.0 exp_num_ticks 5943.71 max_proportion 0.51 threshold 3042.98 cum_ticks 5955 buy_proportion 0.49
2017-02-14 03:11:16.081 1.06090 1.05914 cum_theta_buy 2990.0 cum_theta_sell 3044.0 diff 54.0 exp_num_ticks 5953.71 max_proportion 0.51 threshold 3043.04 cum_ticks 6034 buy_proportion 0.50
2017-02-14 05:57:28.226 1.06229 1.06008 cum_theta_buy 3044.0 cum_theta_sell 2973.0 diff -71.0 exp_num_ticks 6003.14 max_proportion 0.51 threshold 3043.68 cum_ticks 6017 buy_proportion 0.51
2017-02-14 07:53:29.927 1.06239 1.06085 cum_theta_buy 2543.0 cum_theta_sell 3010.0 diff 467.0 exp_num_ticks 6013.00 max_proportion 0.50 threshold 3009.64 cum_ticks 5553 buy_proportion 0.46
2017-02-14 09:01:39.583 1.06333 1.06065 cum_theta_buy 2705.0 cum_theta_sell 3010.0 diff 305.0 exp_num_ticks 5754.29 max_proportion 0.52 threshold 3009.39 cum_ticks 5715 buy_proportion 0.47
2017-02-14 10:12:04.479 1.06303 1.06079 cum_theta_buy 2606.0 cum_theta_sell 3007.0 diff 401.0 exp_num_ticks 5711.86 max_proportion 0.53 threshold 3006.83 cum_ticks 5613 buy_proportion 0.46
2017-02-14 11:49:50.857 1.06333 1.06082 cum_theta_buy 2788.0 cum_theta_sell 3009.0 diff 221.0 exp_num_ticks 5633.57 max_proportion 0.53 threshold 3008.57 cum_ticks 5797 buy_proportion 0.48
2017-02-14 13:28:00.172 1.06318 1.06179 cum_theta_buy 2715.0 cum_theta_sell 3010.0 diff 295.0 exp_num_ticks 5732.71 max_proportion 0.52 threshold 3009.16 cum_ticks 5725 buy_proportion 0.47
2017-02-14 14:34:36.252 1.06208 1.06047 cum_theta_buy 2823.0 cum_theta_sell 3010.0 diff 187.0 exp_num_ticks 5729.57 max_proportion 0.53 threshold 3009.58 cum_ticks 5833 buy_proportion 0.48
2017-02-14 15:14:04.017 1.06148 1.05774 cum_theta_buy 3008.0 cum_theta_sell 3011.0 diff 3.0 exp_num_ticks 5797.00 max_proportion 0.52 threshold 3010.06 cum_ticks 6019 buy_proportion 0.50
2017-02-14 15:50:17.166 1.06006 1.05611 cum_theta_buy 2966.0 cum_theta_sell 3012.0 diff 46.0 exp_num_ticks 5923.86 max_proportion 0.51 threshold 3011.71 cum_ticks 5978 buy_proportion 0.50
2017-02-14 16:40:51.926 1.05804 1.05608 cum_theta_buy 3012.0 cum_theta_sell 2989.0 diff -23.0 exp_num_ticks 5969.00 max_proportion 0.50 threshold 3011.72 cum_ticks 6001 buy_proportion 0.50
2017-02-14 18:09:59.205 1.05809 1.05617 cum_theta_buy 2857.0 cum_theta_sell 2999.0 diff 142.0 exp_num_ticks 5997.00 max_proportion 0.50 threshold 2998.74 cum_ticks 5856 buy_proportion 0.49
2017-02-14 20:03:31.955 1.05761 1.05651 cum_theta_buy 2808.0 cum_theta_sell 2999.0 diff 191.0 exp_num_ticks 5914.86 max_proportion 0.51 threshold 2998.42 cum_ticks 5807 buy_proportion 0.48
2017-02-14 23:41:51.769 1.05800 1.05700 cum_theta_buy 2830.0 cum_theta_sell 2998.0 diff 168.0 exp_num_ticks 5848.71 max_proportion 0.51 threshold 2997.98 cum_ticks 5828 buy_proportion 0.49
2017-02-15 01:51:23.755 1.05785 1.05650 cum_theta_buy 2765.0 cum_theta_sell 2999.0 diff 234.0 exp_num_ticks 5826.00 max_proportion 0.51 threshold 2998.45 cum_ticks 5764 buy_proportion 0.48
2017-02-15 03:56:24.712 1.05839 1.05682 cum_theta_buy 2999.0 cum_theta_sell 2974.0 diff -25.0 exp_num_ticks 5788.43 max_proportion 0.52 threshold 2998.79 cum_ticks 5973 buy_proportion 0.50
2017-02-15 06:06:43.697 1.05863 1.05753 cum_theta_buy 2829.0 cum_theta_sell 2986.0 diff 157.0 exp_num_ticks 5892.57 max_proportion 0.51 threshold 2985.55 cum_ticks 5815 buy_proportion 0.49
2017-02-15 08:06:54.637 1.05823 1.05690 cum_theta_buy 2681.0 cum_theta_sell 2986.0 diff 305.0 exp_num_ticks 5852.86 max_proportion 0.51 threshold 2985.05 cum_ticks 5667 buy_proportion 0.47
2017-02-15 09:16:28.843 1.05729 1.05505 cum_theta_buy 2983.0 cum_theta_sell 2986.0 diff 3.0 exp_num_ticks 5753.00 max_proportion 0.52 threshold 2985.43 cum_ticks 5969 buy_proportion 0.50
2017-02-15 10:40:31.873 1.05581 1.05427 cum_theta_buy 2709.0 cum_theta_sell 2988.0 diff 279.0 exp_num_ticks 5860.71 max_proportion 0.51 threshold 2987.56 cum_ticks 5697 buy_proportion 0.48
2017-02-15 12:23:23.568 1.05610 1.05449 cum_theta_buy 2989.0 cum_theta_sell 2932.0 diff -57.0 exp_num_ticks 5770.43 max_proportion 0.52 threshold 2988.55 cum_ticks 5921 buy_proportion 0.50
2017-02-15 13:38:43.512 1.05608 1.05224 cum_theta_buy 2925.0 cum_theta_sell 2958.0 diff 33.0 exp_num_ticks 5863.86 max_proportion 0.50 threshold 2957.04 cum_ticks 5883 buy_proportion 0.50
2017-02-15 14:28:23.343 1.05484 1.05214 cum_theta_buy 2956.0 cum_theta_sell 2946.0 diff -10.0 exp_num_ticks 5867.29 max_proportion 0.50 threshold 2955.50 cum_ticks 5902 buy_proportion 0.50
2017-02-15 15:14:37.834 1.05769 1.05364 cum_theta_buy 2938.0 cum_theta_sell 2952.0 diff 14.0 exp_num_ticks 5899.29 max_proportion 0.50 threshold 2951.83 cum_ticks 5890 buy_proportion 0.50
2017-02-15 16:01:24.550 1.05805 1.05640 cum_theta_buy 2924.0 cum_theta_sell 2952.0 diff 28.0 exp_num_ticks 5892.43 max_proportion 0.50 threshold 2951.15 cum_ticks 5876 buy_proportion 0.50
2017-02-15 16:50:49.955 1.06092 1.05727 cum_theta_buy 2952.0 cum_theta_sell 2910.0 diff -42.0 exp_num_ticks 5883.71 max_proportion 0.50 threshold 2951.15 cum_ticks 5862 buy_proportion 0.50
2017-02-15 17:57:25.411 1.06056 1.05823 cum_theta_buy 2787.0 cum_theta_sell 2943.0 diff 156.0 exp_num_ticks 5870.00 max_proportion 0.50 threshold 2942.02 cum_ticks 5730 buy_proportion 0.49
2017-02-15 19:50:00.117 1.05923 1.05807 cum_theta_buy 2879.0 cum_theta_sell 2936.0 diff 57.0 exp_num_ticks 5788.57 max_proportion 0.51 threshold 2935.36 cum_ticks 5815 buy_proportion 0.50
2017-02-15 22:56:19.904 1.06069 1.05877 cum_theta_buy 2576.0 cum_theta_sell 2935.0 diff 359.0 exp_num_ticks 5797.43 max_proportion 0.51 threshold 2934.53 cum_ticks 5511 buy_proportion 0.47
2017-02-16 01:05:40.368 1.06236 1.05911 cum_theta_buy 2863.0 cum_theta_sell 2939.0 diff 76.0 exp_num_ticks 5629.14 max_proportion 0.52 threshold 2938.17 cum_ticks 5802 buy_proportion 0.49
2017-02-16 02:41:56.844 1.06231 1.06106 cum_theta_buy 2525.0 cum_theta_sell 2940.0 diff 415.0 exp_num_ticks 5720.71 max_proportion 0.51 threshold 2939.01 cum_ticks 5465 buy_proportion 0.46
2017-02-16 05:31:22.470 1.06214 1.06118 cum_theta_buy 2515.0 cum_theta_sell 2942.0 diff 427.0 exp_num_ticks 5567.86 max_proportion 0.53 threshold 2941.06 cum_ticks 5457 buy_proportion 0.46
2017-02-16 07:28:40.604 1.06242 1.06023 cum_theta_buy 2527.0 cum_theta_sell 2943.0 diff 416.0 exp_num_ticks 5508.57 max_proportion 0.53 threshold 2942.35 cum_ticks 5470 buy_proportion 0.46
2017-02-16 08:37:47.551 1.06376 1.05998 cum_theta_buy 2892.0 cum_theta_sell 2943.0 diff 51.0 exp_num_ticks 5465.57 max_proportion 0.54 threshold 2942.29 cum_ticks 5835 buy_proportion 0.50
2017-02-16 09:52:23.153 1.06414 1.06246 cum_theta_buy 2802.0 cum_theta_sell 2946.0 diff 144.0 exp_num_ticks 5676.71 max_proportion 0.52 threshold 2945.94 cum_ticks 5748 buy_proportion 0.49
2017-02-16 11:23:58.631 1.06399 1.06242 cum_theta_buy 2843.0 cum_theta_sell 2946.0 diff 103.0 exp_num_ticks 5733.14 max_proportion 0.51 threshold 2945.91 cum_ticks 5789 buy_proportion 0.49
2017-02-16 12:50:25.340 1.06448 1.06267 cum_theta_buy 2933.0 cum_theta_sell 2946.0 diff 13.0 exp_num_ticks 5783.86 max_proportion 0.51 threshold 2945.64 cum_ticks 5879 buy_proportion 0.50
2017-02-16 13:47:38.500 1.06556 1.06320 cum_theta_buy 2947.0 cum_theta_sell 2922.0 diff -25.0 exp_num_ticks 5834.57 max_proportion 0.50 threshold 2946.24 cum_ticks 5869 buy_proportion 0.50
2017-02-16 14:46:53.202 1.06533 1.06330 cum_theta_buy 2933.0 cum_theta_sell 2916.0 diff -17.0 exp_num_ticks 5860.43 max_proportion 0.50 threshold 2932.38 cum_ticks 5849 buy_proportion 0.50
2017-02-16 15:35:23.141 1.06687 1.06501 cum_theta_buy 2703.0 cum_theta_sell 2938.0 diff 235.0 exp_num_ticks 5859.00 max_proportion 0.50 threshold 2937.01 cum_ticks 5641 buy_proportion 0.48
2017-02-16 16:18:13.640 1.06788 1.06549 cum_theta_buy 2867.0 cum_theta_sell 2931.0 diff 64.0 exp_num_ticks 5733.00 max_proportion 0.51 threshold 2930.61 cum_ticks 5798 buy_proportion 0.49
2017-02-16 17:30:38.740 1.06794 1.06540 cum_theta_buy 2744.0 cum_theta_sell 2932.0 diff 188.0 exp_num_ticks 5760.43 max_proportion 0.51 threshold 2931.47 cum_ticks 5676 buy_proportion 0.48
2017-02-16 18:51:59.269 1.06653 1.06474 cum_theta_buy 2933.0 cum_theta_sell 2745.0 diff -188.0 exp_num_ticks 5705.86 max_proportion 0.51 threshold 2932.90 cum_ticks 5678 buy_proportion 0.52
2017-02-16 20:35:54.609 1.06776 1.06589 cum_theta_buy 2703.0 cum_theta_sell 2870.0 diff 167.0 exp_num_ticks 5694.57 max_proportion 0.50 threshold 2869.72 cum_ticks 5573 buy_proportion 0.49
2017-02-17 00:19:54.408 1.06767 1.06644 cum_theta_buy 2676.0 cum_theta_sell 2844.0 diff 168.0 exp_num_ticks 5617.71 max_proportion 0.51 threshold 2843.67 cum_ticks 5520 buy_proportion 0.48
2017-02-17 02:32:26.911 1.06744 1.06612 cum_theta_buy 2814.0 cum_theta_sell 2838.0 diff 24.0 exp_num_ticks 5557.71 max_proportion 0.51 threshold 2837.83 cum_ticks 5652 buy_proportion 0.50
2017-02-17 05:22:52.441 1.06767 1.06697 cum_theta_buy 2613.0 cum_theta_sell 2845.0 diff 232.0 exp_num_ticks 5603.00 max_proportion 0.51 threshold 2844.65 cum_ticks 5458 buy_proportion 0.48
2017-02-17 07:35:05.942 1.06740 1.06617 cum_theta_buy 2581.0 cum_theta_sell 2844.0 diff 263.0 exp_num_ticks 5522.29 max_proportion 0.51 threshold 2843.56 cum_ticks 5425 buy_proportion 0.48
2017-02-17 08:45:18.370 1.06668 1.06408 cum_theta_buy 2817.0 cum_theta_sell 2845.0 diff 28.0 exp_num_ticks 5466.86 max_proportion 0.52 threshold 2844.01 cum_ticks 5662 buy_proportion 0.50
2017-02-17 09:42:49.722 1.06527 1.06372 cum_theta_buy 2728.0 cum_theta_sell 2846.0 diff 118.0 exp_num_ticks 5565.14 max_proportion 0.51 threshold 2845.87 cum_ticks 5574 buy_proportion 0.49
2017-02-17 10:43:57.513 1.06534 1.06399 cum_theta_buy 2614.0 cum_theta_sell 2846.0 diff 232.0 exp_num_ticks 5577.86 max_proportion 0.51 threshold 2845.92 cum_ticks 5460 buy_proportion 0.48
2017-02-17 12:07:32.992 1.06564 1.06417 cum_theta_buy 2794.0 cum_theta_sell 2847.0 diff 53.0 exp_num_ticks 5521.43 max_proportion 0.52 threshold 2846.39 cum_ticks 5641 buy_proportion 0.50
2017-02-17 13:26:29.908 1.06578 1.06446 cum_theta_buy 2840.0 cum_theta_sell 2848.0 diff 8.0 exp_num_ticks 5579.71 max_proportion 0.51 threshold 2847.14 cum_ticks 5688 buy_proportion 0.50
2017-02-17 14:32:50.826 1.06670 1.06460 cum_theta_buy 2848.0 cum_theta_sell 2687.0 diff -161.0 exp_num_ticks 5642.00 max_proportion 0.50 threshold 2847.96 cum_ticks 5535 buy_proportion 0.51
2017-02-17 15:21:23.923 1.06668 1.06321 cum_theta_buy 2569.0 cum_theta_sell 2839.0 diff 270.0 exp_num_ticks 5593.86 max_proportion 0.51 threshold 2838.54 cum_ticks 5408 buy_proportion 0.48
2017-02-17 16:10:54.023 1.06347 1.06214 cum_theta_buy 2799.0 cum_theta_sell 2744.0 diff -55.0 exp_num_ticks 5484.29 max_proportion 0.51 threshold 2798.14 cum_ticks 5543 buy_proportion 0.50
2017-02-17 17:23:49.789 1.06259 1.06121 cum_theta_buy 2657.0 cum_theta_sell 2764.0 diff 107.0 exp_num_ticks 5503.29 max_proportion 0.50 threshold 2763.86 cum_ticks 5421 buy_proportion 0.49
2017-02-17 19:18:06.078 1.06200 1.06072 cum_theta_buy 2625.0 cum_theta_sell 2770.0 diff 145.0 exp_num_ticks 5454.00 max_proportion 0.51 threshold 2769.48 cum_ticks 5395 buy_proportion 0.49
2017-02-19 22:13:10.981 1.06158 1.06054 cum_theta_buy 2682.0 cum_theta_sell 2765.0 diff 83.0 exp_num_ticks 5423.57 max_proportion 0.51 threshold 2764.88 cum_ticks 5447 buy_proportion 0.49
2017-02-20 00:21:38.674 1.06329 1.06095 cum_theta_buy 2706.0 cum_theta_sell 2767.0 diff 61.0 exp_num_ticks 5428.43 max_proportion 0.51 threshold 2766.34 cum_ticks 5473 buy_proportion 0.49
2017-02-20 02:02:17.084 1.06213 1.06031 cum_theta_buy 2708.0 cum_theta_sell 2767.0 diff 59.0 exp_num_ticks 5454.43 max_proportion 0.51 threshold 2766.93 cum_ticks 5475 buy_proportion 0.49
2017-02-20 04:20:06.850 1.06144 1.06053 cum_theta_buy 2735.0 cum_theta_sell 2767.0 diff 32.0 exp_num_ticks 5470.43 max_proportion 0.51 threshold 2766.72 cum_ticks 5502 buy_proportion 0.50
2017-02-20 06:24:52.581 1.06196 1.06064 cum_theta_buy 2279.0 cum_theta_sell 2768.0 diff 489.0 exp_num_ticks 5490.14 max_proportion 0.50 threshold 2767.02 cum_ticks 5047 buy_proportion 0.45
2017-02-20 08:05:45.932 1.06270 1.06046 cum_theta_buy 2644.0 cum_theta_sell 2773.0 diff 129.0 exp_num_ticks 5238.14 max_proportion 0.53 threshold 2772.46 cum_ticks 5417 buy_proportion 0.49
2017-02-20 09:31:11.061 1.06299 1.06137 cum_theta_buy 2745.0 cum_theta_sell 2774.0 diff 29.0 exp_num_ticks 5323.43 max_proportion 0.52 threshold 2773.83 cum_ticks 5519 buy_proportion 0.50
2017-02-20 11:22:29.082 1.06260 1.06137 cum_theta_buy 2546.0 cum_theta_sell 2776.0 diff 230.0 exp_num_ticks 5422.43 max_proportion 0.51 threshold 2775.33 cum_ticks 5322 buy_proportion 0.48
2017-02-20 12:57:03.430 1.06287 1.06084 cum_theta_buy 2334.0 cum_theta_sell 2776.0 diff 442.0 exp_num_ticks 5391.86 max_proportion 0.51 threshold 2775.72 cum_ticks 5110 buy_proportion 0.46
2017-02-20 14:50:48.305 1.06238 1.06070 cum_theta_buy 2627.0 cum_theta_sell 2778.0 diff 151.0 exp_num_ticks 5229.00 max_proportion 0.53 threshold 2777.97 cum_ticks 5405 buy_proportion 0.49
2017-02-20 17:05:42.797 1.06272 1.06174 cum_theta_buy 2614.0 cum_theta_sell 2779.0 diff 165.0 exp_num_ticks 5308.86 max_proportion 0.52 threshold 2778.79 cum_ticks 5393 buy_proportion 0.48
2017-02-20 19:58:43.520 1.06197 1.06072 cum_theta_buy 2643.0 cum_theta_sell 2780.0 diff 137.0 exp_num_ticks 5356.00 max_proportion 0.52 threshold 2779.29 cum_ticks 5423 buy_proportion 0.49
2017-02-20 23:00:01.104 1.06169 1.06098 cum_theta_buy 2780.0 cum_theta_sell 2696.0 diff -84.0 exp_num_ticks 5411.86 max_proportion 0.51 threshold 2779.44 cum_ticks 5476 buy_proportion 0.51
2017-02-21 01:13:43.914 1.06148 1.05829 cum_theta_buy 2423.0 cum_theta_sell 2733.0 diff 310.0 exp_num_ticks 5449.00 max_proportion 0.50 threshold 2732.19 cum_ticks 5156 buy_proportion 0.47
2017-02-21 03:01:23.414 1.05882 1.05786 cum_theta_buy 2568.0 cum_theta_sell 2732.0 diff 164.0 exp_num_ticks 5285.57 max_proportion 0.52 threshold 2731.54 cum_ticks 5300 buy_proportion 0.48
2017-02-21 05:26:52.061 1.05834 1.05771 cum_theta_buy 2450.0 cum_theta_sell 2729.0 diff 279.0 exp_num_ticks 5284.00 max_proportion 0.52 threshold 2728.31 cum_ticks 5179 buy_proportion 0.47
2017-02-21 07:27:26.562 1.05891 1.05743 cum_theta_buy 2638.0 cum_theta_sell 2731.0 diff 93.0 exp_num_ticks 5210.29 max_proportion 0.52 threshold 2730.75 cum_ticks 5369 buy_proportion 0.49
2017-02-21 08:41:25.979 1.05797 1.05615 cum_theta_buy 2429.0 cum_theta_sell 2732.0 diff 303.0 exp_num_ticks 5304.86 max_proportion 0.51 threshold 2731.23 cum_ticks 5161 buy_proportion 0.47
2017-02-21 09:45:42.433 1.05678 1.05426 cum_theta_buy 2714.0 cum_theta_sell 2733.0 diff 19.0 exp_num_ticks 5223.00 max_proportion 0.52 threshold 2732.13 cum_ticks 5447 buy_proportion 0.50
2017-02-21 11:01:23.393 1.05502 1.05333 cum_theta_buy 2734.0 cum_theta_sell 2732.0 diff -2.0 exp_num_ticks 5354.14 max_proportion 0.51 threshold 2733.94 cum_ticks 5466 buy_proportion 0.50
2017-02-21 12:25:09.036 1.05457 1.05316 cum_theta_buy 2734.0 cum_theta_sell 2701.0 diff -33.0 exp_num_ticks 5417.00 max_proportion 0.50 threshold 2733.35 cum_ticks 5435 buy_proportion 0.50
2017-02-21 13:38:38.630 1.05414 1.05299 cum_theta_buy 2539.0 cum_theta_sell 2732.0 diff 193.0 exp_num_ticks 5445.57 max_proportion 0.50 threshold 2731.16 cum_ticks 5271 buy_proportion 0.48
2017-02-21 14:43:20.131 1.05411 1.05258 cum_theta_buy 2461.0 cum_theta_sell 2725.0 diff 264.0 exp_num_ticks 5345.71 max_proportion 0.51 threshold 2724.01 cum_ticks 5186 buy_proportion 0.47
2017-02-21 15:30:57.303 1.05499 1.05266 cum_theta_buy 2699.0 cum_theta_sell 2725.0 diff 26.0 exp_num_ticks 5245.86 max_proportion 0.52 threshold 2724.39 cum_ticks 5424 buy_proportion 0.50
2017-02-21 16:29:49.151 1.05432 1.05276 cum_theta_buy 2728.0 cum_theta_sell 2681.0 diff -47.0 exp_num_ticks 5334.14 max_proportion 0.51 threshold 2727.12 cum_ticks 5409 buy_proportion 0.50
2017-02-21 17:54:39.611 1.05520 1.05413 cum_theta_buy 2537.0 cum_theta_sell 2701.0 diff 164.0 exp_num_ticks 5381.43 max_proportion 0.50 threshold 2700.61 cum_ticks 5238 buy_proportion 0.48
2017-02-21 20:01:05.473 1.05515 1.05388 cum_theta_buy 2605.0 cum_theta_sell 2700.0 diff 95.0 exp_num_ticks 5313.43 max_proportion 0.51 threshold 2699.47 cum_ticks 5305 buy_proportion 0.49
2017-02-21 22:54:28.068 1.05498 1.05339 cum_theta_buy 2605.0 cum_theta_sell 2698.0 diff 93.0 exp_num_ticks 5300.71 max_proportion 0.51 threshold 2697.90 cum_ticks 5303 buy_proportion 0.49
Batch number: 7
2017-02-22 01:16:31.070 1.05496 1.05337 cum_theta_buy 2700.0 cum_theta_sell 2670.0 diff -30.0 exp_num_ticks 5294.29 max_proportion 0.51 threshold 2699.05 cum_ticks 5370 buy_proportion 0.50
2017-02-22 03:19:54.516 1.05563 1.05456 cum_theta_buy 2510.0 cum_theta_sell 2683.0 diff 173.0 exp_num_ticks 5341.57 max_proportion 0.50 threshold 2682.47 cum_ticks 5193 buy_proportion 0.48
2017-02-22 06:14:11.983 1.05487 1.05396 cum_theta_buy 2381.0 cum_theta_sell 2683.0 diff 302.0 exp_num_ticks 5259.29 max_proportion 0.51 threshold 2682.09 cum_ticks 5064 buy_proportion 0.47
2017-02-22 07:30:37.014 1.05400 1.05132 cum_theta_buy 2469.0 cum_theta_sell 2683.0 diff 214.0 exp_num_ticks 5144.57 max_proportion 0.52 threshold 2682.38 cum_ticks 5152 buy_proportion 0.48
2017-02-22 08:32:04.569 1.05176 1.04979 cum_theta_buy 2684.0 cum_theta_sell 2671.0 diff -13.0 exp_num_ticks 5132.71 max_proportion 0.52 threshold 2683.21 cum_ticks 5355 buy_proportion 0.50
2017-02-22 09:33:40.940 1.05197 1.05014 cum_theta_buy 2674.0 cum_theta_sell 2678.0 diff 4.0 exp_num_ticks 5255.43 max_proportion 0.51 threshold 2677.64 cum_ticks 5352 buy_proportion 0.50
2017-02-22 10:32:15.066 1.05170 1.04985 cum_theta_buy 2425.0 cum_theta_sell 2678.0 diff 253.0 exp_num_ticks 5324.29 max_proportion 0.50 threshold 2677.23 cum_ticks 5103 buy_proportion 0.48
2017-02-22 11:44:24.500 1.05078 1.04941 cum_theta_buy 2679.0 cum_theta_sell 2584.0 diff -95.0 exp_num_ticks 5210.14 max_proportion 0.51 threshold 2678.53 cum_ticks 5263 buy_proportion 0.51
2017-02-22 13:02:44.349 1.05140 1.04938 cum_theta_buy 2626.0 cum_theta_sell 2566.0 diff -60.0 exp_num_ticks 5230.00 max_proportion 0.50 threshold 2625.35 cum_ticks 5192 buy_proportion 0.51
2017-02-22 14:11:09.892 1.05198 1.05077 cum_theta_buy 2458.0 cum_theta_sell 2612.0 diff 154.0 exp_num_ticks 5199.57 max_proportion 0.50 threshold 2611.95 cum_ticks 5070 buy_proportion 0.48
2017-02-22 15:09:43.872 1.05211 1.05062 cum_theta_buy 2596.0 cum_theta_sell 2456.0 diff -140.0 exp_num_ticks 5132.43 max_proportion 0.51 threshold 2595.67 cum_ticks 5052 buy_proportion 0.51
2017-02-22 15:46:11.396 1.05442 1.04960 cum_theta_buy 2464.0 cum_theta_sell 2561.0 diff 97.0 exp_num_ticks 5077.14 max_proportion 0.50 threshold 2560.93 cum_ticks 5025 buy_proportion 0.49
2017-02-22 16:15:56.202 1.05493 1.05280 cum_theta_buy 2464.0 cum_theta_sell 2539.0 diff 75.0 exp_num_ticks 5039.14 max_proportion 0.50 threshold 2538.35 cum_ticks 5003 buy_proportion 0.49
2017-02-22 17:11:09.188 1.05596 1.05361 cum_theta_buy 2534.0 cum_theta_sell 2402.0 diff -132.0 exp_num_ticks 5016.29 max_proportion 0.51 threshold 2533.53 cum_ticks 4936 buy_proportion 0.51
2017-02-22 18:23:39.556 1.05656 1.05363 cum_theta_buy 2228.0 cum_theta_sell 2505.0 diff 277.0 exp_num_ticks 4967.86 max_proportion 0.50 threshold 2504.40 cum_ticks 4733 buy_proportion 0.47
2017-02-22 19:16:02.934 1.05724 1.05290 cum_theta_buy 2483.0 cum_theta_sell 2482.0 diff -1.0 exp_num_ticks 4829.57 max_proportion 0.51 threshold 2482.26 cum_ticks 4965 buy_proportion 0.50
2017-02-22 20:03:51.901 1.05724 1.05546 cum_theta_buy 2479.0 cum_theta_sell 2279.0 diff -200.0 exp_num_ticks 4894.57 max_proportion 0.51 threshold 2478.58 cum_ticks 4758 buy_proportion 0.52
2017-02-22 22:17:17.211 1.05740 1.05499 cum_theta_buy 2261.0 cum_theta_sell 2445.0 diff 184.0 exp_num_ticks 4813.57 max_proportion 0.51 threshold 2444.61 cum_ticks 4706 buy_proportion 0.48
2017-02-23 00:31:13.234 1.05619 1.05441 cum_theta_buy 2297.0 cum_theta_sell 2404.0 diff 107.0 exp_num_ticks 4757.86 max_proportion 0.51 threshold 2403.44 cum_ticks 4701 buy_proportion 0.49
2017-02-23 02:10:45.305 1.05559 1.05470 cum_theta_buy 2198.0 cum_theta_sell 2399.0 diff 201.0 exp_num_ticks 4710.57 max_proportion 0.51 threshold 2398.09 cum_ticks 4597 buy_proportion 0.48
2017-02-23 04:29:58.338 1.05671 1.05507 cum_theta_buy 2271.0 cum_theta_sell 2408.0 diff 137.0 exp_num_ticks 4642.29 max_proportion 0.52 threshold 2407.20 cum_ticks 4679 buy_proportion 0.49
2017-02-23 06:34:35.726 1.05722 1.05533 cum_theta_buy 2205.0 cum_theta_sell 2406.0 diff 201.0 exp_num_ticks 4658.71 max_proportion 0.52 threshold 2405.00 cum_ticks 4611 buy_proportion 0.48
2017-02-23 07:47:57.731 1.05587 1.05380 cum_theta_buy 2195.0 cum_theta_sell 2406.0 diff 211.0 exp_num_ticks 4628.43 max_proportion 0.52 threshold 2405.68 cum_ticks 4601 buy_proportion 0.48
2017-02-23 08:57:36.324 1.05642 1.05504 cum_theta_buy 2325.0 cum_theta_sell 2407.0 diff 82.0 exp_num_ticks 4615.00 max_proportion 0.52 threshold 2406.36 cum_ticks 4732 buy_proportion 0.49
2017-02-23 10:01:37.096 1.05592 1.05392 cum_theta_buy 2197.0 cum_theta_sell 2408.0 diff 211.0 exp_num_ticks 4677.29 max_proportion 0.51 threshold 2407.01 cum_ticks 4605 buy_proportion 0.48
2017-02-23 11:29:23.711 1.05519 1.05376 cum_theta_buy 2350.0 cum_theta_sell 2408.0 diff 58.0 exp_num_ticks 4640.71 max_proportion 0.52 threshold 2407.80 cum_ticks 4758 buy_proportion 0.49
2017-02-23 12:30:17.878 1.05689 1.05476 cum_theta_buy 2302.0 cum_theta_sell 2409.0 diff 107.0 exp_num_ticks 4710.57 max_proportion 0.51 threshold 2408.36 cum_ticks 4711 buy_proportion 0.49
2017-02-23 13:18:32.857 1.05765 1.05577 cum_theta_buy 2094.0 cum_theta_sell 2409.0 diff 315.0 exp_num_ticks 4709.29 max_proportion 0.51 threshold 2408.82 cum_ticks 4503 buy_proportion 0.47
2017-02-23 14:02:41.443 1.05850 1.05636 cum_theta_buy 2411.0 cum_theta_sell 2385.0 diff -26.0 exp_num_ticks 4598.86 max_proportion 0.52 threshold 2410.27 cum_ticks 4796 buy_proportion 0.50
2017-02-23 14:58:18.346 1.05879 1.05713 cum_theta_buy 2260.0 cum_theta_sell 2398.0 diff 138.0 exp_num_ticks 4700.14 max_proportion 0.51 threshold 2397.39 cum_ticks 4658 buy_proportion 0.49
2017-02-23 15:56:22.801 1.05936 1.05759 cum_theta_buy 2397.0 cum_theta_sell 2287.0 diff -110.0 exp_num_ticks 4675.29 max_proportion 0.51 threshold 2396.96 cum_ticks 4684 buy_proportion 0.51
2017-02-23 16:42:26.617 1.05952 1.05752 cum_theta_buy 2194.0 cum_theta_sell 2360.0 diff 166.0 exp_num_ticks 4692.57 max_proportion 0.50 threshold 2359.73 cum_ticks 4554 buy_proportion 0.48
2017-02-23 18:00:01.308 1.05887 1.05638 cum_theta_buy 2122.0 cum_theta_sell 2346.0 diff 224.0 exp_num_ticks 4606.00 max_proportion 0.51 threshold 2345.26 cum_ticks 4468 buy_proportion 0.47
2017-02-23 19:55:08.326 1.05763 1.05641 cum_theta_buy 2268.0 cum_theta_sell 2343.0 diff 75.0 exp_num_ticks 4523.43 max_proportion 0.52 threshold 2342.48 cum_ticks 4611 buy_proportion 0.49
2017-02-23 22:53:01.032 1.05858 1.05721 cum_theta_buy 2347.0 cum_theta_sell 2232.0 diff -115.0 exp_num_ticks 4562.00 max_proportion 0.51 threshold 2346.75 cum_ticks 4579 buy_proportion 0.51
2017-02-24 01:17:44.976 1.05860 1.05720 cum_theta_buy 2048.0 cum_theta_sell 2292.0 diff 244.0 exp_num_ticks 4572.29 max_proportion 0.50 threshold 2291.95 cum_ticks 4340 buy_proportion 0.47
2017-02-24 03:28:57.872 1.05804 1.05697 cum_theta_buy 2168.0 cum_theta_sell 2285.0 diff 117.0 exp_num_ticks 4447.00 max_proportion 0.51 threshold 2284.14 cum_ticks 4453 buy_proportion 0.49
2017-02-24 05:39:44.760 1.05856 1.05769 cum_theta_buy 2084.0 cum_theta_sell 2281.0 diff 197.0 exp_num_ticks 4438.71 max_proportion 0.51 threshold 2280.37 cum_ticks 4365 buy_proportion 0.48
2017-02-24 07:30:00.753 1.05933 1.05766 cum_theta_buy 2284.0 cum_theta_sell 2268.0 diff -16.0 exp_num_ticks 4386.57 max_proportion 0.52 threshold 2283.93 cum_ticks 4552 buy_proportion 0.50
2017-02-24 08:31:04.462 1.06039 1.05888 cum_theta_buy 2070.0 cum_theta_sell 2276.0 diff 206.0 exp_num_ticks 4484.43 max_proportion 0.51 threshold 2275.04 cum_ticks 4346 buy_proportion 0.48
2017-02-24 09:25:36.445 1.05994 1.05707 cum_theta_buy 2090.0 cum_theta_sell 2276.0 diff 186.0 exp_num_ticks 4407.57 max_proportion 0.52 threshold 2275.47 cum_ticks 4366 buy_proportion 0.48
2017-02-24 10:39:20.879 1.05954 1.05828 cum_theta_buy 2091.0 cum_theta_sell 2276.0 diff 185.0 exp_num_ticks 4386.86 max_proportion 0.52 threshold 2275.43 cum_ticks 4367 buy_proportion 0.48
2017-02-24 11:52:59.878 1.06011 1.05834 cum_theta_buy 2277.0 cum_theta_sell 2264.0 diff -13.0 exp_num_ticks 4363.71 max_proportion 0.52 threshold 2276.01 cum_ticks 4541 buy_proportion 0.50
2017-02-24 12:50:22.246 1.06179 1.05964 cum_theta_buy 2204.0 cum_theta_sell 2271.0 diff 67.0 exp_num_ticks 4466.29 max_proportion 0.51 threshold 2270.11 cum_ticks 4475 buy_proportion 0.49
2017-02-24 13:47:07.089 1.06177 1.06054 cum_theta_buy 2245.0 cum_theta_sell 2271.0 diff 26.0 exp_num_ticks 4478.43 max_proportion 0.51 threshold 2270.09 cum_ticks 4516 buy_proportion 0.50
2017-02-24 14:28:43.496 1.06151 1.05744 cum_theta_buy 2271.0 cum_theta_sell 2058.0 diff -213.0 exp_num_ticks 4507.86 max_proportion 0.50 threshold 2270.06 cum_ticks 4329 buy_proportion 0.52
2017-02-24 15:08:24.681 1.05838 1.05655 cum_theta_buy 2177.0 cum_theta_sell 2256.0 diff 79.0 exp_num_ticks 4403.29 max_proportion 0.51 threshold 2255.21 cum_ticks 4433 buy_proportion 0.49
2017-02-24 15:59:04.380 1.05898 1.05675 cum_theta_buy 2072.0 cum_theta_sell 2215.0 diff 143.0 exp_num_ticks 4415.14 max_proportion 0.50 threshold 2214.31 cum_ticks 4287 buy_proportion 0.48
2017-02-24 16:53:11.296 1.05839 1.05660 cum_theta_buy 2205.0 cum_theta_sell 2184.0 diff -21.0 exp_num_ticks 4334.71 max_proportion 0.51 threshold 2204.47 cum_ticks 4389 buy_proportion 0.50
2017-02-24 17:55:34.611 1.05967 1.05713 cum_theta_buy 1925.0 cum_theta_sell 2204.0 diff 279.0 exp_num_ticks 4366.14 max_proportion 0.50 threshold 2203.47 cum_ticks 4129 buy_proportion 0.47
2017-02-24 19:28:11.698 1.05775 1.05581 cum_theta_buy 2082.0 cum_theta_sell 2202.0 diff 120.0 exp_num_ticks 4225.86 max_proportion 0.52 threshold 2201.69 cum_ticks 4284 buy_proportion 0.49
2017-02-24 21:16:04.490 1.05680 1.05570 cum_theta_buy 2202.0 cum_theta_sell 2052.0 diff -150.0 exp_num_ticks 4254.71 max_proportion 0.52 threshold 2201.03 cum_ticks 4254 buy_proportion 0.52
2017-02-26 23:39:45.791 1.05645 1.05554 cum_theta_buy 2056.0 cum_theta_sell 2128.0 diff 72.0 exp_num_ticks 4244.71 max_proportion 0.50 threshold 2127.65 cum_ticks 4184 buy_proportion 0.49
2017-02-27 01:10:32.836 1.05673 1.05515 cum_theta_buy 1873.0 cum_theta_sell 2118.0 diff 245.0 exp_num_ticks 4218.29 max_proportion 0.50 threshold 2117.07 cum_ticks 3991 buy_proportion 0.47
2017-02-27 02:29:17.955 1.05751 1.05650 cum_theta_buy 1772.0 cum_theta_sell 2114.0 diff 342.0 exp_num_ticks 4083.71 max_proportion 0.52 threshold 2113.24 cum_ticks 3886 buy_proportion 0.46
2017-02-27 04:32:54.010 1.05689 1.05614 cum_theta_buy 1993.0 cum_theta_sell 2119.0 diff 126.0 exp_num_ticks 3958.57 max_proportion 0.54 threshold 2118.41 cum_ticks 4112 buy_proportion 0.48
2017-02-27 06:09:04.718 1.05709 1.05631 cum_theta_buy 1938.0 cum_theta_sell 2119.0 diff 181.0 exp_num_ticks 4030.14 max_proportion 0.53 threshold 2118.70 cum_ticks 4057 buy_proportion 0.48
2017-02-27 07:43:53.645 1.05752 1.05637 cum_theta_buy 2038.0 cum_theta_sell 2119.0 diff 81.0 exp_num_ticks 4048.29 max_proportion 0.52 threshold 2118.92 cum_ticks 4157 buy_proportion 0.49
2017-02-27 08:49:56.677 1.05875 1.05668 cum_theta_buy 2029.0 cum_theta_sell 2120.0 diff 91.0 exp_num_ticks 4122.00 max_proportion 0.51 threshold 2119.24 cum_ticks 4149 buy_proportion 0.49
2017-02-27 09:51:57.773 1.05877 1.05743 cum_theta_buy 2120.0 cum_theta_sell 2062.0 diff -58.0 exp_num_ticks 4138.14 max_proportion 0.51 threshold 2119.71 cum_ticks 4182 buy_proportion 0.51
2017-02-27 11:06:26.202 1.05915 1.05787 cum_theta_buy 2027.0 cum_theta_sell 2087.0 diff 60.0 exp_num_ticks 4169.00 max_proportion 0.50 threshold 2086.85 cum_ticks 4114 buy_proportion 0.49
2017-02-27 12:36:36.654 1.05869 1.05779 cum_theta_buy 2085.0 cum_theta_sell 2069.0 diff -16.0 exp_num_ticks 4138.43 max_proportion 0.50 threshold 2084.74 cum_ticks 4154 buy_proportion 0.50
2017-02-27 13:44:58.254 1.05913 1.05806 cum_theta_buy 1990.0 cum_theta_sell 2074.0 diff 84.0 exp_num_ticks 4146.57 max_proportion 0.50 threshold 2073.32 cum_ticks 4064 buy_proportion 0.49
2017-02-27 14:36:20.836 1.06036 1.05882 cum_theta_buy 2057.0 cum_theta_sell 2075.0 diff 18.0 exp_num_ticks 4096.86 max_proportion 0.51 threshold 2074.64 cum_ticks 4132 buy_proportion 0.50
2017-02-27 15:14:40.785 1.06079 1.05879 cum_theta_buy 2068.0 cum_theta_sell 2075.0 diff 7.0 exp_num_ticks 4115.71 max_proportion 0.50 threshold 2074.00 cum_ticks 4143 buy_proportion 0.50
2017-02-27 15:54:28.831 1.06089 1.05933 cum_theta_buy 2051.0 cum_theta_sell 2075.0 diff 24.0 exp_num_ticks 4128.57 max_proportion 0.50 threshold 2074.94 cum_ticks 4126 buy_proportion 0.50
2017-02-27 16:34:53.128 1.06244 1.06030 cum_theta_buy 2020.0 cum_theta_sell 2076.0 diff 56.0 exp_num_ticks 4131.71 max_proportion 0.50 threshold 2075.01 cum_ticks 4096 buy_proportion 0.49
2017-02-27 17:29:40.102 1.06306 1.06139 cum_theta_buy 1842.0 cum_theta_sell 2076.0 diff 234.0 exp_num_ticks 4111.29 max_proportion 0.50 threshold 2075.62 cum_ticks 3918 buy_proportion 0.47
2017-02-27 18:36:27.874 1.06171 1.05924 cum_theta_buy 1989.0 cum_theta_sell 2077.0 diff 88.0 exp_num_ticks 3998.57 max_proportion 0.52 threshold 2076.99 cum_ticks 4066 buy_proportion 0.49
2017-02-27 19:59:54.860 1.05987 1.05809 cum_theta_buy 1980.0 cum_theta_sell 2078.0 diff 98.0 exp_num_ticks 4028.00 max_proportion 0.52 threshold 2077.21 cum_ticks 4058 buy_proportion 0.49
2017-02-27 22:47:05.190 1.05917 1.05841 cum_theta_buy 1912.0 cum_theta_sell 2078.0 diff 166.0 exp_num_ticks 4040.29 max_proportion 0.51 threshold 2077.75 cum_ticks 3990 buy_proportion 0.48
2017-02-28 00:51:29.476 1.05875 1.05787 cum_theta_buy 1910.0 cum_theta_sell 2079.0 diff 169.0 exp_num_ticks 4020.29 max_proportion 0.52 threshold 2078.02 cum_ticks 3989 buy_proportion 0.48
2017-02-28 02:27:05.842 1.05865 1.05693 cum_theta_buy 1868.0 cum_theta_sell 2079.0 diff 211.0 exp_num_ticks 3999.14 max_proportion 0.52 threshold 2078.65 cum_ticks 3947 buy_proportion 0.47
2017-02-28 04:21:41.132 1.05905 1.05813 cum_theta_buy 2047.0 cum_theta_sell 2079.0 diff 32.0 exp_num_ticks 3965.14 max_proportion 0.52 threshold 2078.92 cum_ticks 4126 buy_proportion 0.50
2017-02-28 06:11:34.366 1.05979 1.05866 cum_theta_buy 1778.0 cum_theta_sell 2080.0 diff 302.0 exp_num_ticks 4055.29 max_proportion 0.51 threshold 2079.87 cum_ticks 3858 buy_proportion 0.46
2017-02-28 07:26:06.998 1.06035 1.05908 cum_theta_buy 1909.0 cum_theta_sell 2082.0 diff 173.0 exp_num_ticks 3947.29 max_proportion 0.53 threshold 2081.37 cum_ticks 3991 buy_proportion 0.48
2017-02-28 08:20:10.187 1.05983 1.05790 cum_theta_buy 1974.0 cum_theta_sell 2082.0 diff 108.0 exp_num_ticks 3972.29 max_proportion 0.52 threshold 2081.96 cum_ticks 4056 buy_proportion 0.49
2017-02-28 09:24:10.757 1.05942 1.05763 cum_theta_buy 2083.0 cum_theta_sell 2062.0 diff -21.0 exp_num_ticks 4009.14 max_proportion 0.52 threshold 2082.32 cum_ticks 4145 buy_proportion 0.50
2017-02-28 10:28:35.719 1.05992 1.05802 cum_theta_buy 2018.0 cum_theta_sell 2072.0 diff 54.0 exp_num_ticks 4097.57 max_proportion 0.51 threshold 2071.13 cum_ticks 4090 buy_proportion 0.49
2017-02-28 11:25:01.869 1.06077 1.05929 cum_theta_buy 1776.0 cum_theta_sell 2071.0 diff 295.0 exp_num_ticks 4100.86 max_proportion 0.50 threshold 2070.73 cum_ticks 3847 buy_proportion 0.46
2017-02-28 12:34:05.836 1.06059 1.05944 cum_theta_buy 2025.0 cum_theta_sell 2073.0 diff 48.0 exp_num_ticks 3959.00 max_proportion 0.52 threshold 2072.27 cum_ticks 4098 buy_proportion 0.49
2017-02-28 13:30:16.334 1.06031 1.05837 cum_theta_buy 2074.0 cum_theta_sell 2034.0 diff -40.0 exp_num_ticks 4025.14 max_proportion 0.52 threshold 2073.93 cum_ticks 4108 buy_proportion 0.50
2017-02-28 14:14:06.104 1.06077 1.05911 cum_theta_buy 2022.0 cum_theta_sell 2052.0 diff 30.0 exp_num_ticks 4067.86 max_proportion 0.50 threshold 2051.70 cum_ticks 4074 buy_proportion 0.50
2017-02-28 15:02:19.443 1.06070 1.05915 cum_theta_buy 2050.0 cum_theta_sell 1969.0 diff -81.0 exp_num_ticks 4087.14 max_proportion 0.50 threshold 2049.90 cum_ticks 4019 buy_proportion 0.51
2017-02-28 15:40:05.163 1.06241 1.06028 cum_theta_buy 2046.0 cum_theta_sell 2004.0 diff -42.0 exp_num_ticks 4047.43 max_proportion 0.51 threshold 2045.58 cum_ticks 4050 buy_proportion 0.51
2017-02-28 16:05:36.296 1.06301 1.05999 cum_theta_buy 2044.0 cum_theta_sell 1835.0 diff -209.0 exp_num_ticks 4044.57 max_proportion 0.51 threshold 2043.79 cum_ticks 3879 buy_proportion 0.53
2017-02-28 16:52:00.186 1.06269 1.06117 cum_theta_buy 2047.0 cum_theta_sell 1922.0 diff -125.0 exp_num_ticks 3947.86 max_proportion 0.52 threshold 2046.23 cum_ticks 3969 buy_proportion 0.52
2017-02-28 17:44:15.971 1.06254 1.06134 cum_theta_buy 1839.0 cum_theta_sell 2047.0 diff 208.0 exp_num_ticks 3954.86 max_proportion 0.52 threshold 2046.39 cum_ticks 3886 buy_proportion 0.47
2017-02-28 18:43:46.441 1.06175 1.06030 cum_theta_buy 1867.0 cum_theta_sell 1982.0 diff 115.0 exp_num_ticks 3908.71 max_proportion 0.51 threshold 1981.50 cum_ticks 3849 buy_proportion 0.49
2017-02-28 19:48:40.850 1.06065 1.05933 cum_theta_buy 1828.0 cum_theta_sell 1993.0 diff 165.0 exp_num_ticks 3876.71 max_proportion 0.51 threshold 1992.37 cum_ticks 3821 buy_proportion 0.48
2017-02-28 20:48:33.870 1.05979 1.05864 cum_theta_buy 1916.0 cum_theta_sell 1998.0 diff 82.0 exp_num_ticks 3838.29 max_proportion 0.52 threshold 1997.56 cum_ticks 3914 buy_proportion 0.49
2017-02-28 21:52:30.904 1.05953 1.05710 cum_theta_buy 1990.0 cum_theta_sell 1995.0 diff 5.0 exp_num_ticks 3878.14 max_proportion 0.51 threshold 1994.49 cum_ticks 3985 buy_proportion 0.50
2017-03-01 00:12:36.744 1.05792 1.05635 cum_theta_buy 1761.0 cum_theta_sell 1997.0 diff 236.0 exp_num_ticks 3941.29 max_proportion 0.51 threshold 1996.01 cum_ticks 3758 buy_proportion 0.47
2017-03-01 01:21:06.862 1.05664 1.05551 cum_theta_buy 1935.0 cum_theta_sell 1999.0 diff 64.0 exp_num_ticks 3845.14 max_proportion 0.52 threshold 1998.01 cum_ticks 3934 buy_proportion 0.49
2017-03-01 02:07:40.021 1.05796 1.05565 cum_theta_buy 1986.0 cum_theta_sell 1999.0 diff 13.0 exp_num_ticks 3891.00 max_proportion 0.51 threshold 1998.84 cum_ticks 3985 buy_proportion 0.50
2017-03-01 02:31:09.084 1.05894 1.05613 cum_theta_buy 1920.0 cum_theta_sell 2000.0 diff 80.0 exp_num_ticks 3938.00 max_proportion 0.51 threshold 1999.49 cum_ticks 3920 buy_proportion 0.49
2017-03-01 03:08:29.222 1.05881 1.05676 cum_theta_buy 1838.0 cum_theta_sell 2000.0 diff 162.0 exp_num_ticks 3940.57 max_proportion 0.51 threshold 1999.68 cum_ticks 3838 buy_proportion 0.48
2017-03-01 03:51:44.092 1.05692 1.05543 cum_theta_buy 1763.0 cum_theta_sell 2001.0 diff 238.0 exp_num_ticks 3882.43 max_proportion 0.52 threshold 2000.26 cum_ticks 3764 buy_proportion 0.47
2017-03-01 05:08:10.953 1.05600 1.05508 cum_theta_buy 1710.0 cum_theta_sell 2002.0 diff 292.0 exp_num_ticks 3807.43 max_proportion 0.53 threshold 2001.01 cum_ticks 3712 buy_proportion 0.46
2017-03-01 06:34:25.808 1.05603 1.05515 cum_theta_buy 1780.0 cum_theta_sell 2002.0 diff 222.0 exp_num_ticks 3744.86 max_proportion 0.53 threshold 2001.71 cum_ticks 3782 buy_proportion 0.47
2017-03-01 07:28:05.319 1.05594 1.05376 cum_theta_buy 1849.0 cum_theta_sell 2002.0 diff 153.0 exp_num_ticks 3759.43 max_proportion 0.53 threshold 2001.99 cum_ticks 3851 buy_proportion 0.48
2017-03-01 08:08:26.835 1.05467 1.05284 cum_theta_buy 1847.0 cum_theta_sell 2003.0 diff 156.0 exp_num_ticks 3811.43 max_proportion 0.53 threshold 2002.36 cum_ticks 3850 buy_proportion 0.48
2017-03-01 08:49:30.848 1.05437 1.05259 cum_theta_buy 1921.0 cum_theta_sell 2003.0 diff 82.0 exp_num_ticks 3840.57 max_proportion 0.52 threshold 2002.65 cum_ticks 3924 buy_proportion 0.49
2017-03-01 09:38:34.956 1.05467 1.05345 cum_theta_buy 1920.0 cum_theta_sell 2004.0 diff 84.0 exp_num_ticks 3892.43 max_proportion 0.51 threshold 2003.03 cum_ticks 3924 buy_proportion 0.49
2017-03-01 10:29:13.801 1.05472 1.05338 cum_theta_buy 1682.0 cum_theta_sell 2004.0 diff 322.0 exp_num_ticks 3913.43 max_proportion 0.51 threshold 2003.66 cum_ticks 3686 buy_proportion 0.46
2017-03-01 11:21:04.296 1.05459 1.05336 cum_theta_buy 1843.0 cum_theta_sell 2006.0 diff 163.0 exp_num_ticks 3788.00 max_proportion 0.53 threshold 2005.78 cum_ticks 3849 buy_proportion 0.48
2017-03-01 12:05:11.509 1.05402 1.05266 cum_theta_buy 1893.0 cum_theta_sell 2007.0 diff 114.0 exp_num_ticks 3813.14 max_proportion 0.53 threshold 2006.13 cum_ticks 3900 buy_proportion 0.49
2017-03-01 12:53:11.961 1.05321 1.05236 cum_theta_buy 1950.0 cum_theta_sell 2007.0 diff 57.0 exp_num_ticks 3854.86 max_proportion 0.52 threshold 2007.00 cum_ticks 3957 buy_proportion 0.49
2017-03-01 13:31:14.412 1.05339 1.05189 cum_theta_buy 1831.0 cum_theta_sell 2008.0 diff 177.0 exp_num_ticks 3925.29 max_proportion 0.51 threshold 2007.06 cum_ticks 3839 buy_proportion 0.48
2017-03-01 14:02:54.322 1.05263 1.05142 cum_theta_buy 1876.0 cum_theta_sell 2008.0 diff 132.0 exp_num_ticks 3881.43 max_proportion 0.52 threshold 2007.94 cum_ticks 3884 buy_proportion 0.48
2017-03-01 14:43:27.791 1.05375 1.05201 cum_theta_buy 1902.0 cum_theta_sell 2009.0 diff 107.0 exp_num_ticks 3881.57 max_proportion 0.52 threshold 2008.04 cum_ticks 3911 buy_proportion 0.49
2017-03-01 15:13:55.947 1.05443 1.05250 cum_theta_buy 1890.0 cum_theta_sell 2009.0 diff 119.0 exp_num_ticks 3893.00 max_proportion 0.52 threshold 2008.65 cum_ticks 3899 buy_proportion 0.48
2017-03-01 15:45:51.573 1.05598 1.05386 cum_theta_buy 1964.0 cum_theta_sell 2009.0 diff 45.0 exp_num_ticks 3900.29 max_proportion 0.52 threshold 2008.87 cum_ticks 3973 buy_proportion 0.49
2017-03-01 16:23:43.426 1.05599 1.05497 cum_theta_buy 2010.0 cum_theta_sell 1879.0 diff -131.0 exp_num_ticks 3943.00 max_proportion 0.51 threshold 2009.16 cum_ticks 3889 buy_proportion 0.52
2017-03-01 17:09:01.762 1.05706 1.05571 cum_theta_buy 1972.0 cum_theta_sell 1981.0 diff 9.0 exp_num_ticks 3914.43 max_proportion 0.51 threshold 1980.02 cum_ticks 3953 buy_proportion 0.50
2017-03-01 18:08:17.967 1.05718 1.05622 cum_theta_buy 1870.0 cum_theta_sell 1982.0 diff 112.0 exp_num_ticks 3937.57 max_proportion 0.50 threshold 1981.99 cum_ticks 3852 buy_proportion 0.49
2017-03-01 19:21:54.885 1.05711 1.05542 cum_theta_buy 1850.0 cum_theta_sell 1968.0 diff 118.0 exp_num_ticks 3886.14 max_proportion 0.51 threshold 1967.27 cum_ticks 3818 buy_proportion 0.48
Batch number: 8
2017-03-01 20:27:15.352 1.05549 1.05428 cum_theta_buy 1831.0 cum_theta_sell 1975.0 diff 144.0 exp_num_ticks 3847.00 max_proportion 0.51 threshold 1974.08 cum_ticks 3806 buy_proportion 0.48
2017-03-01 22:47:54.824 1.05521 1.05419 cum_theta_buy 1925.0 cum_theta_sell 1975.0 diff 50.0 exp_num_ticks 3816.00 max_proportion 0.52 threshold 1974.02 cum_ticks 3900 buy_proportion 0.49
2017-03-02 00:18:44.787 1.05511 1.05293 cum_theta_buy 1560.0 cum_theta_sell 1975.0 diff 415.0 exp_num_ticks 3861.43 max_proportion 0.51 threshold 1974.25 cum_ticks 3535 buy_proportion 0.44
2017-03-02 01:41:06.160 1.05445 1.05328 cum_theta_buy 1943.0 cum_theta_sell 1980.0 diff 37.0 exp_num_ticks 3678.00 max_proportion 0.54 threshold 1979.04 cum_ticks 3923 buy_proportion 0.50
2017-03-02 03:10:01.059 1.05387 1.05281 cum_theta_buy 1680.0 cum_theta_sell 1983.0 diff 303.0 exp_num_ticks 3808.86 max_proportion 0.52 threshold 1982.06 cum_ticks 3663 buy_proportion 0.46
2017-03-02 04:32:44.080 1.05346 1.05294 cum_theta_buy 1645.0 cum_theta_sell 1984.0 diff 339.0 exp_num_ticks 3719.00 max_proportion 0.53 threshold 1983.59 cum_ticks 3629 buy_proportion 0.45
2017-03-02 06:12:34.237 1.05354 1.05297 cum_theta_buy 1760.0 cum_theta_sell 1985.0 diff 225.0 exp_num_ticks 3680.71 max_proportion 0.54 threshold 1984.57 cum_ticks 3745 buy_proportion 0.47
2017-03-02 07:19:08.119 1.05362 1.05222 cum_theta_buy 1707.0 cum_theta_sell 1985.0 diff 278.0 exp_num_ticks 3700.14 max_proportion 0.54 threshold 1984.83 cum_ticks 3692 buy_proportion 0.46
2017-03-02 08:11:31.499 1.05439 1.05291 cum_theta_buy 1984.0 cum_theta_sell 1986.0 diff 2.0 exp_num_ticks 3698.14 max_proportion 0.54 threshold 1985.05 cum_ticks 3970 buy_proportion 0.50
2017-03-02 08:59:37.174 1.05456 1.05312 cum_theta_buy 1745.0 cum_theta_sell 1988.0 diff 243.0 exp_num_ticks 3858.43 max_proportion 0.52 threshold 1987.83 cum_ticks 3733 buy_proportion 0.47
2017-03-02 09:50:12.970 1.05438 1.05240 cum_theta_buy 1900.0 cum_theta_sell 1989.0 diff 89.0 exp_num_ticks 3794.86 max_proportion 0.52 threshold 1988.69 cum_ticks 3889 buy_proportion 0.49
2017-03-02 10:38:16.086 1.05329 1.05227 cum_theta_buy 1724.0 cum_theta_sell 1990.0 diff 266.0 exp_num_ticks 3856.00 max_proportion 0.52 threshold 1989.21 cum_ticks 3714 buy_proportion 0.46
2017-03-02 11:35:22.563 1.05333 1.05205 cum_theta_buy 1755.0 cum_theta_sell 1991.0 diff 236.0 exp_num_ticks 3766.71 max_proportion 0.53 threshold 1990.26 cum_ticks 3746 buy_proportion 0.47
2017-03-02 12:23:20.337 1.05309 1.05082 cum_theta_buy 1727.0 cum_theta_sell 1991.0 diff 264.0 exp_num_ticks 3757.29 max_proportion 0.53 threshold 1990.86 cum_ticks 3718 buy_proportion 0.46
2017-03-02 13:10:57.804 1.05211 1.05096 cum_theta_buy 1979.0 cum_theta_sell 1991.0 diff 12.0 exp_num_ticks 3725.43 max_proportion 0.53 threshold 1990.88 cum_ticks 3970 buy_proportion 0.50
2017-03-02 13:50:10.767 1.05180 1.05085 cum_theta_buy 1993.0 cum_theta_sell 1872.0 diff -121.0 exp_num_ticks 3866.00 max_proportion 0.52 threshold 1992.95 cum_ticks 3865 buy_proportion 0.52
2017-03-02 14:26:18.981 1.05175 1.04994 cum_theta_buy 1621.0 cum_theta_sell 1951.0 diff 330.0 exp_num_ticks 3874.00 max_proportion 0.50 threshold 1950.33 cum_ticks 3572 buy_proportion 0.45
2017-03-02 14:58:02.924 1.05121 1.04990 cum_theta_buy 1939.0 cum_theta_sell 1899.0 diff -40.0 exp_num_ticks 3712.57 max_proportion 0.52 threshold 1938.48 cum_ticks 3838 buy_proportion 0.51
2017-03-02 15:28:17.370 1.05209 1.05032 cum_theta_buy 1782.0 cum_theta_sell 1913.0 diff 131.0 exp_num_ticks 3765.86 max_proportion 0.51 threshold 1913.00 cum_ticks 3695 buy_proportion 0.48
2017-03-02 16:02:11.480 1.05282 1.05098 cum_theta_buy 1845.0 cum_theta_sell 1916.0 diff 71.0 exp_num_ticks 3718.29 max_proportion 0.52 threshold 1915.81 cum_ticks 3761 buy_proportion 0.49
2017-03-02 16:40:39.688 1.05272 1.05165 cum_theta_buy 1676.0 cum_theta_sell 1914.0 diff 238.0 exp_num_ticks 3753.14 max_proportion 0.51 threshold 1913.03 cum_ticks 3590 buy_proportion 0.47
2017-03-02 17:26:08.201 1.05181 1.05066 cum_theta_buy 1689.0 cum_theta_sell 1916.0 diff 227.0 exp_num_ticks 3653.86 max_proportion 0.52 threshold 1915.24 cum_ticks 3605 buy_proportion 0.47
2017-03-02 18:27:33.112 1.05117 1.05025 cum_theta_buy 1699.0 cum_theta_sell 1916.0 diff 217.0 exp_num_ticks 3623.00 max_proportion 0.53 threshold 1915.88 cum_ticks 3615 buy_proportion 0.47
2017-03-02 19:29:37.257 1.05111 1.04959 cum_theta_buy 1628.0 cum_theta_sell 1916.0 diff 288.0 exp_num_ticks 3608.57 max_proportion 0.53 threshold 1915.72 cum_ticks 3544 buy_proportion 0.46
2017-03-02 20:34:44.205 1.05076 1.04948 cum_theta_buy 1897.0 cum_theta_sell 1917.0 diff 20.0 exp_num_ticks 3573.00 max_proportion 0.54 threshold 1916.17 cum_ticks 3814 buy_proportion 0.50
2017-03-02 22:19:00.947 1.05091 1.05028 cum_theta_buy 1732.0 cum_theta_sell 1919.0 diff 187.0 exp_num_ticks 3708.43 max_proportion 0.52 threshold 1918.72 cum_ticks 3651 buy_proportion 0.47
2017-03-03 00:37:54.920 1.05142 1.05022 cum_theta_buy 1698.0 cum_theta_sell 1920.0 diff 222.0 exp_num_ticks 3682.29 max_proportion 0.52 threshold 1919.16 cum_ticks 3618 buy_proportion 0.47
2017-03-03 01:44:59.390 1.05169 1.05116 cum_theta_buy 1617.0 cum_theta_sell 1920.0 diff 303.0 exp_num_ticks 3655.43 max_proportion 0.53 threshold 1919.91 cum_ticks 3537 buy_proportion 0.46
2017-03-03 02:45:10.676 1.05187 1.05122 cum_theta_buy 1724.0 cum_theta_sell 1921.0 diff 197.0 exp_num_ticks 3576.43 max_proportion 0.54 threshold 1920.18 cum_ticks 3645 buy_proportion 0.47
2017-03-03 03:54:16.621 1.05232 1.05147 cum_theta_buy 1800.0 cum_theta_sell 1921.0 diff 121.0 exp_num_ticks 3610.29 max_proportion 0.53 threshold 1920.90 cum_ticks 3721 buy_proportion 0.48
2017-03-03 05:15:41.649 1.05227 1.05171 cum_theta_buy 1794.0 cum_theta_sell 1922.0 diff 128.0 exp_num_ticks 3673.00 max_proportion 0.52 threshold 1921.46 cum_ticks 3716 buy_proportion 0.48
2017-03-03 06:21:49.540 1.05206 1.05131 cum_theta_buy 1649.0 cum_theta_sell 1922.0 diff 273.0 exp_num_ticks 3707.29 max_proportion 0.52 threshold 1921.66 cum_ticks 3571 buy_proportion 0.46
2017-03-03 07:11:06.521 1.05269 1.05158 cum_theta_buy 1602.0 cum_theta_sell 1923.0 diff 321.0 exp_num_ticks 3633.86 max_proportion 0.53 threshold 1922.62 cum_ticks 3525 buy_proportion 0.45
2017-03-03 08:00:22.553 1.05269 1.05176 cum_theta_buy 1691.0 cum_theta_sell 1924.0 diff 233.0 exp_num_ticks 3565.43 max_proportion 0.54 threshold 1923.19 cum_ticks 3615 buy_proportion 0.47
2017-03-03 08:42:30.059 1.05210 1.05106 cum_theta_buy 1855.0 cum_theta_sell 1924.0 diff 69.0 exp_num_ticks 3583.00 max_proportion 0.54 threshold 1923.66 cum_ticks 3779 buy_proportion 0.49
2017-03-03 09:29:44.212 1.05254 1.05157 cum_theta_buy 1681.0 cum_theta_sell 1926.0 diff 245.0 exp_num_ticks 3695.86 max_proportion 0.52 threshold 1925.28 cum_ticks 3607 buy_proportion 0.47
2017-03-03 10:18:02.209 1.05282 1.05158 cum_theta_buy 1727.0 cum_theta_sell 1926.0 diff 199.0 exp_num_ticks 3657.29 max_proportion 0.53 threshold 1926.00 cum_ticks 3653 buy_proportion 0.47
2017-03-03 10:59:47.647 1.05412 1.05192 cum_theta_buy 1804.0 cum_theta_sell 1927.0 diff 123.0 exp_num_ticks 3657.86 max_proportion 0.53 threshold 1926.13 cum_ticks 3731 buy_proportion 0.48
2017-03-03 11:45:19.125 1.05447 1.05346 cum_theta_buy 1760.0 cum_theta_sell 1927.0 diff 167.0 exp_num_ticks 3691.00 max_proportion 0.52 threshold 1926.90 cum_ticks 3687 buy_proportion 0.48
2017-03-03 12:30:10.946 1.05513 1.05374 cum_theta_buy 1655.0 cum_theta_sell 1927.0 diff 272.0 exp_num_ticks 3694.71 max_proportion 0.52 threshold 1926.95 cum_ticks 3582 buy_proportion 0.46
2017-03-03 13:06:34.605 1.05647 1.05480 cum_theta_buy 1702.0 cum_theta_sell 1928.0 diff 226.0 exp_num_ticks 3633.29 max_proportion 0.53 threshold 1927.54 cum_ticks 3630 buy_proportion 0.47
2017-03-03 13:42:43.082 1.05718 1.05586 cum_theta_buy 1833.0 cum_theta_sell 1928.0 diff 95.0 exp_num_ticks 3624.43 max_proportion 0.53 threshold 1927.73 cum_ticks 3761 buy_proportion 0.49
2017-03-03 14:25:42.539 1.05732 1.05614 cum_theta_buy 1800.0 cum_theta_sell 1929.0 diff 129.0 exp_num_ticks 3698.00 max_proportion 0.52 threshold 1928.64 cum_ticks 3729 buy_proportion 0.48
2017-03-03 15:06:33.849 1.05696 1.05521 cum_theta_buy 1807.0 cum_theta_sell 1929.0 diff 122.0 exp_num_ticks 3724.00 max_proportion 0.52 threshold 1928.81 cum_ticks 3736 buy_proportion 0.48
2017-03-03 15:47:38.927 1.05648 1.05464 cum_theta_buy 1929.0 cum_theta_sell 1923.0 diff -6.0 exp_num_ticks 3737.57 max_proportion 0.52 threshold 1928.87 cum_ticks 3852 buy_proportion 0.50
2017-03-03 16:28:09.993 1.05689 1.05440 cum_theta_buy 1683.0 cum_theta_sell 1927.0 diff 244.0 exp_num_ticks 3801.29 max_proportion 0.51 threshold 1926.08 cum_ticks 3610 buy_proportion 0.47
2017-03-03 17:28:59.768 1.05580 1.05455 cum_theta_buy 1677.0 cum_theta_sell 1928.0 diff 251.0 exp_num_ticks 3697.14 max_proportion 0.52 threshold 1927.77 cum_ticks 3605 buy_proportion 0.47
2017-03-03 18:05:12.974 1.05738 1.05430 cum_theta_buy 1872.0 cum_theta_sell 1929.0 diff 57.0 exp_num_ticks 3641.71 max_proportion 0.53 threshold 1928.06 cum_ticks 3801 buy_proportion 0.49
2017-03-03 18:23:44.171 1.05820 1.05542 cum_theta_buy 1799.0 cum_theta_sell 1930.0 diff 131.0 exp_num_ticks 3717.71 max_proportion 0.52 threshold 1929.71 cum_ticks 3729 buy_proportion 0.48
2017-03-03 19:00:13.003 1.05826 1.05536 cum_theta_buy 1930.0 cum_theta_sell 1893.0 diff -37.0 exp_num_ticks 3731.86 max_proportion 0.52 threshold 1929.94 cum_ticks 3823 buy_proportion 0.50
2017-03-03 19:33:36.549 1.06087 1.05808 cum_theta_buy 1872.0 cum_theta_sell 1910.0 diff 38.0 exp_num_ticks 3793.00 max_proportion 0.50 threshold 1909.11 cum_ticks 3782 buy_proportion 0.49
2017-03-03 20:25:07.295 1.06074 1.05960 cum_theta_buy 1627.0 cum_theta_sell 1909.0 diff 282.0 exp_num_ticks 3786.14 max_proportion 0.50 threshold 1908.21 cum_ticks 3536 buy_proportion 0.46
2017-03-03 21:51:18.945 1.06239 1.05999 cum_theta_buy 1840.0 cum_theta_sell 1910.0 diff 70.0 exp_num_ticks 3647.29 max_proportion 0.52 threshold 1909.46 cum_ticks 3750 buy_proportion 0.49
2017-03-05 23:04:07.700 1.06231 1.06002 cum_theta_buy 1912.0 cum_theta_sell 1597.0 diff -315.0 exp_num_ticks 3693.43 max_proportion 0.52 threshold 1911.14 cum_ticks 3509 buy_proportion 0.54
2017-03-06 00:25:28.239 1.06215 1.06069 cum_theta_buy 1690.0 cum_theta_sell 1853.0 diff 163.0 exp_num_ticks 3581.71 max_proportion 0.52 threshold 1852.77 cum_ticks 3543 buy_proportion 0.48
2017-03-06 01:31:18.866 1.06131 1.06046 cum_theta_buy 1677.0 cum_theta_sell 1788.0 diff 111.0 exp_num_ticks 3562.86 max_proportion 0.50 threshold 1787.32 cum_ticks 3465 buy_proportion 0.48
2017-03-06 03:15:54.602 1.06125 1.06055 cum_theta_buy 1689.0 cum_theta_sell 1780.0 diff 91.0 exp_num_ticks 3493.57 max_proportion 0.51 threshold 1779.32 cum_ticks 3469 buy_proportion 0.49
2017-03-06 04:58:10.239 1.06111 1.06013 cum_theta_buy 1442.0 cum_theta_sell 1793.0 diff 351.0 exp_num_ticks 3478.43 max_proportion 0.52 threshold 1792.63 cum_ticks 3235 buy_proportion 0.45
2017-03-06 06:40:02.588 1.06050 1.05984 cum_theta_buy 1578.0 cum_theta_sell 1791.0 diff 213.0 exp_num_ticks 3334.71 max_proportion 0.54 threshold 1790.86 cum_ticks 3369 buy_proportion 0.47
2017-03-06 07:34:42.760 1.06064 1.05922 cum_theta_buy 1609.0 cum_theta_sell 1792.0 diff 183.0 exp_num_ticks 3345.00 max_proportion 0.54 threshold 1791.04 cum_ticks 3401 buy_proportion 0.47
2017-03-06 08:17:40.316 1.06146 1.05964 cum_theta_buy 1793.0 cum_theta_sell 1737.0 diff -56.0 exp_num_ticks 3368.14 max_proportion 0.53 threshold 1792.38 cum_ticks 3530 buy_proportion 0.51
2017-03-06 08:47:07.972 1.06399 1.06143 cum_theta_buy 1509.0 cum_theta_sell 1762.0 diff 253.0 exp_num_ticks 3470.14 max_proportion 0.51 threshold 1761.69 cum_ticks 3271 buy_proportion 0.46
2017-03-06 09:26:38.345 1.06356 1.06235 cum_theta_buy 1554.0 cum_theta_sell 1762.0 diff 208.0 exp_num_ticks 3363.57 max_proportion 0.52 threshold 1761.42 cum_ticks 3316 buy_proportion 0.47
2017-03-06 09:54:00.407 1.06245 1.05908 cum_theta_buy 1552.0 cum_theta_sell 1760.0 diff 208.0 exp_num_ticks 3333.71 max_proportion 0.53 threshold 1759.66 cum_ticks 3312 buy_proportion 0.47
2017-03-06 10:39:23.138 1.06032 1.05848 cum_theta_buy 1669.0 cum_theta_sell 1761.0 diff 92.0 exp_num_ticks 3307.29 max_proportion 0.53 threshold 1760.89 cum_ticks 3430 buy_proportion 0.49
2017-03-06 11:38:48.621 1.05942 1.05812 cum_theta_buy 1608.0 cum_theta_sell 1762.0 diff 154.0 exp_num_ticks 3380.00 max_proportion 0.52 threshold 1761.37 cum_ticks 3370 buy_proportion 0.48
2017-03-06 12:36:39.007 1.05893 1.05768 cum_theta_buy 1613.0 cum_theta_sell 1762.0 diff 149.0 exp_num_ticks 3378.86 max_proportion 0.52 threshold 1761.65 cum_ticks 3375 buy_proportion 0.48
2017-03-06 13:26:49.940 1.06043 1.05844 cum_theta_buy 1658.0 cum_theta_sell 1762.0 diff 104.0 exp_num_ticks 3381.43 max_proportion 0.52 threshold 1761.92 cum_ticks 3420 buy_proportion 0.48
2017-03-06 14:14:11.088 1.06056 1.05923 cum_theta_buy 1484.0 cum_theta_sell 1763.0 diff 279.0 exp_num_ticks 3400.00 max_proportion 0.52 threshold 1762.08 cum_ticks 3247 buy_proportion 0.46
2017-03-06 14:55:40.842 1.06046 1.05949 cum_theta_buy 1690.0 cum_theta_sell 1764.0 diff 74.0 exp_num_ticks 3314.71 max_proportion 0.53 threshold 1763.59 cum_ticks 3454 buy_proportion 0.49
2017-03-06 15:29:31.855 1.06047 1.05944 cum_theta_buy 1653.0 cum_theta_sell 1765.0 diff 112.0 exp_num_ticks 3390.00 max_proportion 0.52 threshold 1764.73 cum_ticks 3418 buy_proportion 0.48
2017-03-06 16:01:56.459 1.06078 1.05954 cum_theta_buy 1609.0 cum_theta_sell 1766.0 diff 157.0 exp_num_ticks 3403.86 max_proportion 0.52 threshold 1765.11 cum_ticks 3375 buy_proportion 0.48
2017-03-06 16:41:40.691 1.05983 1.05834 cum_theta_buy 1608.0 cum_theta_sell 1766.0 diff 158.0 exp_num_ticks 3398.57 max_proportion 0.52 threshold 1765.57 cum_ticks 3374 buy_proportion 0.48
2017-03-06 17:45:32.939 1.05884 1.05784 cum_theta_buy 1487.0 cum_theta_sell 1766.0 diff 279.0 exp_num_ticks 3380.57 max_proportion 0.52 threshold 1765.89 cum_ticks 3253 buy_proportion 0.46
2017-03-06 18:54:01.220 1.05832 1.05747 cum_theta_buy 1529.0 cum_theta_sell 1767.0 diff 238.0 exp_num_ticks 3305.00 max_proportion 0.53 threshold 1766.58 cum_ticks 3296 buy_proportion 0.46
2017-03-06 20:22:27.784 1.05902 1.05787 cum_theta_buy 1694.0 cum_theta_sell 1767.0 diff 73.0 exp_num_ticks 3294.86 max_proportion 0.54 threshold 1766.80 cum_ticks 3461 buy_proportion 0.49
2017-03-06 22:25:39.287 1.05863 1.05773 cum_theta_buy 1570.0 cum_theta_sell 1769.0 diff 199.0 exp_num_ticks 3384.14 max_proportion 0.52 threshold 1768.11 cum_ticks 3339 buy_proportion 0.47
2017-03-07 00:35:17.270 1.05828 1.05727 cum_theta_buy 1475.0 cum_theta_sell 1769.0 diff 294.0 exp_num_ticks 3367.71 max_proportion 0.53 threshold 1768.72 cum_ticks 3244 buy_proportion 0.45
2017-03-07 02:03:41.096 1.05850 1.05727 cum_theta_buy 1770.0 cum_theta_sell 1722.0 diff -48.0 exp_num_ticks 3302.14 max_proportion 0.54 threshold 1769.67 cum_ticks 3492 buy_proportion 0.51
2017-03-07 03:30:37.676 1.05932 1.05820 cum_theta_buy 1528.0 cum_theta_sell 1745.0 diff 217.0 exp_num_ticks 3399.29 max_proportion 0.51 threshold 1744.77 cum_ticks 3273 buy_proportion 0.47
2017-03-07 04:43:26.537 1.05924 1.05861 cum_theta_buy 1744.0 cum_theta_sell 1707.0 diff -37.0 exp_num_ticks 3331.43 max_proportion 0.52 threshold 1743.85 cum_ticks 3451 buy_proportion 0.51
2017-03-07 06:09:50.701 1.05917 1.05801 cum_theta_buy 1644.0 cum_theta_sell 1722.0 diff 78.0 exp_num_ticks 3406.00 max_proportion 0.51 threshold 1721.48 cum_ticks 3366 buy_proportion 0.49
2017-03-07 07:22:44.573 1.05902 1.05822 cum_theta_buy 1649.0 cum_theta_sell 1722.0 diff 73.0 exp_num_ticks 3377.00 max_proportion 0.51 threshold 1721.68 cum_ticks 3371 buy_proportion 0.49
2017-03-07 08:10:27.659 1.06025 1.05881 cum_theta_buy 1721.0 cum_theta_sell 1692.0 diff -29.0 exp_num_ticks 3381.00 max_proportion 0.51 threshold 1720.02 cum_ticks 3413 buy_proportion 0.50
2017-03-07 08:54:11.022 1.06006 1.05870 cum_theta_buy 1370.0 cum_theta_sell 1706.0 diff 336.0 exp_num_ticks 3394.29 max_proportion 0.50 threshold 1705.02 cum_ticks 3076 buy_proportion 0.45
2017-03-07 09:38:52.754 1.05900 1.05725 cum_theta_buy 1556.0 cum_theta_sell 1709.0 diff 153.0 exp_num_ticks 3214.43 max_proportion 0.53 threshold 1708.60 cum_ticks 3265 buy_proportion 0.48
2017-03-07 10:14:27.644 1.05772 1.05581 cum_theta_buy 1515.0 cum_theta_sell 1708.0 diff 193.0 exp_num_ticks 3232.14 max_proportion 0.53 threshold 1707.82 cum_ticks 3223 buy_proportion 0.47
2017-03-07 11:07:50.237 1.05771 1.05628 cum_theta_buy 1628.0 cum_theta_sell 1709.0 diff 81.0 exp_num_ticks 3214.00 max_proportion 0.53 threshold 1708.58 cum_ticks 3337 buy_proportion 0.49
2017-03-07 12:07:24.348 1.05792 1.05711 cum_theta_buy 1573.0 cum_theta_sell 1710.0 diff 137.0 exp_num_ticks 3294.14 max_proportion 0.52 threshold 1709.12 cum_ticks 3283 buy_proportion 0.48
2017-03-07 13:03:59.265 1.05750 1.05669 cum_theta_buy 1571.0 cum_theta_sell 1710.0 diff 139.0 exp_num_ticks 3289.86 max_proportion 0.52 threshold 1709.63 cum_ticks 3281 buy_proportion 0.48
2017-03-07 13:44:17.989 1.05799 1.05687 cum_theta_buy 1535.0 cum_theta_sell 1710.0 diff 175.0 exp_num_ticks 3289.57 max_proportion 0.52 threshold 1709.92 cum_ticks 3245 buy_proportion 0.47
2017-03-07 14:20:53.661 1.05725 1.05629 cum_theta_buy 1635.0 cum_theta_sell 1711.0 diff 76.0 exp_num_ticks 3260.71 max_proportion 0.52 threshold 1710.05 cum_ticks 3346 buy_proportion 0.49
2017-03-07 14:58:51.988 1.05693 1.05608 cum_theta_buy 1541.0 cum_theta_sell 1711.0 diff 170.0 exp_num_ticks 3307.86 max_proportion 0.52 threshold 1710.89 cum_ticks 3252 buy_proportion 0.47
2017-03-07 15:34:27.763 1.05744 1.05609 cum_theta_buy 1557.0 cum_theta_sell 1712.0 diff 155.0 exp_num_ticks 3277.86 max_proportion 0.52 threshold 1711.15 cum_ticks 3269 buy_proportion 0.48
2017-03-07 16:13:44.108 1.05818 1.05721 cum_theta_buy 1594.0 cum_theta_sell 1712.0 diff 118.0 exp_num_ticks 3275.14 max_proportion 0.52 threshold 1711.71 cum_ticks 3306 buy_proportion 0.48
2017-03-07 17:01:44.172 1.05829 1.05706 cum_theta_buy 1554.0 cum_theta_sell 1712.0 diff 158.0 exp_num_ticks 3287.71 max_proportion 0.52 threshold 1711.93 cum_ticks 3266 buy_proportion 0.48
2017-03-07 17:55:24.094 1.05886 1.05767 cum_theta_buy 1451.0 cum_theta_sell 1713.0 diff 262.0 exp_num_ticks 3277.86 max_proportion 0.52 threshold 1712.05 cum_ticks 3164 buy_proportion 0.46
2017-03-07 18:52:45.144 1.05773 1.05671 cum_theta_buy 1500.0 cum_theta_sell 1714.0 diff 214.0 exp_num_ticks 3213.43 max_proportion 0.53 threshold 1713.14 cum_ticks 3214 buy_proportion 0.47
2017-03-07 20:35:06.228 1.05707 1.05650 cum_theta_buy 1692.0 cum_theta_sell 1714.0 diff 22.0 exp_num_ticks 3207.14 max_proportion 0.53 threshold 1713.61 cum_ticks 3406 buy_proportion 0.50
2017-03-07 22:48:43.316 1.05729 1.05635 cum_theta_buy 1549.0 cum_theta_sell 1716.0 diff 167.0 exp_num_ticks 3316.57 max_proportion 0.52 threshold 1715.57 cum_ticks 3265 buy_proportion 0.47
2017-03-08 00:49:37.571 1.05733 1.05635 cum_theta_buy 1678.0 cum_theta_sell 1716.0 diff 38.0 exp_num_ticks 3298.00 max_proportion 0.52 threshold 1715.92 cum_ticks 3394 buy_proportion 0.49
2017-03-08 02:14:21.219 1.05741 1.05655 cum_theta_buy 1412.0 cum_theta_sell 1717.0 diff 305.0 exp_num_ticks 3358.86 max_proportion 0.51 threshold 1716.27 cum_ticks 3129 buy_proportion 0.45
2017-03-08 03:48:15.601 1.05692 1.05631 cum_theta_buy 1542.0 cum_theta_sell 1719.0 diff 177.0 exp_num_ticks 3224.14 max_proportion 0.53 threshold 1718.80 cum_ticks 3261 buy_proportion 0.47
2017-03-08 05:13:52.552 1.05682 1.05581 cum_theta_buy 1462.0 cum_theta_sell 1720.0 diff 258.0 exp_num_ticks 3242.29 max_proportion 0.53 threshold 1719.17 cum_ticks 3182 buy_proportion 0.46
2017-03-08 06:57:42.221 1.05693 1.05599 cum_theta_buy 1704.0 cum_theta_sell 1720.0 diff 16.0 exp_num_ticks 3197.00 max_proportion 0.54 threshold 1719.61 cum_ticks 3424 buy_proportion 0.50
2017-03-08 07:47:07.072 1.05728 1.05596 cum_theta_buy 1526.0 cum_theta_sell 1722.0 diff 196.0 exp_num_ticks 3331.57 max_proportion 0.52 threshold 1721.74 cum_ticks 3248 buy_proportion 0.47
2017-03-08 08:25:07.213 1.05647 1.05530 cum_theta_buy 1434.0 cum_theta_sell 1723.0 diff 289.0 exp_num_ticks 3288.86 max_proportion 0.52 threshold 1722.38 cum_ticks 3157 buy_proportion 0.45
2017-03-08 09:07:02.362 1.05607 1.05510 cum_theta_buy 1533.0 cum_theta_sell 1724.0 diff 191.0 exp_num_ticks 3221.14 max_proportion 0.54 threshold 1723.66 cum_ticks 3257 buy_proportion 0.47
2017-03-08 09:50:29.249 1.05560 1.05475 cum_theta_buy 1580.0 cum_theta_sell 1724.0 diff 144.0 exp_num_ticks 3227.14 max_proportion 0.53 threshold 1723.76 cum_ticks 3304 buy_proportion 0.48
2017-03-08 10:43:29.482 1.05604 1.05517 cum_theta_buy 1516.0 cum_theta_sell 1725.0 diff 209.0 exp_num_ticks 3269.57 max_proportion 0.53 threshold 1724.27 cum_ticks 3241 buy_proportion 0.47
2017-03-08 11:37:02.234 1.05620 1.05537 cum_theta_buy 1627.0 cum_theta_sell 1725.0 diff 98.0 exp_num_ticks 3261.29 max_proportion 0.53 threshold 1724.70 cum_ticks 3352 buy_proportion 0.49
2017-03-08 12:35:20.272 1.05620 1.05515 cum_theta_buy 1531.0 cum_theta_sell 1726.0 diff 195.0 exp_num_ticks 3313.43 max_proportion 0.52 threshold 1725.23 cum_ticks 3257 buy_proportion 0.47
2017-03-08 13:15:16.094 1.05589 1.05387 cum_theta_buy 1726.0 cum_theta_sell 1671.0 diff -55.0 exp_num_ticks 3281.86 max_proportion 0.53 threshold 1725.89 cum_ticks 3397 buy_proportion 0.51
2017-03-08 13:37:40.902 1.05468 1.05347 cum_theta_buy 1623.0 cum_theta_sell 1696.0 diff 73.0 exp_num_ticks 3350.57 max_proportion 0.51 threshold 1695.44 cum_ticks 3319 buy_proportion 0.49
2017-03-08 14:09:52.031 1.05587 1.05438 cum_theta_buy 1525.0 cum_theta_sell 1694.0 diff 169.0 exp_num_ticks 3332.43 max_proportion 0.51 threshold 1693.70 cum_ticks 3219 buy_proportion 0.47
2017-03-08 14:42:57.413 1.05615 1.05522 cum_theta_buy 1453.0 cum_theta_sell 1693.0 diff 240.0 exp_num_ticks 3273.00 max_proportion 0.52 threshold 1692.09 cum_ticks 3146 buy_proportion 0.46
2017-03-08 15:14:38.521 1.05624 1.05529 cum_theta_buy 1656.0 cum_theta_sell 1695.0 diff 39.0 exp_num_ticks 3191.57 max_proportion 0.53 threshold 1694.30 cum_ticks 3351 buy_proportion 0.49
2017-03-08 15:49:07.103 1.05601 1.05540 cum_theta_buy 1547.0 cum_theta_sell 1696.0 diff 149.0 exp_num_ticks 3273.57 max_proportion 0.52 threshold 1695.62 cum_ticks 3243 buy_proportion 0.48
2017-03-08 16:22:43.750 1.05598 1.05501 cum_theta_buy 1496.0 cum_theta_sell 1696.0 diff 200.0 exp_num_ticks 3260.00 max_proportion 0.52 threshold 1695.98 cum_ticks 3192 buy_proportion 0.47
2017-03-08 17:03:49.155 1.05537 1.05433 cum_theta_buy 1470.0 cum_theta_sell 1697.0 diff 227.0 exp_num_ticks 3229.29 max_proportion 0.53 threshold 1696.33 cum_ticks 3167 buy_proportion 0.46
2017-03-08 17:59:50.522 1.05471 1.05360 cum_theta_buy 1551.0 cum_theta_sell 1697.0 diff 146.0 exp_num_ticks 3185.00 max_proportion 0.53 threshold 1696.69 cum_ticks 3248 buy_proportion 0.48
2017-03-08 18:42:05.789 1.05503 1.05361 cum_theta_buy 1575.0 cum_theta_sell 1698.0 diff 123.0 exp_num_ticks 3216.86 max_proportion 0.53 threshold 1697.08 cum_ticks 3273 buy_proportion 0.48
2017-03-08 19:38:12.369 1.05503 1.05425 cum_theta_buy 1500.0 cum_theta_sell 1698.0 diff 198.0 exp_num_ticks 3250.71 max_proportion 0.52 threshold 1697.78 cum_ticks 3198 buy_proportion 0.47
2017-03-08 20:40:23.605 1.05513 1.05420 cum_theta_buy 1397.0 cum_theta_sell 1699.0 diff 302.0 exp_num_ticks 3226.57 max_proportion 0.53 threshold 1698.04 cum_ticks 3096 buy_proportion 0.45
2017-03-08 22:29:39.372 1.05463 1.05373 cum_theta_buy 1512.0 cum_theta_sell 1700.0 diff 188.0 exp_num_ticks 3150.43 max_proportion 0.54 threshold 1699.34 cum_ticks 3212 buy_proportion 0.47
2017-03-09 00:37:23.736 1.05476 1.05371 cum_theta_buy 1587.0 cum_theta_sell 1700.0 diff 113.0 exp_num_ticks 3176.86 max_proportion 0.54 threshold 1699.87 cum_ticks 3287 buy_proportion 0.48
2017-03-09 01:53:45.868 1.05441 1.05365 cum_theta_buy 1544.0 cum_theta_sell 1701.0 diff 157.0 exp_num_ticks 3238.29 max_proportion 0.53 threshold 1700.59 cum_ticks 3245 buy_proportion 0.48
2017-03-09 03:04:14.769 1.05439 1.05371 cum_theta_buy 1473.0 cum_theta_sell 1701.0 diff 228.0 exp_num_ticks 3252.29 max_proportion 0.52 threshold 1700.67 cum_ticks 3174 buy_proportion 0.46
2017-03-09 04:22:58.934 1.05386 1.05288 cum_theta_buy 1515.0 cum_theta_sell 1702.0 diff 187.0 exp_num_ticks 3210.43 max_proportion 0.53 threshold 1701.18 cum_ticks 3217 buy_proportion 0.47
2017-03-09 06:12:20.648 1.05337 1.05280 cum_theta_buy 1552.0 cum_theta_sell 1702.0 diff 150.0 exp_num_ticks 3208.71 max_proportion 0.53 threshold 1701.66 cum_ticks 3254 buy_proportion 0.48
2017-03-09 07:13:31.922 1.05434 1.05307 cum_theta_buy 1671.0 cum_theta_sell 1702.0 diff 31.0 exp_num_ticks 3232.00 max_proportion 0.53 threshold 1701.99 cum_ticks 3373 buy_proportion 0.50
2017-03-09 07:55:32.097 1.05417 1.05249 cum_theta_buy 1573.0 cum_theta_sell 1703.0 diff 130.0 exp_num_ticks 3316.71 max_proportion 0.51 threshold 1702.68 cum_ticks 3276 buy_proportion 0.48
2017-03-09 08:27:01.699 1.05516 1.05312 cum_theta_buy 1486.0 cum_theta_sell 1703.0 diff 217.0 exp_num_ticks 3300.57 max_proportion 0.52 threshold 1702.91 cum_ticks 3189 buy_proportion 0.47
2017-03-09 09:02:12.800 1.05627 1.05452 cum_theta_buy 1564.0 cum_theta_sell 1704.0 diff 140.0 exp_num_ticks 3240.14 max_proportion 0.53 threshold 1703.56 cum_ticks 3268 buy_proportion 0.48
2017-03-09 09:38:00.240 1.05660 1.05477 cum_theta_buy 1525.0 cum_theta_sell 1704.0 diff 179.0 exp_num_ticks 3246.57 max_proportion 0.52 threshold 1703.79 cum_ticks 3229 buy_proportion 0.47
2017-03-09 10:18:11.931 1.05697 1.05548 cum_theta_buy 1589.0 cum_theta_sell 1704.0 diff 115.0 exp_num_ticks 3234.43 max_proportion 0.53 threshold 1703.96 cum_ticks 3293 buy_proportion 0.48
2017-03-09 11:07:18.391 1.05643 1.05559 cum_theta_buy 1590.0 cum_theta_sell 1705.0 diff 115.0 exp_num_ticks 3271.14 max_proportion 0.52 threshold 1704.13 cum_ticks 3295 buy_proportion 0.48
2017-03-09 11:56:12.913 1.05653 1.05529 cum_theta_buy 1501.0 cum_theta_sell 1705.0 diff 204.0 exp_num_ticks 3285.00 max_proportion 0.52 threshold 1704.65 cum_ticks 3206 buy_proportion 0.47
2017-03-09 12:45:24.748 1.05661 1.05493 cum_theta_buy 1670.0 cum_theta_sell 1706.0 diff 36.0 exp_num_ticks 3243.86 max_proportion 0.53 threshold 1705.17 cum_ticks 3376 buy_proportion 0.49
2017-03-09 13:10:01.292 1.05613 1.05453 cum_theta_buy 1582.0 cum_theta_sell 1707.0 diff 125.0 exp_num_ticks 3315.86 max_proportion 0.51 threshold 1706.44 cum_ticks 3289 buy_proportion 0.48
2017-03-09 13:36:34.076 1.05714 1.05472 cum_theta_buy 1399.0 cum_theta_sell 1707.0 diff 308.0 exp_num_ticks 3302.00 max_proportion 0.52 threshold 1706.89 cum_ticks 3106 buy_proportion 0.45
2017-03-09 13:52:29.444 1.05762 1.05422 cum_theta_buy 1709.0 cum_theta_sell 1637.0 diff -72.0 exp_num_ticks 3196.86 max_proportion 0.53 threshold 1708.79 cum_ticks 3346 buy_proportion 0.51
2017-03-09 14:04:53.764 1.05969 1.05520 cum_theta_buy 1670.0 cum_theta_sell 1607.0 diff -63.0 exp_num_ticks 3269.29 max_proportion 0.51 threshold 1669.73 cum_ticks 3277 buy_proportion 0.51
2017-03-09 14:22:26.245 1.06151 1.05953 cum_theta_buy 1606.0 cum_theta_sell 1641.0 diff 35.0 exp_num_ticks 3272.29 max_proportion 0.50 threshold 1641.00 cum_ticks 3247 buy_proportion 0.49
2017-03-09 14:41:28.277 1.06052 1.05850 cum_theta_buy 1503.0 cum_theta_sell 1639.0 diff 136.0 exp_num_ticks 3269.71 max_proportion 0.50 threshold 1638.79 cum_ticks 3142 buy_proportion 0.48
Batch number: 9
2017-03-09 15:04:40.545 1.05993 1.05860 cum_theta_buy 1610.0 cum_theta_sell 1636.0 diff 26.0 exp_num_ticks 3191.29 max_proportion 0.51 threshold 1635.64 cum_ticks 3246 buy_proportion 0.50
2017-03-09 15:28:46.408 1.05919 1.05785 cum_theta_buy 1499.0 cum_theta_sell 1638.0 diff 139.0 exp_num_ticks 3216.43 max_proportion 0.51 threshold 1637.94 cum_ticks 3137 buy_proportion 0.48
2017-03-09 15:55:00.323 1.05893 1.05762 cum_theta_buy 1516.0 cum_theta_sell 1638.0 diff 122.0 exp_num_ticks 3168.86 max_proportion 0.52 threshold 1637.97 cum_ticks 3154 buy_proportion 0.48
2017-03-09 16:21:00.475 1.05822 1.05667 cum_theta_buy 1570.0 cum_theta_sell 1638.0 diff 68.0 exp_num_ticks 3162.29 max_proportion 0.52 threshold 1637.92 cum_ticks 3208 buy_proportion 0.49
2017-03-09 16:54:41.932 1.05859 1.05704 cum_theta_buy 1639.0 cum_theta_sell 1618.0 diff -21.0 exp_num_ticks 3182.43 max_proportion 0.51 threshold 1638.15 cum_ticks 3257 buy_proportion 0.50
2017-03-09 17:50:00.363 1.05868 1.05791 cum_theta_buy 1387.0 cum_theta_sell 1627.0 diff 240.0 exp_num_ticks 3228.29 max_proportion 0.50 threshold 1626.89 cum_ticks 3014 buy_proportion 0.46
2017-03-09 18:29:21.606 1.05901 1.05782 cum_theta_buy 1526.0 cum_theta_sell 1629.0 diff 103.0 exp_num_ticks 3111.14 max_proportion 0.52 threshold 1628.20 cum_ticks 3155 buy_proportion 0.48
2017-03-09 19:16:57.079 1.05966 1.05854 cum_theta_buy 1517.0 cum_theta_sell 1628.0 diff 111.0 exp_num_ticks 3129.29 max_proportion 0.52 threshold 1627.99 cum_ticks 3145 buy_proportion 0.48
2017-03-09 20:09:44.378 1.05952 1.05838 cum_theta_buy 1342.0 cum_theta_sell 1629.0 diff 287.0 exp_num_ticks 3129.14 max_proportion 0.52 threshold 1628.52 cum_ticks 2971 buy_proportion 0.45
2017-03-09 21:27:39.209 1.05911 1.05772 cum_theta_buy 1559.0 cum_theta_sell 1631.0 diff 72.0 exp_num_ticks 3047.00 max_proportion 0.53 threshold 1630.07 cum_ticks 3190 buy_proportion 0.49
2017-03-09 23:09:49.857 1.05819 1.05724 cum_theta_buy 1632.0 cum_theta_sell 1505.0 diff -127.0 exp_num_ticks 3121.00 max_proportion 0.52 threshold 1631.56 cum_ticks 3137 buy_proportion 0.52
2017-03-10 00:43:51.986 1.05921 1.05721 cum_theta_buy 1521.0 cum_theta_sell 1569.0 diff 48.0 exp_num_ticks 3128.43 max_proportion 0.50 threshold 1568.73 cum_ticks 3090 buy_proportion 0.49
2017-03-10 01:51:39.559 1.05923 1.05836 cum_theta_buy 1241.0 cum_theta_sell 1560.0 diff 319.0 exp_num_ticks 3117.71 max_proportion 0.50 threshold 1559.69 cum_ticks 2801 buy_proportion 0.44
2017-03-10 03:21:14.049 1.05957 1.05867 cum_theta_buy 1525.0 cum_theta_sell 1560.0 diff 35.0 exp_num_ticks 2931.57 max_proportion 0.53 threshold 1559.21 cum_ticks 3085 buy_proportion 0.49
2017-03-10 05:03:08.641 1.06017 1.05931 cum_theta_buy 1454.0 cum_theta_sell 1565.0 diff 111.0 exp_num_ticks 3004.57 max_proportion 0.52 threshold 1564.24 cum_ticks 3019 buy_proportion 0.48
2017-03-10 06:18:57.545 1.06026 1.05951 cum_theta_buy 1316.0 cum_theta_sell 1565.0 diff 249.0 exp_num_ticks 3006.71 max_proportion 0.52 threshold 1564.27 cum_ticks 2881 buy_proportion 0.46
2017-03-10 07:20:17.483 1.05979 1.05880 cum_theta_buy 1238.0 cum_theta_sell 1566.0 diff 328.0 exp_num_ticks 2949.57 max_proportion 0.53 threshold 1565.50 cum_ticks 2804 buy_proportion 0.44
2017-03-10 08:08:01.116 1.06032 1.05896 cum_theta_buy 1459.0 cum_theta_sell 1567.0 diff 108.0 exp_num_ticks 2856.71 max_proportion 0.55 threshold 1566.61 cum_ticks 3026 buy_proportion 0.48
2017-03-10 08:44:02.082 1.06176 1.05982 cum_theta_buy 1494.0 cum_theta_sell 1569.0 diff 75.0 exp_num_ticks 2941.86 max_proportion 0.53 threshold 1568.25 cum_ticks 3063 buy_proportion 0.49
2017-03-10 09:25:34.752 1.06185 1.06065 cum_theta_buy 1340.0 cum_theta_sell 1570.0 diff 230.0 exp_num_ticks 3015.43 max_proportion 0.52 threshold 1569.38 cum_ticks 2910 buy_proportion 0.46
2017-03-10 10:09:40.774 1.06192 1.06099 cum_theta_buy 1372.0 cum_theta_sell 1571.0 diff 199.0 exp_num_ticks 2970.29 max_proportion 0.53 threshold 1570.18 cum_ticks 2943 buy_proportion 0.47
2017-03-10 10:57:29.691 1.06166 1.06093 cum_theta_buy 1497.0 cum_theta_sell 1571.0 diff 74.0 exp_num_ticks 2950.71 max_proportion 0.53 threshold 1570.84 cum_ticks 3068 buy_proportion 0.49
2017-03-10 11:52:12.404 1.06120 1.06041 cum_theta_buy 1572.0 cum_theta_sell 1564.0 diff -8.0 exp_num_ticks 3009.71 max_proportion 0.52 threshold 1571.66 cum_ticks 3136 buy_proportion 0.50
2017-03-10 12:39:44.886 1.06150 1.06049 cum_theta_buy 1511.0 cum_theta_sell 1568.0 diff 57.0 exp_num_ticks 3089.00 max_proportion 0.51 threshold 1567.81 cum_ticks 3079 buy_proportion 0.49
2017-03-10 13:20:33.641 1.06088 1.06012 cum_theta_buy 1422.0 cum_theta_sell 1568.0 diff 146.0 exp_num_ticks 3093.71 max_proportion 0.51 threshold 1567.42 cum_ticks 2990 buy_proportion 0.48
2017-03-10 13:37:56.518 1.06345 1.05987 cum_theta_buy 1502.0 cum_theta_sell 1568.0 diff 66.0 exp_num_ticks 3036.29 max_proportion 0.52 threshold 1567.98 cum_ticks 3070 buy_proportion 0.49
2017-03-10 13:52:16.831 1.06446 1.06159 cum_theta_buy 1474.0 cum_theta_sell 1569.0 diff 95.0 exp_num_ticks 3048.43 max_proportion 0.51 threshold 1568.23 cum_ticks 3043 buy_proportion 0.48
2017-03-10 14:10:43.636 1.06517 1.06319 cum_theta_buy 1474.0 cum_theta_sell 1569.0 diff 95.0 exp_num_ticks 3043.14 max_proportion 0.52 threshold 1568.68 cum_ticks 3043 buy_proportion 0.48
2017-03-10 14:35:12.720 1.06463 1.06232 cum_theta_buy 1342.0 cum_theta_sell 1569.0 diff 227.0 exp_num_ticks 3046.86 max_proportion 0.51 threshold 1568.87 cum_ticks 2911 buy_proportion 0.46
2017-03-10 14:59:06.603 1.06394 1.06201 cum_theta_buy 1562.0 cum_theta_sell 1570.0 diff 8.0 exp_num_ticks 2967.57 max_proportion 0.53 threshold 1569.76 cum_ticks 3132 buy_proportion 0.50
2017-03-10 15:19:21.529 1.06384 1.06208 cum_theta_buy 1572.0 cum_theta_sell 1513.0 diff -59.0 exp_num_ticks 3056.14 max_proportion 0.51 threshold 1571.16 cum_ticks 3085 buy_proportion 0.51
2017-03-10 15:41:20.180 1.06661 1.06274 cum_theta_buy 1539.0 cum_theta_sell 1440.0 diff -99.0 exp_num_ticks 3073.57 max_proportion 0.50 threshold 1538.23 cum_ticks 2979 buy_proportion 0.52
2017-03-10 15:55:31.995 1.06667 1.06467 cum_theta_buy 1553.0 cum_theta_sell 1542.0 diff -11.0 exp_num_ticks 3031.14 max_proportion 0.51 threshold 1552.08 cum_ticks 3095 buy_proportion 0.50
2017-03-10 16:13:29.230 1.06705 1.06486 cum_theta_buy 1553.0 cum_theta_sell 1516.0 diff -37.0 exp_num_ticks 3060.43 max_proportion 0.51 threshold 1552.03 cum_ticks 3069 buy_proportion 0.51
2017-03-10 16:37:17.286 1.06728 1.06554 cum_theta_buy 1517.0 cum_theta_sell 1552.0 diff 35.0 exp_num_ticks 3063.57 max_proportion 0.51 threshold 1551.17 cum_ticks 3069 buy_proportion 0.49
2017-03-10 17:08:09.355 1.06768 1.06625 cum_theta_buy 1479.0 cum_theta_sell 1541.0 diff 62.0 exp_num_ticks 3072.71 max_proportion 0.50 threshold 1540.30 cum_ticks 3020 buy_proportion 0.49
2017-03-10 17:50:29.667 1.06774 1.06640 cum_theta_buy 1541.0 cum_theta_sell 1467.0 diff -74.0 exp_num_ticks 3041.00 max_proportion 0.51 threshold 1540.67 cum_ticks 3008 buy_proportion 0.51
2017-03-10 18:23:22.586 1.06761 1.06654 cum_theta_buy 1399.0 cum_theta_sell 1520.0 diff 121.0 exp_num_ticks 3020.14 max_proportion 0.50 threshold 1519.98 cum_ticks 2919 buy_proportion 0.48
2017-03-10 19:12:00.637 1.06865 1.06735 cum_theta_buy 1485.0 cum_theta_sell 1509.0 diff 24.0 exp_num_ticks 2958.86 max_proportion 0.51 threshold 1508.41 cum_ticks 2994 buy_proportion 0.50
2017-03-10 20:03:46.389 1.06929 1.06797 cum_theta_buy 1408.0 cum_theta_sell 1507.0 diff 99.0 exp_num_ticks 2974.57 max_proportion 0.51 threshold 1506.49 cum_ticks 2915 buy_proportion 0.48
2017-03-10 20:56:28.812 1.06990 1.06910 cum_theta_buy 1307.0 cum_theta_sell 1510.0 diff 203.0 exp_num_ticks 2938.14 max_proportion 0.51 threshold 1509.65 cum_ticks 2817 buy_proportion 0.46
2017-03-10 21:52:10.309 1.06935 1.06702 cum_theta_buy 1427.0 cum_theta_sell 1510.0 diff 83.0 exp_num_ticks 2870.29 max_proportion 0.53 threshold 1509.81 cum_ticks 2937 buy_proportion 0.49
2017-03-12 22:56:12.566 1.06875 1.06686 cum_theta_buy 1447.0 cum_theta_sell 1511.0 diff 64.0 exp_num_ticks 2899.57 max_proportion 0.52 threshold 1510.08 cum_ticks 2958 buy_proportion 0.49
2017-03-13 00:28:10.790 1.06925 1.06785 cum_theta_buy 1511.0 cum_theta_sell 1427.0 diff -84.0 exp_num_ticks 2931.86 max_proportion 0.52 threshold 1510.98 cum_ticks 2938 buy_proportion 0.51
2017-03-13 01:23:03.050 1.06916 1.06805 cum_theta_buy 1175.0 cum_theta_sell 1481.0 diff 306.0 exp_num_ticks 2943.57 max_proportion 0.50 threshold 1480.79 cum_ticks 2656 buy_proportion 0.44
2017-03-13 02:25:38.802 1.06914 1.06824 cum_theta_buy 1422.0 cum_theta_sell 1475.0 diff 53.0 exp_num_ticks 2779.71 max_proportion 0.53 threshold 1474.30 cum_ticks 2897 buy_proportion 0.49
2017-03-13 03:28:26.375 1.07005 1.06896 cum_theta_buy 1354.0 cum_theta_sell 1473.0 diff 119.0 exp_num_ticks 2834.00 max_proportion 0.52 threshold 1472.67 cum_ticks 2827 buy_proportion 0.48
2017-03-13 04:56:33.866 1.07003 1.06955 cum_theta_buy 1305.0 cum_theta_sell 1476.0 diff 171.0 exp_num_ticks 2822.57 max_proportion 0.52 threshold 1475.84 cum_ticks 2781 buy_proportion 0.47
2017-03-13 06:00:32.564 1.07067 1.06977 cum_theta_buy 1173.0 cum_theta_sell 1476.0 diff 303.0 exp_num_ticks 2810.71 max_proportion 0.52 threshold 1475.31 cum_ticks 2649 buy_proportion 0.44
2017-03-13 06:56:42.092 1.07096 1.06969 cum_theta_buy 1423.0 cum_theta_sell 1477.0 diff 54.0 exp_num_ticks 2712.14 max_proportion 0.54 threshold 1476.68 cum_ticks 2900 buy_proportion 0.49
2017-03-13 07:24:01.756 1.07142 1.07043 cum_theta_buy 1318.0 cum_theta_sell 1479.0 diff 161.0 exp_num_ticks 2811.29 max_proportion 0.53 threshold 1478.88 cum_ticks 2797 buy_proportion 0.47
2017-03-13 07:57:48.397 1.07104 1.06945 cum_theta_buy 1240.0 cum_theta_sell 1480.0 diff 240.0 exp_num_ticks 2805.29 max_proportion 0.53 threshold 1479.16 cum_ticks 2720 buy_proportion 0.46
2017-03-13 08:20:05.528 1.06972 1.06743 cum_theta_buy 1243.0 cum_theta_sell 1481.0 diff 238.0 exp_num_ticks 2767.71 max_proportion 0.53 threshold 1480.07 cum_ticks 2724 buy_proportion 0.46
2017-03-13 08:47:48.316 1.06854 1.06712 cum_theta_buy 1401.0 cum_theta_sell 1481.0 diff 80.0 exp_num_ticks 2733.29 max_proportion 0.54 threshold 1480.57 cum_ticks 2882 buy_proportion 0.49
2017-03-13 09:10:52.933 1.06805 1.06700 cum_theta_buy 1403.0 cum_theta_sell 1483.0 diff 80.0 exp_num_ticks 2813.71 max_proportion 0.53 threshold 1482.03 cum_ticks 2886 buy_proportion 0.49
2017-03-13 09:41:59.470 1.06748 1.06660 cum_theta_buy 1481.0 cum_theta_sell 1483.0 diff 2.0 exp_num_ticks 2861.71 max_proportion 0.52 threshold 1482.73 cum_ticks 2964 buy_proportion 0.50
2017-03-13 10:17:04.568 1.06753 1.06642 cum_theta_buy 1336.0 cum_theta_sell 1483.0 diff 147.0 exp_num_ticks 2930.00 max_proportion 0.51 threshold 1482.98 cum_ticks 2819 buy_proportion 0.47
2017-03-13 10:54:15.960 1.06743 1.06631 cum_theta_buy 1317.0 cum_theta_sell 1484.0 diff 167.0 exp_num_ticks 2870.00 max_proportion 0.52 threshold 1483.72 cum_ticks 2801 buy_proportion 0.47
2017-03-13 11:37:55.519 1.06768 1.06686 cum_theta_buy 1405.0 cum_theta_sell 1485.0 diff 80.0 exp_num_ticks 2829.43 max_proportion 0.52 threshold 1484.13 cum_ticks 2890 buy_proportion 0.49
2017-03-13 12:08:58.987 1.06750 1.06666 cum_theta_buy 1311.0 cum_theta_sell 1485.0 diff 174.0 exp_num_ticks 2854.43 max_proportion 0.52 threshold 1484.73 cum_ticks 2796 buy_proportion 0.47
2017-03-13 12:33:45.959 1.06757 1.06710 cum_theta_buy 1318.0 cum_theta_sell 1486.0 diff 168.0 exp_num_ticks 2823.57 max_proportion 0.53 threshold 1485.18 cum_ticks 2804 buy_proportion 0.47
2017-03-13 13:00:56.181 1.06732 1.06589 cum_theta_buy 1284.0 cum_theta_sell 1486.0 diff 202.0 exp_num_ticks 2814.00 max_proportion 0.53 threshold 1485.75 cum_ticks 2770 buy_proportion 0.46
2017-03-13 13:34:30.996 1.06653 1.06559 cum_theta_buy 1486.0 cum_theta_sell 1465.0 diff -21.0 exp_num_ticks 2783.43 max_proportion 0.53 threshold 1485.90 cum_ticks 2951 buy_proportion 0.50
2017-03-13 14:03:41.600 1.06705 1.06611 cum_theta_buy 1476.0 cum_theta_sell 1438.0 diff -38.0 exp_num_ticks 2878.29 max_proportion 0.51 threshold 1475.59 cum_ticks 2914 buy_proportion 0.51
2017-03-13 14:35:15.931 1.06716 1.06557 cum_theta_buy 1251.0 cum_theta_sell 1454.0 diff 203.0 exp_num_ticks 2904.00 max_proportion 0.50 threshold 1453.35 cum_ticks 2705 buy_proportion 0.46
2017-03-13 15:10:42.611 1.06703 1.06598 cum_theta_buy 1402.0 cum_theta_sell 1454.0 diff 52.0 exp_num_ticks 2799.86 max_proportion 0.52 threshold 1453.32 cum_ticks 2856 buy_proportion 0.49
2017-03-13 15:43:47.383 1.06791 1.06640 cum_theta_buy 1411.0 cum_theta_sell 1453.0 diff 42.0 exp_num_ticks 2821.14 max_proportion 0.51 threshold 1452.86 cum_ticks 2864 buy_proportion 0.49
2017-03-13 16:17:12.635 1.06785 1.06675 cum_theta_buy 1213.0 cum_theta_sell 1454.0 diff 241.0 exp_num_ticks 2839.00 max_proportion 0.51 threshold 1454.00 cum_ticks 2667 buy_proportion 0.45
2017-03-13 17:02:00.092 1.06716 1.06617 cum_theta_buy 1304.0 cum_theta_sell 1456.0 diff 152.0 exp_num_ticks 2750.29 max_proportion 0.53 threshold 1455.49 cum_ticks 2760 buy_proportion 0.47
2017-03-13 17:51:05.892 1.06659 1.06565 cum_theta_buy 1442.0 cum_theta_sell 1456.0 diff 14.0 exp_num_ticks 2748.29 max_proportion 0.53 threshold 1455.74 cum_ticks 2898 buy_proportion 0.50
2017-03-13 18:38:35.500 1.06630 1.06532 cum_theta_buy 1222.0 cum_theta_sell 1458.0 diff 236.0 exp_num_ticks 2825.57 max_proportion 0.52 threshold 1457.15 cum_ticks 2680 buy_proportion 0.46
2017-03-13 19:48:37.310 1.06611 1.06537 cum_theta_buy 1430.0 cum_theta_sell 1459.0 diff 29.0 exp_num_ticks 2753.71 max_proportion 0.53 threshold 1458.87 cum_ticks 2889 buy_proportion 0.49
2017-03-13 21:47:51.488 1.06579 1.06520 cum_theta_buy 1292.0 cum_theta_sell 1460.0 diff 168.0 exp_num_ticks 2830.57 max_proportion 0.52 threshold 1459.99 cum_ticks 2752 buy_proportion 0.47
2017-03-13 23:24:34.401 1.06563 1.06448 cum_theta_buy 1328.0 cum_theta_sell 1461.0 diff 133.0 exp_num_ticks 2780.86 max_proportion 0.53 threshold 1460.41 cum_ticks 2789 buy_proportion 0.48
2017-03-14 00:48:38.319 1.06582 1.06456 cum_theta_buy 1461.0 cum_theta_sell 1457.0 diff -4.0 exp_num_ticks 2792.71 max_proportion 0.52 threshold 1460.77 cum_ticks 2918 buy_proportion 0.50
2017-03-14 02:01:57.070 1.06587 1.06519 cum_theta_buy 1432.0 cum_theta_sell 1460.0 diff 28.0 exp_num_ticks 2857.43 max_proportion 0.51 threshold 1459.52 cum_ticks 2892 buy_proportion 0.50
2017-03-14 03:52:15.006 1.06574 1.06503 cum_theta_buy 1460.0 cum_theta_sell 1456.0 diff -4.0 exp_num_ticks 2884.71 max_proportion 0.51 threshold 1459.60 cum_ticks 2916 buy_proportion 0.50
2017-03-14 05:57:05.585 1.06585 1.06512 cum_theta_buy 1458.0 cum_theta_sell 1438.0 diff -20.0 exp_num_ticks 2909.43 max_proportion 0.50 threshold 1457.31 cum_ticks 2896 buy_proportion 0.50
2017-03-14 06:41:57.106 1.06624 1.06400 cum_theta_buy 1345.0 cum_theta_sell 1455.0 diff 110.0 exp_num_ticks 2901.14 max_proportion 0.50 threshold 1454.86 cum_ticks 2800 buy_proportion 0.48
2017-03-14 07:24:25.716 1.06458 1.06373 cum_theta_buy 1318.0 cum_theta_sell 1451.0 diff 133.0 exp_num_ticks 2844.00 max_proportion 0.51 threshold 1450.84 cum_ticks 2769 buy_proportion 0.48
2017-03-14 07:59:21.921 1.06520 1.06377 cum_theta_buy 1268.0 cum_theta_sell 1451.0 diff 183.0 exp_num_ticks 2796.00 max_proportion 0.52 threshold 1450.68 cum_ticks 2719 buy_proportion 0.47
2017-03-14 08:26:39.780 1.06429 1.06329 cum_theta_buy 1372.0 cum_theta_sell 1452.0 diff 80.0 exp_num_ticks 2744.86 max_proportion 0.53 threshold 1451.75 cum_ticks 2824 buy_proportion 0.49
2017-03-14 09:02:14.602 1.06495 1.06383 cum_theta_buy 1300.0 cum_theta_sell 1452.0 diff 152.0 exp_num_ticks 2786.14 max_proportion 0.52 threshold 1451.97 cum_ticks 2752 buy_proportion 0.47
2017-03-14 09:45:48.385 1.06481 1.06377 cum_theta_buy 1235.0 cum_theta_sell 1453.0 diff 218.0 exp_num_ticks 2767.86 max_proportion 0.52 threshold 1452.12 cum_ticks 2688 buy_proportion 0.46
2017-03-14 10:22:12.187 1.06436 1.06352 cum_theta_buy 1245.0 cum_theta_sell 1454.0 diff 209.0 exp_num_ticks 2725.71 max_proportion 0.53 threshold 1453.04 cum_ticks 2699 buy_proportion 0.46
2017-03-14 11:04:21.403 1.06447 1.06310 cum_theta_buy 1360.0 cum_theta_sell 1454.0 diff 94.0 exp_num_ticks 2703.43 max_proportion 0.54 threshold 1453.51 cum_ticks 2814 buy_proportion 0.48
2017-03-14 11:44:55.700 1.06385 1.06299 cum_theta_buy 1359.0 cum_theta_sell 1455.0 diff 96.0 exp_num_ticks 2763.14 max_proportion 0.53 threshold 1454.52 cum_ticks 2814 buy_proportion 0.48
2017-03-14 12:20:50.803 1.06375 1.06288 cum_theta_buy 1423.0 cum_theta_sell 1455.0 diff 32.0 exp_num_ticks 2797.57 max_proportion 0.52 threshold 1454.88 cum_ticks 2878 buy_proportion 0.49
2017-03-14 12:51:50.879 1.06349 1.06260 cum_theta_buy 1410.0 cum_theta_sell 1456.0 diff 46.0 exp_num_ticks 2850.57 max_proportion 0.51 threshold 1455.04 cum_ticks 2866 buy_proportion 0.49
2017-03-14 13:31:21.621 1.06338 1.06261 cum_theta_buy 1335.0 cum_theta_sell 1456.0 diff 121.0 exp_num_ticks 2862.00 max_proportion 0.51 threshold 1455.64 cum_ticks 2791 buy_proportion 0.48
2017-03-14 14:00:50.846 1.06359 1.06275 cum_theta_buy 1457.0 cum_theta_sell 1416.0 diff -41.0 exp_num_ticks 2824.86 max_proportion 0.52 threshold 1456.14 cum_ticks 2873 buy_proportion 0.51
2017-03-14 14:24:05.224 1.06414 1.06256 cum_theta_buy 1404.0 cum_theta_sell 1434.0 diff 30.0 exp_num_ticks 2848.57 max_proportion 0.50 threshold 1433.58 cum_ticks 2838 buy_proportion 0.49
2017-03-14 14:58:11.262 1.06428 1.06313 cum_theta_buy 1373.0 cum_theta_sell 1433.0 diff 60.0 exp_num_ticks 2841.29 max_proportion 0.50 threshold 1432.23 cum_ticks 2806 buy_proportion 0.49
2017-03-14 15:28:43.316 1.06413 1.06332 cum_theta_buy 1382.0 cum_theta_sell 1432.0 diff 50.0 exp_num_ticks 2824.71 max_proportion 0.51 threshold 1431.00 cum_ticks 2814 buy_proportion 0.49
2017-03-14 16:02:35.855 1.06466 1.06354 cum_theta_buy 1381.0 cum_theta_sell 1433.0 diff 52.0 exp_num_ticks 2815.14 max_proportion 0.51 threshold 1432.59 cum_ticks 2814 buy_proportion 0.49
2017-03-14 16:40:09.749 1.06456 1.06384 cum_theta_buy 1282.0 cum_theta_sell 1433.0 diff 151.0 exp_num_ticks 2812.86 max_proportion 0.51 threshold 1432.72 cum_ticks 2715 buy_proportion 0.47
2017-03-14 17:26:42.859 1.06396 1.06282 cum_theta_buy 1325.0 cum_theta_sell 1434.0 diff 109.0 exp_num_ticks 2757.43 max_proportion 0.52 threshold 1433.31 cum_ticks 2759 buy_proportion 0.48
2017-03-14 18:10:37.155 1.06353 1.06151 cum_theta_buy 1230.0 cum_theta_sell 1434.0 diff 204.0 exp_num_ticks 2754.29 max_proportion 0.52 threshold 1433.75 cum_ticks 2664 buy_proportion 0.46
2017-03-14 19:01:02.079 1.06208 1.06048 cum_theta_buy 1286.0 cum_theta_sell 1435.0 diff 149.0 exp_num_ticks 2698.43 max_proportion 0.53 threshold 1434.20 cum_ticks 2721 buy_proportion 0.47
2017-03-14 19:58:04.771 1.06132 1.06029 cum_theta_buy 1367.0 cum_theta_sell 1435.0 diff 68.0 exp_num_ticks 2710.14 max_proportion 0.53 threshold 1434.77 cum_ticks 2802 buy_proportion 0.49
2017-03-14 21:59:47.398 1.06087 1.06003 cum_theta_buy 1399.0 cum_theta_sell 1436.0 diff 37.0 exp_num_ticks 2759.14 max_proportion 0.52 threshold 1435.38 cum_ticks 2835 buy_proportion 0.49
2017-03-14 23:57:45.258 1.06128 1.06047 cum_theta_buy 1322.0 cum_theta_sell 1436.0 diff 114.0 exp_num_ticks 2809.29 max_proportion 0.51 threshold 1435.85 cum_ticks 2758 buy_proportion 0.48
2017-03-15 00:58:27.586 1.06149 1.06109 cum_theta_buy 1317.0 cum_theta_sell 1437.0 diff 120.0 exp_num_ticks 2786.29 max_proportion 0.52 threshold 1436.07 cum_ticks 2754 buy_proportion 0.48
2017-03-15 02:23:00.996 1.06188 1.06121 cum_theta_buy 1323.0 cum_theta_sell 1437.0 diff 114.0 exp_num_ticks 2766.71 max_proportion 0.52 threshold 1436.72 cum_ticks 2760 buy_proportion 0.48
2017-03-15 04:17:45.765 1.06173 1.06120 cum_theta_buy 1219.0 cum_theta_sell 1437.0 diff 218.0 exp_num_ticks 2758.00 max_proportion 0.52 threshold 1436.86 cum_ticks 2656 buy_proportion 0.46
2017-03-15 06:04:04.381 1.06208 1.06134 cum_theta_buy 1376.0 cum_theta_sell 1438.0 diff 62.0 exp_num_ticks 2699.71 max_proportion 0.53 threshold 1437.50 cum_ticks 2814 buy_proportion 0.49
2017-03-15 06:47:51.670 1.06296 1.06174 cum_theta_buy 1439.0 cum_theta_sell 1385.0 diff -54.0 exp_num_ticks 2761.14 max_proportion 0.52 threshold 1438.47 cum_ticks 2824 buy_proportion 0.51
2017-03-15 07:40:05.030 1.06366 1.06234 cum_theta_buy 1373.0 cum_theta_sell 1409.0 diff 36.0 exp_num_ticks 2797.14 max_proportion 0.50 threshold 1408.49 cum_ticks 2782 buy_proportion 0.49
2017-03-15 08:17:32.690 1.06392 1.06316 cum_theta_buy 1097.0 cum_theta_sell 1407.0 diff 310.0 exp_num_ticks 2798.57 max_proportion 0.50 threshold 1406.39 cum_ticks 2504 buy_proportion 0.44
2017-03-15 09:02:01.534 1.06360 1.06267 cum_theta_buy 1221.0 cum_theta_sell 1409.0 diff 188.0 exp_num_ticks 2629.14 max_proportion 0.54 threshold 1408.84 cum_ticks 2630 buy_proportion 0.46
2017-03-15 09:43:58.926 1.06369 1.06290 cum_theta_buy 1385.0 cum_theta_sell 1410.0 diff 25.0 exp_num_ticks 2615.71 max_proportion 0.54 threshold 1409.96 cum_ticks 2795 buy_proportion 0.50
2017-03-15 10:20:41.091 1.06318 1.06191 cum_theta_buy 1135.0 cum_theta_sell 1412.0 diff 277.0 exp_num_ticks 2706.29 max_proportion 0.52 threshold 1411.63 cum_ticks 2547 buy_proportion 0.45
2017-03-15 11:11:37.963 1.06273 1.06178 cum_theta_buy 1318.0 cum_theta_sell 1414.0 diff 96.0 exp_num_ticks 2629.71 max_proportion 0.54 threshold 1413.36 cum_ticks 2732 buy_proportion 0.48
2017-03-15 11:57:59.666 1.06268 1.06204 cum_theta_buy 1245.0 cum_theta_sell 1415.0 diff 170.0 exp_num_ticks 2688.14 max_proportion 0.53 threshold 1414.54 cum_ticks 2660 buy_proportion 0.47
2017-03-15 12:36:47.845 1.06339 1.06214 cum_theta_buy 1303.0 cum_theta_sell 1415.0 diff 112.0 exp_num_ticks 2664.43 max_proportion 0.53 threshold 1414.94 cum_ticks 2718 buy_proportion 0.48
2017-03-15 13:12:05.026 1.06289 1.06190 cum_theta_buy 1244.0 cum_theta_sell 1416.0 diff 172.0 exp_num_ticks 2703.43 max_proportion 0.52 threshold 1415.01 cum_ticks 2660 buy_proportion 0.47
2017-03-15 13:44:33.073 1.06250 1.06073 cum_theta_buy 1324.0 cum_theta_sell 1416.0 diff 92.0 exp_num_ticks 2676.57 max_proportion 0.53 threshold 1415.71 cum_ticks 2740 buy_proportion 0.48
2017-03-15 14:20:08.924 1.06191 1.06118 cum_theta_buy 1327.0 cum_theta_sell 1417.0 diff 90.0 exp_num_ticks 2714.00 max_proportion 0.52 threshold 1416.09 cum_ticks 2744 buy_proportion 0.48
2017-03-15 14:53:30.429 1.06265 1.06159 cum_theta_buy 1417.0 cum_theta_sell 1407.0 diff -10.0 exp_num_ticks 2730.86 max_proportion 0.52 threshold 1416.73 cum_ticks 2824 buy_proportion 0.50
2017-03-15 15:28:37.340 1.06348 1.06229 cum_theta_buy 1370.0 cum_theta_sell 1412.0 diff 42.0 exp_num_ticks 2789.14 max_proportion 0.51 threshold 1411.51 cum_ticks 2782 buy_proportion 0.49
2017-03-15 16:03:06.414 1.06371 1.06281 cum_theta_buy 1379.0 cum_theta_sell 1412.0 diff 33.0 exp_num_ticks 2788.57 max_proportion 0.51 threshold 1411.44 cum_ticks 2791 buy_proportion 0.49
2017-03-15 16:45:02.358 1.06388 1.06269 cum_theta_buy 1412.0 cum_theta_sell 1314.0 diff -98.0 exp_num_ticks 2793.14 max_proportion 0.51 threshold 1411.32 cum_ticks 2726 buy_proportion 0.52
2017-03-15 17:28:50.771 1.06445 1.06335 cum_theta_buy 1290.0 cum_theta_sell 1397.0 diff 107.0 exp_num_ticks 2752.57 max_proportion 0.51 threshold 1396.94 cum_ticks 2687 buy_proportion 0.48
2017-03-15 18:00:46.260 1.06699 1.06221 cum_theta_buy 1302.0 cum_theta_sell 1376.0 diff 74.0 exp_num_ticks 2713.00 max_proportion 0.51 threshold 1375.73 cum_ticks 2678 buy_proportion 0.49
2017-03-15 18:10:11.088 1.06959 1.06570 cum_theta_buy 1354.0 cum_theta_sell 1374.0 diff 20.0 exp_num_ticks 2687.43 max_proportion 0.51 threshold 1373.32 cum_ticks 2728 buy_proportion 0.50
2017-03-15 18:21:47.979 1.06848 1.06653 cum_theta_buy 1328.0 cum_theta_sell 1378.0 diff 50.0 exp_num_ticks 2707.86 max_proportion 0.51 threshold 1377.99 cum_ticks 2706 buy_proportion 0.49
2017-03-15 18:36:52.088 1.06876 1.06683 cum_theta_buy 1298.0 cum_theta_sell 1377.0 diff 79.0 exp_num_ticks 2708.29 max_proportion 0.51 threshold 1376.62 cum_ticks 2675 buy_proportion 0.49
2017-03-15 18:49:56.637 1.07080 1.06679 cum_theta_buy 1377.0 cum_theta_sell 1292.0 diff -85.0 exp_num_ticks 2691.43 max_proportion 0.51 threshold 1376.94 cum_ticks 2669 buy_proportion 0.52
2017-03-15 19:02:59.324 1.07186 1.06981 cum_theta_buy 1327.0 cum_theta_sell 1348.0 diff 21.0 exp_num_ticks 2676.00 max_proportion 0.50 threshold 1347.53 cum_ticks 2675 buy_proportion 0.50
2017-03-15 19:18:36.008 1.07140 1.06922 cum_theta_buy 1219.0 cum_theta_sell 1338.0 diff 119.0 exp_num_ticks 2673.29 max_proportion 0.50 threshold 1337.17 cum_ticks 2557 buy_proportion 0.48
2017-03-15 19:36:58.042 1.06986 1.06851 cum_theta_buy 1238.0 cum_theta_sell 1336.0 diff 98.0 exp_num_ticks 2606.71 max_proportion 0.51 threshold 1335.01 cum_ticks 2574 buy_proportion 0.48
2017-03-15 19:59:17.426 1.07105 1.06962 cum_theta_buy 1161.0 cum_theta_sell 1339.0 diff 178.0 exp_num_ticks 2583.57 max_proportion 0.52 threshold 1338.52 cum_ticks 2500 buy_proportion 0.46
2017-03-15 20:17:11.279 1.07399 1.07057 cum_theta_buy 1330.0 cum_theta_sell 1339.0 diff 9.0 exp_num_ticks 2529.29 max_proportion 0.53 threshold 1338.26 cum_ticks 2669 buy_proportion 0.50
2017-03-15 21:23:24.319 1.07389 1.07221 cum_theta_buy 1267.0 cum_theta_sell 1340.0 diff 73.0 exp_num_ticks 2607.14 max_proportion 0.51 threshold 1339.69 cum_ticks 2607 buy_proportion 0.49
2017-03-15 22:23:30.617 1.07368 1.07249 cum_theta_buy 1273.0 cum_theta_sell 1341.0 diff 68.0 exp_num_ticks 2609.43 max_proportion 0.51 threshold 1340.12 cum_ticks 2614 buy_proportion 0.49
2017-03-15 23:30:06.063 1.07393 1.07287 cum_theta_buy 1178.0 cum_theta_sell 1341.0 diff 163.0 exp_num_ticks 2619.86 max_proportion 0.51 threshold 1340.51 cum_ticks 2519 buy_proportion 0.47
2017-03-16 00:19:10.963 1.07420 1.07344 cum_theta_buy 1126.0 cum_theta_sell 1342.0 diff 216.0 exp_num_ticks 2558.71 max_proportion 0.52 threshold 1341.29 cum_ticks 2468 buy_proportion 0.46
2017-03-16 00:56:04.446 1.07463 1.07376 cum_theta_buy 1175.0 cum_theta_sell 1343.0 diff 168.0 exp_num_ticks 2503.43 max_proportion 0.54 threshold 1342.11 cum_ticks 2518 buy_proportion 0.47
2017-03-16 01:45:11.632 1.07384 1.07284 cum_theta_buy 1208.0 cum_theta_sell 1343.0 diff 135.0 exp_num_ticks 2503.86 max_proportion 0.54 threshold 1342.54 cum_ticks 2551 buy_proportion 0.47
2017-03-16 02:36:01.879 1.07311 1.07229 cum_theta_buy 1188.0 cum_theta_sell 1344.0 diff 156.0 exp_num_ticks 2529.71 max_proportion 0.53 threshold 1343.03 cum_ticks 2532 buy_proportion 0.47
2017-03-16 03:26:43.871 1.07286 1.07195 cum_theta_buy 1326.0 cum_theta_sell 1344.0 diff 18.0 exp_num_ticks 2535.43 max_proportion 0.53 threshold 1343.60 cum_ticks 2670 buy_proportion 0.50
2017-03-16 04:20:49.207 1.07282 1.07198 cum_theta_buy 1074.0 cum_theta_sell 1345.0 diff 271.0 exp_num_ticks 2613.57 max_proportion 0.51 threshold 1344.70 cum_ticks 2419 buy_proportion 0.44
2017-03-16 05:39:20.662 1.07306 1.07216 cum_theta_buy 1223.0 cum_theta_sell 1348.0 diff 125.0 exp_num_ticks 2506.86 max_proportion 0.54 threshold 1347.12 cum_ticks 2571 buy_proportion 0.48
2017-03-16 06:31:18.469 1.07356 1.07254 cum_theta_buy 1223.0 cum_theta_sell 1349.0 diff 126.0 exp_num_ticks 2541.71 max_proportion 0.53 threshold 1348.07 cum_ticks 2572 buy_proportion 0.48
2017-03-16 07:04:54.021 1.07406 1.07249 cum_theta_buy 1182.0 cum_theta_sell 1349.0 diff 167.0 exp_num_ticks 2549.86 max_proportion 0.53 threshold 1348.73 cum_ticks 2531 buy_proportion 0.47
2017-03-16 07:28:01.635 1.07360 1.07260 cum_theta_buy 1148.0 cum_theta_sell 1349.0 diff 201.0 exp_num_ticks 2548.43 max_proportion 0.53 threshold 1348.94 cum_ticks 2497 buy_proportion 0.46
2017-03-16 07:44:40.309 1.07372 1.07252 cum_theta_buy 1118.0 cum_theta_sell 1350.0 diff 232.0 exp_num_ticks 2517.43 max_proportion 0.54 threshold 1349.15 cum_ticks 2468 buy_proportion 0.45
2017-03-16 08:04:41.338 1.07343 1.07209 cum_theta_buy 1342.0 cum_theta_sell 1350.0 diff 8.0 exp_num_ticks 2485.29 max_proportion 0.54 threshold 1349.69 cum_ticks 2692 buy_proportion 0.50
2017-03-16 08:28:21.916 1.07254 1.07154 cum_theta_buy 1198.0 cum_theta_sell 1353.0 diff 155.0 exp_num_ticks 2600.14 max_proportion 0.52 threshold 1352.15 cum_ticks 2551 buy_proportion 0.47
2017-03-16 08:57:32.857 1.07226 1.07057 cum_theta_buy 1173.0 cum_theta_sell 1353.0 diff 180.0 exp_num_ticks 2579.43 max_proportion 0.52 threshold 1352.91 cum_ticks 2526 buy_proportion 0.46
2017-03-16 09:32:31.150 1.07175 1.07063 cum_theta_buy 1283.0 cum_theta_sell 1354.0 diff 71.0 exp_num_ticks 2556.86 max_proportion 0.53 threshold 1353.22 cum_ticks 2637 buy_proportion 0.49
2017-03-16 10:09:31.021 1.07159 1.07060 cum_theta_buy 1233.0 cum_theta_sell 1355.0 diff 122.0 exp_num_ticks 2593.00 max_proportion 0.52 threshold 1354.10 cum_ticks 2588 buy_proportion 0.48
2017-03-16 10:43:36.249 1.07242 1.07142 cum_theta_buy 1216.0 cum_theta_sell 1355.0 diff 139.0 exp_num_ticks 2593.14 max_proportion 0.52 threshold 1354.67 cum_ticks 2571 buy_proportion 0.47
2017-03-16 11:18:19.606 1.07305 1.07187 cum_theta_buy 1312.0 cum_theta_sell 1355.0 diff 43.0 exp_num_ticks 2585.29 max_proportion 0.52 threshold 1354.96 cum_ticks 2667 buy_proportion 0.49
2017-03-16 11:56:48.083 1.07311 1.07227 cum_theta_buy 1350.0 cum_theta_sell 1356.0 diff 6.0 exp_num_ticks 2628.29 max_proportion 0.52 threshold 1355.40 cum_ticks 2706 buy_proportion 0.50
2017-03-16 12:20:03.760 1.07300 1.07194 cum_theta_buy 1309.0 cum_theta_sell 1356.0 diff 47.0 exp_num_ticks 2675.57 max_proportion 0.51 threshold 1355.98 cum_ticks 2665 buy_proportion 0.49
2017-03-16 12:43:53.453 1.07286 1.07125 cum_theta_buy 1333.0 cum_theta_sell 1356.0 diff 23.0 exp_num_ticks 2677.00 max_proportion 0.51 threshold 1355.92 cum_ticks 2689 buy_proportion 0.50
2017-03-16 13:12:10.783 1.07354 1.07255 cum_theta_buy 1283.0 cum_theta_sell 1357.0 diff 74.0 exp_num_ticks 2684.57 max_proportion 0.51 threshold 1356.04 cum_ticks 2640 buy_proportion 0.49
2017-03-16 13:41:03.232 1.07352 1.07234 cum_theta_buy 1314.0 cum_theta_sell 1357.0 diff 43.0 exp_num_ticks 2657.57 max_proportion 0.51 threshold 1356.66 cum_ticks 2671 buy_proportion 0.49
2017-03-16 14:06:03.406 1.07306 1.07206 cum_theta_buy 1357.0 cum_theta_sell 1338.0 diff -19.0 exp_num_ticks 2664.71 max_proportion 0.51 threshold 1356.91 cum_ticks 2695 buy_proportion 0.50
2017-03-16 14:33:26.445 1.07398 1.07249 cum_theta_buy 1329.0 cum_theta_sell 1347.0 diff 18.0 exp_num_ticks 2680.29 max_proportion 0.50 threshold 1346.27 cum_ticks 2676 buy_proportion 0.50
2017-03-16 14:59:23.316 1.07430 1.07337 cum_theta_buy 1222.0 cum_theta_sell 1346.0 diff 124.0 exp_num_ticks 2680.71 max_proportion 0.50 threshold 1345.89 cum_ticks 2568 buy_proportion 0.48
2017-03-16 15:26:50.940 1.07411 1.07327 cum_theta_buy 1189.0 cum_theta_sell 1346.0 diff 157.0 exp_num_ticks 2617.00 max_proportion 0.51 threshold 1345.80 cum_ticks 2535 buy_proportion 0.47
2017-03-16 15:56:05.270 1.07379 1.07259 cum_theta_buy 1251.0 cum_theta_sell 1347.0 diff 96.0 exp_num_ticks 2564.57 max_proportion 0.53 threshold 1346.59 cum_ticks 2598 buy_proportion 0.48
2017-03-16 16:27:09.490 1.07378 1.07334 cum_theta_buy 1285.0 cum_theta_sell 1347.0 diff 62.0 exp_num_ticks 2575.71 max_proportion 0.52 threshold 1346.72 cum_ticks 2632 buy_proportion 0.49
2017-03-16 17:07:21.463 1.07401 1.07320 cum_theta_buy 1198.0 cum_theta_sell 1348.0 diff 150.0 exp_num_ticks 2608.43 max_proportion 0.52 threshold 1347.08 cum_ticks 2546 buy_proportion 0.47
2017-03-16 17:42:18.689 1.07373 1.07227 cum_theta_buy 1245.0 cum_theta_sell 1348.0 diff 103.0 exp_num_ticks 2578.00 max_proportion 0.52 threshold 1347.88 cum_ticks 2593 buy_proportion 0.48
2017-03-16 18:08:08.460 1.07245 1.07121 cum_theta_buy 1285.0 cum_theta_sell 1349.0 diff 64.0 exp_num_ticks 2585.14 max_proportion 0.52 threshold 1348.02 cum_ticks 2634 buy_proportion 0.49
2017-03-16 18:43:36.598 1.07257 1.07073 cum_theta_buy 1284.0 cum_theta_sell 1349.0 diff 65.0 exp_num_ticks 2609.71 max_proportion 0.52 threshold 1348.77 cum_ticks 2633 buy_proportion 0.49
2017-03-16 19:02:38.487 1.07503 1.07221 cum_theta_buy 1294.0 cum_theta_sell 1349.0 diff 55.0 exp_num_ticks 2627.57 max_proportion 0.51 threshold 1348.89 cum_ticks 2643 buy_proportion 0.49
2017-03-16 19:26:06.641 1.07617 1.07412 cum_theta_buy 1246.0 cum_theta_sell 1350.0 diff 104.0 exp_num_ticks 2638.86 max_proportion 0.51 threshold 1349.00 cum_ticks 2596 buy_proportion 0.48
2017-03-16 19:58:35.945 1.07698 1.07582 cum_theta_buy 1249.0 cum_theta_sell 1350.0 diff 101.0 exp_num_ticks 2614.71 max_proportion 0.52 threshold 1349.67 cum_ticks 2599 buy_proportion 0.48
2017-03-16 21:09:54.817 1.07702 1.07612 cum_theta_buy 1256.0 cum_theta_sell 1350.0 diff 94.0 exp_num_ticks 2604.43 max_proportion 0.52 threshold 1349.91 cum_ticks 2606 buy_proportion 0.48
2017-03-16 22:25:26.218 1.07742 1.07639 cum_theta_buy 1200.0 cum_theta_sell 1351.0 diff 151.0 exp_num_ticks 2602.57 max_proportion 0.52 threshold 1350.00 cum_ticks 2551 buy_proportion 0.47
2017-03-16 23:56:00.217 1.07742 1.07663 cum_theta_buy 1250.0 cum_theta_sell 1351.0 diff 101.0 exp_num_ticks 2573.57 max_proportion 0.52 threshold 1350.72 cum_ticks 2601 buy_proportion 0.48
2017-03-17 01:00:55.928 1.07735 1.07652 cum_theta_buy 1060.0 cum_theta_sell 1351.0 diff 291.0 exp_num_ticks 2587.43 max_proportion 0.52 threshold 1350.97 cum_ticks 2411 buy_proportion 0.44
2017-03-17 02:26:52.212 1.07731 1.07646 cum_theta_buy 1316.0 cum_theta_sell 1353.0 diff 37.0 exp_num_ticks 2485.29 max_proportion 0.54 threshold 1352.64 cum_ticks 2669 buy_proportion 0.49
2017-03-17 04:18:59.507 1.07744 1.07701 cum_theta_buy 1269.0 cum_theta_sell 1355.0 diff 86.0 exp_num_ticks 2585.57 max_proportion 0.52 threshold 1354.78 cum_ticks 2624 buy_proportion 0.48
2017-03-17 06:05:39.181 1.07731 1.07667 cum_theta_buy 1267.0 cum_theta_sell 1356.0 diff 89.0 exp_num_ticks 2606.43 max_proportion 0.52 threshold 1355.25 cum_ticks 2623 buy_proportion 0.48
Batch number: 10
2017-03-17 07:02:45.027 1.07815 1.07718 cum_theta_buy 1253.0 cum_theta_sell 1356.0 diff 103.0 exp_num_ticks 2629.86 max_proportion 0.52 threshold 1355.34 cum_ticks 2609 buy_proportion 0.48
2017-03-17 07:29:37.782 1.07823 1.07619 cum_theta_buy 1095.0 cum_theta_sell 1356.0 diff 261.0 exp_num_ticks 2615.14 max_proportion 0.52 threshold 1355.87 cum_ticks 2451 buy_proportion 0.45
2017-03-17 07:59:36.047 1.07624 1.07537 cum_theta_buy 1301.0 cum_theta_sell 1358.0 diff 57.0 exp_num_ticks 2520.71 max_proportion 0.54 threshold 1357.38 cum_ticks 2659 buy_proportion 0.49
2017-03-17 08:34:50.581 1.07696 1.07535 cum_theta_buy 1359.0 cum_theta_sell 1278.0 diff -81.0 exp_num_ticks 2592.43 max_proportion 0.52 threshold 1358.84 cum_ticks 2637 buy_proportion 0.52
2017-03-17 09:06:55.676 1.07737 1.07597 cum_theta_buy 1314.0 cum_theta_sell 1279.0 diff -35.0 exp_num_ticks 2616.71 max_proportion 0.50 threshold 1313.31 cum_ticks 2593 buy_proportion 0.51
2017-03-17 09:40:00.932 1.07796 1.07709 cum_theta_buy 1220.0 cum_theta_sell 1326.0 diff 106.0 exp_num_ticks 2615.00 max_proportion 0.51 threshold 1325.06 cum_ticks 2546 buy_proportion 0.48
2017-03-17 10:12:17.799 1.07765 1.07656 cum_theta_buy 1221.0 cum_theta_sell 1307.0 diff 86.0 exp_num_ticks 2572.43 max_proportion 0.51 threshold 1306.21 cum_ticks 2528 buy_proportion 0.48
2017-03-17 10:49:49.210 1.07759 1.07660 cum_theta_buy 1156.0 cum_theta_sell 1309.0 diff 153.0 exp_num_ticks 2542.43 max_proportion 0.51 threshold 1308.60 cum_ticks 2465 buy_proportion 0.47
2017-03-17 11:12:28.491 1.07694 1.07319 cum_theta_buy 1263.0 cum_theta_sell 1312.0 diff 49.0 exp_num_ticks 2494.57 max_proportion 0.53 threshold 1311.07 cum_ticks 2575 buy_proportion 0.49
2017-03-17 11:36:42.735 1.07451 1.07325 cum_theta_buy 1311.0 cum_theta_sell 1292.0 diff -19.0 exp_num_ticks 2536.86 max_proportion 0.52 threshold 1310.88 cum_ticks 2603 buy_proportion 0.50
2017-03-17 12:02:38.120 1.07424 1.07293 cum_theta_buy 1217.0 cum_theta_sell 1301.0 diff 84.0 exp_num_ticks 2575.29 max_proportion 0.51 threshold 1300.69 cum_ticks 2518 buy_proportion 0.48
2017-03-17 12:24:19.953 1.07386 1.07274 cum_theta_buy 1281.0 cum_theta_sell 1301.0 diff 20.0 exp_num_ticks 2550.43 max_proportion 0.51 threshold 1300.33 cum_ticks 2582 buy_proportion 0.50
2017-03-17 12:56:40.869 1.07448 1.07311 cum_theta_buy 1272.0 cum_theta_sell 1300.0 diff 28.0 exp_num_ticks 2566.71 max_proportion 0.51 threshold 1299.93 cum_ticks 2572 buy_proportion 0.49
2017-03-17 13:19:46.535 1.07438 1.07345 cum_theta_buy 1240.0 cum_theta_sell 1301.0 diff 61.0 exp_num_ticks 2567.14 max_proportion 0.51 threshold 1300.51 cum_ticks 2541 buy_proportion 0.49
2017-03-17 13:41:52.524 1.07441 1.07326 cum_theta_buy 1293.0 cum_theta_sell 1301.0 diff 8.0 exp_num_ticks 2555.71 max_proportion 0.51 threshold 1300.78 cum_ticks 2594 buy_proportion 0.50
2017-03-17 14:04:39.325 1.07551 1.07399 cum_theta_buy 1301.0 cum_theta_sell 1288.0 diff -13.0 exp_num_ticks 2575.71 max_proportion 0.51 threshold 1300.96 cum_ticks 2589 buy_proportion 0.50
2017-03-17 14:30:32.421 1.07562 1.07481 cum_theta_buy 1229.0 cum_theta_sell 1294.0 diff 65.0 exp_num_ticks 2583.57 max_proportion 0.50 threshold 1293.65 cum_ticks 2523 buy_proportion 0.49
2017-03-17 14:57:19.697 1.07562 1.07463 cum_theta_buy 1193.0 cum_theta_sell 1294.0 diff 101.0 exp_num_ticks 2552.00 max_proportion 0.51 threshold 1293.52 cum_ticks 2487 buy_proportion 0.48
2017-03-17 15:18:45.829 1.07478 1.07353 cum_theta_buy 1180.0 cum_theta_sell 1294.0 diff 114.0 exp_num_ticks 2511.86 max_proportion 0.51 threshold 1293.42 cum_ticks 2474 buy_proportion 0.48
2017-03-17 15:41:57.820 1.07429 1.07310 cum_theta_buy 1244.0 cum_theta_sell 1295.0 diff 51.0 exp_num_ticks 2484.71 max_proportion 0.52 threshold 1294.06 cum_ticks 2539 buy_proportion 0.49
2017-03-17 16:07:20.708 1.07451 1.07332 cum_theta_buy 1295.0 cum_theta_sell 1149.0 diff -146.0 exp_num_ticks 2513.00 max_proportion 0.52 threshold 1294.75 cum_ticks 2444 buy_proportion 0.53
2017-03-17 16:42:34.889 1.07489 1.07414 cum_theta_buy 1165.0 cum_theta_sell 1265.0 diff 100.0 exp_num_ticks 2475.43 max_proportion 0.51 threshold 1264.71 cum_ticks 2430 buy_proportion 0.48
2017-03-17 17:23:03.183 1.07504 1.07396 cum_theta_buy 1237.0 cum_theta_sell 1208.0 diff -29.0 exp_num_ticks 2449.57 max_proportion 0.50 threshold 1236.20 cum_ticks 2445 buy_proportion 0.51
2017-03-17 17:56:59.064 1.07552 1.07429 cum_theta_buy 917.0 cum_theta_sell 1225.0 diff 308.0 exp_num_ticks 2440.57 max_proportion 0.50 threshold 1224.62 cum_ticks 2142 buy_proportion 0.43
2017-03-17 18:56:10.704 1.07522 1.07422 cum_theta_buy 1126.0 cum_theta_sell 1231.0 diff 105.0 exp_num_ticks 2269.71 max_proportion 0.54 threshold 1230.93 cum_ticks 2357 buy_proportion 0.48
2017-03-17 19:54:38.106 1.07472 1.07371 cum_theta_buy 1096.0 cum_theta_sell 1229.0 diff 133.0 exp_num_ticks 2308.14 max_proportion 0.53 threshold 1228.91 cum_ticks 2325 buy_proportion 0.47
2017-03-19 21:27:33.774 1.07432 1.07317 cum_theta_buy 1143.0 cum_theta_sell 1231.0 diff 88.0 exp_num_ticks 2308.00 max_proportion 0.53 threshold 1230.12 cum_ticks 2374 buy_proportion 0.48
2017-03-19 23:50:46.999 1.07451 1.07342 cum_theta_buy 1111.0 cum_theta_sell 1231.0 diff 120.0 exp_num_ticks 2357.57 max_proportion 0.52 threshold 1230.52 cum_ticks 2342 buy_proportion 0.47
2017-03-20 01:12:26.288 1.07557 1.07409 cum_theta_buy 1158.0 cum_theta_sell 1231.0 diff 73.0 exp_num_ticks 2348.71 max_proportion 0.52 threshold 1230.78 cum_ticks 2389 buy_proportion 0.48
2017-03-20 02:14:16.781 1.07600 1.07503 cum_theta_buy 1036.0 cum_theta_sell 1232.0 diff 196.0 exp_num_ticks 2373.43 max_proportion 0.52 threshold 1231.09 cum_ticks 2268 buy_proportion 0.46
2017-03-20 03:35:46.066 1.07628 1.07575 cum_theta_buy 1117.0 cum_theta_sell 1233.0 diff 116.0 exp_num_ticks 2313.14 max_proportion 0.53 threshold 1232.25 cum_ticks 2350 buy_proportion 0.48
2017-03-20 05:25:19.836 1.07649 1.07591 cum_theta_buy 942.0 cum_theta_sell 1233.0 diff 291.0 exp_num_ticks 2332.14 max_proportion 0.53 threshold 1232.84 cum_ticks 2175 buy_proportion 0.43
2017-03-20 06:37:25.095 1.07644 1.07569 cum_theta_buy 1194.0 cum_theta_sell 1235.0 diff 41.0 exp_num_ticks 2238.29 max_proportion 0.55 threshold 1234.31 cum_ticks 2429 buy_proportion 0.49
2017-03-20 07:19:41.757 1.07725 1.07623 cum_theta_buy 1191.0 cum_theta_sell 1237.0 diff 46.0 exp_num_ticks 2345.14 max_proportion 0.53 threshold 1236.97 cum_ticks 2428 buy_proportion 0.49
2017-03-20 07:46:21.213 1.07772 1.07682 cum_theta_buy 1100.0 cum_theta_sell 1238.0 diff 138.0 exp_num_ticks 2392.14 max_proportion 0.52 threshold 1237.65 cum_ticks 2338 buy_proportion 0.47
2017-03-20 08:12:47.649 1.07767 1.07657 cum_theta_buy 1146.0 cum_theta_sell 1238.0 diff 92.0 exp_num_ticks 2376.71 max_proportion 0.52 threshold 1237.74 cum_ticks 2384 buy_proportion 0.48
2017-03-20 08:44:57.631 1.07712 1.07595 cum_theta_buy 1107.0 cum_theta_sell 1239.0 diff 132.0 exp_num_ticks 2377.14 max_proportion 0.52 threshold 1238.04 cum_ticks 2346 buy_proportion 0.47
2017-03-20 09:18:42.721 1.07670 1.07569 cum_theta_buy 1090.0 cum_theta_sell 1239.0 diff 149.0 exp_num_ticks 2355.71 max_proportion 0.53 threshold 1238.65 cum_ticks 2329 buy_proportion 0.47
2017-03-20 09:55:47.819 1.07664 1.07519 cum_theta_buy 1100.0 cum_theta_sell 1239.0 diff 139.0 exp_num_ticks 2341.71 max_proportion 0.53 threshold 1238.94 cum_ticks 2339 buy_proportion 0.47
2017-03-20 10:41:07.104 1.07572 1.07504 cum_theta_buy 1217.0 cum_theta_sell 1240.0 diff 23.0 exp_num_ticks 2337.14 max_proportion 0.53 threshold 1239.01 cum_ticks 2457 buy_proportion 0.50
2017-03-20 11:22:10.098 1.07621 1.07525 cum_theta_buy 1225.0 cum_theta_sell 1241.0 diff 16.0 exp_num_ticks 2405.00 max_proportion 0.52 threshold 1240.34 cum_ticks 2466 buy_proportion 0.50
2017-03-20 12:01:15.253 1.07569 1.07483 cum_theta_buy 1241.0 cum_theta_sell 1174.0 diff -67.0 exp_num_ticks 2445.29 max_proportion 0.51 threshold 1240.83 cum_ticks 2415 buy_proportion 0.51
2017-03-20 12:35:38.068 1.07538 1.07436 cum_theta_buy 1234.0 cum_theta_sell 1231.0 diff -3.0 exp_num_ticks 2435.57 max_proportion 0.51 threshold 1233.21 cum_ticks 2465 buy_proportion 0.50
2017-03-20 13:08:02.338 1.07556 1.07454 cum_theta_buy 1100.0 cum_theta_sell 1235.0 diff 135.0 exp_num_ticks 2450.86 max_proportion 0.50 threshold 1234.86 cum_ticks 2335 buy_proportion 0.47
2017-03-20 13:41:20.632 1.07581 1.07479 cum_theta_buy 1166.0 cum_theta_sell 1227.0 diff 61.0 exp_num_ticks 2383.57 max_proportion 0.51 threshold 1226.02 cum_ticks 2393 buy_proportion 0.49
2017-03-20 14:08:27.541 1.07597 1.07506 cum_theta_buy 1155.0 cum_theta_sell 1231.0 diff 76.0 exp_num_ticks 2386.71 max_proportion 0.52 threshold 1230.25 cum_ticks 2386 buy_proportion 0.48
2017-03-20 14:38:31.046 1.07579 1.07523 cum_theta_buy 1231.0 cum_theta_sell 1174.0 diff -57.0 exp_num_ticks 2380.71 max_proportion 0.52 threshold 1230.52 cum_ticks 2405 buy_proportion 0.51
2017-03-20 15:08:26.391 1.07575 1.07512 cum_theta_buy 1086.0 cum_theta_sell 1200.0 diff 114.0 exp_num_ticks 2397.86 max_proportion 0.50 threshold 1199.89 cum_ticks 2286 buy_proportion 0.48
2017-03-20 15:41:25.879 1.07554 1.07471 cum_theta_buy 1102.0 cum_theta_sell 1198.0 diff 96.0 exp_num_ticks 2334.29 max_proportion 0.51 threshold 1197.81 cum_ticks 2300 buy_proportion 0.48
2017-03-20 16:08:23.212 1.07576 1.07492 cum_theta_buy 1196.0 cum_theta_sell 1146.0 diff -50.0 exp_num_ticks 2311.00 max_proportion 0.52 threshold 1195.61 cum_ticks 2342 buy_proportion 0.51
2017-03-20 16:40:33.008 1.07549 1.07399 cum_theta_buy 1108.0 cum_theta_sell 1169.0 diff 61.0 exp_num_ticks 2322.00 max_proportion 0.50 threshold 1168.95 cum_ticks 2277 buy_proportion 0.49
2017-03-20 17:14:16.653 1.07447 1.07347 cum_theta_buy 1167.0 cum_theta_sell 1120.0 diff -47.0 exp_num_ticks 2298.86 max_proportion 0.51 threshold 1166.87 cum_ticks 2287 buy_proportion 0.51
2017-03-20 17:51:12.309 1.07472 1.07301 cum_theta_buy 975.0 cum_theta_sell 1155.0 diff 180.0 exp_num_ticks 2292.00 max_proportion 0.50 threshold 1154.18 cum_ticks 2130 buy_proportion 0.46
2017-03-20 18:43:59.815 1.07374 1.07251 cum_theta_buy 1100.0 cum_theta_sell 1149.0 diff 49.0 exp_num_ticks 2195.86 max_proportion 0.52 threshold 1148.70 cum_ticks 2249 buy_proportion 0.49
2017-03-20 19:42:44.123 1.07429 1.07313 cum_theta_buy 1092.0 cum_theta_sell 1148.0 diff 56.0 exp_num_ticks 2220.43 max_proportion 0.52 threshold 1147.58 cum_ticks 2240 buy_proportion 0.49
2017-03-20 21:07:23.353 1.07453 1.07374 cum_theta_buy 1020.0 cum_theta_sell 1150.0 diff 130.0 exp_num_ticks 2226.86 max_proportion 0.52 threshold 1149.71 cum_ticks 2170 buy_proportion 0.47
2017-03-20 22:48:35.660 1.07416 1.07354 cum_theta_buy 1130.0 cum_theta_sell 1150.0 diff 20.0 exp_num_ticks 2201.29 max_proportion 0.52 threshold 1149.61 cum_ticks 2280 buy_proportion 0.50
2017-03-20 23:53:21.371 1.07360 1.07190 cum_theta_buy 996.0 cum_theta_sell 1151.0 diff 155.0 exp_num_ticks 2242.86 max_proportion 0.51 threshold 1150.25 cum_ticks 2147 buy_proportion 0.46
2017-03-21 00:31:12.815 1.07509 1.07325 cum_theta_buy 1062.0 cum_theta_sell 1152.0 diff 90.0 exp_num_ticks 2188.29 max_proportion 0.53 threshold 1151.39 cum_ticks 2214 buy_proportion 0.48
2017-03-21 01:00:12.449 1.07668 1.07470 cum_theta_buy 891.0 cum_theta_sell 1152.0 diff 261.0 exp_num_ticks 2204.29 max_proportion 0.52 threshold 1151.86 cum_ticks 2043 buy_proportion 0.44
2017-03-21 01:35:23.708 1.07697 1.07588 cum_theta_buy 1042.0 cum_theta_sell 1154.0 diff 112.0 exp_num_ticks 2106.71 max_proportion 0.55 threshold 1153.35 cum_ticks 2196 buy_proportion 0.47
2017-03-21 02:17:02.483 1.07679 1.07629 cum_theta_buy 974.0 cum_theta_sell 1155.0 diff 181.0 exp_num_ticks 2154.86 max_proportion 0.54 threshold 1154.41 cum_ticks 2129 buy_proportion 0.46
2017-03-21 03:05:04.349 1.07645 1.07568 cum_theta_buy 876.0 cum_theta_sell 1155.0 diff 279.0 exp_num_ticks 2135.86 max_proportion 0.54 threshold 1154.86 cum_ticks 2031 buy_proportion 0.43
2017-03-21 04:04:11.464 1.07614 1.07523 cum_theta_buy 1125.0 cum_theta_sell 1156.0 diff 31.0 exp_num_ticks 2082.57 max_proportion 0.56 threshold 1155.90 cum_ticks 2281 buy_proportion 0.49
2017-03-21 05:35:31.594 1.07592 1.07544 cum_theta_buy 999.0 cum_theta_sell 1159.0 diff 160.0 exp_num_ticks 2187.86 max_proportion 0.53 threshold 1158.65 cum_ticks 2158 buy_proportion 0.46
2017-03-21 06:28:28.695 1.07666 1.07570 cum_theta_buy 1061.0 cum_theta_sell 1160.0 diff 99.0 exp_num_ticks 2175.00 max_proportion 0.53 threshold 1159.14 cum_ticks 2221 buy_proportion 0.48
2017-03-21 07:06:26.088 1.07748 1.07623 cum_theta_buy 993.0 cum_theta_sell 1160.0 diff 167.0 exp_num_ticks 2211.57 max_proportion 0.52 threshold 1159.52 cum_ticks 2153 buy_proportion 0.46
2017-03-21 07:26:49.415 1.07876 1.07689 cum_theta_buy 1131.0 cum_theta_sell 1161.0 diff 30.0 exp_num_ticks 2173.14 max_proportion 0.53 threshold 1160.08 cum_ticks 2292 buy_proportion 0.49
2017-03-21 07:56:43.909 1.07857 1.07783 cum_theta_buy 1160.0 cum_theta_sell 1162.0 diff 2.0 exp_num_ticks 2242.14 max_proportion 0.52 threshold 1161.44 cum_ticks 2322 buy_proportion 0.50
2017-03-21 08:16:00.457 1.07986 1.07792 cum_theta_buy 1053.0 cum_theta_sell 1163.0 diff 110.0 exp_num_ticks 2289.29 max_proportion 0.51 threshold 1162.17 cum_ticks 2216 buy_proportion 0.48
2017-03-21 08:43:38.280 1.07969 1.07898 cum_theta_buy 1136.0 cum_theta_sell 1163.0 diff 27.0 exp_num_ticks 2257.14 max_proportion 0.52 threshold 1162.97 cum_ticks 2299 buy_proportion 0.49
2017-03-21 09:08:11.075 1.08019 1.07928 cum_theta_buy 1053.0 cum_theta_sell 1164.0 diff 111.0 exp_num_ticks 2278.57 max_proportion 0.51 threshold 1163.23 cum_ticks 2217 buy_proportion 0.47
2017-03-21 09:32:17.667 1.08039 1.07886 cum_theta_buy 931.0 cum_theta_sell 1164.0 diff 233.0 exp_num_ticks 2240.29 max_proportion 0.52 threshold 1163.89 cum_ticks 2095 buy_proportion 0.44
2017-03-21 10:00:22.847 1.07972 1.07903 cum_theta_buy 1166.0 cum_theta_sell 1162.0 diff -4.0 exp_num_ticks 2159.00 max_proportion 0.54 threshold 1165.36 cum_ticks 2328 buy_proportion 0.50
2017-03-21 10:31:21.257 1.07959 1.07906 cum_theta_buy 1143.0 cum_theta_sell 1166.0 diff 23.0 exp_num_ticks 2245.57 max_proportion 0.52 threshold 1165.39 cum_ticks 2309 buy_proportion 0.50
2017-03-21 11:09:47.832 1.08065 1.07927 cum_theta_buy 1164.0 cum_theta_sell 1167.0 diff 3.0 exp_num_ticks 2283.86 max_proportion 0.51 threshold 1166.01 cum_ticks 2331 buy_proportion 0.50
2017-03-21 11:36:48.848 1.08120 1.08032 cum_theta_buy 1036.0 cum_theta_sell 1167.0 diff 131.0 exp_num_ticks 2324.29 max_proportion 0.50 threshold 1166.02 cum_ticks 2203 buy_proportion 0.47
2017-03-21 12:08:55.623 1.08115 1.08057 cum_theta_buy 1168.0 cum_theta_sell 1147.0 diff -21.0 exp_num_ticks 2254.71 max_proportion 0.52 threshold 1167.68 cum_ticks 2315 buy_proportion 0.50
2017-03-21 12:33:49.261 1.08068 1.07981 cum_theta_buy 977.0 cum_theta_sell 1157.0 diff 180.0 exp_num_ticks 2285.29 max_proportion 0.51 threshold 1156.34 cum_ticks 2134 buy_proportion 0.46
2017-03-21 13:01:40.003 1.08031 1.07932 cum_theta_buy 1012.0 cum_theta_sell 1158.0 diff 146.0 exp_num_ticks 2195.57 max_proportion 0.53 threshold 1157.18 cum_ticks 2170 buy_proportion 0.47
2017-03-21 13:33:10.767 1.08095 1.07964 cum_theta_buy 1138.0 cum_theta_sell 1157.0 diff 19.0 exp_num_ticks 2180.43 max_proportion 0.53 threshold 1156.99 cum_ticks 2295 buy_proportion 0.50
2017-03-21 13:54:21.481 1.08160 1.08068 cum_theta_buy 1128.0 cum_theta_sell 1159.0 diff 31.0 exp_num_ticks 2236.29 max_proportion 0.52 threshold 1158.40 cum_ticks 2287 buy_proportion 0.49
2017-03-21 14:15:20.083 1.08191 1.08106 cum_theta_buy 1097.0 cum_theta_sell 1159.0 diff 62.0 exp_num_ticks 2272.57 max_proportion 0.51 threshold 1158.70 cum_ticks 2256 buy_proportion 0.49
2017-03-21 14:35:32.574 1.08179 1.08057 cum_theta_buy 1031.0 cum_theta_sell 1159.0 diff 128.0 exp_num_ticks 2270.43 max_proportion 0.51 threshold 1158.78 cum_ticks 2190 buy_proportion 0.47
2017-03-21 14:58:02.525 1.08175 1.08072 cum_theta_buy 1160.0 cum_theta_sell 1109.0 diff -51.0 exp_num_ticks 2222.71 max_proportion 0.52 threshold 1159.35 cum_ticks 2269 buy_proportion 0.51
2017-03-21 15:14:24.381 1.08153 1.07979 cum_theta_buy 1063.0 cum_theta_sell 1132.0 diff 69.0 exp_num_ticks 2244.57 max_proportion 0.50 threshold 1131.02 cum_ticks 2195 buy_proportion 0.48
2017-03-21 15:29:27.215 1.08078 1.07956 cum_theta_buy 1009.0 cum_theta_sell 1130.0 diff 121.0 exp_num_ticks 2215.43 max_proportion 0.51 threshold 1129.75 cum_ticks 2139 buy_proportion 0.47
2017-03-21 15:47:33.168 1.08071 1.07934 cum_theta_buy 1129.0 cum_theta_sell 1096.0 diff -33.0 exp_num_ticks 2173.57 max_proportion 0.52 threshold 1128.19 cum_ticks 2225 buy_proportion 0.51
2017-03-21 16:05:22.714 1.08127 1.08022 cum_theta_buy 1104.0 cum_theta_sell 1112.0 diff 8.0 exp_num_ticks 2196.14 max_proportion 0.51 threshold 1111.44 cum_ticks 2216 buy_proportion 0.50
2017-03-21 16:28:03.540 1.08161 1.08061 cum_theta_buy 1111.0 cum_theta_sell 1107.0 diff -4.0 exp_num_ticks 2207.57 max_proportion 0.50 threshold 1110.31 cum_ticks 2218 buy_proportion 0.50
2017-03-21 16:56:57.563 1.08184 1.08099 cum_theta_buy 1060.0 cum_theta_sell 1112.0 diff 52.0 exp_num_ticks 2218.43 max_proportion 0.50 threshold 1111.56 cum_ticks 2172 buy_proportion 0.49
2017-03-21 17:26:07.404 1.08170 1.08127 cum_theta_buy 982.0 cum_theta_sell 1111.0 diff 129.0 exp_num_ticks 2191.43 max_proportion 0.51 threshold 1110.70 cum_ticks 2093 buy_proportion 0.47
2017-03-21 17:55:40.083 1.08183 1.08096 cum_theta_buy 1060.0 cum_theta_sell 1112.0 diff 52.0 exp_num_ticks 2133.43 max_proportion 0.52 threshold 1111.31 cum_ticks 2172 buy_proportion 0.49
2017-03-21 18:19:09.156 1.08136 1.07995 cum_theta_buy 1042.0 cum_theta_sell 1113.0 diff 71.0 exp_num_ticks 2149.43 max_proportion 0.52 threshold 1112.02 cum_ticks 2155 buy_proportion 0.48
2017-03-21 18:48:09.746 1.08083 1.07953 cum_theta_buy 1010.0 cum_theta_sell 1113.0 diff 103.0 exp_num_ticks 2151.00 max_proportion 0.52 threshold 1112.57 cum_ticks 2123 buy_proportion 0.48
2017-03-21 19:18:56.245 1.08083 1.07961 cum_theta_buy 1066.0 cum_theta_sell 1113.0 diff 47.0 exp_num_ticks 2139.14 max_proportion 0.52 threshold 1112.95 cum_ticks 2179 buy_proportion 0.49
2017-03-21 19:55:51.836 1.08136 1.08063 cum_theta_buy 1051.0 cum_theta_sell 1114.0 diff 63.0 exp_num_ticks 2159.57 max_proportion 0.52 threshold 1113.14 cum_ticks 2165 buy_proportion 0.49
2017-03-21 20:58:15.181 1.08138 1.08086 cum_theta_buy 936.0 cum_theta_sell 1114.0 diff 178.0 exp_num_ticks 2163.00 max_proportion 0.51 threshold 1113.64 cum_ticks 2050 buy_proportion 0.46
2017-03-21 22:43:37.222 1.08108 1.08031 cum_theta_buy 1115.0 cum_theta_sell 1099.0 diff -16.0 exp_num_ticks 2101.29 max_proportion 0.53 threshold 1114.74 cum_ticks 2214 buy_proportion 0.50
2017-03-21 23:37:57.632 1.08175 1.08094 cum_theta_buy 895.0 cum_theta_sell 1107.0 diff 212.0 exp_num_ticks 2160.14 max_proportion 0.51 threshold 1106.90 cum_ticks 2002 buy_proportion 0.45
2017-03-22 00:30:11.314 1.08127 1.08031 cum_theta_buy 1028.0 cum_theta_sell 1109.0 diff 81.0 exp_num_ticks 2069.43 max_proportion 0.54 threshold 1108.02 cum_ticks 2137 buy_proportion 0.48
2017-03-22 01:20:46.921 1.08050 1.07992 cum_theta_buy 1003.0 cum_theta_sell 1109.0 diff 106.0 exp_num_ticks 2109.43 max_proportion 0.53 threshold 1108.38 cum_ticks 2112 buy_proportion 0.47
2017-03-22 02:01:42.938 1.08019 1.07931 cum_theta_buy 981.0 cum_theta_sell 1110.0 diff 129.0 exp_num_ticks 2103.43 max_proportion 0.53 threshold 1109.18 cum_ticks 2091 buy_proportion 0.47
2017-03-22 02:42:34.216 1.07990 1.07886 cum_theta_buy 973.0 cum_theta_sell 1110.0 diff 137.0 exp_num_ticks 2103.57 max_proportion 0.53 threshold 1109.64 cum_ticks 2083 buy_proportion 0.47
2017-03-22 03:41:33.755 1.07945 1.07915 cum_theta_buy 1007.0 cum_theta_sell 1110.0 diff 103.0 exp_num_ticks 2089.43 max_proportion 0.53 threshold 1109.88 cum_ticks 2117 buy_proportion 0.48
2017-03-22 04:53:05.268 1.08011 1.07921 cum_theta_buy 1060.0 cum_theta_sell 1111.0 diff 51.0 exp_num_ticks 2103.57 max_proportion 0.53 threshold 1110.06 cum_ticks 2171 buy_proportion 0.49
2017-03-22 05:56:22.139 1.08051 1.07981 cum_theta_buy 1017.0 cum_theta_sell 1111.0 diff 94.0 exp_num_ticks 2143.00 max_proportion 0.52 threshold 1110.85 cum_ticks 2128 buy_proportion 0.48
2017-03-22 06:39:24.092 1.08080 1.07955 cum_theta_buy 968.0 cum_theta_sell 1111.0 diff 143.0 exp_num_ticks 2138.71 max_proportion 0.52 threshold 1110.96 cum_ticks 2079 buy_proportion 0.47
2017-03-22 07:05:12.334 1.08184 1.08074 cum_theta_buy 1112.0 cum_theta_sell 1071.0 diff -41.0 exp_num_ticks 2106.14 max_proportion 0.53 threshold 1111.29 cum_ticks 2183 buy_proportion 0.51
2017-03-22 07:30:00.641 1.08142 1.07963 cum_theta_buy 883.0 cum_theta_sell 1090.0 diff 207.0 exp_num_ticks 2145.43 max_proportion 0.51 threshold 1089.05 cum_ticks 1973 buy_proportion 0.45
2017-03-22 07:57:13.878 1.08050 1.07918 cum_theta_buy 1069.0 cum_theta_sell 1091.0 diff 22.0 exp_num_ticks 2048.14 max_proportion 0.53 threshold 1090.03 cum_ticks 2160 buy_proportion 0.49
2017-03-22 08:18:14.915 1.08094 1.07989 cum_theta_buy 1055.0 cum_theta_sell 1090.0 diff 35.0 exp_num_ticks 2109.86 max_proportion 0.52 threshold 1089.86 cum_ticks 2145 buy_proportion 0.49
2017-03-22 08:42:19.042 1.08046 1.07900 cum_theta_buy 959.0 cum_theta_sell 1092.0 diff 133.0 exp_num_ticks 2124.71 max_proportion 0.51 threshold 1091.28 cum_ticks 2051 buy_proportion 0.47
2017-03-22 09:02:28.664 1.07966 1.07826 cum_theta_buy 1092.0 cum_theta_sell 1062.0 diff -30.0 exp_num_ticks 2093.43 max_proportion 0.52 threshold 1091.90 cum_ticks 2154 buy_proportion 0.51
2017-03-22 09:24:21.916 1.07877 1.07802 cum_theta_buy 1051.0 cum_theta_sell 1076.0 diff 25.0 exp_num_ticks 2123.29 max_proportion 0.51 threshold 1075.34 cum_ticks 2127 buy_proportion 0.49
2017-03-22 09:49:49.424 1.07840 1.07758 cum_theta_buy 1056.0 cum_theta_sell 1075.0 diff 19.0 exp_num_ticks 2123.86 max_proportion 0.51 threshold 1074.67 cum_ticks 2131 buy_proportion 0.50
2017-03-22 10:18:48.064 1.07903 1.07806 cum_theta_buy 1074.0 cum_theta_sell 1053.0 diff -21.0 exp_num_ticks 2133.14 max_proportion 0.50 threshold 1073.47 cum_ticks 2127 buy_proportion 0.50
2017-03-22 10:50:16.453 1.07955 1.07845 cum_theta_buy 1003.0 cum_theta_sell 1066.0 diff 63.0 exp_num_ticks 2128.14 max_proportion 0.50 threshold 1065.58 cum_ticks 2069 buy_proportion 0.48
2017-03-22 11:20:21.680 1.08004 1.07881 cum_theta_buy 1031.0 cum_theta_sell 1064.0 diff 33.0 exp_num_ticks 2094.43 max_proportion 0.51 threshold 1063.82 cum_ticks 2095 buy_proportion 0.49
2017-03-22 11:54:30.671 1.07918 1.07861 cum_theta_buy 1054.0 cum_theta_sell 1064.0 diff 10.0 exp_num_ticks 2092.14 max_proportion 0.51 threshold 1063.11 cum_ticks 2118 buy_proportion 0.50
2017-03-22 12:21:48.109 1.07904 1.07849 cum_theta_buy 974.0 cum_theta_sell 1065.0 diff 91.0 exp_num_ticks 2104.43 max_proportion 0.51 threshold 1064.37 cum_ticks 2039 buy_proportion 0.48
2017-03-22 12:50:42.450 1.07950 1.07858 cum_theta_buy 1056.0 cum_theta_sell 1065.0 diff 9.0 exp_num_ticks 2069.57 max_proportion 0.51 threshold 1064.90 cum_ticks 2121 buy_proportion 0.50
2017-03-22 13:14:10.732 1.08056 1.07914 cum_theta_buy 1050.0 cum_theta_sell 1066.0 diff 16.0 exp_num_ticks 2097.14 max_proportion 0.51 threshold 1065.19 cum_ticks 2116 buy_proportion 0.50
2017-03-22 13:33:09.993 1.08085 1.07994 cum_theta_buy 961.0 cum_theta_sell 1066.0 diff 105.0 exp_num_ticks 2106.43 max_proportion 0.51 threshold 1065.76 cum_ticks 2027 buy_proportion 0.47
2017-03-22 13:51:00.801 1.08042 1.07932 cum_theta_buy 1058.0 cum_theta_sell 1067.0 diff 9.0 exp_num_ticks 2065.86 max_proportion 0.52 threshold 1066.36 cum_ticks 2125 buy_proportion 0.50
2017-03-22 14:09:57.030 1.08069 1.07944 cum_theta_buy 1024.0 cum_theta_sell 1068.0 diff 44.0 exp_num_ticks 2095.71 max_proportion 0.51 threshold 1067.03 cum_ticks 2092 buy_proportion 0.49
2017-03-22 14:27:14.746 1.08163 1.08029 cum_theta_buy 982.0 cum_theta_sell 1068.0 diff 86.0 exp_num_ticks 2092.14 max_proportion 0.51 threshold 1067.65 cum_ticks 2050 buy_proportion 0.48
2017-03-22 14:43:49.468 1.08154 1.08049 cum_theta_buy 976.0 cum_theta_sell 1069.0 diff 93.0 exp_num_ticks 2072.71 max_proportion 0.52 threshold 1068.06 cum_ticks 2045 buy_proportion 0.48
2017-03-22 14:59:09.869 1.08245 1.08082 cum_theta_buy 1069.0 cum_theta_sell 1057.0 diff -12.0 exp_num_ticks 2053.14 max_proportion 0.52 threshold 1068.64 cum_ticks 2126 buy_proportion 0.50
2017-03-22 15:15:55.374 1.08208 1.08098 cum_theta_buy 982.0 cum_theta_sell 1063.0 diff 81.0 exp_num_ticks 2092.00 max_proportion 0.51 threshold 1062.49 cum_ticks 2045 buy_proportion 0.48
2017-03-22 15:33:33.071 1.08212 1.08142 cum_theta_buy 977.0 cum_theta_sell 1063.0 diff 86.0 exp_num_ticks 2068.14 max_proportion 0.51 threshold 1062.53 cum_ticks 2040 buy_proportion 0.48
2017-03-22 15:55:34.888 1.08189 1.08075 cum_theta_buy 1014.0 cum_theta_sell 1063.0 diff 49.0 exp_num_ticks 2053.71 max_proportion 0.52 threshold 1062.39 cum_ticks 2077 buy_proportion 0.49
2017-03-22 16:14:55.551 1.08092 1.07981 cum_theta_buy 1012.0 cum_theta_sell 1064.0 diff 52.0 exp_num_ticks 2061.86 max_proportion 0.52 threshold 1063.08 cum_ticks 2076 buy_proportion 0.49
2017-03-22 16:44:34.793 1.08074 1.08008 cum_theta_buy 1023.0 cum_theta_sell 1064.0 diff 41.0 exp_num_ticks 2071.14 max_proportion 0.51 threshold 1063.61 cum_ticks 2087 buy_proportion 0.49
2017-03-22 17:07:20.487 1.08143 1.08031 cum_theta_buy 1014.0 cum_theta_sell 1064.0 diff 50.0 exp_num_ticks 2082.43 max_proportion 0.51 threshold 1063.86 cum_ticks 2078 buy_proportion 0.49
2017-03-22 17:30:37.866 1.08134 1.08069 cum_theta_buy 1001.0 cum_theta_sell 1065.0 diff 64.0 exp_num_ticks 2080.29 max_proportion 0.51 threshold 1064.00 cum_ticks 2066 buy_proportion 0.48
2017-03-22 17:56:11.908 1.08164 1.08075 cum_theta_buy 945.0 cum_theta_sell 1065.0 diff 120.0 exp_num_ticks 2072.43 max_proportion 0.51 threshold 1064.59 cum_ticks 2010 buy_proportion 0.47
2017-03-22 18:22:25.826 1.08116 1.07979 cum_theta_buy 895.0 cum_theta_sell 1066.0 diff 171.0 exp_num_ticks 2035.71 max_proportion 0.52 threshold 1065.09 cum_ticks 1961 buy_proportion 0.46
2017-03-22 19:00:00.107 1.08049 1.07944 cum_theta_buy 1005.0 cum_theta_sell 1066.0 diff 61.0 exp_num_ticks 1990.00 max_proportion 0.54 threshold 1065.96 cum_ticks 2071 buy_proportion 0.49
2017-03-22 19:35:03.958 1.07977 1.07900 cum_theta_buy 1010.0 cum_theta_sell 1067.0 diff 57.0 exp_num_ticks 2030.86 max_proportion 0.53 threshold 1066.48 cum_ticks 2077 buy_proportion 0.49
2017-03-22 20:16:00.421 1.08027 1.07915 cum_theta_buy 970.0 cum_theta_sell 1067.0 diff 97.0 exp_num_ticks 2058.71 max_proportion 0.52 threshold 1066.98 cum_ticks 2037 buy_proportion 0.48
2017-03-22 22:00:48.941 1.08027 1.07910 cum_theta_buy 971.0 cum_theta_sell 1067.0 diff 96.0 exp_num_ticks 2053.29 max_proportion 0.52 threshold 1066.95 cum_ticks 2038 buy_proportion 0.48
2017-03-22 23:33:16.816 1.07960 1.07900 cum_theta_buy 1025.0 cum_theta_sell 1068.0 diff 43.0 exp_num_ticks 2043.29 max_proportion 0.52 threshold 1067.05 cum_ticks 2093 buy_proportion 0.49
2017-03-23 00:29:30.734 1.07949 1.07871 cum_theta_buy 996.0 cum_theta_sell 1068.0 diff 72.0 exp_num_ticks 2069.29 max_proportion 0.52 threshold 1067.75 cum_ticks 2064 buy_proportion 0.48
2017-03-23 01:09:31.286 1.07948 1.07825 cum_theta_buy 907.0 cum_theta_sell 1068.0 diff 161.0 exp_num_ticks 2068.57 max_proportion 0.52 threshold 1067.93 cum_ticks 1975 buy_proportion 0.46
2017-03-23 01:51:41.659 1.07879 1.07815 cum_theta_buy 946.0 cum_theta_sell 1069.0 diff 123.0 exp_num_ticks 2017.29 max_proportion 0.53 threshold 1068.64 cum_ticks 2015 buy_proportion 0.47
2017-03-23 02:48:06.802 1.07860 1.07826 cum_theta_buy 844.0 cum_theta_sell 1069.0 diff 225.0 exp_num_ticks 2010.57 max_proportion 0.53 threshold 1068.78 cum_ticks 1913 buy_proportion 0.44
2017-03-23 04:06:35.144 1.07919 1.07820 cum_theta_buy 954.0 cum_theta_sell 1070.0 diff 116.0 exp_num_ticks 1951.00 max_proportion 0.55 threshold 1069.44 cum_ticks 2024 buy_proportion 0.47
2017-03-23 05:14:46.792 1.07949 1.07887 cum_theta_buy 937.0 cum_theta_sell 1071.0 diff 134.0 exp_num_ticks 1991.00 max_proportion 0.54 threshold 1070.24 cum_ticks 2008 buy_proportion 0.47
2017-03-23 06:32:29.852 1.07989 1.07887 cum_theta_buy 1071.0 cum_theta_sell 1065.0 diff -6.0 exp_num_ticks 1999.00 max_proportion 0.54 threshold 1070.77 cum_ticks 2136 buy_proportion 0.50
2017-03-23 07:09:02.151 1.08048 1.07972 cum_theta_buy 910.0 cum_theta_sell 1069.0 diff 159.0 exp_num_ticks 2083.43 max_proportion 0.51 threshold 1068.43 cum_ticks 1979 buy_proportion 0.46
2017-03-23 07:48:45.992 1.07999 1.07930 cum_theta_buy 1015.0 cum_theta_sell 1070.0 diff 55.0 exp_num_ticks 2028.00 max_proportion 0.53 threshold 1069.41 cum_ticks 2085 buy_proportion 0.49
2017-03-23 08:15:20.828 1.07951 1.07844 cum_theta_buy 987.0 cum_theta_sell 1070.0 diff 83.0 exp_num_ticks 2062.00 max_proportion 0.52 threshold 1069.79 cum_ticks 2057 buy_proportion 0.48
2017-03-23 08:45:08.326 1.07920 1.07809 cum_theta_buy 1062.0 cum_theta_sell 1071.0 diff 9.0 exp_num_ticks 2053.86 max_proportion 0.52 threshold 1070.13 cum_ticks 2133 buy_proportion 0.50
2017-03-23 09:10:22.249 1.07855 1.07701 cum_theta_buy 1044.0 cum_theta_sell 1071.0 diff 27.0 exp_num_ticks 2104.43 max_proportion 0.51 threshold 1070.85 cum_ticks 2115 buy_proportion 0.49
2017-03-23 09:35:28.783 1.07852 1.07742 cum_theta_buy 932.0 cum_theta_sell 1071.0 diff 139.0 exp_num_ticks 2111.86 max_proportion 0.51 threshold 1070.99 cum_ticks 2003 buy_proportion 0.47
2017-03-23 09:59:54.693 1.07799 1.07695 cum_theta_buy 1022.0 cum_theta_sell 1072.0 diff 50.0 exp_num_ticks 2053.57 max_proportion 0.52 threshold 1071.87 cum_ticks 2094 buy_proportion 0.49
2017-03-23 10:28:58.281 1.07786 1.07704 cum_theta_buy 1039.0 cum_theta_sell 1073.0 diff 34.0 exp_num_ticks 2071.00 max_proportion 0.52 threshold 1072.05 cum_ticks 2112 buy_proportion 0.49
2017-03-23 10:50:00.192 1.07916 1.07680 cum_theta_buy 1051.0 cum_theta_sell 1073.0 diff 22.0 exp_num_ticks 2091.29 max_proportion 0.51 threshold 1072.76 cum_ticks 2124 buy_proportion 0.49
2017-03-23 11:19:56.016 1.07947 1.07860 cum_theta_buy 1006.0 cum_theta_sell 1073.0 diff 67.0 exp_num_ticks 2116.29 max_proportion 0.51 threshold 1072.88 cum_ticks 2079 buy_proportion 0.48
2017-03-23 11:57:42.197 1.07913 1.07834 cum_theta_buy 1047.0 cum_theta_sell 1074.0 diff 27.0 exp_num_ticks 2096.57 max_proportion 0.51 threshold 1073.10 cum_ticks 2121 buy_proportion 0.49
2017-03-23 12:23:15.570 1.07878 1.07746 cum_theta_buy 1000.0 cum_theta_sell 1074.0 diff 74.0 exp_num_ticks 2109.43 max_proportion 0.51 threshold 1073.66 cum_ticks 2074 buy_proportion 0.48
2017-03-23 12:49:16.158 1.07845 1.07748 cum_theta_buy 1074.0 cum_theta_sell 1073.0 diff -1.0 exp_num_ticks 2088.14 max_proportion 0.51 threshold 1073.96 cum_ticks 2147 buy_proportion 0.50
2017-03-23 13:10:02.421 1.07908 1.07812 cum_theta_buy 1074.0 cum_theta_sell 1052.0 diff -22.0 exp_num_ticks 2122.43 max_proportion 0.51 threshold 1073.68 cum_ticks 2126 buy_proportion 0.51
2017-03-23 13:33:47.709 1.07875 1.07811 cum_theta_buy 1009.0 cum_theta_sell 1064.0 diff 55.0 exp_num_ticks 2124.57 max_proportion 0.50 threshold 1063.29 cum_ticks 2073 buy_proportion 0.49
2017-03-23 13:47:38.073 1.07893 1.07755 cum_theta_buy 1063.0 cum_theta_sell 1062.0 diff -1.0 exp_num_ticks 2098.71 max_proportion 0.51 threshold 1062.09 cum_ticks 2125 buy_proportion 0.50
2017-03-23 14:04:54.018 1.07857 1.07769 cum_theta_buy 970.0 cum_theta_sell 1062.0 diff 92.0 exp_num_ticks 2110.29 max_proportion 0.50 threshold 1061.30 cum_ticks 2032 buy_proportion 0.48
2017-03-23 14:25:03.837 1.07845 1.07765 cum_theta_buy 1020.0 cum_theta_sell 1063.0 diff 43.0 exp_num_ticks 2064.43 max_proportion 0.51 threshold 1062.69 cum_ticks 2083 buy_proportion 0.49
2017-03-23 14:46:16.354 1.07907 1.07799 cum_theta_buy 1063.0 cum_theta_sell 998.0 diff -65.0 exp_num_ticks 2074.43 max_proportion 0.51 threshold 1062.80 cum_ticks 2061 buy_proportion 0.52
2017-03-23 15:05:47.541 1.07936 1.07859 cum_theta_buy 909.0 cum_theta_sell 1038.0 diff 129.0 exp_num_ticks 2063.14 max_proportion 0.50 threshold 1037.41 cum_ticks 1947 buy_proportion 0.47
2017-03-23 15:24:42.822 1.07910 1.07805 cum_theta_buy 902.0 cum_theta_sell 1032.0 diff 130.0 exp_num_ticks 1999.00 max_proportion 0.52 threshold 1031.28 cum_ticks 1934 buy_proportion 0.47
2017-03-23 15:45:02.365 1.07833 1.07748 cum_theta_buy 981.0 cum_theta_sell 1030.0 diff 49.0 exp_num_ticks 1955.86 max_proportion 0.53 threshold 1029.60 cum_ticks 2011 buy_proportion 0.49
2017-03-23 16:03:43.180 1.07887 1.07738 cum_theta_buy 1017.0 cum_theta_sell 1033.0 diff 16.0 exp_num_ticks 1979.86 max_proportion 0.52 threshold 1032.09 cum_ticks 2050 buy_proportion 0.50
2017-03-23 16:23:49.449 1.07871 1.07804 cum_theta_buy 929.0 cum_theta_sell 1033.0 diff 104.0 exp_num_ticks 2022.29 max_proportion 0.51 threshold 1032.40 cum_ticks 1962 buy_proportion 0.47
2017-03-23 16:50:32.194 1.07882 1.07800 cum_theta_buy 1001.0 cum_theta_sell 1033.0 diff 32.0 exp_num_ticks 1994.14 max_proportion 0.52 threshold 1032.97 cum_ticks 2034 buy_proportion 0.49
2017-03-23 17:10:57.747 1.07906 1.07839 cum_theta_buy 850.0 cum_theta_sell 1034.0 diff 184.0 exp_num_ticks 2015.71 max_proportion 0.51 threshold 1033.31 cum_ticks 1884 buy_proportion 0.45
2017-03-23 17:28:52.675 1.07878 1.07809 cum_theta_buy 858.0 cum_theta_sell 1035.0 diff 177.0 exp_num_ticks 1938.00 max_proportion 0.53 threshold 1034.77 cum_ticks 1893 buy_proportion 0.45
2017-03-23 17:51:52.398 1.07856 1.07762 cum_theta_buy 942.0 cum_theta_sell 1036.0 diff 94.0 exp_num_ticks 1910.57 max_proportion 0.54 threshold 1035.13 cum_ticks 1978 buy_proportion 0.48
2017-03-23 18:23:44.842 1.07836 1.07785 cum_theta_buy 958.0 cum_theta_sell 1036.0 diff 78.0 exp_num_ticks 1940.29 max_proportion 0.53 threshold 1035.94 cum_ticks 1994 buy_proportion 0.48
2017-03-23 19:12:34.312 1.07856 1.07784 cum_theta_buy 968.0 cum_theta_sell 1037.0 diff 69.0 exp_num_ticks 1975.00 max_proportion 0.52 threshold 1036.17 cum_ticks 2005 buy_proportion 0.48
2017-03-23 19:34:58.156 1.07895 1.07821 cum_theta_buy 867.0 cum_theta_sell 1037.0 diff 170.0 exp_num_ticks 1998.00 max_proportion 0.52 threshold 1036.59 cum_ticks 1904 buy_proportion 0.46
2017-03-23 20:08:31.537 1.07881 1.07813 cum_theta_buy 951.0 cum_theta_sell 1038.0 diff 87.0 exp_num_ticks 1945.71 max_proportion 0.53 threshold 1037.49 cum_ticks 1989 buy_proportion 0.48
2017-03-23 21:35:49.723 1.07890 1.07787 cum_theta_buy 1003.0 cum_theta_sell 1039.0 diff 36.0 exp_num_ticks 1967.00 max_proportion 0.53 threshold 1038.01 cum_ticks 2042 buy_proportion 0.49
2017-03-23 22:59:50.127 1.07837 1.07788 cum_theta_buy 822.0 cum_theta_sell 1040.0 diff 218.0 exp_num_ticks 2007.14 max_proportion 0.52 threshold 1039.02 cum_ticks 1862 buy_proportion 0.44
2017-03-24 00:11:16.734 1.07857 1.07770 cum_theta_buy 868.0 cum_theta_sell 1042.0 diff 174.0 exp_num_ticks 1931.57 max_proportion 0.54 threshold 1041.30 cum_ticks 1910 buy_proportion 0.45
2017-03-24 00:54:08.926 1.07786 1.07653 cum_theta_buy 940.0 cum_theta_sell 1042.0 diff 102.0 exp_num_ticks 1915.14 max_proportion 0.54 threshold 1041.86 cum_ticks 1982 buy_proportion 0.47
2017-03-24 01:29:37.147 1.07696 1.07630 cum_theta_buy 962.0 cum_theta_sell 1043.0 diff 81.0 exp_num_ticks 1944.29 max_proportion 0.54 threshold 1042.29 cum_ticks 2005 buy_proportion 0.48
2017-03-24 02:17:04.907 1.07717 1.07609 cum_theta_buy 881.0 cum_theta_sell 1043.0 diff 162.0 exp_num_ticks 1984.86 max_proportion 0.53 threshold 1042.85 cum_ticks 1924 buy_proportion 0.46
2017-03-24 03:05:49.915 1.07668 1.07602 cum_theta_buy 879.0 cum_theta_sell 1044.0 diff 165.0 exp_num_ticks 1955.43 max_proportion 0.53 threshold 1043.23 cum_ticks 1923 buy_proportion 0.46
2017-03-24 04:00:39.367 1.07685 1.07624 cum_theta_buy 952.0 cum_theta_sell 1044.0 diff 92.0 exp_num_ticks 1935.00 max_proportion 0.54 threshold 1043.80 cum_ticks 1996 buy_proportion 0.48
2017-03-24 05:05:00.170 1.07696 1.07624 cum_theta_buy 825.0 cum_theta_sell 1045.0 diff 220.0 exp_num_ticks 1964.86 max_proportion 0.53 threshold 1044.21 cum_ticks 1870 buy_proportion 0.44
2017-03-24 06:07:22.708 1.07688 1.07611 cum_theta_buy 858.0 cum_theta_sell 1046.0 diff 188.0 exp_num_ticks 1913.57 max_proportion 0.55 threshold 1045.44 cum_ticks 1904 buy_proportion 0.45
2017-03-24 07:02:25.306 1.07678 1.07608 cum_theta_buy 896.0 cum_theta_sell 1046.0 diff 150.0 exp_num_ticks 1907.43 max_proportion 0.55 threshold 1045.86 cum_ticks 1942 buy_proportion 0.46
2017-03-24 07:35:15.762 1.07729 1.07624 cum_theta_buy 971.0 cum_theta_sell 1047.0 diff 76.0 exp_num_ticks 1920.86 max_proportion 0.54 threshold 1046.06 cum_ticks 2018 buy_proportion 0.48
2017-03-24 08:05:58.471 1.07808 1.07689 cum_theta_buy 1048.0 cum_theta_sell 992.0 diff -56.0 exp_num_ticks 1980.00 max_proportion 0.53 threshold 1047.12 cum_ticks 2040 buy_proportion 0.51
2017-03-24 08:30:18.584 1.07885 1.07786 cum_theta_buy 997.0 cum_theta_sell 1017.0 diff 20.0 exp_num_ticks 2019.71 max_proportion 0.50 threshold 1016.03 cum_ticks 2014 buy_proportion 0.50
2017-03-24 08:45:55.726 1.08070 1.07867 cum_theta_buy 1013.0 cum_theta_sell 1015.0 diff 2.0 exp_num_ticks 2022.00 max_proportion 0.50 threshold 1014.25 cum_ticks 2028 buy_proportion 0.50
2017-03-24 09:07:27.139 1.08064 1.07939 cum_theta_buy 788.0 cum_theta_sell 1014.0 diff 226.0 exp_num_ticks 2025.71 max_proportion 0.50 threshold 1013.38 cum_ticks 1802 buy_proportion 0.44
2017-03-24 09:36:50.867 1.07997 1.07929 cum_theta_buy 1019.0 cum_theta_sell 987.0 diff -32.0 exp_num_ticks 1896.86 max_proportion 0.54 threshold 1018.01 cum_ticks 2006 buy_proportion 0.51
2017-03-24 10:06:39.662 1.08109 1.07977 cum_theta_buy 1002.0 cum_theta_sell 973.0 diff -29.0 exp_num_ticks 1950.86 max_proportion 0.51 threshold 1001.63 cum_ticks 1975 buy_proportion 0.51
2017-03-24 10:36:45.361 1.08125 1.08032 cum_theta_buy 901.0 cum_theta_sell 985.0 diff 84.0 exp_num_ticks 1959.14 max_proportion 0.50 threshold 984.44 cum_ticks 1886 buy_proportion 0.48
2017-03-24 11:02:58.286 1.08102 1.08025 cum_theta_buy 910.0 cum_theta_sell 983.0 diff 73.0 exp_num_ticks 1928.57 max_proportion 0.51 threshold 982.58 cum_ticks 1893 buy_proportion 0.48
2017-03-24 11:32:14.312 1.08048 1.07978 cum_theta_buy 945.0 cum_theta_sell 983.0 diff 38.0 exp_num_ticks 1902.71 max_proportion 0.52 threshold 982.43 cum_ticks 1928 buy_proportion 0.49
2017-03-24 12:06:17.236 1.08090 1.07982 cum_theta_buy 896.0 cum_theta_sell 984.0 diff 88.0 exp_num_ticks 1912.00 max_proportion 0.51 threshold 983.38 cum_ticks 1880 buy_proportion 0.48
2017-03-24 12:34:02.848 1.08044 1.07985 cum_theta_buy 983.0 cum_theta_sell 984.0 diff 1.0 exp_num_ticks 1895.57 max_proportion 0.52 threshold 983.70 cum_ticks 1967 buy_proportion 0.50
2017-03-24 12:57:13.898 1.08066 1.07971 cum_theta_buy 877.0 cum_theta_sell 985.0 diff 108.0 exp_num_ticks 1936.57 max_proportion 0.51 threshold 984.24 cum_ticks 1862 buy_proportion 0.47
2017-03-24 13:23:37.012 1.08081 1.07997 cum_theta_buy 902.0 cum_theta_sell 986.0 diff 84.0 exp_num_ticks 1894.57 max_proportion 0.52 threshold 985.15 cum_ticks 1888 buy_proportion 0.48
2017-03-24 13:46:11.155 1.08027 1.07950 cum_theta_buy 947.0 cum_theta_sell 986.0 diff 39.0 exp_num_ticks 1891.86 max_proportion 0.52 threshold 985.72 cum_ticks 1933 buy_proportion 0.49
2017-03-24 14:07:21.802 1.08021 1.07905 cum_theta_buy 947.0 cum_theta_sell 987.0 diff 40.0 exp_num_ticks 1910.00 max_proportion 0.52 threshold 986.06 cum_ticks 1934 buy_proportion 0.49
2017-03-24 14:32:51.531 1.08036 1.07924 cum_theta_buy 970.0 cum_theta_sell 987.0 diff 17.0 exp_num_ticks 1927.14 max_proportion 0.51 threshold 986.64 cum_ticks 1957 buy_proportion 0.50
2017-03-24 15:01:23.356 1.08027 1.07968 cum_theta_buy 987.0 cum_theta_sell 934.0 diff -53.0 exp_num_ticks 1947.00 max_proportion 0.51 threshold 986.89 cum_ticks 1921 buy_proportion 0.51
2017-03-24 15:30:38.680 1.08058 1.07957 cum_theta_buy 970.0 cum_theta_sell 977.0 diff 7.0 exp_num_ticks 1933.14 max_proportion 0.51 threshold 976.56 cum_ticks 1947 buy_proportion 0.50
2017-03-24 15:57:09.406 1.08123 1.08037 cum_theta_buy 898.0 cum_theta_sell 975.0 diff 77.0 exp_num_ticks 1941.00 max_proportion 0.50 threshold 974.95 cum_ticks 1873 buy_proportion 0.48
2017-03-24 16:15:34.618 1.08141 1.08018 cum_theta_buy 945.0 cum_theta_sell 971.0 diff 26.0 exp_num_ticks 1901.00 max_proportion 0.51 threshold 970.06 cum_ticks 1916 buy_proportion 0.49
2017-03-24 16:32:25.202 1.08152 1.08066 cum_theta_buy 894.0 cum_theta_sell 974.0 diff 80.0 exp_num_ticks 1908.14 max_proportion 0.51 threshold 973.17 cum_ticks 1868 buy_proportion 0.48
2017-03-24 16:53:09.126 1.08092 1.07998 cum_theta_buy 869.0 cum_theta_sell 974.0 diff 105.0 exp_num_ticks 1882.43 max_proportion 0.52 threshold 973.42 cum_ticks 1843 buy_proportion 0.47
2017-03-24 17:18:44.607 1.08119 1.08040 cum_theta_buy 974.0 cum_theta_sell 909.0 diff -65.0 exp_num_ticks 1860.57 max_proportion 0.52 threshold 973.76 cum_ticks 1883 buy_proportion 0.52
2017-03-24 17:53:19.449 1.08095 1.08043 cum_theta_buy 913.0 cum_theta_sell 938.0 diff 25.0 exp_num_ticks 1869.43 max_proportion 0.50 threshold 937.21 cum_ticks 1851 buy_proportion 0.49
2017-03-24 18:29:55.021 1.08071 1.07997 cum_theta_buy 827.0 cum_theta_sell 936.0 diff 109.0 exp_num_ticks 1859.00 max_proportion 0.50 threshold 935.07 cum_ticks 1763 buy_proportion 0.47
2017-03-24 19:09:41.843 1.08092 1.08001 cum_theta_buy 934.0 cum_theta_sell 888.0 diff -46.0 exp_num_ticks 1805.29 max_proportion 0.52 threshold 933.56 cum_ticks 1822 buy_proportion 0.51
2017-03-24 19:30:03.767 1.08179 1.08068 cum_theta_buy 910.0 cum_theta_sell 852.0 diff -58.0 exp_num_ticks 1809.29 max_proportion 0.50 threshold 909.32 cum_ticks 1762 buy_proportion 0.52
2017-03-24 19:42:22.745 1.08167 1.08000 cum_theta_buy 860.0 cum_theta_sell 905.0 diff 45.0 exp_num_ticks 1779.29 max_proportion 0.51 threshold 904.94 cum_ticks 1765 buy_proportion 0.49
2017-03-24 19:55:19.546 1.08018 1.07915 cum_theta_buy 772.0 cum_theta_sell 888.0 diff 116.0 exp_num_ticks 1772.29 max_proportion 0.50 threshold 887.52 cum_ticks 1660 buy_proportion 0.47
2017-03-24 20:26:57.724 1.08025 1.07906 cum_theta_buy 889.0 cum_theta_sell 813.0 diff -76.0 exp_num_ticks 1704.57 max_proportion 0.52 threshold 888.52 cum_ticks 1702 buy_proportion 0.52
2017-03-24 20:57:09.908 1.08049 1.07977 cum_theta_buy 768.0 cum_theta_sell 852.0 diff 84.0 exp_num_ticks 1699.00 max_proportion 0.50 threshold 851.12 cum_ticks 1620 buy_proportion 0.47
2017-03-26 21:54:15.241 1.08382 1.07957 cum_theta_buy 756.0 cum_theta_sell 847.0 diff 91.0 exp_num_ticks 1649.14 max_proportion 0.51 threshold 846.71 cum_ticks 1603 buy_proportion 0.47
2017-03-26 22:22:07.102 1.08382 1.08298 cum_theta_buy 776.0 cum_theta_sell 845.0 diff 69.0 exp_num_ticks 1622.00 max_proportion 0.52 threshold 844.15 cum_ticks 1621 buy_proportion 0.48
2017-03-26 22:52:53.926 1.08469 1.08325 cum_theta_buy 847.0 cum_theta_sell 827.0 diff -20.0 exp_num_ticks 1615.71 max_proportion 0.52 threshold 846.59 cum_ticks 1674 buy_proportion 0.51
2017-03-26 23:22:23.219 1.08492 1.08444 cum_theta_buy 706.0 cum_theta_sell 836.0 diff 130.0 exp_num_ticks 1648.71 max_proportion 0.51 threshold 835.44 cum_ticks 1542 buy_proportion 0.46
2017-03-26 23:59:14.639 1.08492 1.08438 cum_theta_buy 791.0 cum_theta_sell 836.0 diff 45.0 exp_num_ticks 1591.00 max_proportion 0.53 threshold 835.95 cum_ticks 1627 buy_proportion 0.49
2017-03-27 00:24:10.937 1.08462 1.08377 cum_theta_buy 625.0 cum_theta_sell 836.0 diff 211.0 exp_num_ticks 1609.43 max_proportion 0.52 threshold 835.44 cum_ticks 1461 buy_proportion 0.43
2017-03-27 00:56:26.114 1.08470 1.08388 cum_theta_buy 762.0 cum_theta_sell 838.0 diff 76.0 exp_num_ticks 1520.00 max_proportion 0.55 threshold 837.88 cum_ticks 1600 buy_proportion 0.48
2017-03-27 01:23:59.384 1.08491 1.08419 cum_theta_buy 731.0 cum_theta_sell 839.0 diff 108.0 exp_num_ticks 1564.14 max_proportion 0.54 threshold 838.66 cum_ticks 1570 buy_proportion 0.47
2017-03-27 01:58:49.784 1.08442 1.08403 cum_theta_buy 696.0 cum_theta_sell 839.0 diff 143.0 exp_num_ticks 1563.00 max_proportion 0.54 threshold 838.95 cum_ticks 1535 buy_proportion 0.45
2017-03-27 02:38:27.228 1.08478 1.08394 cum_theta_buy 748.0 cum_theta_sell 840.0 diff 92.0 exp_num_ticks 1554.29 max_proportion 0.54 threshold 839.06 cum_ticks 1588 buy_proportion 0.47
2017-03-27 03:24:26.956 1.08475 1.08437 cum_theta_buy 692.0 cum_theta_sell 840.0 diff 148.0 exp_num_ticks 1570.29 max_proportion 0.53 threshold 839.75 cum_ticks 1532 buy_proportion 0.45
2017-03-27 04:30:52.528 1.08496 1.08453 cum_theta_buy 802.0 cum_theta_sell 841.0 diff 39.0 exp_num_ticks 1548.43 max_proportion 0.54 threshold 840.07 cum_ticks 1643 buy_proportion 0.49
Batch number: 11
2017-03-27 05:25:09.638 1.08461 1.08423 cum_theta_buy 838.0 cum_theta_sell 842.0 diff 4.0 exp_num_ticks 1603.43 max_proportion 0.52 threshold 841.35 cum_ticks 1680 buy_proportion 0.50
2017-03-27 06:03:58.954 1.08500 1.08436 cum_theta_buy 724.0 cum_theta_sell 843.0 diff 119.0 exp_num_ticks 1648.29 max_proportion 0.51 threshold 842.23 cum_ticks 1567 buy_proportion 0.46
2017-03-27 06:24:27.923 1.08527 1.08452 cum_theta_buy 727.0 cum_theta_sell 844.0 diff 117.0 exp_num_ticks 1610.14 max_proportion 0.52 threshold 843.29 cum_ticks 1571 buy_proportion 0.46
2017-03-27 06:44:29.464 1.08646 1.08518 cum_theta_buy 812.0 cum_theta_sell 844.0 diff 32.0 exp_num_ticks 1585.43 max_proportion 0.53 threshold 843.92 cum_ticks 1656 buy_proportion 0.49
2017-03-27 07:02:10.355 1.08693 1.08579 cum_theta_buy 824.0 cum_theta_sell 845.0 diff 21.0 exp_num_ticks 1619.00 max_proportion 0.52 threshold 844.45 cum_ticks 1669 buy_proportion 0.49
2017-03-27 07:18:43.287 1.08699 1.08600 cum_theta_buy 765.0 cum_theta_sell 845.0 diff 80.0 exp_num_ticks 1651.29 max_proportion 0.51 threshold 844.92 cum_ticks 1610 buy_proportion 0.48
2017-03-27 07:35:07.195 1.08733 1.08645 cum_theta_buy 777.0 cum_theta_sell 846.0 diff 69.0 exp_num_ticks 1633.43 max_proportion 0.52 threshold 845.09 cum_ticks 1623 buy_proportion 0.48
2017-03-27 07:54:31.052 1.08710 1.08640 cum_theta_buy 719.0 cum_theta_sell 846.0 diff 127.0 exp_num_ticks 1625.86 max_proportion 0.52 threshold 845.68 cum_ticks 1565 buy_proportion 0.46
2017-03-27 08:15:32.377 1.08721 1.08628 cum_theta_buy 760.0 cum_theta_sell 847.0 diff 87.0 exp_num_ticks 1588.00 max_proportion 0.53 threshold 846.10 cum_ticks 1607 buy_proportion 0.47
2017-03-27 08:41:17.585 1.08708 1.08629 cum_theta_buy 706.0 cum_theta_sell 847.0 diff 141.0 exp_num_ticks 1597.29 max_proportion 0.53 threshold 846.72 cum_ticks 1553 buy_proportion 0.45
2017-03-27 09:04:35.129 1.08672 1.08564 cum_theta_buy 712.0 cum_theta_sell 848.0 diff 136.0 exp_num_ticks 1570.14 max_proportion 0.54 threshold 847.05 cum_ticks 1560 buy_proportion 0.46
2017-03-27 09:31:15.574 1.08586 1.08534 cum_theta_buy 789.0 cum_theta_sell 848.0 diff 59.0 exp_num_ticks 1564.71 max_proportion 0.54 threshold 847.68 cum_ticks 1637 buy_proportion 0.48
2017-03-27 09:59:11.598 1.08694 1.08554 cum_theta_buy 849.0 cum_theta_sell 831.0 diff -18.0 exp_num_ticks 1603.00 max_proportion 0.53 threshold 848.37 cum_ticks 1680 buy_proportion 0.51
2017-03-27 10:28:15.481 1.08711 1.08650 cum_theta_buy 714.0 cum_theta_sell 840.0 diff 126.0 exp_num_ticks 1650.57 max_proportion 0.51 threshold 839.01 cum_ticks 1554 buy_proportion 0.46
2017-03-27 11:05:26.807 1.08677 1.08610 cum_theta_buy 778.0 cum_theta_sell 840.0 diff 62.0 exp_num_ticks 1601.86 max_proportion 0.52 threshold 839.71 cum_ticks 1618 buy_proportion 0.48
2017-03-27 11:38:25.891 1.08692 1.08636 cum_theta_buy 776.0 cum_theta_sell 840.0 diff 64.0 exp_num_ticks 1608.57 max_proportion 0.52 threshold 839.30 cum_ticks 1616 buy_proportion 0.48
2017-03-27 11:55:43.599 1.08818 1.08675 cum_theta_buy 798.0 cum_theta_sell 841.0 diff 43.0 exp_num_ticks 1607.71 max_proportion 0.52 threshold 840.16 cum_ticks 1639 buy_proportion 0.49
2017-03-27 12:14:50.131 1.08895 1.08754 cum_theta_buy 805.0 cum_theta_sell 841.0 diff 36.0 exp_num_ticks 1629.43 max_proportion 0.52 threshold 840.61 cum_ticks 1646 buy_proportion 0.49
2017-03-27 12:31:36.720 1.08958 1.08853 cum_theta_buy 779.0 cum_theta_sell 841.0 diff 62.0 exp_num_ticks 1639.71 max_proportion 0.51 threshold 840.89 cum_ticks 1620 buy_proportion 0.48
2017-03-27 12:50:15.382 1.08962 1.08895 cum_theta_buy 630.0 cum_theta_sell 842.0 diff 212.0 exp_num_ticks 1630.14 max_proportion 0.52 threshold 841.04 cum_ticks 1472 buy_proportion 0.43
2017-03-27 13:07:06.056 1.09058 1.08905 cum_theta_buy 766.0 cum_theta_sell 844.0 diff 78.0 exp_num_ticks 1539.14 max_proportion 0.55 threshold 843.73 cum_ticks 1610 buy_proportion 0.48
2017-03-27 13:24:33.835 1.09049 1.08966 cum_theta_buy 732.0 cum_theta_sell 845.0 diff 113.0 exp_num_ticks 1572.00 max_proportion 0.54 threshold 844.40 cum_ticks 1577 buy_proportion 0.46
2017-03-27 13:38:12.831 1.08999 1.08906 cum_theta_buy 736.0 cum_theta_sell 845.0 diff 109.0 exp_num_ticks 1571.43 max_proportion 0.54 threshold 844.93 cum_ticks 1581 buy_proportion 0.47
2017-03-27 13:52:43.553 1.08948 1.08782 cum_theta_buy 753.0 cum_theta_sell 845.0 diff 92.0 exp_num_ticks 1584.00 max_proportion 0.53 threshold 844.90 cum_ticks 1598 buy_proportion 0.47
2017-03-27 14:09:17.674 1.08849 1.08785 cum_theta_buy 846.0 cum_theta_sell 787.0 diff -59.0 exp_num_ticks 1590.14 max_proportion 0.53 threshold 845.03 cum_ticks 1633 buy_proportion 0.52
2017-03-27 14:27:30.911 1.08886 1.08825 cum_theta_buy 813.0 cum_theta_sell 794.0 diff -19.0 exp_num_ticks 1615.57 max_proportion 0.50 threshold 812.35 cum_ticks 1607 buy_proportion 0.51
2017-03-27 14:46:01.110 1.08847 1.08776 cum_theta_buy 753.0 cum_theta_sell 814.0 diff 61.0 exp_num_ticks 1613.14 max_proportion 0.50 threshold 813.71 cum_ticks 1567 buy_proportion 0.48
2017-03-27 15:01:11.462 1.08853 1.08763 cum_theta_buy 750.0 cum_theta_sell 805.0 diff 55.0 exp_num_ticks 1587.86 max_proportion 0.51 threshold 804.81 cum_ticks 1555 buy_proportion 0.48
2017-03-27 15:21:55.969 1.08911 1.08831 cum_theta_buy 807.0 cum_theta_sell 770.0 diff -37.0 exp_num_ticks 1565.86 max_proportion 0.51 threshold 806.14 cum_ticks 1577 buy_proportion 0.51
2017-03-27 15:39:00.794 1.08890 1.08806 cum_theta_buy 624.0 cum_theta_sell 787.0 diff 163.0 exp_num_ticks 1569.29 max_proportion 0.50 threshold 786.42 cum_ticks 1411 buy_proportion 0.44
2017-03-27 16:02:43.339 1.08872 1.08790 cum_theta_buy 760.0 cum_theta_sell 788.0 diff 28.0 exp_num_ticks 1479.00 max_proportion 0.53 threshold 787.10 cum_ticks 1548 buy_proportion 0.49
2017-03-27 16:32:54.235 1.08807 1.08708 cum_theta_buy 787.0 cum_theta_sell 767.0 diff -20.0 exp_num_ticks 1513.00 max_proportion 0.52 threshold 786.75 cum_ticks 1554 buy_proportion 0.51
2017-03-27 16:56:20.035 1.08768 1.08624 cum_theta_buy 643.0 cum_theta_sell 777.0 diff 134.0 exp_num_ticks 1531.86 max_proportion 0.51 threshold 776.89 cum_ticks 1420 buy_proportion 0.45
2017-03-27 17:21:23.661 1.08679 1.08620 cum_theta_buy 773.0 cum_theta_sell 778.0 diff 5.0 exp_num_ticks 1476.57 max_proportion 0.53 threshold 777.29 cum_ticks 1551 buy_proportion 0.50
2017-03-27 17:54:06.608 1.08722 1.08662 cum_theta_buy 733.0 cum_theta_sell 778.0 diff 45.0 exp_num_ticks 1514.00 max_proportion 0.51 threshold 777.41 cum_ticks 1511 buy_proportion 0.49
2017-03-27 18:25:26.413 1.08728 1.08660 cum_theta_buy 580.0 cum_theta_sell 779.0 diff 199.0 exp_num_ticks 1509.43 max_proportion 0.52 threshold 778.43 cum_ticks 1359 buy_proportion 0.43
2017-03-27 19:04:17.004 1.08725 1.08652 cum_theta_buy 600.0 cum_theta_sell 782.0 diff 182.0 exp_num_ticks 1429.86 max_proportion 0.55 threshold 781.16 cum_ticks 1382 buy_proportion 0.43
2017-03-27 19:47:02.545 1.08667 1.08621 cum_theta_buy 740.0 cum_theta_sell 782.0 diff 42.0 exp_num_ticks 1393.86 max_proportion 0.56 threshold 781.50 cum_ticks 1522 buy_proportion 0.49
2017-03-27 20:34:43.744 1.08664 1.08610 cum_theta_buy 588.0 cum_theta_sell 784.0 diff 196.0 exp_num_ticks 1458.71 max_proportion 0.54 threshold 783.56 cum_ticks 1372 buy_proportion 0.43
2017-03-27 22:02:19.229 1.08664 1.08622 cum_theta_buy 693.0 cum_theta_sell 785.0 diff 92.0 exp_num_ticks 1416.29 max_proportion 0.55 threshold 784.86 cum_ticks 1478 buy_proportion 0.47
2017-03-27 23:14:32.888 1.08663 1.08601 cum_theta_buy 704.0 cum_theta_sell 786.0 diff 82.0 exp_num_ticks 1454.00 max_proportion 0.54 threshold 785.40 cum_ticks 1490 buy_proportion 0.47
2017-03-28 00:16:16.892 1.08684 1.08584 cum_theta_buy 766.0 cum_theta_sell 787.0 diff 21.0 exp_num_ticks 1469.71 max_proportion 0.53 threshold 786.03 cum_ticks 1553 buy_proportion 0.49
2017-03-28 00:53:33.498 1.08667 1.08601 cum_theta_buy 619.0 cum_theta_sell 787.0 diff 168.0 exp_num_ticks 1524.29 max_proportion 0.52 threshold 786.79 cum_ticks 1406 buy_proportion 0.44
2017-03-28 01:25:01.647 1.08647 1.08552 cum_theta_buy 704.0 cum_theta_sell 789.0 diff 85.0 exp_num_ticks 1460.00 max_proportion 0.54 threshold 788.40 cum_ticks 1493 buy_proportion 0.47
2017-03-28 02:08:59.448 1.08663 1.08601 cum_theta_buy 605.0 cum_theta_sell 790.0 diff 185.0 exp_num_ticks 1476.71 max_proportion 0.53 threshold 789.01 cum_ticks 1395 buy_proportion 0.43
2017-03-28 02:49:23.725 1.08641 1.08589 cum_theta_buy 612.0 cum_theta_sell 791.0 diff 179.0 exp_num_ticks 1424.57 max_proportion 0.55 threshold 790.01 cum_ticks 1403 buy_proportion 0.44
2017-03-28 03:47:28.951 1.08650 1.08588 cum_theta_buy 751.0 cum_theta_sell 791.0 diff 40.0 exp_num_ticks 1413.57 max_proportion 0.56 threshold 790.84 cum_ticks 1542 buy_proportion 0.49
2017-03-28 04:40:00.522 1.08680 1.08620 cum_theta_buy 611.0 cum_theta_sell 793.0 diff 182.0 exp_num_ticks 1481.29 max_proportion 0.54 threshold 792.65 cum_ticks 1404 buy_proportion 0.44
2017-03-28 05:37:43.427 1.08718 1.08639 cum_theta_buy 745.0 cum_theta_sell 794.0 diff 49.0 exp_num_ticks 1443.29 max_proportion 0.55 threshold 793.60 cum_ticks 1539 buy_proportion 0.48
2017-03-28 06:06:41.920 1.08725 1.08578 cum_theta_buy 609.0 cum_theta_sell 795.0 diff 186.0 exp_num_ticks 1500.86 max_proportion 0.53 threshold 794.66 cum_ticks 1404 buy_proportion 0.43
2017-03-28 06:25:02.134 1.08592 1.08511 cum_theta_buy 707.0 cum_theta_sell 796.0 diff 89.0 exp_num_ticks 1442.57 max_proportion 0.55 threshold 795.81 cum_ticks 1503 buy_proportion 0.47
2017-03-28 06:47:12.332 1.08586 1.08487 cum_theta_buy 615.0 cum_theta_sell 797.0 diff 182.0 exp_num_ticks 1479.86 max_proportion 0.54 threshold 796.34 cum_ticks 1412 buy_proportion 0.44
2017-03-28 07:08:51.077 1.08553 1.08486 cum_theta_buy 753.0 cum_theta_sell 798.0 diff 45.0 exp_num_ticks 1436.86 max_proportion 0.55 threshold 797.10 cum_ticks 1551 buy_proportion 0.49
2017-03-28 07:23:30.479 1.08689 1.08533 cum_theta_buy 633.0 cum_theta_sell 799.0 diff 166.0 exp_num_ticks 1504.43 max_proportion 0.53 threshold 798.75 cum_ticks 1432 buy_proportion 0.44
2017-03-28 07:45:00.771 1.08635 1.08543 cum_theta_buy 668.0 cum_theta_sell 800.0 diff 132.0 exp_num_ticks 1463.14 max_proportion 0.55 threshold 799.57 cum_ticks 1468 buy_proportion 0.46
2017-03-28 08:06:00.785 1.08603 1.08510 cum_theta_buy 608.0 cum_theta_sell 800.0 diff 192.0 exp_num_ticks 1469.57 max_proportion 0.54 threshold 799.92 cum_ticks 1408 buy_proportion 0.43
2017-03-28 08:24:56.341 1.08561 1.08454 cum_theta_buy 727.0 cum_theta_sell 801.0 diff 74.0 exp_num_ticks 1428.57 max_proportion 0.56 threshold 800.12 cum_ticks 1528 buy_proportion 0.48
2017-03-28 08:47:44.660 1.08557 1.08473 cum_theta_buy 625.0 cum_theta_sell 802.0 diff 177.0 exp_num_ticks 1485.14 max_proportion 0.54 threshold 801.59 cum_ticks 1427 buy_proportion 0.44
2017-03-28 09:12:39.235 1.08617 1.08538 cum_theta_buy 712.0 cum_theta_sell 803.0 diff 91.0 exp_num_ticks 1453.14 max_proportion 0.55 threshold 802.28 cum_ticks 1515 buy_proportion 0.47
2017-03-28 09:42:19.120 1.08645 1.08567 cum_theta_buy 742.0 cum_theta_sell 804.0 diff 62.0 exp_num_ticks 1491.71 max_proportion 0.54 threshold 803.05 cum_ticks 1546 buy_proportion 0.48
2017-03-28 10:18:29.503 1.08629 1.08570 cum_theta_buy 763.0 cum_theta_sell 805.0 diff 42.0 exp_num_ticks 1520.14 max_proportion 0.53 threshold 804.00 cum_ticks 1568 buy_proportion 0.49
2017-03-28 10:58:16.447 1.08609 1.08537 cum_theta_buy 735.0 cum_theta_sell 805.0 diff 70.0 exp_num_ticks 1554.14 max_proportion 0.52 threshold 804.54 cum_ticks 1540 buy_proportion 0.48
2017-03-28 11:30:42.835 1.08543 1.08489 cum_theta_buy 762.0 cum_theta_sell 805.0 diff 43.0 exp_num_ticks 1548.86 max_proportion 0.52 threshold 804.91 cum_ticks 1567 buy_proportion 0.49
2017-03-28 11:58:52.476 1.08594 1.08502 cum_theta_buy 734.0 cum_theta_sell 806.0 diff 72.0 exp_num_ticks 1559.43 max_proportion 0.52 threshold 805.05 cum_ticks 1540 buy_proportion 0.48
2017-03-28 12:17:19.118 1.08607 1.08490 cum_theta_buy 678.0 cum_theta_sell 806.0 diff 128.0 exp_num_ticks 1547.71 max_proportion 0.52 threshold 805.62 cum_ticks 1484 buy_proportion 0.46
2017-03-28 12:35:36.217 1.08672 1.08571 cum_theta_buy 769.0 cum_theta_sell 807.0 diff 38.0 exp_num_ticks 1511.86 max_proportion 0.53 threshold 806.25 cum_ticks 1576 buy_proportion 0.49
2017-03-28 13:00:26.026 1.08617 1.08560 cum_theta_buy 691.0 cum_theta_sell 808.0 diff 117.0 exp_num_ticks 1544.57 max_proportion 0.52 threshold 807.12 cum_ticks 1499 buy_proportion 0.46
2017-03-28 13:26:22.561 1.08636 1.08563 cum_theta_buy 787.0 cum_theta_sell 808.0 diff 21.0 exp_num_ticks 1518.86 max_proportion 0.53 threshold 807.89 cum_ticks 1595 buy_proportion 0.49
2017-03-28 13:47:02.923 1.08676 1.08592 cum_theta_buy 783.0 cum_theta_sell 809.0 diff 26.0 exp_num_ticks 1564.86 max_proportion 0.52 threshold 808.46 cum_ticks 1592 buy_proportion 0.49
2017-03-28 14:02:51.854 1.08705 1.08613 cum_theta_buy 759.0 cum_theta_sell 809.0 diff 50.0 exp_num_ticks 1579.57 max_proportion 0.51 threshold 808.93 cum_ticks 1568 buy_proportion 0.48
2017-03-28 14:18:25.473 1.08674 1.08575 cum_theta_buy 642.0 cum_theta_sell 809.0 diff 167.0 exp_num_ticks 1578.71 max_proportion 0.51 threshold 808.91 cum_ticks 1451 buy_proportion 0.44
2017-03-28 14:37:25.748 1.08709 1.08604 cum_theta_buy 778.0 cum_theta_sell 811.0 diff 33.0 exp_num_ticks 1504.57 max_proportion 0.54 threshold 810.37 cum_ticks 1589 buy_proportion 0.49
2017-03-28 14:58:31.520 1.08720 1.08662 cum_theta_buy 719.0 cum_theta_sell 812.0 diff 93.0 exp_num_ticks 1546.57 max_proportion 0.52 threshold 811.41 cum_ticks 1531 buy_proportion 0.47
2017-03-28 15:11:17.530 1.08694 1.08572 cum_theta_buy 581.0 cum_theta_sell 812.0 diff 231.0 exp_num_ticks 1536.14 max_proportion 0.53 threshold 811.92 cum_ticks 1393 buy_proportion 0.42
2017-03-28 15:30:40.731 1.08620 1.08513 cum_theta_buy 805.0 cum_theta_sell 815.0 diff 10.0 exp_num_ticks 1460.43 max_proportion 0.56 threshold 814.25 cum_ticks 1620 buy_proportion 0.50
2017-03-28 15:56:05.988 1.08607 1.08510 cum_theta_buy 684.0 cum_theta_sell 818.0 diff 134.0 exp_num_ticks 1542.43 max_proportion 0.53 threshold 817.17 cum_ticks 1502 buy_proportion 0.46
2017-03-28 16:23:59.043 1.08527 1.08439 cum_theta_buy 771.0 cum_theta_sell 819.0 diff 48.0 exp_num_ticks 1520.14 max_proportion 0.54 threshold 818.17 cum_ticks 1590 buy_proportion 0.48
2017-03-28 16:50:01.232 1.08495 1.08373 cum_theta_buy 746.0 cum_theta_sell 819.0 diff 73.0 exp_num_ticks 1569.14 max_proportion 0.52 threshold 818.80 cum_ticks 1565 buy_proportion 0.48
2017-03-28 17:10:39.700 1.08403 1.08296 cum_theta_buy 757.0 cum_theta_sell 820.0 diff 63.0 exp_num_ticks 1563.14 max_proportion 0.52 threshold 819.11 cum_ticks 1577 buy_proportion 0.48
2017-03-28 17:38:52.894 1.08390 1.08263 cum_theta_buy 806.0 cum_theta_sell 820.0 diff 14.0 exp_num_ticks 1575.43 max_proportion 0.52 threshold 819.59 cum_ticks 1626 buy_proportion 0.50
2017-03-28 17:58:38.614 1.08277 1.08218 cum_theta_buy 788.0 cum_theta_sell 821.0 diff 33.0 exp_num_ticks 1603.29 max_proportion 0.51 threshold 820.08 cum_ticks 1609 buy_proportion 0.49
2017-03-28 18:12:31.568 1.08236 1.07993 cum_theta_buy 821.0 cum_theta_sell 818.0 diff -3.0 exp_num_ticks 1609.29 max_proportion 0.51 threshold 820.64 cum_ticks 1639 buy_proportion 0.50
2017-03-28 18:33:09.810 1.08070 1.07988 cum_theta_buy 820.0 cum_theta_sell 818.0 diff -2.0 exp_num_ticks 1628.57 max_proportion 0.50 threshold 819.21 cum_ticks 1638 buy_proportion 0.50
2017-03-28 19:02:23.869 1.08087 1.08007 cum_theta_buy 730.0 cum_theta_sell 819.0 diff 89.0 exp_num_ticks 1634.14 max_proportion 0.50 threshold 818.47 cum_ticks 1549 buy_proportion 0.47
2017-03-28 19:40:51.066 1.08113 1.08034 cum_theta_buy 779.0 cum_theta_sell 820.0 diff 41.0 exp_num_ticks 1587.29 max_proportion 0.52 threshold 819.22 cum_ticks 1599 buy_proportion 0.49
2017-03-28 20:42:37.598 1.08161 1.08090 cum_theta_buy 696.0 cum_theta_sell 820.0 diff 124.0 exp_num_ticks 1590.29 max_proportion 0.52 threshold 819.71 cum_ticks 1516 buy_proportion 0.46
2017-03-28 21:57:29.376 1.08151 1.08075 cum_theta_buy 821.0 cum_theta_sell 817.0 diff -4.0 exp_num_ticks 1544.43 max_proportion 0.53 threshold 820.30 cum_ticks 1638 buy_proportion 0.50
2017-03-28 23:21:59.024 1.08165 1.08095 cum_theta_buy 794.0 cum_theta_sell 820.0 diff 26.0 exp_num_ticks 1597.57 max_proportion 0.51 threshold 819.26 cum_ticks 1614 buy_proportion 0.49
2017-03-28 23:56:31.031 1.08238 1.08081 cum_theta_buy 780.0 cum_theta_sell 820.0 diff 40.0 exp_num_ticks 1606.86 max_proportion 0.51 threshold 819.65 cum_ticks 1600 buy_proportion 0.49
2017-03-29 00:25:06.975 1.08204 1.08088 cum_theta_buy 650.0 cum_theta_sell 820.0 diff 170.0 exp_num_ticks 1609.43 max_proportion 0.51 threshold 819.63 cum_ticks 1470 buy_proportion 0.44
2017-03-29 00:58:14.562 1.08209 1.08142 cum_theta_buy 787.0 cum_theta_sell 822.0 diff 35.0 exp_num_ticks 1527.71 max_proportion 0.54 threshold 821.55 cum_ticks 1609 buy_proportion 0.49
2017-03-29 01:36:17.379 1.08198 1.08127 cum_theta_buy 713.0 cum_theta_sell 823.0 diff 110.0 exp_num_ticks 1568.00 max_proportion 0.52 threshold 822.45 cum_ticks 1536 buy_proportion 0.46
2017-03-29 02:14:15.721 1.08194 1.08117 cum_theta_buy 741.0 cum_theta_sell 823.0 diff 82.0 exp_num_ticks 1547.43 max_proportion 0.53 threshold 822.97 cum_ticks 1564 buy_proportion 0.47
2017-03-29 02:59:16.310 1.08264 1.08176 cum_theta_buy 824.0 cum_theta_sell 822.0 diff -2.0 exp_num_ticks 1562.43 max_proportion 0.53 threshold 823.03 cum_ticks 1646 buy_proportion 0.50
2017-03-29 03:51:37.408 1.08199 1.08137 cum_theta_buy 756.0 cum_theta_sell 824.0 diff 68.0 exp_num_ticks 1606.86 max_proportion 0.51 threshold 823.13 cum_ticks 1580 buy_proportion 0.48
2017-03-29 04:54:49.014 1.08164 1.08124 cum_theta_buy 615.0 cum_theta_sell 824.0 diff 209.0 exp_num_ticks 1596.57 max_proportion 0.52 threshold 823.62 cum_ticks 1439 buy_proportion 0.43
2017-03-29 05:39:33.520 1.08152 1.08045 cum_theta_buy 632.0 cum_theta_sell 827.0 diff 195.0 exp_num_ticks 1508.86 max_proportion 0.55 threshold 826.19 cum_ticks 1459 buy_proportion 0.43
2017-03-29 06:10:37.959 1.08129 1.07970 cum_theta_buy 797.0 cum_theta_sell 827.0 diff 30.0 exp_num_ticks 1470.57 max_proportion 0.56 threshold 826.47 cum_ticks 1624 buy_proportion 0.49
2017-03-29 06:34:11.732 1.08063 1.07972 cum_theta_buy 812.0 cum_theta_sell 830.0 diff 18.0 exp_num_ticks 1550.43 max_proportion 0.53 threshold 829.08 cum_ticks 1642 buy_proportion 0.49
2017-03-29 06:53:14.498 1.08006 1.07864 cum_theta_buy 831.0 cum_theta_sell 776.0 diff -55.0 exp_num_ticks 1610.71 max_proportion 0.52 threshold 830.03 cum_ticks 1607 buy_proportion 0.52
2017-03-29 07:10:32.349 1.08004 1.07924 cum_theta_buy 800.0 cum_theta_sell 821.0 diff 21.0 exp_num_ticks 1619.43 max_proportion 0.51 threshold 820.88 cum_ticks 1621 buy_proportion 0.49
2017-03-29 07:29:12.521 1.07979 1.07785 cum_theta_buy 706.0 cum_theta_sell 811.0 diff 105.0 exp_num_ticks 1620.00 max_proportion 0.50 threshold 810.66 cum_ticks 1517 buy_proportion 0.47
2017-03-29 07:47:44.510 1.07869 1.07772 cum_theta_buy 810.0 cum_theta_sell 772.0 diff -38.0 exp_num_ticks 1559.57 max_proportion 0.52 threshold 809.70 cum_ticks 1582 buy_proportion 0.51
2017-03-29 08:10:22.803 1.07886 1.07825 cum_theta_buy 791.0 cum_theta_sell 773.0 diff -18.0 exp_num_ticks 1569.00 max_proportion 0.50 threshold 790.70 cum_ticks 1564 buy_proportion 0.51
2017-03-29 08:33:39.152 1.07923 1.07824 cum_theta_buy 780.0 cum_theta_sell 784.0 diff 4.0 exp_num_ticks 1562.43 max_proportion 0.50 threshold 783.99 cum_ticks 1564 buy_proportion 0.50
2017-03-29 08:53:43.536 1.07943 1.07855 cum_theta_buy 732.0 cum_theta_sell 788.0 diff 56.0 exp_num_ticks 1566.57 max_proportion 0.50 threshold 787.40 cum_ticks 1520 buy_proportion 0.48
2017-03-29 09:14:41.063 1.07900 1.07842 cum_theta_buy 729.0 cum_theta_sell 785.0 diff 56.0 exp_num_ticks 1538.86 max_proportion 0.51 threshold 784.92 cum_ticks 1514 buy_proportion 0.48
2017-03-29 09:38:20.663 1.07915 1.07843 cum_theta_buy 786.0 cum_theta_sell 699.0 diff -87.0 exp_num_ticks 1522.86 max_proportion 0.52 threshold 785.82 cum_ticks 1485 buy_proportion 0.53
2017-03-29 10:10:47.643 1.07927 1.07880 cum_theta_buy 763.0 cum_theta_sell 684.0 diff -79.0 exp_num_ticks 1498.29 max_proportion 0.51 threshold 762.36 cum_ticks 1447 buy_proportion 0.53
2017-03-29 10:45:05.656 1.07943 1.07871 cum_theta_buy 664.0 cum_theta_sell 766.0 diff 102.0 exp_num_ticks 1467.43 max_proportion 0.52 threshold 765.01 cum_ticks 1430 buy_proportion 0.46
2017-03-29 11:14:19.762 1.07930 1.07848 cum_theta_buy 719.0 cum_theta_sell 734.0 diff 15.0 exp_num_ticks 1442.71 max_proportion 0.51 threshold 733.47 cum_ticks 1453 buy_proportion 0.49
2017-03-29 11:34:46.628 1.07926 1.07862 cum_theta_buy 632.0 cum_theta_sell 737.0 diff 105.0 exp_num_ticks 1445.57 max_proportion 0.51 threshold 736.14 cum_ticks 1369 buy_proportion 0.46
2017-03-29 11:48:52.084 1.07906 1.07791 cum_theta_buy 680.0 cum_theta_sell 741.0 diff 61.0 exp_num_ticks 1401.71 max_proportion 0.53 threshold 740.78 cum_ticks 1421 buy_proportion 0.48
2017-03-29 11:54:53.460 1.07843 1.07473 cum_theta_buy 569.0 cum_theta_sell 740.0 diff 171.0 exp_num_ticks 1410.71 max_proportion 0.52 threshold 739.16 cum_ticks 1309 buy_proportion 0.43
2017-03-29 12:02:57.870 1.07598 1.07497 cum_theta_buy 676.0 cum_theta_sell 741.0 diff 65.0 exp_num_ticks 1349.57 max_proportion 0.55 threshold 740.83 cum_ticks 1417 buy_proportion 0.48
2017-03-29 12:11:47.387 1.07528 1.07398 cum_theta_buy 648.0 cum_theta_sell 742.0 diff 94.0 exp_num_ticks 1386.71 max_proportion 0.53 threshold 741.66 cum_ticks 1390 buy_proportion 0.47
2017-03-29 12:24:30.890 1.07568 1.07440 cum_theta_buy 742.0 cum_theta_sell 678.0 diff -64.0 exp_num_ticks 1386.14 max_proportion 0.54 threshold 741.87 cum_ticks 1420 buy_proportion 0.52
2017-03-29 12:38:34.852 1.07621 1.07525 cum_theta_buy 644.0 cum_theta_sell 706.0 diff 62.0 exp_num_ticks 1411.00 max_proportion 0.50 threshold 705.58 cum_ticks 1350 buy_proportion 0.48
2017-03-29 12:53:06.842 1.07657 1.07591 cum_theta_buy 704.0 cum_theta_sell 687.0 diff -17.0 exp_num_ticks 1375.71 max_proportion 0.51 threshold 703.70 cum_ticks 1391 buy_proportion 0.51
2017-03-29 13:08:19.085 1.07657 1.07544 cum_theta_buy 671.0 cum_theta_sell 692.0 diff 21.0 exp_num_ticks 1383.43 max_proportion 0.50 threshold 691.92 cum_ticks 1363 buy_proportion 0.49
2017-03-29 13:23:06.800 1.07623 1.07458 cum_theta_buy 632.0 cum_theta_sell 693.0 diff 61.0 exp_num_ticks 1369.14 max_proportion 0.51 threshold 692.70 cum_ticks 1325 buy_proportion 0.48
2017-03-29 13:37:11.034 1.07578 1.07440 cum_theta_buy 693.0 cum_theta_sell 588.0 diff -105.0 exp_num_ticks 1345.29 max_proportion 0.51 threshold 692.12 cum_ticks 1281 buy_proportion 0.54
2017-03-29 13:51:32.696 1.07611 1.07539 cum_theta_buy 612.0 cum_theta_sell 674.0 diff 62.0 exp_num_ticks 1305.29 max_proportion 0.52 threshold 673.19 cum_ticks 1286 buy_proportion 0.48
2017-03-29 14:05:48.802 1.07599 1.07508 cum_theta_buy 558.0 cum_theta_sell 652.0 diff 94.0 exp_num_ticks 1290.14 max_proportion 0.51 threshold 651.98 cum_ticks 1210 buy_proportion 0.46
2017-03-29 14:20:30.241 1.07559 1.07457 cum_theta_buy 581.0 cum_theta_sell 650.0 diff 69.0 exp_num_ticks 1241.86 max_proportion 0.52 threshold 649.78 cum_ticks 1231 buy_proportion 0.47
2017-03-29 14:37:20.600 1.07572 1.07472 cum_theta_buy 655.0 cum_theta_sell 579.0 diff -76.0 exp_num_ticks 1232.86 max_proportion 0.53 threshold 654.10 cum_ticks 1234 buy_proportion 0.53
2017-03-29 14:49:21.148 1.07624 1.07541 cum_theta_buy 591.0 cum_theta_sell 620.0 diff 29.0 exp_num_ticks 1229.71 max_proportion 0.50 threshold 619.83 cum_ticks 1211 buy_proportion 0.49
2017-03-29 15:00:20.208 1.07582 1.07487 cum_theta_buy 564.0 cum_theta_sell 613.0 diff 49.0 exp_num_ticks 1220.43 max_proportion 0.50 threshold 612.71 cum_ticks 1177 buy_proportion 0.48
2017-03-29 15:13:28.653 1.07568 1.07484 cum_theta_buy 611.0 cum_theta_sell 559.0 diff -52.0 exp_num_ticks 1194.86 max_proportion 0.51 threshold 610.47 cum_ticks 1170 buy_proportion 0.52
2017-03-29 15:28:01.472 1.07596 1.07543 cum_theta_buy 595.0 cum_theta_sell 542.0 diff -53.0 exp_num_ticks 1177.86 max_proportion 0.51 threshold 594.87 cum_ticks 1137 buy_proportion 0.52
2017-03-29 15:41:11.448 1.07607 1.07526 cum_theta_buy 540.0 cum_theta_sell 596.0 diff 56.0 exp_num_ticks 1152.14 max_proportion 0.52 threshold 595.31 cum_ticks 1136 buy_proportion 0.48
2017-03-29 15:58:32.092 1.07543 1.07465 cum_theta_buy 516.0 cum_theta_sell 576.0 diff 60.0 exp_num_ticks 1141.14 max_proportion 0.50 threshold 575.42 cum_ticks 1092 buy_proportion 0.47
2017-03-29 16:20:18.384 1.07582 1.07514 cum_theta_buy 535.0 cum_theta_sell 578.0 diff 43.0 exp_num_ticks 1111.00 max_proportion 0.52 threshold 577.07 cum_ticks 1113 buy_proportion 0.48
2017-03-29 16:47:54.261 1.07562 1.07513 cum_theta_buy 581.0 cum_theta_sell 528.0 diff -53.0 exp_num_ticks 1110.29 max_proportion 0.52 threshold 580.02 cum_ticks 1109 buy_proportion 0.52
2017-03-29 17:04:50.830 1.07565 1.07508 cum_theta_buy 474.0 cum_theta_sell 559.0 diff 85.0 exp_num_ticks 1107.71 max_proportion 0.50 threshold 558.52 cum_ticks 1033 buy_proportion 0.46
2017-03-29 17:24:41.346 1.07626 1.07510 cum_theta_buy 554.0 cum_theta_sell 471.0 diff -83.0 exp_num_ticks 1066.14 max_proportion 0.52 threshold 553.80 cum_ticks 1025 buy_proportion 0.54
2017-03-29 17:45:26.432 1.07642 1.07594 cum_theta_buy 454.0 cum_theta_sell 536.0 diff 82.0 exp_num_ticks 1039.29 max_proportion 0.51 threshold 535.02 cum_ticks 990 buy_proportion 0.46
2017-03-29 18:01:41.442 1.07656 1.07540 cum_theta_buy 413.0 cum_theta_sell 522.0 diff 109.0 exp_num_ticks 1006.14 max_proportion 0.52 threshold 521.16 cum_ticks 935 buy_proportion 0.44
2017-03-29 18:34:27.164 1.07580 1.07491 cum_theta_buy 483.0 cum_theta_sell 520.0 diff 37.0 exp_num_ticks 963.57 max_proportion 0.54 threshold 519.71 cum_ticks 1003 buy_proportion 0.48
2017-03-29 19:01:02.952 1.07594 1.07522 cum_theta_buy 524.0 cum_theta_sell 496.0 diff -28.0 exp_num_ticks 981.71 max_proportion 0.53 threshold 523.36 cum_ticks 1020 buy_proportion 0.51
2017-03-29 19:20:25.865 1.07729 1.07587 cum_theta_buy 452.0 cum_theta_sell 508.0 diff 56.0 exp_num_ticks 1003.00 max_proportion 0.51 threshold 507.27 cum_ticks 960 buy_proportion 0.47
2017-03-29 19:46:53.977 1.07691 1.07644 cum_theta_buy 480.0 cum_theta_sell 507.0 diff 27.0 exp_num_ticks 983.29 max_proportion 0.52 threshold 506.77 cum_ticks 987 buy_proportion 0.49
2017-03-29 20:10:45.079 1.07733 1.07644 cum_theta_buy 431.0 cum_theta_sell 506.0 diff 75.0 exp_num_ticks 984.00 max_proportion 0.51 threshold 505.96 cum_ticks 937 buy_proportion 0.46
2017-03-29 20:55:08.792 1.07692 1.07608 cum_theta_buy 469.0 cum_theta_sell 507.0 diff 38.0 exp_num_ticks 954.57 max_proportion 0.53 threshold 506.82 cum_ticks 976 buy_proportion 0.48
2017-03-29 21:21:16.997 1.07696 1.07634 cum_theta_buy 507.0 cum_theta_sell 392.0 diff -115.0 exp_num_ticks 966.43 max_proportion 0.52 threshold 506.90 cum_ticks 899 buy_proportion 0.56
2017-03-29 21:51:47.396 1.07686 1.07647 cum_theta_buy 480.0 cum_theta_sell 487.0 diff 7.0 exp_num_ticks 926.43 max_proportion 0.53 threshold 486.62 cum_ticks 967 buy_proportion 0.50
2017-03-29 22:17:27.518 1.07684 1.07659 cum_theta_buy 311.0 cum_theta_sell 488.0 diff 177.0 exp_num_ticks 948.86 max_proportion 0.51 threshold 487.17 cum_ticks 799 buy_proportion 0.39
2017-03-29 23:21:02.950 1.07677 1.07605 cum_theta_buy 418.0 cum_theta_sell 479.0 diff 61.0 exp_num_ticks 861.29 max_proportion 0.56 threshold 478.18 cum_ticks 897 buy_proportion 0.47
2017-03-30 00:06:30.589 1.07640 1.07551 cum_theta_buy 359.0 cum_theta_sell 485.0 diff 126.0 exp_num_ticks 879.00 max_proportion 0.55 threshold 484.85 cum_ticks 844 buy_proportion 0.43
2017-03-30 00:29:25.861 1.07576 1.07522 cum_theta_buy 478.0 cum_theta_sell 485.0 diff 7.0 exp_num_ticks 852.71 max_proportion 0.57 threshold 484.51 cum_ticks 963 buy_proportion 0.50
2017-03-30 00:55:04.248 1.07553 1.07506 cum_theta_buy 305.0 cum_theta_sell 486.0 diff 181.0 exp_num_ticks 919.57 max_proportion 0.53 threshold 485.77 cum_ticks 791 buy_proportion 0.39
2017-03-30 01:14:18.865 1.07547 1.07500 cum_theta_buy 423.0 cum_theta_sell 490.0 diff 67.0 exp_num_ticks 847.71 max_proportion 0.58 threshold 489.20 cum_ticks 913 buy_proportion 0.46
2017-03-30 01:43:15.138 1.07573 1.07519 cum_theta_buy 477.0 cum_theta_sell 491.0 diff 14.0 exp_num_ticks 885.29 max_proportion 0.55 threshold 490.60 cum_ticks 968 buy_proportion 0.49
2017-03-30 02:10:48.340 1.07557 1.07515 cum_theta_buy 354.0 cum_theta_sell 493.0 diff 139.0 exp_num_ticks 927.00 max_proportion 0.53 threshold 492.20 cum_ticks 847 buy_proportion 0.42
2017-03-30 02:35:00.068 1.07525 1.07467 cum_theta_buy 400.0 cum_theta_sell 494.0 diff 94.0 exp_num_ticks 891.00 max_proportion 0.55 threshold 493.79 cum_ticks 894 buy_proportion 0.45
2017-03-30 03:01:04.106 1.07499 1.07414 cum_theta_buy 399.0 cum_theta_sell 495.0 diff 96.0 exp_num_ticks 891.14 max_proportion 0.55 threshold 494.16 cum_ticks 894 buy_proportion 0.45
2017-03-30 03:36:20.414 1.07512 1.07449 cum_theta_buy 438.0 cum_theta_sell 495.0 diff 57.0 exp_num_ticks 887.29 max_proportion 0.56 threshold 494.59 cum_ticks 933 buy_proportion 0.47
2017-03-30 04:25:27.887 1.07529 1.07503 cum_theta_buy 370.0 cum_theta_sell 496.0 diff 126.0 exp_num_ticks 916.29 max_proportion 0.54 threshold 495.07 cum_ticks 866 buy_proportion 0.43
2017-03-30 05:04:01.802 1.07544 1.07503 cum_theta_buy 432.0 cum_theta_sell 497.0 diff 65.0 exp_num_ticks 889.14 max_proportion 0.56 threshold 496.11 cum_ticks 929 buy_proportion 0.47
2017-03-30 05:38:01.141 1.07553 1.07505 cum_theta_buy 497.0 cum_theta_sell 480.0 diff -17.0 exp_num_ticks 911.57 max_proportion 0.55 threshold 496.93 cum_ticks 977 buy_proportion 0.51
2017-03-30 06:05:18.743 1.07590 1.07526 cum_theta_buy 489.0 cum_theta_sell 446.0 diff -43.0 exp_num_ticks 947.43 max_proportion 0.52 threshold 488.32 cum_ticks 935 buy_proportion 0.52
2017-03-30 06:23:34.229 1.07598 1.07549 cum_theta_buy 461.0 cum_theta_sell 484.0 diff 23.0 exp_num_ticks 946.14 max_proportion 0.51 threshold 483.13 cum_ticks 945 buy_proportion 0.49
2017-03-30 06:43:45.258 1.07624 1.07562 cum_theta_buy 475.0 cum_theta_sell 460.0 diff -15.0 exp_num_ticks 946.71 max_proportion 0.50 threshold 474.17 cum_ticks 935 buy_proportion 0.51
2017-03-30 06:59:26.736 1.07679 1.07589 cum_theta_buy 474.0 cum_theta_sell 421.0 diff -53.0 exp_num_ticks 937.86 max_proportion 0.50 threshold 473.05 cum_ticks 895 buy_proportion 0.53
2017-03-30 07:06:48.492 1.07650 1.07515 cum_theta_buy 411.0 cum_theta_sell 473.0 diff 62.0 exp_num_ticks 913.57 max_proportion 0.52 threshold 472.75 cum_ticks 884 buy_proportion 0.46
2017-03-30 07:16:27.981 1.07586 1.07518 cum_theta_buy 457.0 cum_theta_sell 404.0 diff -53.0 exp_num_ticks 894.43 max_proportion 0.51 threshold 456.55 cum_ticks 861 buy_proportion 0.53
2017-03-30 07:29:09.027 1.07586 1.07510 cum_theta_buy 447.0 cum_theta_sell 379.0 diff -68.0 exp_num_ticks 872.43 max_proportion 0.51 threshold 446.51 cum_ticks 826 buy_proportion 0.54
2017-03-30 07:38:05.442 1.07579 1.07436 cum_theta_buy 271.0 cum_theta_sell 446.0 diff 175.0 exp_num_ticks 844.29 max_proportion 0.53 threshold 445.20 cum_ticks 717 buy_proportion 0.38
2017-03-30 07:47:49.588 1.07471 1.07357 cum_theta_buy 426.0 cum_theta_sell 406.0 diff -20.0 exp_num_ticks 768.71 max_proportion 0.55 threshold 425.54 cum_ticks 832 buy_proportion 0.51
2017-03-30 07:57:39.506 1.07396 1.07350 cum_theta_buy 417.0 cum_theta_sell 379.0 diff -38.0 exp_num_ticks 798.29 max_proportion 0.52 threshold 416.80 cum_ticks 796 buy_proportion 0.52
2017-03-30 08:05:26.494 1.07381 1.07308 cum_theta_buy 374.0 cum_theta_sell 398.0 diff 24.0 exp_num_ticks 795.00 max_proportion 0.50 threshold 397.79 cum_ticks 772 buy_proportion 0.48
2017-03-30 08:16:15.828 1.07380 1.07345 cum_theta_buy 394.0 cum_theta_sell 388.0 diff -6.0 exp_num_ticks 787.43 max_proportion 0.50 threshold 393.99 cum_ticks 782 buy_proportion 0.50
2017-03-30 08:29:21.671 1.07389 1.07347 cum_theta_buy 392.0 cum_theta_sell 354.0 diff -38.0 exp_num_ticks 781.14 max_proportion 0.50 threshold 391.48 cum_ticks 746 buy_proportion 0.53
2017-03-30 08:42:04.111 1.07406 1.07358 cum_theta_buy 391.0 cum_theta_sell 366.0 diff -25.0 exp_num_ticks 760.00 max_proportion 0.51 threshold 390.21 cum_ticks 757 buy_proportion 0.52
2017-03-30 08:53:31.034 1.07397 1.07350 cum_theta_buy 392.0 cum_theta_sell 381.0 diff -11.0 exp_num_ticks 757.43 max_proportion 0.52 threshold 391.79 cum_ticks 773 buy_proportion 0.51
2017-03-30 09:05:32.741 1.07379 1.07322 cum_theta_buy 366.0 cum_theta_sell 392.0 diff 26.0 exp_num_ticks 764.57 max_proportion 0.51 threshold 391.78 cum_ticks 758 buy_proportion 0.48
2017-03-30 09:18:44.708 1.07423 1.07353 cum_theta_buy 386.0 cum_theta_sell 374.0 diff -12.0 exp_num_ticks 762.14 max_proportion 0.51 threshold 385.19 cum_ticks 760 buy_proportion 0.51
2017-03-30 09:28:09.588 1.07411 1.07323 cum_theta_buy 369.0 cum_theta_sell 382.0 diff 13.0 exp_num_ticks 761.29 max_proportion 0.50 threshold 381.12 cum_ticks 751 buy_proportion 0.49
2017-03-30 09:37:37.787 1.07377 1.07305 cum_theta_buy 382.0 cum_theta_sell 370.0 diff -12.0 exp_num_ticks 754.57 max_proportion 0.51 threshold 381.16 cum_ticks 752 buy_proportion 0.51
2017-03-30 09:47:57.038 1.07390 1.07324 cum_theta_buy 357.0 cum_theta_sell 379.0 diff 22.0 exp_num_ticks 752.86 max_proportion 0.50 threshold 378.85 cum_ticks 736 buy_proportion 0.49
2017-03-30 10:01:11.733 1.07386 1.07348 cum_theta_buy 350.0 cum_theta_sell 377.0 diff 27.0 exp_num_ticks 742.71 max_proportion 0.51 threshold 376.93 cum_ticks 727 buy_proportion 0.48
2017-03-30 10:11:10.182 1.07394 1.07333 cum_theta_buy 377.0 cum_theta_sell 357.0 diff -20.0 exp_num_ticks 733.14 max_proportion 0.51 threshold 376.65 cum_ticks 734 buy_proportion 0.51
2017-03-30 10:21:51.263 1.07400 1.07361 cum_theta_buy 367.0 cum_theta_sell 338.0 diff -29.0 exp_num_ticks 732.29 max_proportion 0.50 threshold 366.40 cum_ticks 705 buy_proportion 0.52
2017-03-30 10:37:31.722 1.07441 1.07373 cum_theta_buy 357.0 cum_theta_sell 368.0 diff 11.0 exp_num_ticks 716.43 max_proportion 0.51 threshold 367.52 cum_ticks 725 buy_proportion 0.49
2017-03-30 10:49:39.503 1.07426 1.07347 cum_theta_buy 319.0 cum_theta_sell 363.0 diff 44.0 exp_num_ticks 720.57 max_proportion 0.50 threshold 362.80 cum_ticks 682 buy_proportion 0.47
2017-03-30 11:00:20.608 1.07401 1.07363 cum_theta_buy 362.0 cum_theta_sell 333.0 diff -29.0 exp_num_ticks 697.57 max_proportion 0.52 threshold 361.11 cum_ticks 695 buy_proportion 0.52
2017-03-30 11:10:11.899 1.07443 1.07403 cum_theta_buy 349.0 cum_theta_sell 318.0 diff -31.0 exp_num_ticks 695.57 max_proportion 0.50 threshold 348.91 cum_ticks 667 buy_proportion 0.52
2017-03-30 11:22:15.446 1.07448 1.07409 cum_theta_buy 349.0 cum_theta_sell 346.0 diff -3.0 exp_num_ticks 677.14 max_proportion 0.51 threshold 348.48 cum_ticks 695 buy_proportion 0.50
2017-03-30 11:36:22.143 1.07469 1.07420 cum_theta_buy 339.0 cum_theta_sell 351.0 diff 12.0 exp_num_ticks 687.00 max_proportion 0.51 threshold 350.96 cum_ticks 690 buy_proportion 0.49
2017-03-30 11:46:31.745 1.07441 1.07398 cum_theta_buy 282.0 cum_theta_sell 345.0 diff 63.0 exp_num_ticks 688.14 max_proportion 0.50 threshold 344.78 cum_ticks 627 buy_proportion 0.45
2017-03-30 11:57:50.331 1.07410 1.07374 cum_theta_buy 348.0 cum_theta_sell 320.0 diff -28.0 exp_num_ticks 654.71 max_proportion 0.53 threshold 347.58 cum_ticks 668 buy_proportion 0.52
2017-03-30 12:04:00.784 1.07392 1.07339 cum_theta_buy 253.0 cum_theta_sell 333.0 diff 80.0 exp_num_ticks 659.43 max_proportion 0.50 threshold 332.10 cum_ticks 586 buy_proportion 0.43
2017-03-30 12:13:41.583 1.07375 1.07334 cum_theta_buy 323.0 cum_theta_sell 333.0 diff 10.0 exp_num_ticks 615.29 max_proportion 0.54 threshold 332.37 cum_ticks 656 buy_proportion 0.49
2017-03-30 12:23:30.218 1.07421 1.07343 cum_theta_buy 333.0 cum_theta_sell 320.0 diff -13.0 exp_num_ticks 637.71 max_proportion 0.52 threshold 332.16 cum_ticks 653 buy_proportion 0.51
2017-03-30 12:30:09.507 1.07443 1.07380 cum_theta_buy 259.0 cum_theta_sell 327.0 diff 68.0 exp_num_ticks 644.29 max_proportion 0.51 threshold 326.16 cum_ticks 586 buy_proportion 0.44
2017-03-30 12:35:06.202 1.07392 1.07329 cum_theta_buy 245.0 cum_theta_sell 327.0 diff 82.0 exp_num_ticks 615.14 max_proportion 0.53 threshold 326.89 cum_ticks 572 buy_proportion 0.43
2017-03-30 12:41:38.778 1.07360 1.07270 cum_theta_buy 254.0 cum_theta_sell 327.0 diff 73.0 exp_num_ticks 587.57 max_proportion 0.56 threshold 326.76 cum_ticks 581 buy_proportion 0.44
2017-03-30 12:48:56.810 1.07295 1.07256 cum_theta_buy 315.0 cum_theta_sell 328.0 diff 13.0 exp_num_ticks 579.14 max_proportion 0.56 threshold 327.02 cum_ticks 643 buy_proportion 0.49
2017-03-30 12:56:19.652 1.07298 1.07239 cum_theta_buy 325.0 cum_theta_sell 329.0 diff 4.0 exp_num_ticks 615.14 max_proportion 0.53 threshold 328.47 cum_ticks 654 buy_proportion 0.50
2017-03-30 13:02:28.163 1.07261 1.07207 cum_theta_buy 310.0 cum_theta_sell 329.0 diff 19.0 exp_num_ticks 640.43 max_proportion 0.51 threshold 328.93 cum_ticks 639 buy_proportion 0.49
2017-03-30 13:09:45.740 1.07299 1.07241 cum_theta_buy 329.0 cum_theta_sell 248.0 diff -81.0 exp_num_ticks 643.86 max_proportion 0.51 threshold 328.89 cum_ticks 577 buy_proportion 0.57
2017-03-30 13:16:14.736 1.07299 1.07243 cum_theta_buy 262.0 cum_theta_sell 325.0 diff 63.0 exp_num_ticks 605.71 max_proportion 0.54 threshold 324.31 cum_ticks 587 buy_proportion 0.45
2017-03-30 13:22:30.074 1.07266 1.07217 cum_theta_buy 269.0 cum_theta_sell 304.0 diff 35.0 exp_num_ticks 591.57 max_proportion 0.51 threshold 303.32 cum_ticks 573 buy_proportion 0.47
2017-03-30 13:27:33.871 1.07384 1.07219 cum_theta_buy 294.0 cum_theta_sell 302.0 diff 8.0 exp_num_ticks 577.57 max_proportion 0.52 threshold 301.93 cum_ticks 596 buy_proportion 0.49
2017-03-30 13:30:58.295 1.07465 1.07325 cum_theta_buy 306.0 cum_theta_sell 293.0 diff -13.0 exp_num_ticks 588.14 max_proportion 0.52 threshold 305.97 cum_ticks 599 buy_proportion 0.51
2017-03-30 13:34:30.332 1.07484 1.07404 cum_theta_buy 298.0 cum_theta_sell 277.0 diff -21.0 exp_num_ticks 594.43 max_proportion 0.50 threshold 297.26 cum_ticks 575 buy_proportion 0.52
2017-03-30 13:38:12.006 1.07531 1.07450 cum_theta_buy 300.0 cum_theta_sell 286.0 diff -14.0 exp_num_ticks 584.86 max_proportion 0.51 threshold 299.78 cum_ticks 586 buy_proportion 0.51
2017-03-30 13:42:24.136 1.07529 1.07442 cum_theta_buy 276.0 cum_theta_sell 301.0 diff 25.0 exp_num_ticks 584.71 max_proportion 0.51 threshold 300.31 cum_ticks 577 buy_proportion 0.48
2017-03-30 13:47:05.130 1.07455 1.07407 cum_theta_buy 256.0 cum_theta_sell 294.0 diff 38.0 exp_num_ticks 579.29 max_proportion 0.51 threshold 293.33 cum_ticks 550 buy_proportion 0.47
2017-03-30 13:53:14.829 1.07440 1.07384 cum_theta_buy 274.0 cum_theta_sell 296.0 diff 22.0 exp_num_ticks 562.86 max_proportion 0.52 threshold 295.06 cum_ticks 570 buy_proportion 0.48
2017-03-30 13:57:53.955 1.07406 1.07317 cum_theta_buy 246.0 cum_theta_sell 297.0 diff 51.0 exp_num_ticks 565.29 max_proportion 0.52 threshold 296.21 cum_ticks 543 buy_proportion 0.45
2017-03-30 14:04:01.124 1.07366 1.07328 cum_theta_buy 277.0 cum_theta_sell 297.0 diff 20.0 exp_num_ticks 551.71 max_proportion 0.54 threshold 296.43 cum_ticks 574 buy_proportion 0.48
2017-03-30 14:12:20.512 1.07380 1.07343 cum_theta_buy 298.0 cum_theta_sell 282.0 diff -16.0 exp_num_ticks 564.57 max_proportion 0.53 threshold 297.04 cum_ticks 580 buy_proportion 0.51
2017-03-30 14:19:12.681 1.07387 1.07339 cum_theta_buy 255.0 cum_theta_sell 289.0 diff 34.0 exp_num_ticks 573.00 max_proportion 0.50 threshold 288.68 cum_ticks 544 buy_proportion 0.47
2017-03-30 14:25:30.369 1.07347 1.07293 cum_theta_buy 247.0 cum_theta_sell 289.0 diff 42.0 exp_num_ticks 558.57 max_proportion 0.52 threshold 288.45 cum_ticks 536 buy_proportion 0.46
2017-03-30 14:33:12.148 1.07328 1.07265 cum_theta_buy 260.0 cum_theta_sell 289.0 diff 29.0 exp_num_ticks 544.57 max_proportion 0.53 threshold 288.27 cum_ticks 549 buy_proportion 0.47
2017-03-30 14:40:33.903 1.07348 1.07287 cum_theta_buy 290.0 cum_theta_sell 276.0 diff -14.0 exp_num_ticks 544.57 max_proportion 0.53 threshold 289.03 cum_ticks 566 buy_proportion 0.51
2017-03-30 14:47:56.356 1.07342 1.07313 cum_theta_buy 282.0 cum_theta_sell 281.0 diff -1.0 exp_num_ticks 556.86 max_proportion 0.51 threshold 281.81 cum_ticks 563 buy_proportion 0.50
2017-03-30 14:54:55.530 1.07388 1.07327 cum_theta_buy 276.0 cum_theta_sell 282.0 diff 6.0 exp_num_ticks 561.86 max_proportion 0.50 threshold 281.08 cum_ticks 558 buy_proportion 0.49
2017-03-30 14:59:49.353 1.07358 1.07313 cum_theta_buy 281.0 cum_theta_sell 266.0 diff -15.0 exp_num_ticks 560.57 max_proportion 0.50 threshold 280.88 cum_ticks 547 buy_proportion 0.51
2017-03-30 15:04:42.041 1.07358 1.07327 cum_theta_buy 254.0 cum_theta_sell 280.0 diff 26.0 exp_num_ticks 552.43 max_proportion 0.51 threshold 279.76 cum_ticks 534 buy_proportion 0.48
2017-03-30 15:12:44.191 1.07352 1.07297 cum_theta_buy 262.0 cum_theta_sell 277.0 diff 15.0 exp_num_ticks 541.14 max_proportion 0.51 threshold 276.40 cum_ticks 539 buy_proportion 0.49
2017-03-30 15:18:49.893 1.07381 1.07306 cum_theta_buy 234.0 cum_theta_sell 277.0 diff 43.0 exp_num_ticks 538.71 max_proportion 0.51 threshold 276.33 cum_ticks 511 buy_proportion 0.46
2017-03-30 15:26:50.478 1.07315 1.07286 cum_theta_buy 232.0 cum_theta_sell 278.0 diff 46.0 exp_num_ticks 522.29 max_proportion 0.53 threshold 277.59 cum_ticks 510 buy_proportion 0.45
2017-03-30 15:34:54.184 1.07295 1.07251 cum_theta_buy 246.0 cum_theta_sell 278.0 diff 32.0 exp_num_ticks 514.43 max_proportion 0.54 threshold 277.68 cum_ticks 524 buy_proportion 0.47
2017-03-30 15:43:39.701 1.07282 1.07241 cum_theta_buy 251.0 cum_theta_sell 278.0 diff 27.0 exp_num_ticks 518.14 max_proportion 0.54 threshold 277.90 cum_ticks 529 buy_proportion 0.47
2017-03-30 15:53:28.545 1.07292 1.07243 cum_theta_buy 279.0 cum_theta_sell 249.0 diff -30.0 exp_num_ticks 524.86 max_proportion 0.53 threshold 278.04 cum_ticks 528 buy_proportion 0.53
2017-03-30 16:02:02.644 1.07275 1.07233 cum_theta_buy 241.0 cum_theta_sell 267.0 diff 26.0 exp_num_ticks 527.71 max_proportion 0.50 threshold 266.27 cum_ticks 508 buy_proportion 0.47
2017-03-30 16:11:44.283 1.07275 1.07229 cum_theta_buy 264.0 cum_theta_sell 263.0 diff -1.0 exp_num_ticks 516.71 max_proportion 0.51 threshold 263.60 cum_ticks 527 buy_proportion 0.50
2017-03-30 16:21:47.189 1.07255 1.07221 cum_theta_buy 263.0 cum_theta_sell 249.0 diff -14.0 exp_num_ticks 521.71 max_proportion 0.50 threshold 262.27 cum_ticks 512 buy_proportion 0.51
2017-03-30 16:35:26.216 1.07265 1.07227 cum_theta_buy 235.0 cum_theta_sell 261.0 diff 26.0 exp_num_ticks 515.71 max_proportion 0.50 threshold 260.14 cum_ticks 496 buy_proportion 0.47
2017-03-30 16:49:31.188 1.07257 1.07221 cum_theta_buy 212.0 cum_theta_sell 259.0 diff 47.0 exp_num_ticks 505.00 max_proportion 0.51 threshold 258.02 cum_ticks 471 buy_proportion 0.45
2017-03-30 16:56:44.521 1.07243 1.07099 cum_theta_buy 227.0 cum_theta_sell 259.0 diff 32.0 exp_num_ticks 484.00 max_proportion 0.53 threshold 258.48 cum_ticks 486 buy_proportion 0.47
2017-03-30 16:59:46.321 1.07099 1.07022 cum_theta_buy 163.0 cum_theta_sell 260.0 diff 97.0 exp_num_ticks 483.14 max_proportion 0.54 threshold 259.36 cum_ticks 423 buy_proportion 0.39
2017-03-30 17:03:19.949 1.07038 1.06970 cum_theta_buy 251.0 cum_theta_sell 261.0 diff 10.0 exp_num_ticks 447.86 max_proportion 0.58 threshold 260.68 cum_ticks 512 buy_proportion 0.49
2017-03-30 17:08:45.204 1.07001 1.06915 cum_theta_buy 227.0 cum_theta_sell 263.0 diff 36.0 exp_num_ticks 482.86 max_proportion 0.54 threshold 262.21 cum_ticks 490 buy_proportion 0.46
2017-03-30 17:15:40.051 1.06975 1.06907 cum_theta_buy 246.0 cum_theta_sell 263.0 diff 17.0 exp_num_ticks 486.71 max_proportion 0.54 threshold 262.90 cum_ticks 509 buy_proportion 0.48
2017-03-30 17:23:18.178 1.06953 1.06911 cum_theta_buy 248.0 cum_theta_sell 263.0 diff 15.0 exp_num_ticks 504.00 max_proportion 0.52 threshold 262.80 cum_ticks 511 buy_proportion 0.49
2017-03-30 17:30:31.772 1.06956 1.06897 cum_theta_buy 198.0 cum_theta_sell 264.0 diff 66.0 exp_num_ticks 507.43 max_proportion 0.52 threshold 263.05 cum_ticks 462 buy_proportion 0.43
2017-03-30 17:36:32.201 1.06902 1.06848 cum_theta_buy 253.0 cum_theta_sell 265.0 diff 12.0 exp_num_ticks 482.71 max_proportion 0.55 threshold 264.24 cum_ticks 518 buy_proportion 0.49
2017-03-30 17:45:14.272 1.06948 1.06878 cum_theta_buy 227.0 cum_theta_sell 266.0 diff 39.0 exp_num_ticks 501.00 max_proportion 0.53 threshold 265.09 cum_ticks 493 buy_proportion 0.46
2017-03-30 17:54:12.501 1.06921 1.06870 cum_theta_buy 266.0 cum_theta_sell 256.0 diff -10.0 exp_num_ticks 495.71 max_proportion 0.54 threshold 265.76 cum_ticks 522 buy_proportion 0.51
2017-03-30 18:06:59.475 1.06944 1.06905 cum_theta_buy 261.0 cum_theta_sell 234.0 diff -27.0 exp_num_ticks 513.14 max_proportion 0.51 threshold 260.41 cum_ticks 495 buy_proportion 0.53
2017-03-30 18:17:21.073 1.06934 1.06886 cum_theta_buy 176.0 cum_theta_sell 258.0 diff 82.0 exp_num_ticks 502.43 max_proportion 0.51 threshold 257.58 cum_ticks 434 buy_proportion 0.41
2017-03-30 18:23:40.508 1.06886 1.06848 cum_theta_buy 194.0 cum_theta_sell 253.0 diff 59.0 exp_num_ticks 464.00 max_proportion 0.54 threshold 252.80 cum_ticks 447 buy_proportion 0.43
2017-03-30 18:30:21.604 1.06919 1.06842 cum_theta_buy 253.0 cum_theta_sell 215.0 diff -38.0 exp_num_ticks 450.14 max_proportion 0.56 threshold 252.44 cum_ticks 468 buy_proportion 0.54
2017-03-30 18:41:06.842 1.06923 1.06901 cum_theta_buy 213.0 cum_theta_sell 233.0 diff 20.0 exp_num_ticks 457.14 max_proportion 0.51 threshold 232.76 cum_ticks 446 buy_proportion 0.48
2017-03-30 18:52:44.249 1.06915 1.06865 cum_theta_buy 192.0 cum_theta_sell 232.0 diff 40.0 exp_num_ticks 452.43 max_proportion 0.51 threshold 231.03 cum_ticks 424 buy_proportion 0.45
2017-03-30 19:02:50.102 1.06911 1.06868 cum_theta_buy 209.0 cum_theta_sell 231.0 diff 22.0 exp_num_ticks 436.57 max_proportion 0.53 threshold 230.32 cum_ticks 440 buy_proportion 0.47
2017-03-30 19:12:31.774 1.06883 1.06828 cum_theta_buy 222.0 cum_theta_sell 232.0 diff 10.0 exp_num_ticks 436.29 max_proportion 0.53 threshold 231.65 cum_ticks 454 buy_proportion 0.49
2017-03-30 19:24:42.205 1.06858 1.06826 cum_theta_buy 232.0 cum_theta_sell 200.0 diff -32.0 exp_num_ticks 445.71 max_proportion 0.52 threshold 231.85 cum_ticks 432 buy_proportion 0.54
2017-03-30 19:32:57.835 1.06847 1.06811 cum_theta_buy 227.0 cum_theta_sell 216.0 diff -11.0 exp_num_ticks 439.43 max_proportion 0.51 threshold 226.06 cum_ticks 443 buy_proportion 0.51
2017-03-30 19:42:12.678 1.06837 1.06803 cum_theta_buy 228.0 cum_theta_sell 221.0 diff -7.0 exp_num_ticks 441.43 max_proportion 0.52 threshold 227.82 cum_ticks 449 buy_proportion 0.51
2017-03-30 19:53:00.289 1.06841 1.06803 cum_theta_buy 229.0 cum_theta_sell 217.0 diff -12.0 exp_num_ticks 444.86 max_proportion 0.51 threshold 228.34 cum_ticks 446 buy_proportion 0.51
2017-03-30 20:03:07.766 1.06835 1.06800 cum_theta_buy 216.0 cum_theta_sell 229.0 diff 13.0 exp_num_ticks 446.43 max_proportion 0.51 threshold 228.43 cum_ticks 445 buy_proportion 0.49
2017-03-30 20:21:08.209 1.06841 1.06821 cum_theta_buy 201.0 cum_theta_sell 225.0 diff 24.0 exp_num_ticks 445.86 max_proportion 0.50 threshold 224.44 cum_ticks 426 buy_proportion 0.47
2017-03-30 20:34:12.958 1.06839 1.06799 cum_theta_buy 226.0 cum_theta_sell 196.0 diff -30.0 exp_num_ticks 434.29 max_proportion 0.52 threshold 225.11 cum_ticks 422 buy_proportion 0.54
2017-03-30 20:43:31.714 1.06813 1.06762 cum_theta_buy 127.0 cum_theta_sell 218.0 diff 91.0 exp_num_ticks 426.43 max_proportion 0.51 threshold 217.55 cum_ticks 345 buy_proportion 0.37
2017-03-30 20:53:04.532 1.06768 1.06731 cum_theta_buy 171.0 cum_theta_sell 216.0 diff 45.0 exp_num_ticks 378.57 max_proportion 0.57 threshold 215.49 cum_ticks 387 buy_proportion 0.44
2017-03-30 20:59:30.007 1.06755 1.06718 cum_theta_buy 189.0 cum_theta_sell 216.0 diff 27.0 exp_num_ticks 380.00 max_proportion 0.57 threshold 215.01 cum_ticks 405 buy_proportion 0.47
2017-03-30 21:17:54.986 1.06782 1.06729 cum_theta_buy 217.0 cum_theta_sell 193.0 diff -24.0 exp_num_ticks 391.29 max_proportion 0.55 threshold 216.97 cum_ticks 410 buy_proportion 0.53
2017-03-30 21:30:28.603 1.06831 1.06774 cum_theta_buy 147.0 cum_theta_sell 204.0 diff 57.0 exp_num_ticks 405.29 max_proportion 0.50 threshold 203.09 cum_ticks 351 buy_proportion 0.42
2017-03-30 21:47:02.871 1.06807 1.06761 cum_theta_buy 193.0 cum_theta_sell 204.0 diff 11.0 exp_num_ticks 375.57 max_proportion 0.54 threshold 203.86 cum_ticks 397 buy_proportion 0.49
2017-03-30 22:03:58.689 1.06820 1.06774 cum_theta_buy 168.0 cum_theta_sell 204.0 diff 36.0 exp_num_ticks 385.71 max_proportion 0.53 threshold 203.25 cum_ticks 372 buy_proportion 0.45
2017-03-30 22:34:31.819 1.06822 1.06793 cum_theta_buy 205.0 cum_theta_sell 186.0 diff -19.0 exp_num_ticks 376.14 max_proportion 0.54 threshold 204.32 cum_ticks 391 buy_proportion 0.52
2017-03-30 22:50:40.192 1.06843 1.06802 cum_theta_buy 194.0 cum_theta_sell 149.0 diff -45.0 exp_num_ticks 386.43 max_proportion 0.50 threshold 193.96 cum_ticks 343 buy_proportion 0.57
2017-03-30 23:18:53.704 1.06859 1.06835 cum_theta_buy 150.0 cum_theta_sell 194.0 diff 44.0 exp_num_ticks 360.86 max_proportion 0.54 threshold 193.97 cum_ticks 344 buy_proportion 0.44
2017-03-30 23:36:20.873 1.06874 1.06843 cum_theta_buy 181.0 cum_theta_sell 156.0 diff -25.0 exp_num_ticks 350.43 max_proportion 0.51 threshold 180.24 cum_ticks 337 buy_proportion 0.54
2017-03-30 23:51:54.428 1.06878 1.06836 cum_theta_buy 175.0 cum_theta_sell 161.0 diff -14.0 exp_num_ticks 339.86 max_proportion 0.51 threshold 174.11 cum_ticks 336 buy_proportion 0.52
2017-03-31 00:01:46.266 1.06878 1.06827 cum_theta_buy 161.0 cum_theta_sell 174.0 diff 13.0 exp_num_ticks 337.43 max_proportion 0.51 threshold 173.22 cum_ticks 335 buy_proportion 0.48
2017-03-31 00:07:08.758 1.06832 1.06801 cum_theta_buy 104.0 cum_theta_sell 168.0 diff 64.0 exp_num_ticks 335.57 max_proportion 0.50 threshold 167.84 cum_ticks 272 buy_proportion 0.38
2017-03-31 00:12:02.111 1.06822 1.06800 cum_theta_buy 136.0 cum_theta_sell 171.0 diff 35.0 exp_num_ticks 299.14 max_proportion 0.57 threshold 170.45 cum_ticks 307 buy_proportion 0.44
2017-03-31 00:19:22.904 1.06845 1.06820 cum_theta_buy 172.0 cum_theta_sell 156.0 diff -16.0 exp_num_ticks 301.00 max_proportion 0.57 threshold 171.26 cum_ticks 328 buy_proportion 0.52
2017-03-31 00:25:57.331 1.06847 1.06825 cum_theta_buy 114.0 cum_theta_sell 164.0 diff 50.0 exp_num_ticks 314.00 max_proportion 0.52 threshold 163.02 cum_ticks 278 buy_proportion 0.41
2017-03-31 00:34:02.370 1.06833 1.06812 cum_theta_buy 140.0 cum_theta_sell 164.0 diff 24.0 exp_num_ticks 296.43 max_proportion 0.55 threshold 163.80 cum_ticks 304 buy_proportion 0.46
2017-03-31 00:38:46.600 1.06885 1.06810 cum_theta_buy 164.0 cum_theta_sell 142.0 diff -22.0 exp_num_ticks 300.00 max_proportion 0.54 threshold 163.43 cum_ticks 306 buy_proportion 0.54
2017-03-31 00:45:23.254 1.06882 1.06854 cum_theta_buy 138.0 cum_theta_sell 152.0 diff 14.0 exp_num_ticks 301.43 max_proportion 0.50 threshold 151.79 cum_ticks 290 buy_proportion 0.48
2017-03-31 00:51:29.838 1.06861 1.06820 cum_theta_buy 130.0 cum_theta_sell 152.0 diff 22.0 exp_num_ticks 296.57 max_proportion 0.51 threshold 151.00 cum_ticks 282 buy_proportion 0.46
2017-03-31 00:54:19.385 1.06848 1.06785 cum_theta_buy 123.0 cum_theta_sell 151.0 diff 28.0 exp_num_ticks 287.71 max_proportion 0.52 threshold 150.78 cum_ticks 274 buy_proportion 0.45
2017-03-31 00:55:28.180 1.06834 1.06774 cum_theta_buy 116.0 cum_theta_sell 152.0 diff 36.0 exp_num_ticks 278.57 max_proportion 0.54 threshold 151.48 cum_ticks 268 buy_proportion 0.43
2017-03-31 01:00:22.934 1.06844 1.06815 cum_theta_buy 138.0 cum_theta_sell 152.0 diff 14.0 exp_num_ticks 271.71 max_proportion 0.56 threshold 151.77 cum_ticks 290 buy_proportion 0.48
2017-03-31 01:06:35.559 1.06842 1.06810 cum_theta_buy 150.0 cum_theta_sell 153.0 diff 3.0 exp_num_ticks 281.43 max_proportion 0.54 threshold 152.05 cum_ticks 303 buy_proportion 0.50
2017-03-31 01:12:31.784 1.06847 1.06816 cum_theta_buy 147.0 cum_theta_sell 153.0 diff 6.0 exp_num_ticks 294.29 max_proportion 0.52 threshold 152.83 cum_ticks 300 buy_proportion 0.49
2017-03-31 01:18:02.381 1.06842 1.06814 cum_theta_buy 137.0 cum_theta_sell 153.0 diff 16.0 exp_num_ticks 299.43 max_proportion 0.51 threshold 152.88 cum_ticks 290 buy_proportion 0.47
2017-03-31 01:24:55.709 1.06844 1.06815 cum_theta_buy 154.0 cum_theta_sell 133.0 diff -21.0 exp_num_ticks 294.71 max_proportion 0.52 threshold 153.05 cum_ticks 287 buy_proportion 0.54
2017-03-31 01:30:32.073 1.06840 1.06817 cum_theta_buy 113.0 cum_theta_sell 149.0 diff 36.0 exp_num_ticks 289.71 max_proportion 0.51 threshold 148.22 cum_ticks 262 buy_proportion 0.43
2017-03-31 01:38:18.682 1.06842 1.06817 cum_theta_buy 146.0 cum_theta_sell 141.0 diff -5.0 exp_num_ticks 273.14 max_proportion 0.53 threshold 145.52 cum_ticks 287 buy_proportion 0.51
2017-03-31 01:41:59.279 1.06835 1.06800 cum_theta_buy 59.0 cum_theta_sell 143.0 diff 84.0 exp_num_ticks 279.86 max_proportion 0.51 threshold 142.57 cum_ticks 202 buy_proportion 0.29
2017-03-31 01:49:30.420 1.06816 1.06789 cum_theta_buy 104.0 cum_theta_sell 148.0 diff 44.0 exp_num_ticks 234.86 max_proportion 0.63 threshold 147.05 cum_ticks 252 buy_proportion 0.41
2017-03-31 01:55:09.759 1.06826 1.06805 cum_theta_buy 98.0 cum_theta_sell 148.0 diff 50.0 exp_num_ticks 242.71 max_proportion 0.61 threshold 147.58 cum_ticks 246 buy_proportion 0.40
2017-03-31 02:00:49.087 1.06818 1.06794 cum_theta_buy 89.0 cum_theta_sell 148.0 diff 59.0 exp_num_ticks 241.43 max_proportion 0.61 threshold 147.93 cum_ticks 237 buy_proportion 0.38
2017-03-31 02:06:58.702 1.06818 1.06796 cum_theta_buy 142.0 cum_theta_sell 149.0 diff 7.0 exp_num_ticks 241.71 max_proportion 0.61 threshold 148.08 cum_ticks 291 buy_proportion 0.49
2017-03-31 02:16:01.566 1.06804 1.06784 cum_theta_buy 126.0 cum_theta_sell 150.0 diff 24.0 exp_num_ticks 269.14 max_proportion 0.56 threshold 149.90 cum_ticks 276 buy_proportion 0.46
2017-03-31 02:24:30.118 1.06813 1.06781 cum_theta_buy 150.0 cum_theta_sell 151.0 diff 1.0 exp_num_ticks 274.71 max_proportion 0.55 threshold 150.01 cum_ticks 301 buy_proportion 0.50
2017-03-31 02:31:07.076 1.06806 1.06773 cum_theta_buy 124.0 cum_theta_sell 151.0 diff 27.0 exp_num_ticks 292.43 max_proportion 0.52 threshold 150.63 cum_ticks 275 buy_proportion 0.45
2017-03-31 02:36:42.892 1.06815 1.06784 cum_theta_buy 152.0 cum_theta_sell 123.0 diff -29.0 exp_num_ticks 282.57 max_proportion 0.53 threshold 151.10 cum_ticks 275 buy_proportion 0.55
2017-03-31 02:44:52.996 1.06829 1.06805 cum_theta_buy 144.0 cum_theta_sell 141.0 diff -3.0 exp_num_ticks 278.71 max_proportion 0.52 threshold 143.78 cum_ticks 285 buy_proportion 0.51
2017-03-31 02:54:00.878 1.06826 1.06794 cum_theta_buy 111.0 cum_theta_sell 144.0 diff 33.0 exp_num_ticks 280.71 max_proportion 0.51 threshold 143.46 cum_ticks 255 buy_proportion 0.44
2017-03-31 02:59:55.499 1.06811 1.06794 cum_theta_buy 67.0 cum_theta_sell 141.0 diff 74.0 exp_num_ticks 266.43 max_proportion 0.53 threshold 140.66 cum_ticks 208 buy_proportion 0.32
2017-03-31 03:09:02.095 1.06816 1.06793 cum_theta_buy 137.0 cum_theta_sell 144.0 diff 7.0 exp_num_ticks 232.43 max_proportion 0.62 threshold 143.96 cum_ticks 281 buy_proportion 0.49
2017-03-31 03:15:33.575 1.06810 1.06792 cum_theta_buy 130.0 cum_theta_sell 146.0 diff 16.0 exp_num_ticks 256.43 max_proportion 0.57 threshold 145.44 cum_ticks 276 buy_proportion 0.47
2017-03-31 03:24:36.143 1.06821 1.06803 cum_theta_buy 147.0 cum_theta_sell 105.0 diff -42.0 exp_num_ticks 267.71 max_proportion 0.55 threshold 146.05 cum_ticks 252 buy_proportion 0.58
2017-03-31 03:30:35.769 1.06817 1.06791 cum_theta_buy 134.0 cum_theta_sell 142.0 diff 8.0 exp_num_ticks 263.00 max_proportion 0.54 threshold 141.38 cum_ticks 276 buy_proportion 0.49
2017-03-31 03:37:48.340 1.06805 1.06775 cum_theta_buy 108.0 cum_theta_sell 138.0 diff 30.0 exp_num_ticks 269.14 max_proportion 0.51 threshold 137.64 cum_ticks 246 buy_proportion 0.44
2017-03-31 03:42:00.165 1.06775 1.06742 cum_theta_buy 135.0 cum_theta_sell 92.0 diff -43.0 exp_num_ticks 255.43 max_proportion 0.53 threshold 134.63 cum_ticks 227 buy_proportion 0.59
2017-03-31 03:50:16.263 1.06768 1.06752 cum_theta_buy 129.0 cum_theta_sell 126.0 diff -3.0 exp_num_ticks 239.43 max_proportion 0.53 threshold 128.01 cum_ticks 255 buy_proportion 0.51
2017-03-31 03:58:19.349 1.06755 1.06746 cum_theta_buy 61.0 cum_theta_sell 129.0 diff 68.0 exp_num_ticks 245.71 max_proportion 0.52 threshold 128.19 cum_ticks 190 buy_proportion 0.32
2017-03-31 04:03:48.799 1.06766 1.06746 cum_theta_buy 95.0 cum_theta_sell 126.0 diff 31.0 exp_num_ticks 213.86 max_proportion 0.59 threshold 125.54 cum_ticks 221 buy_proportion 0.43
2017-03-31 04:08:48.539 1.06771 1.06750 cum_theta_buy 76.0 cum_theta_sell 129.0 diff 53.0 exp_num_ticks 217.00 max_proportion 0.59 threshold 128.11 cum_ticks 205 buy_proportion 0.37
2017-03-31 04:16:44.719 1.06753 1.06742 cum_theta_buy 86.0 cum_theta_sell 129.0 diff 43.0 exp_num_ticks 207.43 max_proportion 0.62 threshold 128.50 cum_ticks 215 buy_proportion 0.40
2017-03-31 04:24:38.620 1.06751 1.06729 cum_theta_buy 129.0 cum_theta_sell 125.0 diff -4.0 exp_num_ticks 213.00 max_proportion 0.60 threshold 128.67 cum_ticks 254 buy_proportion 0.51
2017-03-31 04:31:08.553 1.06752 1.06734 cum_theta_buy 103.0 cum_theta_sell 128.0 diff 25.0 exp_num_ticks 235.86 max_proportion 0.54 threshold 127.96 cum_ticks 231 buy_proportion 0.45
2017-03-31 04:40:04.470 1.06754 1.06735 cum_theta_buy 93.0 cum_theta_sell 128.0 diff 35.0 exp_num_ticks 235.29 max_proportion 0.54 threshold 127.75 cum_ticks 221 buy_proportion 0.42
2017-03-31 04:45:23.438 1.06761 1.06737 cum_theta_buy 128.0 cum_theta_sell 90.0 diff -38.0 exp_num_ticks 228.57 max_proportion 0.56 threshold 127.91 cum_ticks 218 buy_proportion 0.59
2017-03-31 04:49:55.173 1.06765 1.06754 cum_theta_buy 87.0 cum_theta_sell 115.0 diff 28.0 exp_num_ticks 220.71 max_proportion 0.52 threshold 114.65 cum_ticks 202 buy_proportion 0.43
2017-03-31 04:56:10.117 1.06757 1.06734 cum_theta_buy 76.0 cum_theta_sell 111.0 diff 35.0 exp_num_ticks 209.29 max_proportion 0.53 threshold 110.09 cum_ticks 187 buy_proportion 0.41
2017-03-31 05:00:49.345 1.06755 1.06729 cum_theta_buy 110.0 cum_theta_sell 94.0 diff -16.0 exp_num_ticks 195.71 max_proportion 0.56 threshold 109.76 cum_ticks 204 buy_proportion 0.54
2017-03-31 05:04:26.572 1.06759 1.06741 cum_theta_buy 89.0 cum_theta_sell 103.0 diff 14.0 exp_num_ticks 198.86 max_proportion 0.51 threshold 102.26 cum_ticks 192 buy_proportion 0.46
2017-03-31 05:10:01.157 1.06745 1.06729 cum_theta_buy 94.0 cum_theta_sell 102.0 diff 8.0 exp_num_ticks 194.71 max_proportion 0.52 threshold 101.84 cum_ticks 196 buy_proportion 0.48
2017-03-31 05:17:07.870 1.06755 1.06736 cum_theta_buy 102.0 cum_theta_sell 96.0 diff -6.0 exp_num_ticks 196.00 max_proportion 0.52 threshold 101.23 cum_ticks 198 buy_proportion 0.52
2017-03-31 05:22:04.110 1.06760 1.06734 cum_theta_buy 99.0 cum_theta_sell 84.0 diff -15.0 exp_num_ticks 196.57 max_proportion 0.50 threshold 98.75 cum_ticks 183 buy_proportion 0.54
2017-03-31 05:27:13.321 1.06771 1.06751 cum_theta_buy 75.0 cum_theta_sell 100.0 diff 25.0 exp_num_ticks 189.14 max_proportion 0.52 threshold 99.27 cum_ticks 175 buy_proportion 0.43
2017-03-31 05:33:53.618 1.06772 1.06754 cum_theta_buy 60.0 cum_theta_sell 96.0 diff 36.0 exp_num_ticks 180.57 max_proportion 0.53 threshold 95.15 cum_ticks 156 buy_proportion 0.38
2017-03-31 05:37:31.673 1.06761 1.06731 cum_theta_buy 96.0 cum_theta_sell 75.0 diff -21.0 exp_num_ticks 165.29 max_proportion 0.58 threshold 95.95 cum_ticks 171 buy_proportion 0.56
2017-03-31 05:40:18.058 1.06778 1.06753 cum_theta_buy 82.0 cum_theta_sell 85.0 diff 3.0 exp_num_ticks 167.29 max_proportion 0.51 threshold 85.00 cum_ticks 167 buy_proportion 0.49
2017-03-31 05:43:31.293 1.06786 1.06766 cum_theta_buy 84.0 cum_theta_sell 83.0 diff -1.0 exp_num_ticks 166.57 max_proportion 0.50 threshold 83.96 cum_ticks 167 buy_proportion 0.50
2017-03-31 05:46:45.380 1.06778 1.06764 cum_theta_buy 59.0 cum_theta_sell 86.0 diff 27.0 exp_num_ticks 167.57 max_proportion 0.51 threshold 85.11 cum_ticks 145 buy_proportion 0.41
2017-03-31 05:50:15.976 1.06762 1.06745 cum_theta_buy 86.0 cum_theta_sell 68.0 diff -18.0 exp_num_ticks 154.43 max_proportion 0.55 threshold 85.50 cum_ticks 154 buy_proportion 0.56
2017-03-31 05:52:45.083 1.06786 1.06760 cum_theta_buy 78.0 cum_theta_sell 63.0 diff -15.0 exp_num_ticks 153.29 max_proportion 0.51 threshold 77.75 cum_ticks 141 buy_proportion 0.55
2017-03-31 05:54:55.169 1.06788 1.06772 cum_theta_buy 66.0 cum_theta_sell 78.0 diff 12.0 exp_num_ticks 145.29 max_proportion 0.53 threshold 77.55 cum_ticks 144 buy_proportion 0.46
2017-03-31 05:57:05.558 1.06781 1.06763 cum_theta_buy 69.0 cum_theta_sell 73.0 diff 4.0 exp_num_ticks 144.57 max_proportion 0.50 threshold 72.32 cum_ticks 142 buy_proportion 0.49
2017-03-31 05:59:30.401 1.06783 1.06764 cum_theta_buy 73.0 cum_theta_sell 61.0 diff -12.0 exp_num_ticks 142.43 max_proportion 0.51 threshold 72.97 cum_ticks 134 buy_proportion 0.54
2017-03-31 06:01:05.070 1.06783 1.06758 cum_theta_buy 55.0 cum_theta_sell 72.0 diff 17.0 exp_num_ticks 137.71 max_proportion 0.52 threshold 71.01 cum_ticks 127 buy_proportion 0.43
2017-03-31 06:02:25.211 1.06771 1.06761 cum_theta_buy 70.0 cum_theta_sell 19.0 diff -51.0 exp_num_ticks 131.14 max_proportion 0.53 threshold 69.17 cum_ticks 89 buy_proportion 0.79
2017-03-31 06:05:19.200 1.06785 1.06766 cum_theta_buy 66.0 cum_theta_sell 70.0 diff 4.0 exp_num_ticks 106.29 max_proportion 0.65 threshold 69.19 cum_ticks 136 buy_proportion 0.49
2017-03-31 06:07:37.382 1.06794 1.06773 cum_theta_buy 69.0 cum_theta_sell 54.0 diff -15.0 exp_num_ticks 121.29 max_proportion 0.56 threshold 68.39 cum_ticks 123 buy_proportion 0.56
2017-03-31 06:09:21.382 1.06816 1.06793 cum_theta_buy 70.0 cum_theta_sell 64.0 diff -6.0 exp_num_ticks 121.86 max_proportion 0.57 threshold 69.65 cum_ticks 134 buy_proportion 0.52
2017-03-31 06:11:18.342 1.06827 1.06805 cum_theta_buy 70.0 cum_theta_sell 67.0 diff -3.0 exp_num_ticks 131.14 max_proportion 0.53 threshold 69.26 cum_ticks 137 buy_proportion 0.51
2017-03-31 06:12:58.634 1.06826 1.06809 cum_theta_buy 70.0 cum_theta_sell 64.0 diff -6.0 exp_num_ticks 134.14 max_proportion 0.52 threshold 69.94 cum_ticks 134 buy_proportion 0.52
2017-03-31 06:15:13.566 1.06814 1.06801 cum_theta_buy 67.0 cum_theta_sell 71.0 diff 4.0 exp_num_ticks 134.86 max_proportion 0.52 threshold 70.01 cum_ticks 138 buy_proportion 0.49
2017-03-31 06:17:08.402 1.06829 1.06800 cum_theta_buy 69.0 cum_theta_sell 59.0 diff -10.0 exp_num_ticks 136.71 max_proportion 0.50 threshold 68.40 cum_ticks 128 buy_proportion 0.54
2017-03-31 06:18:52.750 1.06829 1.06814 cum_theta_buy 46.0 cum_theta_sell 69.0 diff 23.0 exp_num_ticks 131.71 max_proportion 0.52 threshold 68.67 cum_ticks 115 buy_proportion 0.40
2017-03-31 06:20:43.621 1.06830 1.06809 cum_theta_buy 55.0 cum_theta_sell 67.0 diff 12.0 exp_num_ticks 122.00 max_proportion 0.55 threshold 66.86 cum_ticks 122 buy_proportion 0.45
2017-03-31 06:23:20.696 1.06831 1.06810 cum_theta_buy 67.0 cum_theta_sell 61.0 diff -6.0 exp_num_ticks 120.86 max_proportion 0.55 threshold 66.60 cum_ticks 128 buy_proportion 0.52
2017-03-31 06:25:42.399 1.06837 1.06822 cum_theta_buy 42.0 cum_theta_sell 65.0 diff 23.0 exp_num_ticks 124.43 max_proportion 0.51 threshold 64.07 cum_ticks 107 buy_proportion 0.39
2017-03-31 06:28:12.736 1.06836 1.06816 cum_theta_buy 59.0 cum_theta_sell 65.0 diff 6.0 exp_num_ticks 115.14 max_proportion 0.56 threshold 64.68 cum_ticks 124 buy_proportion 0.48
2017-03-31 06:30:05.874 1.06851 1.06832 cum_theta_buy 65.0 cum_theta_sell 63.0 diff -2.0 exp_num_ticks 119.71 max_proportion 0.54 threshold 64.79 cum_ticks 128 buy_proportion 0.51
2017-03-31 06:31:24.914 1.06853 1.06830 cum_theta_buy 65.0 cum_theta_sell 62.0 diff -3.0 exp_num_ticks 123.86 max_proportion 0.52 threshold 64.13 cum_ticks 127 buy_proportion 0.51
2017-03-31 06:33:10.209 1.06856 1.06831 cum_theta_buy 42.0 cum_theta_sell 65.0 diff 23.0 exp_num_ticks 126.86 max_proportion 0.51 threshold 64.13 cum_ticks 107 buy_proportion 0.39
2017-03-31 06:35:07.449 1.06842 1.06828 cum_theta_buy 50.0 cum_theta_sell 65.0 diff 15.0 exp_num_ticks 115.71 max_proportion 0.56 threshold 64.44 cum_ticks 115 buy_proportion 0.43
2017-03-31 06:36:46.010 1.06834 1.06817 cum_theta_buy 39.0 cum_theta_sell 65.0 diff 26.0 exp_num_ticks 114.43 max_proportion 0.57 threshold 64.80 cum_ticks 104 buy_proportion 0.38
2017-03-31 06:38:47.368 1.06842 1.06817 cum_theta_buy 66.0 cum_theta_sell 43.0 diff -23.0 exp_num_ticks 107.57 max_proportion 0.61 threshold 65.13 cum_ticks 109 buy_proportion 0.61
2017-03-31 06:40:13.268 1.06857 1.06833 cum_theta_buy 56.0 cum_theta_sell 35.0 diff -21.0 exp_num_ticks 108.43 max_proportion 0.52 threshold 55.87 cum_ticks 91 buy_proportion 0.62
2017-03-31 06:41:53.680 1.06857 1.06844 cum_theta_buy 52.0 cum_theta_sell 57.0 diff 5.0 exp_num_ticks 98.00 max_proportion 0.58 threshold 56.67 cum_ticks 109 buy_proportion 0.48
2017-03-31 06:43:23.016 1.06844 1.06826 cum_theta_buy 43.0 cum_theta_sell 56.0 diff 13.0 exp_num_ticks 103.86 max_proportion 0.53 threshold 55.56 cum_ticks 99 buy_proportion 0.43
2017-03-31 06:44:47.286 1.06824 1.06806 cum_theta_buy 41.0 cum_theta_sell 54.0 diff 13.0 exp_num_ticks 100.71 max_proportion 0.53 threshold 53.14 cum_ticks 95 buy_proportion 0.43
2017-03-31 06:45:39.974 1.06808 1.06769 cum_theta_buy 35.0 cum_theta_sell 56.0 diff 21.0 exp_num_ticks 98.14 max_proportion 0.56 threshold 55.07 cum_ticks 91 buy_proportion 0.38
2017-03-31 06:47:08.686 1.06780 1.06768 cum_theta_buy 48.0 cum_theta_sell 56.0 diff 8.0 exp_num_ticks 93.29 max_proportion 0.59 threshold 55.49 cum_ticks 104 buy_proportion 0.46
2017-03-31 06:48:57.000 1.06787 1.06765 cum_theta_buy 49.0 cum_theta_sell 56.0 diff 7.0 exp_num_ticks 99.00 max_proportion 0.56 threshold 55.91 cum_ticks 105 buy_proportion 0.47
2017-03-31 06:50:19.551 1.06806 1.06782 cum_theta_buy 57.0 cum_theta_sell 48.0 diff -9.0 exp_num_ticks 102.71 max_proportion 0.55 threshold 56.14 cum_ticks 105 buy_proportion 0.54
2017-03-31 06:51:39.969 1.06799 1.06780 cum_theta_buy 34.0 cum_theta_sell 54.0 diff 20.0 exp_num_ticks 104.86 max_proportion 0.51 threshold 53.42 cum_ticks 88 buy_proportion 0.39
2017-03-31 06:53:37.472 1.06796 1.06778 cum_theta_buy 51.0 cum_theta_sell 54.0 diff 3.0 exp_num_ticks 95.29 max_proportion 0.56 threshold 53.12 cum_ticks 105 buy_proportion 0.49
2017-03-31 06:55:19.191 1.06791 1.06773 cum_theta_buy 54.0 cum_theta_sell 53.0 diff -1.0 exp_num_ticks 100.14 max_proportion 0.53 threshold 53.53 cum_ticks 107 buy_proportion 0.50
2017-03-31 06:56:19.376 1.06787 1.06780 cum_theta_buy 54.0 cum_theta_sell 29.0 diff -25.0 exp_num_ticks 103.71 max_proportion 0.52 threshold 53.69 cum_ticks 83 buy_proportion 0.65
2017-03-31 06:57:17.015 1.06814 1.06786 cum_theta_buy 55.0 cum_theta_sell 18.0 diff -37.0 exp_num_ticks 93.00 max_proportion 0.59 threshold 54.44 cum_ticks 73 buy_proportion 0.75
2017-03-31 06:58:06.144 1.06832 1.06813 cum_theta_buy 56.0 cum_theta_sell 42.0 diff -14.0 exp_num_ticks 80.71 max_proportion 0.69 threshold 55.57 cum_ticks 98 buy_proportion 0.57
2017-03-31 06:59:00.283 1.06855 1.06818 cum_theta_buy 57.0 cum_theta_sell 41.0 diff -16.0 exp_num_ticks 88.71 max_proportion 0.63 threshold 56.31 cum_ticks 98 buy_proportion 0.58
2017-03-31 06:59:46.529 1.06856 1.06831 cum_theta_buy 45.0 cum_theta_sell 57.0 diff 12.0 exp_num_ticks 94.43 max_proportion 0.60 threshold 56.96 cum_ticks 102 buy_proportion 0.44
2017-03-31 07:00:19.631 1.06832 1.06801 cum_theta_buy 39.0 cum_theta_sell 51.0 diff 12.0 exp_num_ticks 100.29 max_proportion 0.50 threshold 50.15 cum_ticks 90 buy_proportion 0.43
2017-03-31 07:01:11.825 1.06820 1.06801 cum_theta_buy 42.0 cum_theta_sell 52.0 diff 10.0 exp_num_ticks 94.57 max_proportion 0.54 threshold 51.37 cum_ticks 94 buy_proportion 0.45
2017-03-31 07:02:00.014 1.06805 1.06772 cum_theta_buy 36.0 cum_theta_sell 53.0 diff 17.0 exp_num_ticks 94.00 max_proportion 0.56 threshold 52.44 cum_ticks 89 buy_proportion 0.40
2017-03-31 07:02:42.072 1.06776 1.06744 cum_theta_buy 38.0 cum_theta_sell 53.0 diff 15.0 exp_num_ticks 90.57 max_proportion 0.58 threshold 52.47 cum_ticks 91 buy_proportion 0.42
2017-03-31 07:04:01.860 1.06778 1.06758 cum_theta_buy 53.0 cum_theta_sell 46.0 diff -7.0 exp_num_ticks 90.86 max_proportion 0.58 threshold 52.88 cum_ticks 99 buy_proportion 0.54
2017-03-31 07:05:18.823 1.06802 1.06770 cum_theta_buy 50.0 cum_theta_sell 36.0 diff -14.0 exp_num_ticks 95.29 max_proportion 0.52 threshold 49.26 cum_ticks 86 buy_proportion 0.58
2017-03-31 07:06:31.636 1.06805 1.06788 cum_theta_buy 50.0 cum_theta_sell 49.0 diff -1.0 exp_num_ticks 90.43 max_proportion 0.54 threshold 49.27 cum_ticks 99 buy_proportion 0.51
2017-03-31 07:07:17.163 1.06827 1.06803 cum_theta_buy 51.0 cum_theta_sell 44.0 diff -7.0 exp_num_ticks 95.29 max_proportion 0.53 threshold 50.62 cum_ticks 95 buy_proportion 0.54
2017-03-31 07:08:20.645 1.06844 1.06823 cum_theta_buy 51.0 cum_theta_sell 47.0 diff -4.0 exp_num_ticks 94.86 max_proportion 0.53 threshold 50.67 cum_ticks 98 buy_proportion 0.52
2017-03-31 07:09:18.430 1.06847 1.06839 cum_theta_buy 36.0 cum_theta_sell 51.0 diff 15.0 exp_num_ticks 97.29 max_proportion 0.52 threshold 50.87 cum_ticks 87 buy_proportion 0.41
2017-03-31 07:10:16.593 1.06850 1.06838 cum_theta_buy 50.0 cum_theta_sell 35.0 diff -15.0 exp_num_ticks 91.29 max_proportion 0.54 threshold 49.13 cum_ticks 85 buy_proportion 0.59
2017-03-31 07:11:26.791 1.06857 1.06847 cum_theta_buy 47.0 cum_theta_sell 38.0 diff -9.0 exp_num_ticks 87.43 max_proportion 0.53 threshold 46.22 cum_ticks 85 buy_proportion 0.55
2017-03-31 07:12:30.195 1.06876 1.06847 cum_theta_buy 40.0 cum_theta_sell 47.0 diff 7.0 exp_num_ticks 85.29 max_proportion 0.54 threshold 46.32 cum_ticks 87 buy_proportion 0.46
2017-03-31 07:13:44.453 1.06867 1.06859 cum_theta_buy 44.0 cum_theta_sell 25.0 diff -19.0 exp_num_ticks 86.14 max_proportion 0.50 threshold 43.48 cum_ticks 69 buy_proportion 0.64
2017-03-31 07:14:50.765 1.06872 1.06847 cum_theta_buy 44.0 cum_theta_sell 43.0 diff -1.0 exp_num_ticks 76.43 max_proportion 0.57 threshold 43.93 cum_ticks 87 buy_proportion 0.51
2017-03-31 07:16:00.724 1.06861 1.06846 cum_theta_buy 38.0 cum_theta_sell 44.0 diff 6.0 exp_num_ticks 81.86 max_proportion 0.54 threshold 43.95 cum_ticks 82 buy_proportion 0.46
2017-03-31 07:16:55.264 1.06853 1.06841 cum_theta_buy 34.0 cum_theta_sell 41.0 diff 7.0 exp_num_ticks 81.57 max_proportion 0.50 threshold 40.82 cum_ticks 75 buy_proportion 0.45
2017-03-31 07:18:19.903 1.06860 1.06843 cum_theta_buy 43.0 cum_theta_sell 35.0 diff -8.0 exp_num_ticks 78.71 max_proportion 0.54 threshold 42.21 cum_ticks 78 buy_proportion 0.55
2017-03-31 07:19:18.993 1.06859 1.06847 cum_theta_buy 24.0 cum_theta_sell 40.0 diff 16.0 exp_num_ticks 77.71 max_proportion 0.51 threshold 39.69 cum_ticks 64 buy_proportion 0.38
2017-03-31 07:19:50.475 1.06845 1.06813 cum_theta_buy 20.0 cum_theta_sell 40.0 diff 20.0 exp_num_ticks 69.57 max_proportion 0.56 threshold 39.20 cum_ticks 60 buy_proportion 0.33
2017-03-31 07:20:45.444 1.06835 1.06820 cum_theta_buy 40.0 cum_theta_sell 32.0 diff -8.0 exp_num_ticks 63.71 max_proportion 0.62 threshold 39.73 cum_ticks 72 buy_proportion 0.56
2017-03-31 07:21:33.335 1.06835 1.06822 cum_theta_buy 21.0 cum_theta_sell 36.0 diff 15.0 exp_num_ticks 67.43 max_proportion 0.53 threshold 35.99 cum_ticks 57 buy_proportion 0.37
2017-03-31 07:22:22.204 1.06842 1.06823 cum_theta_buy 34.0 cum_theta_sell 36.0 diff 2.0 exp_num_ticks 61.71 max_proportion 0.58 threshold 35.99 cum_ticks 70 buy_proportion 0.49
2017-03-31 07:23:38.461 1.06837 1.06828 cum_theta_buy 36.0 cum_theta_sell 30.0 diff -6.0 exp_num_ticks 66.57 max_proportion 0.54 threshold 35.80 cum_ticks 66 buy_proportion 0.55
2017-03-31 07:24:16.858 1.06842 1.06831 cum_theta_buy 26.0 cum_theta_sell 34.0 diff 8.0 exp_num_ticks 65.86 max_proportion 0.50 threshold 33.13 cum_ticks 60 buy_proportion 0.43
2017-03-31 07:25:15.123 1.06839 1.06828 cum_theta_buy 22.0 cum_theta_sell 34.0 diff 12.0 exp_num_ticks 63.14 max_proportion 0.53 threshold 33.29 cum_ticks 56 buy_proportion 0.39
2017-03-31 07:25:49.472 1.06832 1.06824 cum_theta_buy 17.0 cum_theta_sell 34.0 diff 17.0 exp_num_ticks 58.57 max_proportion 0.57 threshold 33.61 cum_ticks 51 buy_proportion 0.33
2017-03-31 07:26:46.548 1.06834 1.06824 cum_theta_buy 30.0 cum_theta_sell 35.0 diff 5.0 exp_num_ticks 53.71 max_proportion 0.64 threshold 34.13 cum_ticks 65 buy_proportion 0.46
2017-03-31 07:27:35.078 1.06837 1.06824 cum_theta_buy 35.0 cum_theta_sell 20.0 diff -15.0 exp_num_ticks 59.71 max_proportion 0.58 threshold 34.93 cum_ticks 55 buy_proportion 0.64
2017-03-31 07:28:32.429 1.06846 1.06836 cum_theta_buy 32.0 cum_theta_sell 16.0 diff -16.0 exp_num_ticks 57.29 max_proportion 0.54 threshold 31.11 cum_ticks 48 buy_proportion 0.67
2017-03-31 07:29:38.394 1.06859 1.06832 cum_theta_buy 33.0 cum_theta_sell 22.0 diff -11.0 exp_num_ticks 52.43 max_proportion 0.63 threshold 32.96 cum_ticks 55 buy_proportion 0.60
2017-03-31 07:30:14.955 1.06887 1.06861 cum_theta_buy 34.0 cum_theta_sell 10.0 diff -24.0 exp_num_ticks 53.00 max_proportion 0.62 threshold 33.08 cum_ticks 44 buy_proportion 0.77
2017-03-31 07:31:11.219 1.06887 1.06873 cum_theta_buy 34.0 cum_theta_sell 31.0 diff -3.0 exp_num_ticks 47.71 max_proportion 0.71 threshold 33.79 cum_ticks 65 buy_proportion 0.52
2017-03-31 07:31:37.833 1.06893 1.06879 cum_theta_buy 35.0 cum_theta_sell 27.0 diff -8.0 exp_num_ticks 57.57 max_proportion 0.61 threshold 34.85 cum_ticks 62 buy_proportion 0.56
2017-03-31 07:32:30.426 1.06894 1.06884 cum_theta_buy 34.0 cum_theta_sell 36.0 diff 2.0 exp_num_ticks 60.29 max_proportion 0.58 threshold 35.11 cum_ticks 70 buy_proportion 0.49
2017-03-31 07:33:10.914 1.06904 1.06894 cum_theta_buy 35.0 cum_theta_sell 17.0 diff -18.0 exp_num_ticks 67.00 max_proportion 0.51 threshold 34.41 cum_ticks 52 buy_proportion 0.67
2017-03-31 07:33:54.883 1.06908 1.06893 cum_theta_buy 36.0 cum_theta_sell 32.0 diff -4.0 exp_num_ticks 58.57 max_proportion 0.60 threshold 35.38 cum_ticks 68 buy_proportion 0.53
2017-03-31 07:34:40.810 1.06911 1.06892 cum_theta_buy 36.0 cum_theta_sell 31.0 diff -5.0 exp_num_ticks 63.71 max_proportion 0.56 threshold 35.95 cum_ticks 67 buy_proportion 0.54
2017-03-31 07:35:08.197 1.06901 1.06873 cum_theta_buy 13.0 cum_theta_sell 37.0 diff 24.0 exp_num_ticks 65.14 max_proportion 0.55 threshold 36.12 cum_ticks 50 buy_proportion 0.26
2017-03-31 07:35:59.026 1.06877 1.06863 cum_theta_buy 33.0 cum_theta_sell 36.0 diff 3.0 exp_num_ticks 57.43 max_proportion 0.62 threshold 35.74 cum_ticks 69 buy_proportion 0.48
2017-03-31 07:36:45.796 1.06867 1.06855 cum_theta_buy 27.0 cum_theta_sell 37.0 diff 10.0 exp_num_ticks 63.29 max_proportion 0.58 threshold 36.43 cum_ticks 64 buy_proportion 0.42
2017-03-31 07:37:34.282 1.06868 1.06859 cum_theta_buy 37.0 cum_theta_sell 38.0 diff 1.0 exp_num_ticks 63.43 max_proportion 0.59 threshold 37.11 cum_ticks 75 buy_proportion 0.49
2017-03-31 07:38:19.336 1.06873 1.06857 cum_theta_buy 38.0 cum_theta_sell 23.0 diff -15.0 exp_num_ticks 71.00 max_proportion 0.53 threshold 37.58 cum_ticks 61 buy_proportion 0.62
2017-03-31 07:39:18.492 1.06875 1.06861 cum_theta_buy 35.0 cum_theta_sell 37.0 diff 2.0 exp_num_ticks 65.43 max_proportion 0.56 threshold 36.46 cum_ticks 72 buy_proportion 0.49
2017-03-31 07:40:24.337 1.06880 1.06862 cum_theta_buy 37.0 cum_theta_sell 36.0 diff -1.0 exp_num_ticks 69.29 max_proportion 0.53 threshold 36.46 cum_ticks 73 buy_proportion 0.51
2017-03-31 07:42:15.312 1.06873 1.06863 cum_theta_buy 37.0 cum_theta_sell 34.0 diff -3.0 exp_num_ticks 71.00 max_proportion 0.52 threshold 36.74 cum_ticks 71 buy_proportion 0.52
2017-03-31 07:44:04.586 1.06887 1.06869 cum_theta_buy 34.0 cum_theta_sell 37.0 diff 3.0 exp_num_ticks 71.71 max_proportion 0.51 threshold 36.72 cum_ticks 71 buy_proportion 0.48
2017-03-31 07:44:57.152 1.06880 1.06864 cum_theta_buy 37.0 cum_theta_sell 29.0 diff -8.0 exp_num_ticks 71.29 max_proportion 0.51 threshold 36.00 cum_ticks 66 buy_proportion 0.56
2017-03-31 07:45:45.088 1.06899 1.06878 cum_theta_buy 37.0 cum_theta_sell 30.0 diff -7.0 exp_num_ticks 68.14 max_proportion 0.53 threshold 36.23 cum_ticks 67 buy_proportion 0.55
2017-03-31 07:46:18.356 1.06922 1.06894 cum_theta_buy 28.0 cum_theta_sell 37.0 diff 9.0 exp_num_ticks 67.29 max_proportion 0.54 threshold 36.61 cum_ticks 65 buy_proportion 0.43
2017-03-31 07:47:26.802 1.06914 1.06901 cum_theta_buy 34.0 cum_theta_sell 32.0 diff -2.0 exp_num_ticks 65.71 max_proportion 0.52 threshold 33.91 cum_ticks 66 buy_proportion 0.52
2017-03-31 07:48:10.246 1.06914 1.06905 cum_theta_buy 23.0 cum_theta_sell 34.0 diff 11.0 exp_num_ticks 65.86 max_proportion 0.50 threshold 33.17 cum_ticks 57 buy_proportion 0.40
2017-03-31 07:49:23.670 1.06912 1.06904 cum_theta_buy 31.0 cum_theta_sell 35.0 diff 4.0 exp_num_ticks 60.71 max_proportion 0.56 threshold 34.04 cum_ticks 66 buy_proportion 0.47
2017-03-31 07:50:07.753 1.06921 1.06905 cum_theta_buy 35.0 cum_theta_sell 28.0 diff -7.0 exp_num_ticks 63.43 max_proportion 0.54 threshold 34.42 cum_ticks 63 buy_proportion 0.56
2017-03-31 07:50:52.626 1.06923 1.06905 cum_theta_buy 33.0 cum_theta_sell 29.0 diff -4.0 exp_num_ticks 63.00 max_proportion 0.51 threshold 32.09 cum_ticks 62 buy_proportion 0.53
2017-03-31 07:51:48.942 1.06925 1.06913 cum_theta_buy 22.0 cum_theta_sell 34.0 diff 12.0 exp_num_ticks 62.86 max_proportion 0.53 threshold 33.31 cum_ticks 56 buy_proportion 0.39
2017-03-31 07:52:44.503 1.06918 1.06908 cum_theta_buy 31.0 cum_theta_sell 32.0 diff 1.0 exp_num_ticks 58.71 max_proportion 0.54 threshold 31.94 cum_ticks 63 buy_proportion 0.49
2017-03-31 07:54:13.162 1.06922 1.06912 cum_theta_buy 33.0 cum_theta_sell 23.0 diff -10.0 exp_num_ticks 60.86 max_proportion 0.53 threshold 32.29 cum_ticks 56 buy_proportion 0.59
2017-03-31 07:54:46.495 1.06921 1.06892 cum_theta_buy 31.0 cum_theta_sell 26.0 diff -5.0 exp_num_ticks 58.00 max_proportion 0.53 threshold 30.94 cum_ticks 57 buy_proportion 0.54
2017-03-31 07:55:01.217 1.06923 1.06910 cum_theta_buy 32.0 cum_theta_sell 23.0 diff -9.0 exp_num_ticks 57.57 max_proportion 0.55 threshold 31.63 cum_ticks 55 buy_proportion 0.58
2017-03-31 07:55:44.067 1.06915 1.06903 cum_theta_buy 15.0 cum_theta_sell 32.0 diff 17.0 exp_num_ticks 55.71 max_proportion 0.57 threshold 31.87 cum_ticks 47 buy_proportion 0.32
2017-03-31 07:56:12.427 1.06903 1.06889 cum_theta_buy 14.0 cum_theta_sell 30.0 diff 16.0 exp_num_ticks 50.71 max_proportion 0.57 threshold 29.09 cum_ticks 44 buy_proportion 0.32
2017-03-31 07:57:10.653 1.06905 1.06890 cum_theta_buy 30.0 cum_theta_sell 22.0 diff -8.0 exp_num_ticks 46.43 max_proportion 0.64 threshold 29.89 cum_ticks 52 buy_proportion 0.58
2017-03-31 07:58:03.852 1.06911 1.06890 cum_theta_buy 27.0 cum_theta_sell 21.0 diff -6.0 exp_num_ticks 49.00 max_proportion 0.53 threshold 26.16 cum_ticks 48 buy_proportion 0.56
2017-03-31 07:58:36.823 1.06914 1.06903 cum_theta_buy 24.0 cum_theta_sell 26.0 diff 2.0 exp_num_ticks 48.57 max_proportion 0.53 threshold 25.83 cum_ticks 50 buy_proportion 0.48
2017-03-31 07:59:30.973 1.06917 1.06904 cum_theta_buy 26.0 cum_theta_sell 24.0 diff -2.0 exp_num_ticks 49.71 max_proportion 0.52 threshold 25.72 cum_ticks 50 buy_proportion 0.52
2017-03-31 07:59:56.063 1.06916 1.06911 cum_theta_buy 26.0 cum_theta_sell 11.0 diff -15.0 exp_num_ticks 49.71 max_proportion 0.51 threshold 25.59 cum_ticks 37 buy_proportion 0.70
2017-03-31 08:00:35.875 1.06917 1.06910 cum_theta_buy 13.0 cum_theta_sell 27.0 diff 14.0 exp_num_ticks 42.57 max_proportion 0.62 threshold 26.34 cum_ticks 40 buy_proportion 0.33
2017-03-31 08:00:59.764 1.06918 1.06907 cum_theta_buy 22.0 cum_theta_sell 10.0 diff -12.0 exp_num_ticks 40.57 max_proportion 0.54 threshold 21.88 cum_ticks 32 buy_proportion 0.69
2017-03-31 08:01:27.991 1.06926 1.06916 cum_theta_buy 21.0 cum_theta_sell 9.0 diff -12.0 exp_num_ticks 35.00 max_proportion 0.59 threshold 20.51 cum_ticks 30 buy_proportion 0.70
2017-03-31 08:02:13.241 1.06923 1.06909 cum_theta_buy 18.0 cum_theta_sell 21.0 diff 3.0 exp_num_ticks 32.00 max_proportion 0.64 threshold 20.57 cum_ticks 39 buy_proportion 0.46
2017-03-31 08:02:31.909 1.06905 1.06893 cum_theta_buy 11.0 cum_theta_sell 20.0 diff 9.0 exp_num_ticks 35.43 max_proportion 0.56 threshold 19.91 cum_ticks 31 buy_proportion 0.35
2017-03-31 08:03:02.949 1.06912 1.06901 cum_theta_buy 19.0 cum_theta_sell 18.0 diff -1.0 exp_num_ticks 33.14 max_proportion 0.57 threshold 18.74 cum_ticks 37 buy_proportion 0.51
2017-03-31 08:03:47.256 1.06928 1.06910 cum_theta_buy 20.0 cum_theta_sell 14.0 diff -6.0 exp_num_ticks 35.57 max_proportion 0.54 threshold 19.18 cum_ticks 34 buy_proportion 0.59
2017-03-31 08:04:10.788 1.06935 1.06921 cum_theta_buy 19.0 cum_theta_sell 13.0 diff -6.0 exp_num_ticks 34.43 max_proportion 0.53 threshold 18.37 cum_ticks 32 buy_proportion 0.59
2017-03-31 08:04:55.955 1.06942 1.06934 cum_theta_buy 20.0 cum_theta_sell 14.0 diff -6.0 exp_num_ticks 33.29 max_proportion 0.58 threshold 19.33 cum_ticks 34 buy_proportion 0.59
2017-03-31 08:05:19.382 1.06946 1.06939 cum_theta_buy 20.0 cum_theta_sell 8.0 diff -12.0 exp_num_ticks 33.43 max_proportion 0.59 threshold 19.72 cum_ticks 28 buy_proportion 0.71
2017-03-31 08:05:35.884 1.06943 1.06933 cum_theta_buy 12.0 cum_theta_sell 21.0 diff 9.0 exp_num_ticks 30.29 max_proportion 0.66 threshold 20.02 cum_ticks 33 buy_proportion 0.36
2017-03-31 08:05:50.631 1.06936 1.06930 cum_theta_buy 6.0 cum_theta_sell 16.0 diff 10.0 exp_num_ticks 31.71 max_proportion 0.50 threshold 15.99 cum_ticks 22 buy_proportion 0.27
2017-03-31 08:06:09.182 1.06939 1.06931 cum_theta_buy 8.0 cum_theta_sell 17.0 diff 9.0 exp_num_ticks 26.00 max_proportion 0.64 threshold 16.59 cum_ticks 25 buy_proportion 0.32
2017-03-31 08:06:29.944 1.06934 1.06929 cum_theta_buy 3.0 cum_theta_sell 18.0 diff 15.0 exp_num_ticks 25.29 max_proportion 0.69 threshold 17.38 cum_ticks 21 buy_proportion 0.14
2017-03-31 08:06:58.655 1.06943 1.06929 cum_theta_buy 18.0 cum_theta_sell 5.0 diff -13.0 exp_num_ticks 22.29 max_proportion 0.79 threshold 17.56 cum_ticks 23 buy_proportion 0.78
2017-03-31 08:07:24.433 1.06944 1.06937 cum_theta_buy 10.0 cum_theta_sell 13.0 diff 3.0 exp_num_ticks 22.71 max_proportion 0.53 threshold 12.12 cum_ticks 23 buy_proportion 0.43
2017-03-31 08:07:37.442 1.06938 1.06933 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 22.71 max_proportion 0.51 threshold 11.53 cum_ticks 15 buy_proportion 0.20
2017-03-31 08:07:49.176 1.06940 1.06933 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.43 max_proportion 0.65 threshold 11.97 cum_ticks 18 buy_proportion 0.33
2017-03-31 08:08:11.798 1.06934 1.06931 cum_theta_buy 13.0 cum_theta_sell 12.0 diff -1.0 exp_num_ticks 17.86 max_proportion 0.69 threshold 12.33 cum_ticks 25 buy_proportion 0.52
2017-03-31 08:08:24.183 1.06938 1.06930 cum_theta_buy 6.0 cum_theta_sell 13.0 diff 7.0 exp_num_ticks 21.57 max_proportion 0.58 threshold 12.49 cum_ticks 19 buy_proportion 0.32
2017-03-31 08:08:59.634 1.06936 1.06929 cum_theta_buy 11.0 cum_theta_sell 13.0 diff 2.0 exp_num_ticks 20.57 max_proportion 0.62 threshold 12.82 cum_ticks 24 buy_proportion 0.46
2017-03-31 08:09:38.458 1.06934 1.06926 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 22.71 max_proportion 0.57 threshold 13.03 cum_ticks 25 buy_proportion 0.44
2017-03-31 08:10:08.758 1.06932 1.06928 cum_theta_buy 14.0 cum_theta_sell 11.0 diff -3.0 exp_num_ticks 23.86 max_proportion 0.57 threshold 13.66 cum_ticks 25 buy_proportion 0.56
2017-03-31 08:10:32.240 1.06933 1.06925 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 24.86 max_proportion 0.51 threshold 12.71 cum_ticks 24 buy_proportion 0.54
2017-03-31 08:10:56.392 1.06935 1.06928 cum_theta_buy 14.0 cum_theta_sell 12.0 diff -2.0 exp_num_ticks 24.43 max_proportion 0.53 threshold 13.01 cum_ticks 26 buy_proportion 0.54
2017-03-31 08:11:17.123 1.06940 1.06933 cum_theta_buy 14.0 cum_theta_sell 8.0 diff -6.0 exp_num_ticks 25.29 max_proportion 0.54 threshold 13.72 cum_ticks 22 buy_proportion 0.64
2017-03-31 08:11:39.367 1.06943 1.06937 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 23.43 max_proportion 0.59 threshold 13.94 cum_ticks 25 buy_proportion 0.44
2017-03-31 08:11:47.665 1.06940 1.06925 cum_theta_buy 6.0 cum_theta_sell 13.0 diff 7.0 exp_num_ticks 24.29 max_proportion 0.51 threshold 12.39 cum_ticks 19 buy_proportion 0.32
2017-03-31 08:12:09.155 1.06931 1.06924 cum_theta_buy 13.0 cum_theta_sell 9.0 diff -4.0 exp_num_ticks 21.14 max_proportion 0.60 threshold 12.75 cum_ticks 22 buy_proportion 0.59
2017-03-31 08:12:15.467 1.06936 1.06930 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 21.57 max_proportion 0.51 threshold 10.99 cum_ticks 12 buy_proportion 0.92
2017-03-31 08:12:40.310 1.06936 1.06928 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 15.86 max_proportion 0.74 threshold 11.70 cum_ticks 21 buy_proportion 0.43
2017-03-31 08:12:49.191 1.06928 1.06924 cum_theta_buy 1.0 cum_theta_sell 11.0 diff 10.0 exp_num_ticks 18.57 max_proportion 0.59 threshold 10.98 cum_ticks 12 buy_proportion 0.08
2017-03-31 08:13:03.722 1.06926 1.06919 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 14.57 max_proportion 0.70 threshold 10.19 cum_ticks 17 buy_proportion 0.35
2017-03-31 08:13:48.060 1.06929 1.06920 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 16.14 max_proportion 0.71 threshold 11.51 cum_ticks 23 buy_proportion 0.48
2017-03-31 08:14:00.924 1.06927 1.06918 cum_theta_buy 13.0 cum_theta_sell 9.0 diff -4.0 exp_num_ticks 19.71 max_proportion 0.61 threshold 12.10 cum_ticks 22 buy_proportion 0.59
2017-03-31 08:14:17.762 1.06927 1.06919 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 21.57 max_proportion 0.52 threshold 11.32 cum_ticks 21 buy_proportion 0.43
2017-03-31 08:14:34.035 1.06924 1.06919 cum_theta_buy 7.0 cum_theta_sell 12.0 diff 5.0 exp_num_ticks 21.57 max_proportion 0.52 threshold 11.17 cum_ticks 19 buy_proportion 0.37
2017-03-31 08:14:46.060 1.06927 1.06919 cum_theta_buy 12.0 cum_theta_sell 9.0 diff -3.0 exp_num_ticks 20.00 max_proportion 0.58 threshold 11.65 cum_ticks 21 buy_proportion 0.57
2017-03-31 08:14:53.883 1.06934 1.06924 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 20.43 max_proportion 0.51 threshold 10.36 cum_ticks 20 buy_proportion 0.45
2017-03-31 08:15:05.644 1.06932 1.06927 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 20.14 max_proportion 0.53 threshold 10.61 cum_ticks 20 buy_proportion 0.55
2017-03-31 08:15:19.936 1.06933 1.06929 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 20.14 max_proportion 0.52 threshold 10.56 cum_ticks 14 buy_proportion 0.79
2017-03-31 08:15:32.421 1.06933 1.06930 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 16.57 max_proportion 0.67 threshold 11.11 cum_ticks 16 buy_proportion 0.25
2017-03-31 08:15:41.743 1.06934 1.06929 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 16.00 max_proportion 0.55 threshold 8.87 cum_ticks 14 buy_proportion 0.64
2017-03-31 08:15:53.529 1.06936 1.06929 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.57 max_proportion 0.55 threshold 8.03 cum_ticks 15 buy_proportion 0.40
2017-03-31 08:15:59.449 1.06938 1.06930 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 14.86 max_proportion 0.55 threshold 8.20 cum_ticks 9 buy_proportion 1.00
2017-03-31 08:16:06.047 1.06943 1.06939 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 11.43 max_proportion 0.78 threshold 8.89 cum_ticks 9 buy_proportion 1.00
2017-03-31 08:16:17.916 1.06948 1.06943 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 9.86 max_proportion 0.91 threshold 9.01 cum_ticks 14 buy_proportion 0.71
2017-03-31 08:16:23.375 1.06947 1.06940 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 11.86 max_proportion 0.84 threshold 9.92 cum_ticks 13 buy_proportion 0.23
2017-03-31 08:16:42.007 1.06947 1.06938 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.71 max_proportion 0.52 threshold 6.63 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:17:00.484 1.06948 1.06943 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.14 max_proportion 0.57 threshold 7.47 cum_ticks 14 buy_proportion 0.57
2017-03-31 08:17:04.371 1.06950 1.06938 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 13.57 max_proportion 0.51 threshold 6.90 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:17:15.199 1.06942 1.06937 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.56 threshold 6.84 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:17:30.467 1.06947 1.06939 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 6.92 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:17:37.074 1.06950 1.06946 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 10.71 max_proportion 0.57 threshold 6.12 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:17:53.591 1.06954 1.06949 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.29 max_proportion 0.66 threshold 6.78 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:18:01.271 1.06954 1.06952 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.60 cum_ticks 12 buy_proportion 0.58
2017-03-31 08:18:14.666 1.06953 1.06952 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.00 max_proportion 0.57 threshold 6.78 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:18:25.731 1.06953 1.06947 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.71 max_proportion 0.50 threshold 6.40 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:18:34.330 1.06949 1.06947 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.71 max_proportion 0.58 threshold 6.76 cum_ticks 11 buy_proportion 0.64
2017-03-31 08:18:39.281 1.06952 1.06948 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.53 threshold 6.02 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:18:43.266 1.06954 1.06948 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.43 max_proportion 0.63 threshold 6.61 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:18:56.522 1.06955 1.06951 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 11.86 max_proportion 0.60 threshold 7.10 cum_ticks 11 buy_proportion 0.27
2017-03-31 08:19:07.902 1.06952 1.06949 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.43 max_proportion 0.59 threshold 6.75 cum_ticks 10 buy_proportion 0.30
2017-03-31 08:19:17.378 1.06951 1.06947 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.67 threshold 7.22 cum_ticks 14 buy_proportion 0.57
2017-03-31 08:19:21.933 1.06942 1.06939 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.43 max_proportion 0.55 threshold 6.82 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:19:40.791 1.06944 1.06939 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.57 max_proportion 0.67 threshold 7.05 cum_ticks 12 buy_proportion 0.67
2017-03-31 08:19:51.708 1.06949 1.06943 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.43 max_proportion 0.53 threshold 6.01 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:20:00.970 1.06948 1.06944 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.51 threshold 6.24 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:20:06.417 1.06947 1.06937 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.29 max_proportion 0.53 threshold 6.57 cum_ticks 10 buy_proportion 0.30
2017-03-31 08:20:15.304 1.06947 1.06938 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 11.00 max_proportion 0.64 threshold 7.08 cum_ticks 10 buy_proportion 0.80
2017-03-31 08:20:27.165 1.06948 1.06944 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.60 threshold 6.20 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:20:40.819 1.06947 1.06943 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.57 max_proportion 0.52 threshold 5.51 cum_ticks 11 buy_proportion 0.55
2017-03-31 08:20:47.802 1.06946 1.06943 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.75 cum_ticks 8 buy_proportion 0.25
2017-03-31 08:20:52.170 1.06942 1.06938 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.65 threshold 6.03 cum_ticks 8 buy_proportion 0.12
2017-03-31 08:20:59.456 1.06937 1.06933 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.43 max_proportion 0.78 threshold 6.57 cum_ticks 7 buy_proportion 0.00
2017-03-31 08:21:16.267 1.06938 1.06934 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.93 threshold 6.90 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:21:31.749 1.06934 1.06931 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.72 threshold 7.59 cum_ticks 13 buy_proportion 0.38
2017-03-31 08:21:56.590 1.06932 1.06929 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.14 max_proportion 0.65 threshold 7.87 cum_ticks 13 buy_proportion 0.62
2017-03-31 08:22:13.144 1.06933 1.06929 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.53 threshold 6.86 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:22:30.728 1.06935 1.06931 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.86 max_proportion 0.56 threshold 6.66 cum_ticks 11 buy_proportion 0.64
2017-03-31 08:22:53.639 1.06935 1.06928 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.29 max_proportion 0.56 threshold 6.27 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:23:03.989 1.06927 1.06924 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.86 max_proportion 0.64 threshold 6.30 cum_ticks 8 buy_proportion 0.12
2017-03-31 08:23:14.919 1.06925 1.06922 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.77 threshold 6.75 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:23:26.041 1.06922 1.06919 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 10.43 max_proportion 0.69 threshold 7.24 cum_ticks 9 buy_proportion 0.11
2017-03-31 08:23:37.819 1.06927 1.06919 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 9.71 max_proportion 0.80 threshold 7.77 cum_ticks 10 buy_proportion 0.80
2017-03-31 08:24:00.975 1.06930 1.06926 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.00 max_proportion 0.55 threshold 5.48 cum_ticks 11 buy_proportion 0.45
2017-03-31 08:24:06.587 1.06928 1.06921 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.43 max_proportion 0.50 threshold 5.26 cum_ticks 9 buy_proportion 0.67
2017-03-31 08:24:14.697 1.06927 1.06923 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.71 max_proportion 0.63 threshold 6.07 cum_ticks 7 buy_proportion 0.00
2017-03-31 08:24:24.843 1.06924 1.06923 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.14 max_proportion 0.74 threshold 6.06 cum_ticks 8 buy_proportion 0.12
2017-03-31 08:24:44.279 1.06926 1.06922 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.86 max_proportion 0.83 threshold 6.55 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:24:58.833 1.06927 1.06924 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.71 max_proportion 0.70 threshold 7.51 cum_ticks 12 buy_proportion 0.67
2017-03-31 08:25:11.311 1.06927 1.06925 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.71 max_proportion 0.53 threshold 6.22 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:25:26.471 1.06926 1.06922 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.51 threshold 6.14 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:25:32.871 1.06923 1.06923 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.00 max_proportion 0.55 threshold 6.57 cum_ticks 7 buy_proportion 0.00
2017-03-31 08:25:37.714 1.06931 1.06924 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 9.14 max_proportion 0.82 threshold 7.51 cum_ticks 9 buy_proportion 0.89
2017-03-31 08:25:41.843 1.06935 1.06933 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.86 max_proportion 0.57 threshold 5.03 cum_ticks 6 buy_proportion 1.00
2017-03-31 08:25:48.167 1.06943 1.06936 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.83 threshold 5.78 cum_ticks 10 buy_proportion 0.60
2017-03-31 08:25:53.568 1.06943 1.06939 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.76 threshold 6.58 cum_ticks 9 buy_proportion 0.78
2017-03-31 08:26:05.139 1.06945 1.06942 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.86 max_proportion 0.76 threshold 6.72 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:26:08.607 1.06942 1.06939 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.86 max_proportion 0.55 threshold 5.93 cum_ticks 7 buy_proportion 0.14
2017-03-31 08:26:14.277 1.06946 1.06939 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.69 threshold 6.00 cum_ticks 9 buy_proportion 0.67
2017-03-31 08:26:19.852 1.06949 1.06945 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.86 max_proportion 0.52 threshold 4.59 cum_ticks 9 buy_proportion 0.44
2017-03-31 08:26:25.787 1.06946 1.06944 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.54 threshold 4.66 cum_ticks 8 buy_proportion 0.38
2017-03-31 08:26:29.680 1.06944 1.06943 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.75 cum_ticks 6 buy_proportion 0.17
2017-03-31 08:26:41.300 1.06945 1.06943 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.00 max_proportion 0.73 threshold 5.14 cum_ticks 10 buy_proportion 0.40
2017-03-31 08:26:49.225 1.06947 1.06944 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.57 max_proportion 0.67 threshold 5.74 cum_ticks 11 buy_proportion 0.45
2017-03-31 08:27:00.552 1.06949 1.06947 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.00 max_proportion 0.60 threshold 6.02 cum_ticks 8 buy_proportion 0.88
2017-03-31 08:27:14.680 1.06952 1.06948 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.14 max_proportion 0.69 threshold 6.28 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:27:27.808 1.06955 1.06953 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.57 max_proportion 0.71 threshold 6.84 cum_ticks 8 buy_proportion 0.88
2017-03-31 08:27:44.189 1.06955 1.06953 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.82 threshold 7.07 cum_ticks 10 buy_proportion 0.20
2017-03-31 08:27:57.360 1.06954 1.06953 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.43 max_proportion 0.54 threshold 5.05 cum_ticks 10 buy_proportion 0.60
2017-03-31 08:28:08.561 1.06956 1.06953 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.71 max_proportion 0.52 threshold 5.10 cum_ticks 9 buy_proportion 0.33
2017-03-31 08:28:30.979 1.06953 1.06953 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.43 max_proportion 0.61 threshold 5.75 cum_ticks 6 buy_proportion 0.00
2017-03-31 08:28:48.528 1.06953 1.06951 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.43 max_proportion 0.82 threshold 6.08 cum_ticks 10 buy_proportion 0.30
2017-03-31 08:29:03.923 1.06952 1.06949 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.71 max_proportion 0.78 threshold 6.81 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:29:18.472 1.06949 1.06945 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.86 max_proportion 0.79 threshold 6.97 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:29:25.858 1.06950 1.06944 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.43 max_proportion 0.59 threshold 6.70 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:29:37.241 1.06945 1.06941 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.69 threshold 6.97 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:29:44.399 1.06946 1.06945 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.86 max_proportion 0.55 threshold 6.54 cum_ticks 7 buy_proportion 1.00
2017-03-31 08:29:53.299 1.06952 1.06944 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.76 threshold 6.81 cum_ticks 11 buy_proportion 0.64
2017-03-31 08:29:57.607 1.06952 1.06948 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.73 threshold 7.37 cum_ticks 11 buy_proportion 0.27
2017-03-31 08:30:03.169 1.06950 1.06945 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.52 threshold 5.42 cum_ticks 9 buy_proportion 0.33
2017-03-31 08:30:11.498 1.06948 1.06943 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.86 max_proportion 0.64 threshold 6.32 cum_ticks 10 buy_proportion 0.30
2017-03-31 08:30:17.645 1.06945 1.06939 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.86 max_proportion 0.69 threshold 6.84 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:30:21.137 1.06942 1.06938 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.57 max_proportion 0.56 threshold 6.47 cum_ticks 7 buy_proportion 0.00
2017-03-31 08:30:27.564 1.06946 1.06939 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.80 threshold 7.34 cum_ticks 13 buy_proportion 0.62
2017-03-31 08:30:31.145 1.06944 1.06938 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.29 max_proportion 0.57 threshold 6.45 cum_ticks 8 buy_proportion 0.12
2017-03-31 08:30:34.453 1.06941 1.06937 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.75 threshold 6.99 cum_ticks 8 buy_proportion 0.12
2017-03-31 08:30:43.416 1.06939 1.06933 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.80 threshold 7.01 cum_ticks 14 buy_proportion 0.57
2017-03-31 08:30:45.928 1.06933 1.06925 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 11.43 max_proportion 0.62 threshold 7.08 cum_ticks 8 buy_proportion 0.00
2017-03-31 08:30:52.433 1.06924 1.06922 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 9.71 max_proportion 0.82 threshold 7.95 cum_ticks 9 buy_proportion 0.11
2017-03-31 08:31:02.071 1.06926 1.06923 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.85 threshold 8.06 cum_ticks 14 buy_proportion 0.36
2017-03-31 08:31:15.861 1.06926 1.06923 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 11.71 max_proportion 0.76 threshold 8.95 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:31:28.522 1.06928 1.06924 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.14 max_proportion 0.55 threshold 6.64 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:31:38.910 1.06928 1.06926 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.71 max_proportion 0.53 threshold 6.17 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:31:51.124 1.06927 1.06926 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.29 max_proportion 0.53 threshold 6.45 cum_ticks 7 buy_proportion 0.00
2017-03-31 08:31:54.370 1.06926 1.06917 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.29 max_proportion 0.82 threshold 7.58 cum_ticks 8 buy_proportion 0.00
2017-03-31 08:32:06.593 1.06918 1.06917 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.93 threshold 7.87 cum_ticks 13 buy_proportion 0.38
2017-03-31 08:32:23.491 1.06919 1.06915 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 10.71 max_proportion 0.78 threshold 8.36 cum_ticks 17 buy_proportion 0.47
2017-03-31 08:32:33.709 1.06921 1.06918 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 14.57 max_proportion 0.62 threshold 9.05 cum_ticks 14 buy_proportion 0.71
2017-03-31 08:32:38.082 1.06928 1.06921 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 14.71 max_proportion 0.60 threshold 8.79 cum_ticks 9 buy_proportion 1.00
2017-03-31 08:32:51.587 1.06929 1.06920 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 11.57 max_proportion 0.84 threshold 9.75 cum_ticks 16 buy_proportion 0.38
2017-03-31 08:33:08.238 1.06932 1.06921 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 13.71 max_proportion 0.60 threshold 8.26 cum_ticks 11 buy_proportion 0.82
2017-03-31 08:33:18.232 1.06934 1.06929 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 12.14 max_proportion 0.72 threshold 8.71 cum_ticks 14 buy_proportion 0.36
2017-03-31 08:33:21.831 1.06938 1.06931 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 13.43 max_proportion 0.51 threshold 6.83 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:33:32.691 1.06934 1.06929 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.54 threshold 6.75 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:33:38.584 1.06935 1.06930 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.14 max_proportion 0.57 threshold 6.35 cum_ticks 11 buy_proportion 0.36
2017-03-31 08:33:41.737 1.06933 1.06929 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.78 cum_ticks 8 buy_proportion 0.25
2017-03-31 08:33:55.683 1.06935 1.06930 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.97 cum_ticks 10 buy_proportion 0.60
2017-03-31 08:34:01.087 1.06937 1.06933 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.57 max_proportion 0.53 threshold 5.11 cum_ticks 11 buy_proportion 0.55
2017-03-31 08:34:13.155 1.06938 1.06935 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.29 max_proportion 0.52 threshold 5.34 cum_ticks 8 buy_proportion 0.25
2017-03-31 08:34:22.402 1.06939 1.06936 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.14 max_proportion 0.62 threshold 5.63 cum_ticks 6 buy_proportion 1.00
2017-03-31 08:34:31.113 1.06939 1.06934 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.72 threshold 5.25 cum_ticks 9 buy_proportion 0.33
2017-03-31 08:34:35.203 1.06933 1.06929 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.51 threshold 4.10 cum_ticks 5 buy_proportion 0.00
2017-03-31 08:34:38.664 1.06928 1.06924 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.76 threshold 4.79 cum_ticks 6 buy_proportion 0.17
2017-03-31 08:34:43.972 1.06922 1.06917 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.14 max_proportion 0.86 threshold 5.27 cum_ticks 11 buy_proportion 0.55
2017-03-31 08:34:55.675 1.06925 1.06923 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.64 threshold 5.58 cum_ticks 10 buy_proportion 0.40
2017-03-31 08:34:59.028 1.06930 1.06923 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.71 max_proportion 0.59 threshold 5.75 cum_ticks 9 buy_proportion 0.67
2017-03-31 08:35:06.924 1.06934 1.06929 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.57 threshold 5.49 cum_ticks 10 buy_proportion 0.40
2017-03-31 08:35:15.269 1.06929 1.06923 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.52 threshold 5.09 cum_ticks 11 buy_proportion 0.45
2017-03-31 08:35:32.373 1.06923 1.06920 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.53 threshold 5.53 cum_ticks 9 buy_proportion 0.33
2017-03-31 08:35:38.675 1.06923 1.06918 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.71 max_proportion 0.62 threshold 6.05 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:35:48.652 1.06924 1.06920 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.57 max_proportion 0.53 threshold 6.16 cum_ticks 13 buy_proportion 0.46
2017-03-31 08:35:59.571 1.06923 1.06918 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.43 max_proportion 0.53 threshold 6.65 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:36:21.356 1.06922 1.06917 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.66 threshold 7.12 cum_ticks 14 buy_proportion 0.57
2017-03-31 08:36:29.299 1.06924 1.06924 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.43 max_proportion 0.54 threshold 6.76 cum_ticks 7 buy_proportion 1.00
2017-03-31 08:36:39.435 1.06924 1.06917 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.77 threshold 7.12 cum_ticks 15 buy_proportion 0.47
2017-03-31 08:36:52.314 1.06920 1.06919 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 12.57 max_proportion 0.63 threshold 7.97 cum_ticks 12 buy_proportion 0.33
2017-03-31 08:37:08.876 1.06921 1.06919 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.53 threshold 6.48 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:37:30.963 1.06919 1.06918 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.71 max_proportion 0.71 threshold 7.62 cum_ticks 8 buy_proportion 0.00
2017-03-31 08:38:04.905 1.06919 1.06918 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 8.86 max_proportion 0.89 threshold 7.87 cum_ticks 15 buy_proportion 0.47
2017-03-31 08:38:17.166 1.06917 1.06908 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 12.14 max_proportion 0.70 threshold 8.52 cum_ticks 9 buy_proportion 0.00
2017-03-31 08:38:34.420 1.06913 1.06909 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 10.57 max_proportion 0.87 threshold 9.16 cum_ticks 18 buy_proportion 0.56
2017-03-31 08:38:49.509 1.06913 1.06906 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 15.00 max_proportion 0.62 threshold 9.24 cum_ticks 18 buy_proportion 0.56
2017-03-31 08:38:54.143 1.06911 1.06910 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 16.71 max_proportion 0.52 threshold 8.76 cum_ticks 11 buy_proportion 0.18
2017-03-31 08:39:13.852 1.06913 1.06910 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 14.00 max_proportion 0.66 threshold 9.21 cum_ticks 17 buy_proportion 0.59
2017-03-31 08:39:27.879 1.06916 1.06910 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.43 max_proportion 0.53 threshold 8.22 cum_ticks 15 buy_proportion 0.60
2017-03-31 08:39:35.530 1.06911 1.06909 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 15.00 max_proportion 0.54 threshold 8.05 cum_ticks 9 buy_proportion 0.00
2017-03-31 08:39:52.619 1.06910 1.06907 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.86 max_proportion 0.74 threshold 8.83 cum_ticks 12 buy_proportion 0.25
2017-03-31 08:39:59.861 1.06904 1.06900 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 11.57 max_proportion 0.77 threshold 8.93 cum_ticks 14 buy_proportion 0.36
2017-03-31 08:40:10.979 1.06904 1.06899 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 12.71 max_proportion 0.72 threshold 9.21 cum_ticks 15 buy_proportion 0.33
2017-03-31 08:40:22.156 1.06902 1.06899 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 14.29 max_proportion 0.67 threshold 9.60 cum_ticks 13 buy_proportion 0.77
2017-03-31 08:40:39.417 1.06906 1.06902 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 13.71 max_proportion 0.59 threshold 8.03 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:41:00.960 1.06905 1.06899 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.71 max_proportion 0.70 threshold 8.85 cum_ticks 17 buy_proportion 0.47
2017-03-31 08:41:16.496 1.06908 1.06902 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.00 max_proportion 0.59 threshold 8.90 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:41:34.523 1.06913 1.06908 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 13.43 max_proportion 0.67 threshold 9.00 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:41:47.204 1.06914 1.06913 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 12.71 max_proportion 0.71 threshold 9.03 cum_ticks 13 buy_proportion 0.77
2017-03-31 08:42:18.547 1.06915 1.06912 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 12.57 max_proportion 0.76 threshold 9.57 cum_ticks 15 buy_proportion 0.33
2017-03-31 08:42:26.595 1.06918 1.06909 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.00 max_proportion 0.52 threshold 7.24 cum_ticks 12 buy_proportion 0.67
2017-03-31 08:42:32.369 1.06919 1.06917 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.00 max_proportion 0.59 threshold 7.62 cum_ticks 11 buy_proportion 0.73
2017-03-31 08:42:37.312 1.06919 1.06915 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.86 max_proportion 0.65 threshold 7.75 cum_ticks 12 buy_proportion 0.67
2017-03-31 08:42:45.431 1.06916 1.06913 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 11.71 max_proportion 0.68 threshold 8.01 cum_ticks 13 buy_proportion 0.69
2017-03-31 08:42:53.149 1.06926 1.06916 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 12.43 max_proportion 0.69 threshold 8.58 cum_ticks 9 buy_proportion 1.00
2017-03-31 08:43:02.753 1.06936 1.06926 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.86 threshold 9.14 cum_ticks 17 buy_proportion 0.59
2017-03-31 08:43:14.802 1.06936 1.06932 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 14.14 max_proportion 0.72 threshold 10.19 cum_ticks 19 buy_proportion 0.58
2017-03-31 08:43:19.929 1.06944 1.06933 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 17.00 max_proportion 0.64 threshold 10.91 cum_ticks 13 buy_proportion 0.85
2017-03-31 08:43:34.206 1.06945 1.06938 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 15.29 max_proportion 0.73 threshold 11.20 cum_ticks 20 buy_proportion 0.40
2017-03-31 08:43:51.753 1.06939 1.06934 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 17.86 max_proportion 0.55 threshold 9.88 cum_ticks 18 buy_proportion 0.56
2017-03-31 08:44:18.131 1.06941 1.06939 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 17.86 max_proportion 0.55 threshold 9.87 cum_ticks 18 buy_proportion 0.56
2017-03-31 08:44:36.381 1.06941 1.06937 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 18.29 max_proportion 0.53 threshold 9.75 cum_ticks 19 buy_proportion 0.47
2017-03-31 08:44:44.954 1.06946 1.06938 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 18.57 max_proportion 0.51 threshold 9.45 cum_ticks 16 buy_proportion 0.62
2017-03-31 08:45:03.294 1.06943 1.06938 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 17.14 max_proportion 0.57 threshold 9.80 cum_ticks 19 buy_proportion 0.53
2017-03-31 08:45:13.142 1.06943 1.06934 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.14 max_proportion 0.55 threshold 9.92 cum_ticks 18 buy_proportion 0.44
2017-03-31 08:45:33.965 1.06936 1.06929 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 18.00 max_proportion 0.51 threshold 9.11 cum_ticks 17 buy_proportion 0.41
2017-03-31 08:45:45.227 1.06931 1.06929 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 17.57 max_proportion 0.56 threshold 9.88 cum_ticks 15 buy_proportion 0.67
2017-03-31 08:45:57.235 1.06936 1.06931 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 16.00 max_proportion 0.56 threshold 8.99 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:46:05.427 1.06943 1.06938 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.57 max_proportion 0.68 threshold 9.20 cum_ticks 14 buy_proportion 0.29
2017-03-31 08:46:14.778 1.06941 1.06936 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 13.57 max_proportion 0.53 threshold 7.16 cum_ticks 15 buy_proportion 0.53
2017-03-31 08:46:32.731 1.06940 1.06936 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.29 max_proportion 0.51 threshold 7.24 cum_ticks 13 buy_proportion 0.38
2017-03-31 08:46:48.859 1.06941 1.06936 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 13.71 max_proportion 0.59 threshold 8.05 cum_ticks 17 buy_proportion 0.47
2017-03-31 08:46:56.902 1.06939 1.06935 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 15.57 max_proportion 0.55 threshold 8.49 cum_ticks 17 buy_proportion 0.47
2017-03-31 08:47:10.469 1.06936 1.06934 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 16.43 max_proportion 0.54 threshold 8.90 cum_ticks 15 buy_proportion 0.40
2017-03-31 08:47:21.704 1.06941 1.06935 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 15.86 max_proportion 0.57 threshold 9.03 cum_ticks 18 buy_proportion 0.44
2017-03-31 08:47:35.217 1.06943 1.06935 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 17.00 max_proportion 0.56 threshold 9.60 cum_ticks 16 buy_proportion 0.62
2017-03-31 08:47:50.235 1.06945 1.06939 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 16.43 max_proportion 0.54 threshold 8.89 cum_ticks 16 buy_proportion 0.44
2017-03-31 08:48:00.634 1.06945 1.06939 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.29 max_proportion 0.51 threshold 8.27 cum_ticks 14 buy_proportion 0.36
2017-03-31 08:48:14.216 1.06943 1.06940 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.86 max_proportion 0.58 threshold 8.64 cum_ticks 12 buy_proportion 0.25
2017-03-31 08:48:22.257 1.06951 1.06940 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 13.14 max_proportion 0.69 threshold 9.10 cum_ticks 16 buy_proportion 0.62
2017-03-31 08:48:28.603 1.06949 1.06948 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 14.57 max_proportion 0.52 threshold 7.58 cum_ticks 8 buy_proportion 1.00
2017-03-31 08:48:43.951 1.06953 1.06949 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 10.86 max_proportion 0.79 threshold 8.53 cum_ticks 16 buy_proportion 0.56
2017-03-31 08:49:08.503 1.06955 1.06950 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.70 threshold 9.55 cum_ticks 16 buy_proportion 0.38
2017-03-31 08:49:19.611 1.06955 1.06950 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 14.86 max_proportion 0.52 threshold 7.69 cum_ticks 15 buy_proportion 0.47
2017-03-31 08:49:29.095 1.06955 1.06949 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 15.43 max_proportion 0.55 threshold 8.42 cum_ticks 10 buy_proportion 0.10
2017-03-31 08:49:34.029 1.06951 1.06944 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 12.29 max_proportion 0.76 threshold 9.29 cum_ticks 12 buy_proportion 0.17
2017-03-31 08:49:39.136 1.06944 1.06937 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 11.86 max_proportion 0.81 threshold 9.60 cum_ticks 10 buy_proportion 0.00
2017-03-31 08:49:53.526 1.06942 1.06936 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 10.57 max_proportion 0.94 threshold 9.92 cum_ticks 16 buy_proportion 0.38
2017-03-31 08:50:07.356 1.06939 1.06933 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 13.71 max_proportion 0.76 threshold 10.45 cum_ticks 19 buy_proportion 0.42
2017-03-31 08:50:16.542 1.06936 1.06930 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 16.86 max_proportion 0.65 threshold 11.00 cum_ticks 16 buy_proportion 0.31
2017-03-31 08:50:26.206 1.06933 1.06929 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 16.86 max_proportion 0.65 threshold 10.92 cum_ticks 19 buy_proportion 0.58
2017-03-31 08:50:36.625 1.06935 1.06929 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 18.14 max_proportion 0.52 threshold 9.43 cum_ticks 16 buy_proportion 0.38
2017-03-31 08:50:48.144 1.06934 1.06931 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 16.86 max_proportion 0.58 threshold 9.70 cum_ticks 13 buy_proportion 0.23
2017-03-31 08:51:01.655 1.06932 1.06932 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 14.71 max_proportion 0.68 threshold 9.98 cum_ticks 10 buy_proportion 1.00
2017-03-31 08:51:12.113 1.06935 1.06929 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.69 threshold 8.09 cum_ticks 12 buy_proportion 0.25
2017-03-31 08:51:23.209 1.06929 1.06927 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.54 threshold 6.23 cum_ticks 12 buy_proportion 0.58
2017-03-31 08:51:29.802 1.06932 1.06928 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 11.71 max_proportion 0.55 threshold 6.41 cum_ticks 9 buy_proportion 0.78
2017-03-31 08:51:41.067 1.06932 1.06928 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 10.29 max_proportion 0.65 threshold 6.65 cum_ticks 10 buy_proportion 0.70
2017-03-31 08:51:50.105 1.06933 1.06926 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.00 max_proportion 0.71 threshold 7.06 cum_ticks 15 buy_proportion 0.53
2017-03-31 08:51:58.736 1.06929 1.06923 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 12.71 max_proportion 0.62 threshold 7.83 cum_ticks 12 buy_proportion 0.33
2017-03-31 08:52:06.212 1.06927 1.06919 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.56 threshold 7.00 cum_ticks 15 buy_proportion 0.47
2017-03-31 08:52:13.666 1.06925 1.06924 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 14.14 max_proportion 0.56 threshold 7.95 cum_ticks 10 buy_proportion 0.20
2017-03-31 08:52:35.547 1.06934 1.06924 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.71 max_proportion 0.70 threshold 8.26 cum_ticks 16 buy_proportion 0.44
2017-03-31 08:52:43.903 1.06932 1.06926 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.86 cum_ticks 13 buy_proportion 0.31
2017-03-31 08:52:54.065 1.06944 1.06929 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 13.43 max_proportion 0.67 threshold 9.01 cum_ticks 12 buy_proportion 0.83
2017-03-31 08:53:04.755 1.06957 1.06951 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 12.86 max_proportion 0.63 threshold 8.06 cum_ticks 17 buy_proportion 0.53
2017-03-31 08:53:07.810 1.06969 1.06955 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.00 max_proportion 0.58 threshold 8.77 cum_ticks 12 buy_proportion 0.75
2017-03-31 08:53:17.123 1.06974 1.06964 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 13.43 max_proportion 0.70 threshold 9.38 cum_ticks 17 buy_proportion 0.41
2017-03-31 08:53:26.675 1.06964 1.06957 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.57 max_proportion 0.53 threshold 8.18 cum_ticks 13 buy_proportion 0.31
2017-03-31 08:53:39.336 1.06956 1.06952 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 14.00 max_proportion 0.60 threshold 8.39 cum_ticks 16 buy_proportion 0.44
2017-03-31 08:53:45.391 1.06960 1.06952 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 15.29 max_proportion 0.60 threshold 9.22 cum_ticks 15 buy_proportion 0.67
2017-03-31 08:53:59.782 1.06959 1.06954 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.00 max_proportion 0.55 threshold 8.25 cum_ticks 17 buy_proportion 0.53
2017-03-31 08:54:16.887 1.06959 1.06953 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 16.29 max_proportion 0.56 threshold 9.05 cum_ticks 15 buy_proportion 0.33
2017-03-31 08:54:31.939 1.06954 1.06947 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.77 cum_ticks 17 buy_proportion 0.53
2017-03-31 08:54:43.296 1.06950 1.06944 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.43 max_proportion 0.53 threshold 8.65 cum_ticks 14 buy_proportion 0.36
2017-03-31 08:54:54.634 1.06949 1.06944 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.00 max_proportion 0.60 threshold 8.96 cum_ticks 16 buy_proportion 0.44
2017-03-31 08:55:04.804 1.06950 1.06944 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.57 max_proportion 0.57 threshold 8.91 cum_ticks 14 buy_proportion 0.64
2017-03-31 08:55:18.497 1.06946 1.06943 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 14.57 max_proportion 0.54 threshold 7.92 cum_ticks 10 buy_proportion 0.80
2017-03-31 08:55:27.252 1.06946 1.06940 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.00 max_proportion 0.70 threshold 8.44 cum_ticks 12 buy_proportion 0.25
2017-03-31 08:55:32.995 1.06948 1.06939 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.71 max_proportion 0.54 threshold 6.29 cum_ticks 13 buy_proportion 0.54
2017-03-31 08:55:37.103 1.06956 1.06945 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.29 max_proportion 0.51 threshold 6.22 cum_ticks 9 buy_proportion 0.78
2017-03-31 08:55:42.901 1.06961 1.06956 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 10.57 max_proportion 0.63 threshold 6.70 cum_ticks 7 buy_proportion 1.00
2017-03-31 08:55:47.635 1.06966 1.06959 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.87 threshold 7.34 cum_ticks 13 buy_proportion 0.38
2017-03-31 08:55:57.080 1.06969 1.06960 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.62 threshold 6.61 cum_ticks 11 buy_proportion 0.64
2017-03-31 08:56:04.911 1.06970 1.06966 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.62 threshold 6.78 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:56:19.047 1.06966 1.06963 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.23 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:56:41.477 1.06967 1.06964 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.55 threshold 6.54 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:56:53.058 1.06968 1.06964 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 7.00 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:57:05.597 1.06967 1.06965 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 7.00 cum_ticks 12 buy_proportion 0.42
2017-03-31 08:57:10.770 1.06966 1.06965 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 7.00 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:57:25.839 1.06972 1.06965 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.29 max_proportion 0.69 threshold 7.14 cum_ticks 15 buy_proportion 0.47
2017-03-31 08:57:46.972 1.06970 1.06965 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 12.86 max_proportion 0.61 threshold 7.85 cum_ticks 14 buy_proportion 0.57
2017-03-31 08:57:57.136 1.06966 1.06966 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 13.57 max_proportion 0.51 threshold 6.90 cum_ticks 7 buy_proportion 1.00
2017-03-31 08:58:13.281 1.06966 1.06962 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 10.14 max_proportion 0.80 threshold 8.13 cum_ticks 13 buy_proportion 0.69
2017-03-31 08:58:25.744 1.06966 1.06963 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.43 max_proportion 0.76 threshold 8.72 cum_ticks 13 buy_proportion 0.31
2017-03-31 08:58:30.466 1.06963 1.06952 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.52 threshold 6.27 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:58:37.548 1.06953 1.06949 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.69 threshold 7.35 cum_ticks 10 buy_proportion 0.20
2017-03-31 08:58:40.679 1.06949 1.06945 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.14 max_proportion 0.78 threshold 7.89 cum_ticks 8 buy_proportion 0.00
2017-03-31 08:58:51.818 1.06944 1.06940 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.91 threshold 7.94 cum_ticks 12 buy_proportion 0.33
2017-03-31 08:58:59.558 1.06941 1.06934 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 10.57 max_proportion 0.78 threshold 8.26 cum_ticks 16 buy_proportion 0.56
2017-03-31 08:59:03.407 1.06951 1.06941 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 13.71 max_proportion 0.58 threshold 8.00 cum_ticks 8 buy_proportion 1.00
2017-03-31 08:59:21.357 1.06951 1.06950 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 10.86 max_proportion 0.78 threshold 8.47 cum_ticks 10 buy_proportion 0.90
2017-03-31 08:59:30.020 1.06957 1.06951 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 10.29 max_proportion 0.88 threshold 9.06 cum_ticks 10 buy_proportion 1.00
2017-03-31 08:59:38.399 1.06955 1.06949 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 9.71 max_proportion 0.97 threshold 9.44 cum_ticks 12 buy_proportion 0.17
2017-03-31 08:59:42.658 1.06951 1.06947 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 11.14 max_proportion 0.51 threshold 5.68 cum_ticks 10 buy_proportion 0.40
2017-03-31 08:59:48.890 1.06947 1.06944 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.58 threshold 6.14 cum_ticks 9 buy_proportion 0.22
2017-03-31 08:59:52.528 1.06942 1.06933 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.73 threshold 7.14 cum_ticks 12 buy_proportion 0.33
2017-03-31 08:59:56.586 1.06939 1.06932 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.86 max_proportion 0.69 threshold 7.48 cum_ticks 12 buy_proportion 0.67
2017-03-31 08:59:58.188 1.06943 1.06935 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 11.57 max_proportion 0.51 threshold 5.88 cum_ticks 10 buy_proportion 0.40
2017-03-31 08:59:59.793 1.06944 1.06939 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.79 cum_ticks 8 buy_proportion 0.75
2017-03-31 09:00:01.179 1.06946 1.06927 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.64 threshold 5.83 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:00:02.521 1.06930 1.06924 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.59 threshold 4.85 cum_ticks 8 buy_proportion 0.38
2017-03-31 09:00:03.610 1.06924 1.06919 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.61 threshold 4.86 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:00:05.278 1.06919 1.06913 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.29 max_proportion 0.86 threshold 5.39 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:00:07.689 1.06927 1.06915 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.00 max_proportion 0.95 threshold 5.68 cum_ticks 8 buy_proportion 0.75
2017-03-31 09:00:08.961 1.06936 1.06930 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.00 max_proportion 0.57 threshold 4.00 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:00:10.884 1.06943 1.06933 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.79 threshold 4.71 cum_ticks 9 buy_proportion 0.44
2017-03-31 09:00:12.773 1.06932 1.06925 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.71 max_proportion 0.65 threshold 4.99 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:00:16.068 1.06923 1.06919 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.63 threshold 4.26 cum_ticks 8 buy_proportion 0.38
2017-03-31 09:00:18.616 1.06918 1.06914 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.67 threshold 5.11 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:00:19.921 1.06922 1.06919 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.51 threshold 4.24 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:00:21.331 1.06923 1.06918 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.82 threshold 5.36 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:00:22.675 1.06916 1.06913 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.52 threshold 3.82 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:00:24.302 1.06916 1.06914 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.29 max_proportion 0.79 threshold 4.15 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:00:25.961 1.06918 1.06913 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.71 max_proportion 0.87 threshold 4.97 cum_ticks 7 buy_proportion 0.71
2017-03-31 09:00:27.803 1.06916 1.06914 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.54 threshold 3.42 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:00:29.583 1.06913 1.06910 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.77 threshold 3.97 cum_ticks 5 buy_proportion 0.20
2017-03-31 09:00:32.145 1.06912 1.06909 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.78 threshold 3.92 cum_ticks 7 buy_proportion 0.43
2017-03-31 09:00:34.214 1.06910 1.06908 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.00 max_proportion 0.70 threshold 4.19 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:00:40.653 1.06912 1.06908 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.85 threshold 4.73 cum_ticks 8 buy_proportion 0.62
2017-03-31 09:00:46.219 1.06924 1.06912 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.58 threshold 4.07 cum_ticks 9 buy_proportion 0.56
2017-03-31 09:00:47.823 1.06932 1.06924 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.14 max_proportion 0.50 threshold 4.10 cum_ticks 6 buy_proportion 0.83
2017-03-31 09:00:51.351 1.06936 1.06925 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.72 threshold 5.17 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:00:54.285 1.06923 1.06923 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.58 threshold 5.36 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:01:03.926 1.06930 1.06923 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 7.43 max_proportion 0.75 threshold 5.58 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:01:08.723 1.06934 1.06931 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.00 max_proportion 0.59 threshold 5.33 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:01:09.837 1.06946 1.06935 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.14 max_proportion 0.74 threshold 5.31 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:01:14.566 1.06947 1.06938 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.94 threshold 6.20 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:01:21.716 1.06940 1.06935 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.43 max_proportion 0.67 threshold 6.29 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:01:24.020 1.06935 1.06928 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 11.14 max_proportion 0.50 threshold 5.57 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:01:29.680 1.06928 1.06922 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 8.57 max_proportion 0.82 threshold 7.04 cum_ticks 9 buy_proportion 0.11
2017-03-31 09:01:36.623 1.06924 1.06920 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.88 threshold 7.52 cum_ticks 10 buy_proportion 0.20
2017-03-31 09:01:43.873 1.06925 1.06921 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 9.14 max_proportion 0.85 threshold 7.81 cum_ticks 10 buy_proportion 0.80
2017-03-31 09:01:48.890 1.06926 1.06922 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.86 max_proportion 0.53 threshold 5.23 cum_ticks 9 buy_proportion 0.33
2017-03-31 09:01:53.701 1.06923 1.06920 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.55 threshold 5.21 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:01:55.712 1.06919 1.06915 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.65 threshold 5.55 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:01:59.533 1.06914 1.06909 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.00 max_proportion 0.88 threshold 6.17 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:02:01.633 1.06909 1.06903 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 7.43 max_proportion 0.89 threshold 6.63 cum_ticks 7 buy_proportion 0.00
2017-03-31 09:02:08.397 1.06909 1.06903 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.96 threshold 6.89 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:02:13.733 1.06910 1.06909 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.65 threshold 6.49 cum_ticks 9 buy_proportion 0.78
2017-03-31 09:02:21.385 1.06913 1.06910 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.57 max_proportion 0.61 threshold 5.85 cum_ticks 11 buy_proportion 0.55
2017-03-31 09:02:27.687 1.06915 1.06909 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.57 max_proportion 0.62 threshold 6.53 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:02:32.922 1.06912 1.06909 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.14 max_proportion 0.56 threshold 5.70 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:02:39.446 1.06915 1.06911 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.69 threshold 6.24 cum_ticks 11 buy_proportion 0.64
2017-03-31 09:02:45.812 1.06920 1.06915 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.52 threshold 5.22 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:02:49.910 1.06944 1.06922 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.00 max_proportion 0.56 threshold 5.60 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:02:54.910 1.06947 1.06941 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.83 threshold 6.55 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:02:59.115 1.06942 1.06940 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.43 max_proportion 0.58 threshold 5.46 cum_ticks 10 buy_proportion 0.40
2017-03-31 09:03:03.297 1.06939 1.06936 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.71 max_proportion 0.52 threshold 5.10 cum_ticks 11 buy_proportion 0.55
2017-03-31 09:03:07.740 1.06937 1.06929 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.71 max_proportion 0.52 threshold 5.59 cum_ticks 7 buy_proportion 0.14
2017-03-31 09:03:17.145 1.06936 1.06929 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.71 threshold 6.05 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:03:20.298 1.06951 1.06934 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.43 max_proportion 0.64 threshold 6.71 cum_ticks 8 buy_proportion 0.88
2017-03-31 09:03:22.678 1.06949 1.06942 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.64 threshold 5.76 cum_ticks 7 buy_proportion 0.14
2017-03-31 09:03:26.665 1.06944 1.06942 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.00 max_proportion 0.61 threshold 4.87 cum_ticks 8 buy_proportion 0.62
2017-03-31 09:03:32.840 1.06943 1.06942 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.52 threshold 4.03 cum_ticks 7 buy_proportion 0.29
2017-03-31 09:03:35.495 1.06942 1.06936 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.64 threshold 4.65 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:03:53.909 1.06937 1.06932 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.83 threshold 4.97 cum_ticks 7 buy_proportion 0.29
2017-03-31 09:04:02.197 1.06933 1.06930 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.80 threshold 5.12 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:04:05.544 1.06929 1.06924 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.00 max_proportion 0.66 threshold 5.93 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:04:08.788 1.06924 1.06916 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 7.57 max_proportion 0.83 threshold 6.28 cum_ticks 7 buy_proportion 0.00
2017-03-31 09:04:16.705 1.06918 1.06912 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.94 threshold 6.81 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:04:26.114 1.06912 1.06908 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.14 max_proportion 0.79 threshold 7.24 cum_ticks 8 buy_proportion 0.00
2017-03-31 09:04:43.327 1.06909 1.06906 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 8.71 max_proportion 0.90 threshold 7.81 cum_ticks 11 buy_proportion 0.27
2017-03-31 09:04:56.903 1.06908 1.06906 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 10.14 max_proportion 0.79 threshold 8.04 cum_ticks 14 buy_proportion 0.36
2017-03-31 09:05:21.333 1.06912 1.06907 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 12.29 max_proportion 0.72 threshold 8.82 cum_ticks 16 buy_proportion 0.56
2017-03-31 09:05:28.426 1.06913 1.06909 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 14.71 max_proportion 0.54 threshold 7.91 cum_ticks 14 buy_proportion 0.57
2017-03-31 09:05:35.482 1.06913 1.06910 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 14.57 max_proportion 0.54 threshold 7.84 cum_ticks 13 buy_proportion 0.62
2017-03-31 09:05:51.345 1.06922 1.06913 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 13.71 max_proportion 0.60 threshold 8.16 cum_ticks 9 buy_proportion 1.00
2017-03-31 09:06:01.636 1.06921 1.06914 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.83 threshold 9.00 cum_ticks 12 buy_proportion 0.25
2017-03-31 09:06:04.771 1.06914 1.06910 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 11.29 max_proportion 0.52 threshold 5.83 cum_ticks 7 buy_proportion 0.14
2017-03-31 09:06:17.953 1.06913 1.06906 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.71 max_proportion 0.70 threshold 6.14 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:06:23.453 1.06914 1.06908 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.14 max_proportion 0.62 threshold 6.86 cum_ticks 9 buy_proportion 0.22
2017-03-31 09:06:34.881 1.06911 1.06907 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.86 max_proportion 0.70 threshold 6.89 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:06:48.327 1.06912 1.06900 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.86 max_proportion 0.55 threshold 6.54 cum_ticks 13 buy_proportion 0.46
2017-03-31 09:06:51.252 1.06902 1.06897 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.55 threshold 6.84 cum_ticks 10 buy_proportion 0.70
2017-03-31 09:06:59.914 1.06899 1.06897 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.29 max_proportion 0.61 threshold 6.87 cum_ticks 9 buy_proportion 0.22
2017-03-31 09:07:05.882 1.06899 1.06897 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.86 max_proportion 0.61 threshold 5.98 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:07:08.916 1.06894 1.06893 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.14 max_proportion 0.54 threshold 4.98 cum_ticks 7 buy_proportion 0.29
2017-03-31 09:07:12.372 1.06894 1.06892 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.61 threshold 4.83 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:07:15.952 1.06895 1.06893 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.71 max_proportion 0.73 threshold 4.89 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:07:19.130 1.06896 1.06896 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.66 threshold 3.68 cum_ticks 4 buy_proportion 1.00
2017-03-31 09:07:24.151 1.06897 1.06895 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 4.57 max_proportion 0.88 threshold 4.03 cum_ticks 7 buy_proportion 0.71
2017-03-31 09:07:28.699 1.06896 1.06894 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.84 threshold 4.90 cum_ticks 8 buy_proportion 0.62
2017-03-31 09:07:31.431 1.06903 1.06896 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.14 max_proportion 0.70 threshold 5.03 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:07:47.847 1.06906 1.06903 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.85 threshold 5.72 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:08:03.826 1.06904 1.06903 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.72 threshold 6.15 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:08:10.187 1.06902 1.06897 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.29 max_proportion 0.61 threshold 5.09 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:08:26.723 1.06899 1.06895 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.88 threshold 6.28 cum_ticks 13 buy_proportion 0.46
2017-03-31 09:08:34.151 1.06900 1.06895 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.29 max_proportion 0.72 threshold 7.39 cum_ticks 14 buy_proportion 0.57
2017-03-31 09:08:42.332 1.06896 1.06893 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.54 threshold 6.81 cum_ticks 13 buy_proportion 0.46
2017-03-31 09:08:49.764 1.06898 1.06893 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 13.29 max_proportion 0.51 threshold 6.74 cum_ticks 13 buy_proportion 0.46
2017-03-31 09:08:57.678 1.06902 1.06893 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 13.14 max_proportion 0.52 threshold 6.87 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:09:04.316 1.06906 1.06902 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.51 threshold 6.57 cum_ticks 10 buy_proportion 0.70
2017-03-31 09:09:09.625 1.06907 1.06893 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.29 max_proportion 0.62 threshold 6.99 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:09:22.209 1.06898 1.06890 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.75 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:09:27.669 1.06904 1.06898 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.53 threshold 5.29 cum_ticks 10 buy_proportion 0.40
2017-03-31 09:09:39.366 1.06905 1.06900 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.56 threshold 5.57 cum_ticks 10 buy_proportion 0.40
2017-03-31 09:09:43.272 1.06901 1.06897 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.00 max_proportion 0.57 threshold 5.71 cum_ticks 9 buy_proportion 0.33
2017-03-31 09:09:56.094 1.06898 1.06896 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 9.43 max_proportion 0.64 threshold 6.02 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:10:00.754 1.06900 1.06898 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.51 threshold 5.58 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:10:09.579 1.06903 1.06898 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.29 max_proportion 0.64 threshold 5.97 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:10:14.022 1.06906 1.06902 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 9.14 max_proportion 0.54 threshold 4.90 cum_ticks 8 buy_proportion 0.38
2017-03-31 09:10:19.355 1.06903 1.06898 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.56 threshold 4.64 cum_ticks 8 buy_proportion 0.38
2017-03-31 09:10:25.736 1.06910 1.06899 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.14 max_proportion 0.58 threshold 4.75 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:10:27.326 1.06914 1.06911 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.73 threshold 4.60 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:10:32.284 1.06913 1.06912 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.91 threshold 4.94 cum_ticks 7 buy_proportion 0.29
2017-03-31 09:10:34.032 1.06909 1.06907 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.59 threshold 3.64 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:10:37.750 1.06909 1.06908 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.00 max_proportion 0.78 threshold 3.88 cum_ticks 4 buy_proportion 1.00
2017-03-31 09:10:39.090 1.06910 1.06908 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.61 threshold 2.71 cum_ticks 4 buy_proportion 0.75
2017-03-31 09:10:41.108 1.06912 1.06910 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.00 max_proportion 0.71 threshold 2.86 cum_ticks 3 buy_proportion 1.00
2017-03-31 09:10:42.292 1.06910 1.06907 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.43 max_proportion 0.93 threshold 3.18 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:10:44.431 1.06908 1.06907 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.71 max_proportion 0.61 threshold 2.26 cum_ticks 4 buy_proportion 0.75
2017-03-31 09:10:48.336 1.06909 1.06909 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.86 max_proportion 0.57 threshold 2.20 cum_ticks 3 buy_proportion 1.00
2017-03-31 09:10:52.222 1.06909 1.06907 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.43 max_proportion 0.79 threshold 2.69 cum_ticks 4 buy_proportion 0.75
2017-03-31 09:10:55.927 1.06908 1.06904 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.71 max_proportion 0.82 threshold 3.05 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:10:57.650 1.06908 1.06904 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.86 max_proportion 0.64 threshold 2.48 cum_ticks 4 buy_proportion 0.75
2017-03-31 09:10:59.146 1.06907 1.06903 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.00 max_proportion 0.54 threshold 2.14 cum_ticks 3 buy_proportion 0.00
2017-03-31 09:11:05.191 1.06902 1.06902 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.43 max_proportion 0.79 threshold 2.69 cum_ticks 3 buy_proportion 0.00
2017-03-31 09:11:07.997 1.06902 1.06901 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.14 max_proportion 0.89 threshold 2.81 cum_ticks 5 buy_proportion 0.60
2017-03-31 09:11:08.823 1.06902 1.06902 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.14 max_proportion 0.66 threshold 2.72 cum_ticks 3 buy_proportion 1.00
2017-03-31 09:11:10.952 1.06902 1.06902 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.57 max_proportion 0.74 threshold 2.65 cum_ticks 3 buy_proportion 1.00
2017-03-31 09:11:14.579 1.06902 1.06900 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 3.29 max_proportion 0.94 threshold 3.10 cum_ticks 5 buy_proportion 0.80
2017-03-31 09:11:20.294 1.06902 1.06898 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.14 max_proportion 0.89 threshold 3.67 cum_ticks 6 buy_proportion 0.33
2017-03-31 09:11:28.081 1.06900 1.06898 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.56 threshold 2.97 cum_ticks 5 buy_proportion 0.60
2017-03-31 09:11:29.798 1.06901 1.06901 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.29 max_proportion 0.55 threshold 2.92 cum_ticks 3 buy_proportion 1.00
2017-03-31 09:11:33.952 1.06904 1.06901 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.00 max_proportion 0.79 threshold 3.16 cum_ticks 4 buy_proportion 1.00
2017-03-31 09:11:40.087 1.06907 1.06904 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 7 buy_proportion 0.43
2017-03-31 09:11:44.016 1.06904 1.06902 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.67 threshold 3.75 cum_ticks 5 buy_proportion 0.80
2017-03-31 09:11:46.077 1.06903 1.06897 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.72 threshold 3.92 cum_ticks 5 buy_proportion 0.20
2017-03-31 09:11:52.485 1.06899 1.06898 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.60 threshold 3.15 cum_ticks 6 buy_proportion 0.33
2017-03-31 09:11:55.303 1.06898 1.06894 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.64 threshold 3.56 cum_ticks 7 buy_proportion 0.43
2017-03-31 09:11:58.260 1.06892 1.06888 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.43 max_proportion 0.63 threshold 4.06 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:12:02.092 1.06893 1.06889 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.73 threshold 4.62 cum_ticks 9 buy_proportion 0.56
2017-03-31 09:12:04.277 1.06892 1.06889 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.57 threshold 4.51 cum_ticks 6 buy_proportion 0.83
2017-03-31 09:12:11.933 1.06890 1.06888 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.66 threshold 4.52 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:12:14.457 1.06888 1.06888 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.78 cum_ticks 4 buy_proportion 0.00
2017-03-31 09:12:18.513 1.06887 1.06884 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.86 max_proportion 0.83 threshold 4.05 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:12:20.591 1.06886 1.06884 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.98 threshold 4.74 cum_ticks 8 buy_proportion 0.38
2017-03-31 09:12:27.172 1.06887 1.06882 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.79 threshold 5.16 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:12:35.785 1.06883 1.06881 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.75 threshold 5.68 cum_ticks 7 buy_proportion 0.86
2017-03-31 09:12:39.221 1.06885 1.06883 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.43 max_proportion 0.61 threshold 4.57 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:12:44.657 1.06884 1.06883 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.85 threshold 5.11 cum_ticks 9 buy_proportion 0.33
2017-03-31 09:12:51.572 1.06884 1.06883 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.60 threshold 4.53 cum_ticks 7 buy_proportion 0.71
2017-03-31 09:12:53.374 1.06885 1.06885 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.65 threshold 4.71 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:12:58.620 1.06888 1.06885 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.14 max_proportion 0.82 threshold 5.06 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:13:02.669 1.06890 1.06888 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.14 max_proportion 0.73 threshold 5.95 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:13:09.392 1.06894 1.06890 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 7.00 max_proportion 0.89 threshold 6.20 cum_ticks 8 buy_proportion 0.88
2017-03-31 09:13:34.216 1.06898 1.06894 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.87 threshold 6.72 cum_ticks 11 buy_proportion 0.64
2017-03-31 09:13:39.659 1.06904 1.06898 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.43 max_proportion 0.76 threshold 7.13 cum_ticks 11 buy_proportion 0.73
2017-03-31 09:13:44.687 1.06905 1.06899 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.57 max_proportion 0.72 threshold 7.64 cum_ticks 14 buy_proportion 0.43
2017-03-31 09:13:52.670 1.06902 1.06899 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 12.71 max_proportion 0.54 threshold 6.91 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:14:04.978 1.06901 1.06892 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.43 max_proportion 0.56 threshold 6.96 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:14:20.377 1.06893 1.06887 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.54 threshold 6.89 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:14:31.180 1.06890 1.06886 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.50 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:14:43.429 1.06890 1.06888 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.86 max_proportion 0.51 threshold 6.10 cum_ticks 11 buy_proportion 0.64
2017-03-31 09:14:55.470 1.06890 1.06886 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.58 threshold 6.57 cum_ticks 13 buy_proportion 0.46
2017-03-31 09:15:04.700 1.06891 1.06887 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.53 threshold 6.50 cum_ticks 11 buy_proportion 0.64
2017-03-31 09:15:09.890 1.06896 1.06892 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.57 max_proportion 0.59 threshold 6.79 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:15:17.128 1.06895 1.06890 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.51 threshold 6.10 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:15:22.969 1.06892 1.06886 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.62 threshold 6.63 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:15:28.518 1.06893 1.06888 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 11.43 max_proportion 0.52 threshold 5.96 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:15:38.783 1.06892 1.06889 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.57 max_proportion 0.55 threshold 5.84 cum_ticks 7 buy_proportion 0.86
2017-03-31 09:15:42.953 1.06891 1.06886 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.74 threshold 6.38 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:15:46.275 1.06886 1.06881 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.50 threshold 4.59 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:15:58.086 1.06886 1.06882 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.79 threshold 5.32 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:16:03.044 1.06889 1.06886 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.57 max_proportion 0.61 threshold 5.27 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:16:07.548 1.06891 1.06886 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.74 threshold 5.20 cum_ticks 9 buy_proportion 0.33
2017-03-31 09:16:11.074 1.06885 1.06885 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.56 threshold 4.66 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:16:16.052 1.06885 1.06883 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.76 threshold 4.79 cum_ticks 6 buy_proportion 0.17
2017-03-31 09:16:22.097 1.06880 1.06878 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.86 threshold 5.27 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:16:27.137 1.06880 1.06876 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.81 threshold 5.67 cum_ticks 9 buy_proportion 0.33
2017-03-31 09:16:32.033 1.06881 1.06873 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.29 max_proportion 0.71 threshold 5.92 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:16:40.735 1.06881 1.06873 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.61 threshold 6.09 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:16:46.017 1.06884 1.06877 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 11.29 max_proportion 0.51 threshold 5.76 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:16:52.447 1.06887 1.06883 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.57 threshold 6.15 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:16:59.111 1.06889 1.06875 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.56 threshold 6.75 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:17:04.930 1.06877 1.06873 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.43 max_proportion 0.55 threshold 6.32 cum_ticks 13 buy_proportion 0.54
2017-03-31 09:17:10.094 1.06875 1.06872 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.43 max_proportion 0.51 threshold 6.36 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:17:17.032 1.06876 1.06874 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.00 max_proportion 0.62 threshold 6.85 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:17:22.717 1.06875 1.06873 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.00 max_proportion 0.63 threshold 6.93 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:17:28.924 1.06872 1.06872 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.86 max_proportion 0.65 threshold 7.01 cum_ticks 8 buy_proportion 0.00
2017-03-31 09:17:34.396 1.06875 1.06868 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.84 threshold 7.84 cum_ticks 11 buy_proportion 0.27
2017-03-31 09:17:39.875 1.06872 1.06865 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.79 threshold 8.04 cum_ticks 12 buy_proportion 0.75
2017-03-31 09:17:44.697 1.06872 1.06870 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 11.14 max_proportion 0.51 threshold 5.64 cum_ticks 7 buy_proportion 0.14
2017-03-31 09:17:50.363 1.06875 1.06872 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.00 max_proportion 0.67 threshold 5.99 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:17:55.563 1.06877 1.06873 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.59 threshold 5.92 cum_ticks 10 buy_proportion 0.60
2017-03-31 09:17:57.541 1.06876 1.06875 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.51 threshold 5.00 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:18:00.078 1.06881 1.06877 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.29 max_proportion 0.76 threshold 5.56 cum_ticks 6 buy_proportion 1.00
2017-03-31 09:18:13.370 1.06881 1.06879 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.66 threshold 4.13 cum_ticks 9 buy_proportion 0.44
2017-03-31 09:18:29.045 1.06876 1.06873 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.57 max_proportion 0.54 threshold 4.09 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:18:35.098 1.06875 1.06873 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.73 threshold 4.59 cum_ticks 9 buy_proportion 0.44
2017-03-31 09:18:43.945 1.06874 1.06873 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.68 threshold 5.36 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:18:49.267 1.06875 1.06871 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.73 threshold 5.74 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:18:52.408 1.06871 1.06866 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.14 max_proportion 0.72 threshold 5.88 cum_ticks 6 buy_proportion 0.00
2017-03-31 09:18:57.369 1.06865 1.06863 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 6.86 max_proportion 0.89 threshold 6.12 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:19:01.999 1.06862 1.06860 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.43 max_proportion 0.89 threshold 6.63 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:19:13.316 1.06862 1.06860 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.89 threshold 6.89 cum_ticks 11 buy_proportion 0.64
2017-03-31 09:19:29.312 1.06863 1.06861 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.58 threshold 5.66 cum_ticks 7 buy_proportion 0.86
2017-03-31 09:19:38.511 1.06864 1.06860 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.69 threshold 5.71 cum_ticks 7 buy_proportion 0.14
2017-03-31 09:19:44.930 1.06861 1.06859 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.57 max_proportion 0.58 threshold 4.41 cum_ticks 7 buy_proportion 0.29
2017-03-31 09:19:47.856 1.06859 1.06858 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.00 max_proportion 0.67 threshold 4.71 cum_ticks 5 buy_proportion 0.00
2017-03-31 09:19:55.558 1.06858 1.06857 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 5.86 max_proportion 0.90 threshold 5.26 cum_ticks 8 buy_proportion 0.25
2017-03-31 09:20:04.193 1.06858 1.06856 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.82 threshold 5.71 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:20:09.530 1.06856 1.06850 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.29 max_proportion 0.67 threshold 6.21 cum_ticks 7 buy_proportion 0.00
2017-03-31 09:20:18.458 1.06855 1.06850 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.83 threshold 6.91 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:20:22.442 1.06862 1.06853 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.43 max_proportion 0.70 threshold 7.27 cum_ticks 10 buy_proportion 0.80
2017-03-31 09:20:28.519 1.06861 1.06858 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.14 max_proportion 0.58 threshold 5.84 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:20:38.704 1.06866 1.06861 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.67 threshold 6.50 cum_ticks 12 buy_proportion 0.58
2017-03-31 09:20:55.115 1.06873 1.06866 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.86 max_proportion 0.64 threshold 6.93 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:21:07.053 1.06874 1.06868 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 11.00 max_proportion 0.53 threshold 5.83 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:21:14.550 1.06875 1.06873 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.00 max_proportion 0.57 threshold 5.68 cum_ticks 11 buy_proportion 0.55
2017-03-31 09:21:23.240 1.06878 1.06875 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.78 cum_ticks 8 buy_proportion 0.75
2017-03-31 09:21:28.435 1.06877 1.06872 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.00 max_proportion 0.68 threshold 6.12 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:21:35.254 1.06873 1.06870 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.64 threshold 5.36 cum_ticks 8 buy_proportion 0.75
2017-03-31 09:21:37.685 1.06874 1.06872 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.00 max_proportion 0.57 threshold 4.57 cum_ticks 5 buy_proportion 1.00
2017-03-31 09:21:45.058 1.06877 1.06873 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.80 threshold 5.05 cum_ticks 8 buy_proportion 0.75
2017-03-31 09:21:50.674 1.06872 1.06866 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.82 threshold 5.87 cum_ticks 11 buy_proportion 0.55
2017-03-31 09:21:55.142 1.06868 1.06862 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.67 threshold 6.21 cum_ticks 9 buy_proportion 0.22
2017-03-31 09:22:03.262 1.06865 1.06861 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.43 max_proportion 0.61 threshold 5.75 cum_ticks 11 buy_proportion 0.45
2017-03-31 09:22:09.802 1.06862 1.06856 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.43 max_proportion 0.60 threshold 6.25 cum_ticks 8 buy_proportion 0.12
2017-03-31 09:22:18.086 1.06861 1.06856 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.77 threshold 6.90 cum_ticks 10 buy_proportion 0.30
2017-03-31 09:22:25.233 1.06858 1.06856 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.57 max_proportion 0.73 threshold 6.97 cum_ticks 11 buy_proportion 0.36
2017-03-31 09:22:41.366 1.06860 1.06856 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.29 max_proportion 0.69 threshold 7.08 cum_ticks 14 buy_proportion 0.43
2017-03-31 09:23:01.678 1.06866 1.06861 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.61 threshold 7.65 cum_ticks 15 buy_proportion 0.47
2017-03-31 09:23:16.576 1.06863 1.06861 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 14.14 max_proportion 0.56 threshold 7.90 cum_ticks 15 buy_proportion 0.47
2017-03-31 09:23:48.537 1.06863 1.06859 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.86 max_proportion 0.54 threshold 8.00 cum_ticks 15 buy_proportion 0.60
2017-03-31 09:23:59.785 1.06865 1.06862 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.00 max_proportion 0.54 threshold 8.14 cum_ticks 15 buy_proportion 0.60
2017-03-31 09:24:15.509 1.06871 1.06862 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.00 max_proportion 0.58 threshold 8.71 cum_ticks 16 buy_proportion 0.56
2017-03-31 09:24:23.257 1.06880 1.06870 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 15.57 max_proportion 0.58 threshold 9.01 cum_ticks 11 buy_proportion 0.91
2017-03-31 09:24:40.275 1.06880 1.06875 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 13.00 max_proportion 0.77 threshold 9.96 cum_ticks 19 buy_proportion 0.53
2017-03-31 09:25:06.297 1.06876 1.06871 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 16.29 max_proportion 0.64 threshold 10.44 cum_ticks 20 buy_proportion 0.55
2017-03-31 09:25:18.836 1.06874 1.06868 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 18.43 max_proportion 0.59 threshold 10.96 cum_ticks 13 buy_proportion 0.85
2017-03-31 09:25:41.696 1.06869 1.06864 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 15.86 max_proportion 0.72 threshold 11.35 cum_ticks 21 buy_proportion 0.43
2017-03-31 09:26:14.753 1.06866 1.06861 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 18.57 max_proportion 0.57 threshold 10.50 cum_ticks 18 buy_proportion 0.39
2017-03-31 09:26:23.524 1.06860 1.06858 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 18.14 max_proportion 0.53 threshold 9.70 cum_ticks 11 buy_proportion 0.09
2017-03-31 09:27:00.022 1.06864 1.06856 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 14.43 max_proportion 0.78 threshold 11.19 cum_ticks 23 buy_proportion 0.52
2017-03-31 09:27:25.953 1.06864 1.06859 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 18.86 max_proportion 0.62 threshold 11.70 cum_ticks 15 buy_proportion 0.80
2017-03-31 09:27:58.456 1.06872 1.06864 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 16.71 max_proportion 0.62 threshold 10.35 cum_ticks 17 buy_proportion 0.65
2017-03-31 09:28:11.487 1.06875 1.06866 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 17.29 max_proportion 0.67 threshold 11.63 cum_ticks 19 buy_proportion 0.63
2017-03-31 09:28:25.375 1.06869 1.06867 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 17.86 max_proportion 0.66 threshold 11.79 cum_ticks 17 buy_proportion 0.29
2017-03-31 09:28:38.408 1.06868 1.06864 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 17.57 max_proportion 0.56 threshold 9.82 cum_ticks 13 buy_proportion 0.23
2017-03-31 09:28:58.916 1.06864 1.06860 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 15.00 max_proportion 0.69 threshold 10.41 cum_ticks 19 buy_proportion 0.42
2017-03-31 09:29:26.034 1.06862 1.06857 cum_theta_buy 1.0 cum_theta_sell 12.0 diff 11.0 exp_num_ticks 17.00 max_proportion 0.65 threshold 11.07 cum_ticks 13 buy_proportion 0.08
2017-03-31 09:29:55.364 1.06858 1.06855 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 14.71 max_proportion 0.80 threshold 11.81 cum_ticks 20 buy_proportion 0.40
2017-03-31 09:30:08.422 1.06863 1.06854 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 17.86 max_proportion 0.69 threshold 12.31 cum_ticks 23 buy_proportion 0.57
2017-03-31 09:30:24.030 1.06867 1.06860 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 20.71 max_proportion 0.55 threshold 11.43 cum_ticks 23 buy_proportion 0.52
2017-03-31 09:30:35.224 1.06867 1.06858 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 22.57 max_proportion 0.52 threshold 11.66 cum_ticks 16 buy_proportion 0.25
2017-03-31 09:30:51.443 1.06861 1.06858 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 19.00 max_proportion 0.63 threshold 11.92 cum_ticks 16 buy_proportion 0.25
2017-03-31 09:31:05.308 1.06859 1.06853 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 17.00 max_proportion 0.71 threshold 12.09 cum_ticks 23 buy_proportion 0.57
2017-03-31 09:31:25.582 1.06859 1.06855 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 20.00 max_proportion 0.57 threshold 11.40 cum_ticks 19 buy_proportion 0.63
2017-03-31 09:31:42.115 1.06864 1.06856 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 19.71 max_proportion 0.56 threshold 11.00 cum_ticks 22 buy_proportion 0.55
2017-03-31 09:32:00.845 1.06867 1.06860 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 21.29 max_proportion 0.57 threshold 12.19 cum_ticks 24 buy_proportion 0.54
2017-03-31 09:32:22.862 1.06865 1.06862 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 22.71 max_proportion 0.56 threshold 12.62 cum_ticks 19 buy_proportion 0.68
2017-03-31 09:32:56.089 1.06865 1.06854 cum_theta_buy 14.0 cum_theta_sell 13.0 diff -1.0 exp_num_ticks 20.86 max_proportion 0.62 threshold 13.01 cum_ticks 27 buy_proportion 0.52
2017-03-31 09:33:08.876 1.06866 1.06858 cum_theta_buy 14.0 cum_theta_sell 2.0 diff -12.0 exp_num_ticks 24.29 max_proportion 0.57 threshold 13.82 cum_ticks 16 buy_proportion 0.88
2017-03-31 09:33:41.233 1.06869 1.06863 cum_theta_buy 15.0 cum_theta_sell 13.0 diff -2.0 exp_num_ticks 19.57 max_proportion 0.75 threshold 14.60 cum_ticks 28 buy_proportion 0.54
2017-03-31 09:33:56.476 1.06872 1.06866 cum_theta_buy 16.0 cum_theta_sell 1.0 diff -15.0 exp_num_ticks 24.43 max_proportion 0.63 threshold 15.39 cum_ticks 17 buy_proportion 0.94
2017-03-31 09:34:24.410 1.06878 1.06867 cum_theta_buy 17.0 cum_theta_sell 10.0 diff -7.0 exp_num_ticks 20.00 max_proportion 0.82 threshold 16.32 cum_ticks 27 buy_proportion 0.63
2017-03-31 09:34:55.353 1.06879 1.06873 cum_theta_buy 18.0 cum_theta_sell 17.0 diff -1.0 exp_num_ticks 24.29 max_proportion 0.71 threshold 17.13 cum_ticks 35 buy_proportion 0.51
2017-03-31 09:35:24.149 1.06879 1.06873 cum_theta_buy 11.0 cum_theta_sell 19.0 diff 8.0 exp_num_ticks 30.14 max_proportion 0.61 threshold 18.33 cum_ticks 30 buy_proportion 0.37
2017-03-31 09:36:08.730 1.06879 1.06870 cum_theta_buy 18.0 cum_theta_sell 16.0 diff -2.0 exp_num_ticks 31.00 max_proportion 0.55 threshold 17.16 cum_ticks 34 buy_proportion 0.53
2017-03-31 09:36:33.600 1.06877 1.06866 cum_theta_buy 14.0 cum_theta_sell 18.0 diff 4.0 exp_num_ticks 33.00 max_proportion 0.52 threshold 17.14 cum_ticks 32 buy_proportion 0.44
2017-03-31 09:36:47.678 1.06866 1.06845 cum_theta_buy 6.0 cum_theta_sell 18.0 diff 12.0 exp_num_ticks 32.29 max_proportion 0.55 threshold 17.64 cum_ticks 24 buy_proportion 0.25
2017-03-31 09:37:09.506 1.06862 1.06852 cum_theta_buy 19.0 cum_theta_sell 15.0 diff -4.0 exp_num_ticks 27.71 max_proportion 0.66 threshold 18.19 cum_ticks 34 buy_proportion 0.56
2017-03-31 09:37:46.090 1.06854 1.06848 cum_theta_buy 17.0 cum_theta_sell 14.0 diff -3.0 exp_num_ticks 30.86 max_proportion 0.55 threshold 16.87 cum_ticks 31 buy_proportion 0.55
2017-03-31 09:38:09.724 1.06858 1.06849 cum_theta_buy 6.0 cum_theta_sell 16.0 diff 10.0 exp_num_ticks 30.86 max_proportion 0.51 threshold 15.70 cum_ticks 22 buy_proportion 0.27
2017-03-31 09:38:24.820 1.06852 1.06845 cum_theta_buy 15.0 cum_theta_sell 16.0 diff 1.0 exp_num_ticks 26.29 max_proportion 0.61 threshold 15.97 cum_ticks 31 buy_proportion 0.48
2017-03-31 09:38:55.365 1.06855 1.06849 cum_theta_buy 6.0 cum_theta_sell 17.0 diff 11.0 exp_num_ticks 28.43 max_proportion 0.57 threshold 16.13 cum_ticks 23 buy_proportion 0.26
2017-03-31 09:39:29.504 1.06852 1.06847 cum_theta_buy 6.0 cum_theta_sell 17.0 diff 11.0 exp_num_ticks 25.14 max_proportion 0.67 threshold 16.94 cum_ticks 23 buy_proportion 0.26
2017-03-31 09:40:01.746 1.06847 1.06840 cum_theta_buy 16.0 cum_theta_sell 18.0 diff 2.0 exp_num_ticks 24.14 max_proportion 0.71 threshold 17.08 cum_ticks 34 buy_proportion 0.47
2017-03-31 09:40:40.000 1.06854 1.06845 cum_theta_buy 17.0 cum_theta_sell 19.0 diff 2.0 exp_num_ticks 29.29 max_proportion 0.62 threshold 18.14 cum_ticks 36 buy_proportion 0.47
2017-03-31 09:41:02.987 1.06853 1.06845 cum_theta_buy 19.0 cum_theta_sell 11.0 diff -8.0 exp_num_ticks 33.57 max_proportion 0.56 threshold 18.75 cum_ticks 30 buy_proportion 0.63
2017-03-31 09:41:44.455 1.06858 1.06851 cum_theta_buy 15.0 cum_theta_sell 19.0 diff 4.0 exp_num_ticks 32.29 max_proportion 0.56 threshold 18.21 cum_ticks 34 buy_proportion 0.44
2017-03-31 09:42:10.608 1.06859 1.06846 cum_theta_buy 12.0 cum_theta_sell 17.0 diff 5.0 exp_num_ticks 33.14 max_proportion 0.50 threshold 16.59 cum_ticks 29 buy_proportion 0.41
2017-03-31 09:42:37.761 1.06850 1.06843 cum_theta_buy 17.0 cum_theta_sell 14.0 diff -3.0 exp_num_ticks 30.57 max_proportion 0.55 threshold 16.72 cum_ticks 31 buy_proportion 0.55
2017-03-31 09:43:08.284 1.06854 1.06845 cum_theta_buy 13.0 cum_theta_sell 16.0 diff 3.0 exp_num_ticks 30.86 max_proportion 0.51 threshold 15.59 cum_ticks 29 buy_proportion 0.45
2017-03-31 09:43:18.977 1.06847 1.06837 cum_theta_buy 1.0 cum_theta_sell 16.0 diff 15.0 exp_num_ticks 29.57 max_proportion 0.53 threshold 15.62 cum_ticks 17 buy_proportion 0.06
2017-03-31 09:43:52.784 1.06846 1.06835 cum_theta_buy 17.0 cum_theta_sell 18.0 diff 1.0 exp_num_ticks 22.43 max_proportion 0.76 threshold 17.04 cum_ticks 35 buy_proportion 0.49
2017-03-31 09:44:13.400 1.06844 1.06835 cum_theta_buy 19.0 cum_theta_sell 15.0 diff -4.0 exp_num_ticks 29.00 max_proportion 0.64 threshold 18.61 cum_ticks 34 buy_proportion 0.56
2017-03-31 09:44:59.272 1.06840 1.06831 cum_theta_buy 15.0 cum_theta_sell 17.0 diff 2.0 exp_num_ticks 31.86 max_proportion 0.53 threshold 17.00 cum_ticks 32 buy_proportion 0.47
2017-03-31 09:45:27.845 1.06845 1.06834 cum_theta_buy 15.0 cum_theta_sell 17.0 diff 2.0 exp_num_ticks 33.00 max_proportion 0.50 threshold 16.60 cum_ticks 32 buy_proportion 0.47
2017-03-31 09:46:05.506 1.06835 1.06822 cum_theta_buy 4.0 cum_theta_sell 17.0 diff 13.0 exp_num_ticks 32.29 max_proportion 0.52 threshold 16.74 cum_ticks 21 buy_proportion 0.19
2017-03-31 09:46:31.537 1.06830 1.06822 cum_theta_buy 18.0 cum_theta_sell 13.0 diff -5.0 exp_num_ticks 25.71 max_proportion 0.69 threshold 17.75 cum_ticks 31 buy_proportion 0.58
2017-03-31 09:46:52.457 1.06822 1.06818 cum_theta_buy 4.0 cum_theta_sell 16.0 diff 12.0 exp_num_ticks 28.29 max_proportion 0.55 threshold 15.47 cum_ticks 20 buy_proportion 0.20
2017-03-31 09:47:12.680 1.06823 1.06816 cum_theta_buy 17.0 cum_theta_sell 14.0 diff -3.0 exp_num_ticks 23.29 max_proportion 0.69 threshold 16.13 cum_ticks 31 buy_proportion 0.55
2017-03-31 09:47:33.955 1.06822 1.06808 cum_theta_buy 7.0 cum_theta_sell 16.0 diff 9.0 exp_num_ticks 27.86 max_proportion 0.55 threshold 15.23 cum_ticks 23 buy_proportion 0.30
2017-03-31 09:47:41.677 1.06808 1.06799 cum_theta_buy 1.0 cum_theta_sell 16.0 diff 15.0 exp_num_ticks 24.86 max_proportion 0.64 threshold 15.93 cum_ticks 17 buy_proportion 0.06
2017-03-31 09:47:52.647 1.06798 1.06789 cum_theta_buy 8.0 cum_theta_sell 17.0 diff 9.0 exp_num_ticks 20.71 max_proportion 0.80 threshold 16.59 cum_ticks 25 buy_proportion 0.32
2017-03-31 09:48:16.371 1.06790 1.06782 cum_theta_buy 12.0 cum_theta_sell 17.0 diff 5.0 exp_num_ticks 22.43 max_proportion 0.76 threshold 16.98 cum_ticks 29 buy_proportion 0.41
2017-03-31 09:48:36.258 1.06794 1.06783 cum_theta_buy 18.0 cum_theta_sell 3.0 diff -15.0 exp_num_ticks 26.14 max_proportion 0.66 threshold 17.35 cum_ticks 21 buy_proportion 0.86
2017-03-31 09:49:15.127 1.06798 1.06792 cum_theta_buy 16.0 cum_theta_sell 11.0 diff -5.0 exp_num_ticks 23.86 max_proportion 0.65 threshold 15.60 cum_ticks 27 buy_proportion 0.59
2017-03-31 09:49:48.380 1.06795 1.06784 cum_theta_buy 17.0 cum_theta_sell 16.0 diff -1.0 exp_num_ticks 25.57 max_proportion 0.64 threshold 16.43 cum_ticks 33 buy_proportion 0.52
2017-03-31 09:50:05.075 1.06803 1.06795 cum_theta_buy 18.0 cum_theta_sell 16.0 diff -2.0 exp_num_ticks 29.57 max_proportion 0.59 threshold 17.33 cum_ticks 34 buy_proportion 0.53
2017-03-31 09:50:26.745 1.06799 1.06792 cum_theta_buy 10.0 cum_theta_sell 18.0 diff 8.0 exp_num_ticks 32.71 max_proportion 0.53 threshold 17.48 cum_ticks 28 buy_proportion 0.36
2017-03-31 09:50:51.624 1.06798 1.06792 cum_theta_buy 18.0 cum_theta_sell 10.0 diff -8.0 exp_num_ticks 30.43 max_proportion 0.57 threshold 17.38 cum_ticks 28 buy_proportion 0.64
2017-03-31 09:51:14.774 1.06798 1.06792 cum_theta_buy 16.0 cum_theta_sell 11.0 diff -5.0 exp_num_ticks 28.86 max_proportion 0.55 threshold 15.73 cum_ticks 27 buy_proportion 0.59
2017-03-31 09:51:35.730 1.06799 1.06794 cum_theta_buy 6.0 cum_theta_sell 16.0 diff 10.0 exp_num_ticks 27.43 max_proportion 0.57 threshold 15.73 cum_ticks 22 buy_proportion 0.27
2017-03-31 09:51:51.020 1.06797 1.06789 cum_theta_buy 4.0 cum_theta_sell 15.0 diff 11.0 exp_num_ticks 24.29 max_proportion 0.58 threshold 14.16 cum_ticks 19 buy_proportion 0.21
2017-03-31 09:52:12.021 1.06788 1.06780 cum_theta_buy 12.0 cum_theta_sell 16.0 diff 4.0 exp_num_ticks 21.00 max_proportion 0.72 threshold 15.06 cum_ticks 28 buy_proportion 0.43
2017-03-31 09:52:24.353 1.06795 1.06777 cum_theta_buy 17.0 cum_theta_sell 10.0 diff -7.0 exp_num_ticks 24.57 max_proportion 0.66 threshold 16.12 cum_ticks 27 buy_proportion 0.63
2017-03-31 09:52:40.663 1.06795 1.06791 cum_theta_buy 8.0 cum_theta_sell 14.0 diff 6.0 exp_num_ticks 26.14 max_proportion 0.51 threshold 13.39 cum_ticks 22 buy_proportion 0.36
2017-03-31 09:52:54.861 1.06792 1.06774 cum_theta_buy 1.0 cum_theta_sell 14.0 diff 13.0 exp_num_ticks 24.29 max_proportion 0.55 threshold 13.38 cum_ticks 15 buy_proportion 0.07
2017-03-31 09:53:10.351 1.06777 1.06767 cum_theta_buy 8.0 cum_theta_sell 15.0 diff 7.0 exp_num_ticks 18.71 max_proportion 0.77 threshold 14.37 cum_ticks 23 buy_proportion 0.35
2017-03-31 09:53:22.263 1.06781 1.06763 cum_theta_buy 16.0 cum_theta_sell 5.0 diff -11.0 exp_num_ticks 20.57 max_proportion 0.73 threshold 15.02 cum_ticks 21 buy_proportion 0.76
2017-03-31 09:53:42.309 1.06785 1.06776 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 20.71 max_proportion 0.54 threshold 11.27 cum_ticks 21 buy_proportion 0.43
2017-03-31 09:53:57.469 1.06784 1.06777 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 21.29 max_proportion 0.51 threshold 10.90 cum_ticks 20 buy_proportion 0.55
2017-03-31 09:54:06.477 1.06783 1.06775 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 20.43 max_proportion 0.55 threshold 11.15 cum_ticks 18 buy_proportion 0.67
2017-03-31 09:54:25.414 1.06781 1.06776 cum_theta_buy 7.0 cum_theta_sell 12.0 diff 5.0 exp_num_ticks 19.00 max_proportion 0.60 threshold 11.39 cum_ticks 19 buy_proportion 0.37
2017-03-31 09:54:36.461 1.06778 1.06768 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.86 max_proportion 0.52 threshold 9.81 cum_ticks 18 buy_proportion 0.44
2017-03-31 09:54:47.307 1.06777 1.06769 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 18.29 max_proportion 0.55 threshold 9.98 cum_ticks 13 buy_proportion 0.77
2017-03-31 09:54:56.308 1.06785 1.06778 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 15.29 max_proportion 0.62 threshold 9.46 cum_ticks 18 buy_proportion 0.56
2017-03-31 09:55:04.909 1.06788 1.06784 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 16.57 max_proportion 0.60 threshold 9.95 cum_ticks 15 buy_proportion 0.33
2017-03-31 09:55:14.288 1.06784 1.06778 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.57 max_proportion 0.54 threshold 8.42 cum_ticks 11 buy_proportion 0.18
2017-03-31 09:55:33.777 1.06792 1.06778 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.72 threshold 9.48 cum_ticks 15 buy_proportion 0.67
2017-03-31 09:55:41.560 1.06797 1.06793 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.52 threshold 7.20 cum_ticks 15 buy_proportion 0.47
2017-03-31 09:55:50.887 1.06794 1.06788 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 14.43 max_proportion 0.52 threshold 7.46 cum_ticks 12 buy_proportion 0.33
2017-03-31 09:56:02.536 1.06791 1.06789 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.58 threshold 7.72 cum_ticks 14 buy_proportion 0.43
2017-03-31 09:56:28.665 1.06791 1.06787 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.57 max_proportion 0.59 threshold 8.05 cum_ticks 17 buy_proportion 0.53
2017-03-31 09:56:41.430 1.06782 1.06773 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 15.43 max_proportion 0.53 threshold 8.14 cum_ticks 12 buy_proportion 0.25
2017-03-31 09:56:49.910 1.06771 1.06768 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 13.71 max_proportion 0.64 threshold 8.84 cum_ticks 10 buy_proportion 0.10
2017-03-31 09:57:04.467 1.06773 1.06769 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 11.57 max_proportion 0.80 threshold 9.21 cum_ticks 13 buy_proportion 0.23
2017-03-31 09:57:22.574 1.06771 1.06761 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 12.00 max_proportion 0.80 threshold 9.65 cum_ticks 16 buy_proportion 0.38
2017-03-31 09:57:43.403 1.06763 1.06760 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 14.29 max_proportion 0.71 threshold 10.08 cum_ticks 20 buy_proportion 0.45
2017-03-31 09:57:50.737 1.06761 1.06753 cum_theta_buy 1.0 cum_theta_sell 11.0 diff 10.0 exp_num_ticks 17.86 max_proportion 0.60 threshold 10.76 cum_ticks 12 buy_proportion 0.08
2017-03-31 09:58:07.845 1.06756 1.06749 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 14.86 max_proportion 0.77 threshold 11.44 cum_ticks 21 buy_proportion 0.43
2017-03-31 09:58:24.400 1.06754 1.06752 cum_theta_buy 3.0 cum_theta_sell 13.0 diff 10.0 exp_num_ticks 18.29 max_proportion 0.67 threshold 12.20 cum_ticks 16 buy_proportion 0.19
2017-03-31 09:58:37.920 1.06763 1.06752 cum_theta_buy 13.0 cum_theta_sell 3.0 diff -10.0 exp_num_ticks 16.86 max_proportion 0.76 threshold 12.79 cum_ticks 16 buy_proportion 0.81
2017-03-31 09:58:44.818 1.06761 1.06754 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 16.71 max_proportion 0.58 threshold 9.68 cum_ticks 12 buy_proportion 0.17
2017-03-31 09:59:03.318 1.06758 1.06751 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 13.71 max_proportion 0.65 threshold 8.86 cum_ticks 17 buy_proportion 0.47
2017-03-31 09:59:14.625 1.06757 1.06752 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.43 max_proportion 0.57 threshold 8.75 cum_ticks 16 buy_proportion 0.44
2017-03-31 09:59:20.262 1.06760 1.06745 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 15.71 max_proportion 0.59 threshold 9.30 cum_ticks 14 buy_proportion 0.29
2017-03-31 09:59:23.402 1.06743 1.06728 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 15.00 max_proportion 0.64 threshold 9.67 cum_ticks 10 buy_proportion 0.00
2017-03-31 09:59:25.482 1.06723 1.06700 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 12.00 max_proportion 0.86 threshold 10.27 cum_ticks 13 buy_proportion 0.15
2017-03-31 09:59:28.165 1.06713 1.06700 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 12.29 max_proportion 0.87 threshold 10.70 cum_ticks 12 buy_proportion 0.92
2017-03-31 09:59:30.073 1.06721 1.06714 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.00 max_proportion 0.57 threshold 6.81 cum_ticks 7 buy_proportion 1.00
2017-03-31 09:59:34.123 1.06725 1.06719 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.86 threshold 7.94 cum_ticks 12 buy_proportion 0.33
2017-03-31 09:59:36.586 1.06724 1.06720 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.57 max_proportion 0.61 threshold 6.42 cum_ticks 8 buy_proportion 0.88
2017-03-31 09:59:41.129 1.06725 1.06714 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.00 max_proportion 0.74 threshold 6.64 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:59:43.159 1.06718 1.06711 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.86 max_proportion 0.54 threshold 5.82 cum_ticks 9 buy_proportion 0.67
2017-03-31 09:59:50.270 1.06718 1.06713 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.71 max_proportion 0.62 threshold 6.07 cum_ticks 12 buy_proportion 0.42
2017-03-31 09:59:57.817 1.06717 1.06713 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.51 threshold 5.70 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:00:00.642 1.06715 1.06705 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 11.00 max_proportion 0.53 threshold 5.79 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:00:03.899 1.06710 1.06707 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.43 max_proportion 0.67 threshold 6.30 cum_ticks 8 buy_proportion 0.88
2017-03-31 10:00:06.175 1.06717 1.06709 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.43 max_proportion 0.64 threshold 5.36 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:00:08.082 1.06717 1.06717 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.43 max_proportion 0.78 threshold 5.76 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:00:13.068 1.06719 1.06715 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 6.57 max_proportion 0.94 threshold 6.19 cum_ticks 9 buy_proportion 0.78
2017-03-31 10:00:19.795 1.06719 1.06715 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.85 threshold 6.70 cum_ticks 10 buy_proportion 0.30
2017-03-31 10:00:21.845 1.06719 1.06718 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.54 threshold 4.91 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:00:30.028 1.06726 1.06719 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.77 threshold 5.38 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:00:34.082 1.06725 1.06723 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.52 threshold 4.15 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:00:38.915 1.06724 1.06719 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.65 threshold 4.71 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:00:45.037 1.06725 1.06722 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.57 threshold 4.80 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:00:49.957 1.06731 1.06726 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.58 threshold 5.04 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:00:54.265 1.06733 1.06729 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.62 threshold 5.57 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:00:58.702 1.06733 1.06728 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.59 threshold 4.95 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:01:05.168 1.06729 1.06729 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.71 max_proportion 0.58 threshold 5.05 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:01:10.777 1.06734 1.06730 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.73 threshold 5.24 cum_ticks 10 buy_proportion 0.40
2017-03-31 10:01:17.809 1.06732 1.06730 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.58 threshold 5.03 cum_ticks 10 buy_proportion 0.60
2017-03-31 10:01:26.287 1.06735 1.06731 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.43 max_proportion 0.60 threshold 5.66 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:01:30.727 1.06735 1.06731 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.43 max_proportion 0.61 threshold 5.75 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:01:37.297 1.06733 1.06728 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.64 threshold 5.14 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:01:39.894 1.06731 1.06726 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.78 threshold 5.70 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:01:46.297 1.06732 1.06730 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.55 threshold 3.86 cum_ticks 6 buy_proportion 0.67
2017-03-31 10:01:50.736 1.06733 1.06731 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.43 max_proportion 0.65 threshold 4.15 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:01:53.298 1.06735 1.06733 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.67 threshold 4.88 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:02:00.271 1.06735 1.06731 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.85 threshold 5.07 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:02:02.355 1.06729 1.06729 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.14 max_proportion 0.52 threshold 3.70 cum_ticks 4 buy_proportion 0.00
2017-03-31 10:02:05.526 1.06731 1.06729 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.29 max_proportion 0.79 threshold 4.15 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:02:08.287 1.06733 1.06731 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.50 cum_ticks 4 buy_proportion 1.00
2017-03-31 10:02:19.976 1.06736 1.06734 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.86 max_proportion 0.78 threshold 3.77 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:02:22.308 1.06736 1.06731 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.00 max_proportion 0.84 threshold 4.22 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:02:34.813 1.06741 1.06736 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.14 max_proportion 0.69 threshold 4.92 cum_ticks 6 buy_proportion 0.83
2017-03-31 10:02:41.365 1.06743 1.06741 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.71 max_proportion 0.75 threshold 5.03 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:02:43.925 1.06747 1.06741 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.81 threshold 5.65 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:02:47.022 1.06743 1.06740 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.51 threshold 3.76 cum_ticks 7 buy_proportion 0.43
2017-03-31 10:02:50.165 1.06739 1.06737 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.56 threshold 4.09 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:02:57.771 1.06741 1.06738 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.29 max_proportion 0.52 threshold 4.34 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:03:07.912 1.06745 1.06741 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.57 max_proportion 0.63 threshold 4.76 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:03:23.415 1.06743 1.06739 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.64 threshold 5.03 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:03:37.106 1.06741 1.06739 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.46 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:03:44.439 1.06740 1.06736 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.54 threshold 4.49 cum_ticks 5 buy_proportion 0.00
2017-03-31 10:03:49.023 1.06736 1.06731 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.77 threshold 4.97 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:03:59.501 1.06739 1.06734 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.66 threshold 5.07 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:04:10.861 1.06739 1.06736 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.51 threshold 4.28 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:04:24.115 1.06738 1.06736 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.00 max_proportion 0.57 threshold 5.14 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:04:27.664 1.06735 1.06730 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.51 threshold 5.21 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:04:33.324 1.06730 1.06726 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.71 threshold 5.98 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:04:41.773 1.06725 1.06720 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.75 threshold 6.12 cum_ticks 11 buy_proportion 0.64
2017-03-31 10:04:53.079 1.06725 1.06719 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.54 threshold 5.21 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:04:59.667 1.06719 1.06717 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.86 max_proportion 0.64 threshold 5.67 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:05:06.022 1.06719 1.06718 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.86 max_proportion 0.76 threshold 5.94 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:05:19.246 1.06721 1.06718 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.57 threshold 4.05 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:05:24.523 1.06724 1.06722 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.67 threshold 4.71 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:05:29.750 1.06727 1.06724 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.57 max_proportion 0.68 threshold 5.18 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:05:40.303 1.06726 1.06723 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.71 max_proportion 0.85 threshold 5.72 cum_ticks 6 buy_proportion 0.00
2017-03-31 10:05:50.674 1.06723 1.06722 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.62 threshold 3.93 cum_ticks 4 buy_proportion 0.00
2017-03-31 10:05:55.898 1.06724 1.06721 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 4.86 max_proportion 0.86 threshold 4.16 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:05:59.490 1.06724 1.06723 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.59 threshold 3.55 cum_ticks 5 buy_proportion 0.20
2017-03-31 10:06:11.736 1.06724 1.06723 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.68 threshold 3.70 cum_ticks 7 buy_proportion 0.43
2017-03-31 10:06:22.054 1.06727 1.06723 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.60 threshold 3.83 cum_ticks 6 buy_proportion 0.33
2017-03-31 10:06:47.603 1.06727 1.06726 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.66 threshold 4.05 cum_ticks 6 buy_proportion 0.17
2017-03-31 10:06:56.567 1.06726 1.06723 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.75 threshold 4.60 cum_ticks 7 buy_proportion 0.29
2017-03-31 10:07:03.859 1.06727 1.06724 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.74 threshold 4.87 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:07:07.315 1.06723 1.06719 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.43 max_proportion 0.68 threshold 5.05 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:07:11.661 1.06719 1.06714 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.77 threshold 5.61 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:07:16.031 1.06717 1.06714 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.72 threshold 5.93 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:07:19.403 1.06724 1.06717 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.61 threshold 4.58 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:07:33.212 1.06724 1.06719 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.10 cum_ticks 11 buy_proportion 0.55
2017-03-31 10:07:42.879 1.06726 1.06724 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.29 max_proportion 0.64 threshold 5.93 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:08:02.668 1.06730 1.06725 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.83 threshold 6.28 cum_ticks 11 buy_proportion 0.64
2017-03-31 10:08:07.878 1.06735 1.06728 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.57 max_proportion 0.73 threshold 6.96 cum_ticks 8 buy_proportion 0.88
2017-03-31 10:08:14.700 1.06739 1.06735 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 8.57 max_proportion 0.82 threshold 7.07 cum_ticks 9 buy_proportion 0.89
2017-03-31 10:08:27.150 1.06740 1.06738 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.00 max_proportion 0.85 threshold 7.64 cum_ticks 11 buy_proportion 0.73
2017-03-31 10:08:32.653 1.06747 1.06739 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.00 max_proportion 0.79 threshold 7.95 cum_ticks 12 buy_proportion 0.67
2017-03-31 10:08:48.150 1.06747 1.06744 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.29 max_proportion 0.72 threshold 8.08 cum_ticks 16 buy_proportion 0.56
2017-03-31 10:09:02.098 1.06749 1.06745 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 14.14 max_proportion 0.62 threshold 8.71 cum_ticks 14 buy_proportion 0.64
2017-03-31 10:09:08.658 1.06750 1.06745 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.29 max_proportion 0.62 threshold 8.90 cum_ticks 12 buy_proportion 0.75
2017-03-31 10:09:30.318 1.06750 1.06747 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.14 max_proportion 0.69 threshold 9.10 cum_ticks 18 buy_proportion 0.44
2017-03-31 10:09:47.135 1.06749 1.06748 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 15.71 max_proportion 0.56 threshold 8.80 cum_ticks 13 buy_proportion 0.69
2017-03-31 10:10:00.147 1.06756 1.06749 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 14.29 max_proportion 0.63 threshold 9.00 cum_ticks 11 buy_proportion 0.82
2017-03-31 10:10:10.364 1.06755 1.06745 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 12.57 max_proportion 0.73 threshold 9.16 cum_ticks 19 buy_proportion 0.53
2017-03-31 10:10:22.863 1.06757 1.06749 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 15.86 max_proportion 0.63 threshold 10.04 cum_ticks 17 buy_proportion 0.35
2017-03-31 10:10:32.601 1.06765 1.06754 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 16.71 max_proportion 0.53 threshold 8.88 cum_ticks 13 buy_proportion 0.69
2017-03-31 10:10:39.881 1.06768 1.06764 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.00 max_proportion 0.57 threshold 8.57 cum_ticks 17 buy_proportion 0.53
2017-03-31 10:10:46.188 1.06777 1.06768 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.86 max_proportion 0.55 threshold 8.73 cum_ticks 12 buy_proportion 0.75
2017-03-31 10:10:52.350 1.06780 1.06771 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 13.57 max_proportion 0.68 threshold 9.21 cum_ticks 16 buy_proportion 0.62
2017-03-31 10:11:01.067 1.06776 1.06764 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 15.00 max_proportion 0.65 threshold 9.71 cum_ticks 14 buy_proportion 0.29
2017-03-31 10:11:13.679 1.06767 1.06763 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 14.29 max_proportion 0.55 threshold 7.87 cum_ticks 14 buy_proportion 0.43
2017-03-31 10:11:29.176 1.06766 1.06760 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.29 max_proportion 0.58 threshold 8.35 cum_ticks 17 buy_proportion 0.47
2017-03-31 10:11:35.882 1.06760 1.06758 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 15.71 max_proportion 0.57 threshold 8.92 cum_ticks 10 buy_proportion 0.10
2017-03-31 10:11:50.121 1.06758 1.06752 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 12.57 max_proportion 0.75 threshold 9.39 cum_ticks 15 buy_proportion 0.33
2017-03-31 10:12:17.076 1.06756 1.06752 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.86 max_proportion 0.71 threshold 9.89 cum_ticks 18 buy_proportion 0.44
2017-03-31 10:12:26.916 1.06757 1.06752 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 16.00 max_proportion 0.64 threshold 10.18 cum_ticks 17 buy_proportion 0.65
2017-03-31 10:12:40.960 1.06753 1.06748 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 17.00 max_proportion 0.54 threshold 9.25 cum_ticks 15 buy_proportion 0.33
2017-03-31 10:12:57.009 1.06755 1.06751 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 16.00 max_proportion 0.56 threshold 8.98 cum_ticks 16 buy_proportion 0.44
2017-03-31 10:13:08.088 1.06752 1.06749 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.86 max_proportion 0.56 threshold 8.92 cum_ticks 13 buy_proportion 0.31
2017-03-31 10:13:22.824 1.06750 1.06741 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 14.14 max_proportion 0.65 threshold 9.21 cum_ticks 19 buy_proportion 0.47
2017-03-31 10:13:30.544 1.06744 1.06739 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 16.86 max_proportion 0.58 threshold 9.76 cum_ticks 14 buy_proportion 0.29
2017-03-31 10:13:39.060 1.06739 1.06728 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.29 max_proportion 0.66 threshold 10.05 cum_ticks 16 buy_proportion 0.31
2017-03-31 10:13:50.265 1.06728 1.06722 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.86 max_proportion 0.67 threshold 10.66 cum_ticks 16 buy_proportion 0.31
2017-03-31 10:14:00.733 1.06728 1.06723 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 15.71 max_proportion 0.69 threshold 10.86 cum_ticks 21 buy_proportion 0.48
2017-03-31 10:14:17.607 1.06727 1.06723 cum_theta_buy 7.0 cum_theta_sell 12.0 diff 5.0 exp_num_ticks 18.86 max_proportion 0.59 threshold 11.20 cum_ticks 19 buy_proportion 0.37
2017-03-31 10:14:26.190 1.06730 1.06724 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 19.14 max_proportion 0.61 threshold 11.65 cum_ticks 20 buy_proportion 0.40
2017-03-31 10:14:37.183 1.06730 1.06724 cum_theta_buy 12.0 cum_theta_sell 9.0 diff -3.0 exp_num_ticks 19.86 max_proportion 0.60 threshold 11.88 cum_ticks 21 buy_proportion 0.57
2017-03-31 10:14:51.603 1.06734 1.06729 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 20.43 max_proportion 0.51 threshold 10.35 cum_ticks 21 buy_proportion 0.52
2017-03-31 10:15:01.566 1.06743 1.06736 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 20.86 max_proportion 0.52 threshold 10.84 cum_ticks 20 buy_proportion 0.55
2017-03-31 10:15:33.268 1.06745 1.06740 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 20.43 max_proportion 0.55 threshold 11.15 cum_ticks 22 buy_proportion 0.45
2017-03-31 10:15:57.360 1.06745 1.06741 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 21.29 max_proportion 0.51 threshold 10.82 cum_ticks 14 buy_proportion 0.79
2017-03-31 10:16:17.366 1.06749 1.06743 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 17.14 max_proportion 0.66 threshold 11.27 cum_ticks 23 buy_proportion 0.52
2017-03-31 10:16:59.310 1.06750 1.06744 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 20.29 max_proportion 0.59 threshold 11.92 cum_ticks 20 buy_proportion 0.60
2017-03-31 10:17:09.420 1.06761 1.06751 cum_theta_buy 13.0 cum_theta_sell 2.0 diff -11.0 exp_num_ticks 20.00 max_proportion 0.60 threshold 12.08 cum_ticks 15 buy_proportion 0.87
2017-03-31 10:17:28.560 1.06766 1.06759 cum_theta_buy 14.0 cum_theta_sell 10.0 diff -4.0 exp_num_ticks 17.57 max_proportion 0.74 threshold 13.02 cum_ticks 24 buy_proportion 0.58
2017-03-31 10:18:05.585 1.06767 1.06761 cum_theta_buy 10.0 cum_theta_sell 14.0 diff 4.0 exp_num_ticks 20.86 max_proportion 0.67 threshold 13.90 cum_ticks 24 buy_proportion 0.42
2017-03-31 10:18:31.325 1.06769 1.06762 cum_theta_buy 13.0 cum_theta_sell 8.0 diff -5.0 exp_num_ticks 22.71 max_proportion 0.53 threshold 12.01 cum_ticks 21 buy_proportion 0.62
2017-03-31 10:18:54.546 1.06773 1.06764 cum_theta_buy 13.0 cum_theta_sell 9.0 diff -4.0 exp_num_ticks 22.29 max_proportion 0.56 threshold 12.39 cum_ticks 22 buy_proportion 0.59
2017-03-31 10:19:18.204 1.06780 1.06773 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 22.00 max_proportion 0.57 threshold 12.63 cum_ticks 23 buy_proportion 0.57
2017-03-31 10:19:40.693 1.06778 1.06771 cum_theta_buy 10.0 cum_theta_sell 14.0 diff 4.0 exp_num_ticks 22.43 max_proportion 0.58 threshold 13.01 cum_ticks 24 buy_proportion 0.42
2017-03-31 10:20:00.063 1.06781 1.06774 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 23.43 max_proportion 0.52 threshold 12.09 cum_ticks 24 buy_proportion 0.54
2017-03-31 10:20:14.287 1.06781 1.06776 cum_theta_buy 13.0 cum_theta_sell 2.0 diff -11.0 exp_num_ticks 23.86 max_proportion 0.51 threshold 12.15 cum_ticks 15 buy_proportion 0.87
2017-03-31 10:20:35.318 1.06782 1.06777 cum_theta_buy 14.0 cum_theta_sell 9.0 diff -5.0 exp_num_ticks 18.86 max_proportion 0.71 threshold 13.38 cum_ticks 23 buy_proportion 0.61
2017-03-31 10:21:00.704 1.06787 1.06777 cum_theta_buy 15.0 cum_theta_sell 6.0 diff -9.0 exp_num_ticks 20.86 max_proportion 0.67 threshold 14.03 cum_ticks 21 buy_proportion 0.71
2017-03-31 10:21:27.016 1.06787 1.06780 cum_theta_buy 15.0 cum_theta_sell 7.0 diff -8.0 exp_num_ticks 20.71 max_proportion 0.71 threshold 14.62 cum_ticks 22 buy_proportion 0.68
2017-03-31 10:21:44.373 1.06788 1.06780 cum_theta_buy 4.0 cum_theta_sell 15.0 diff 11.0 exp_num_ticks 21.86 max_proportion 0.68 threshold 14.88 cum_ticks 19 buy_proportion 0.21
2017-03-31 10:22:11.438 1.06782 1.06776 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 20.14 max_proportion 0.58 threshold 11.74 cum_ticks 22 buy_proportion 0.45
2017-03-31 10:22:27.714 1.06781 1.06773 cum_theta_buy 13.0 cum_theta_sell 12.0 diff -1.0 exp_num_ticks 21.14 max_proportion 0.58 threshold 12.32 cum_ticks 25 buy_proportion 0.52
2017-03-31 10:22:39.968 1.06782 1.06776 cum_theta_buy 13.0 cum_theta_sell 3.0 diff -10.0 exp_num_ticks 23.29 max_proportion 0.54 threshold 12.64 cum_ticks 16 buy_proportion 0.81
2017-03-31 10:23:02.120 1.06787 1.06781 cum_theta_buy 14.0 cum_theta_sell 12.0 diff -2.0 exp_num_ticks 19.43 max_proportion 0.68 threshold 13.17 cum_ticks 26 buy_proportion 0.54
2017-03-31 10:23:22.308 1.06787 1.06777 cum_theta_buy 14.0 cum_theta_sell 15.0 diff 1.0 exp_num_ticks 23.00 max_proportion 0.61 threshold 14.12 cum_ticks 29 buy_proportion 0.48
2017-03-31 10:23:34.184 1.06778 1.06772 cum_theta_buy 15.0 cum_theta_sell 10.0 diff -5.0 exp_num_ticks 26.29 max_proportion 0.55 threshold 14.35 cum_ticks 25 buy_proportion 0.60
2017-03-31 10:23:56.341 1.06777 1.06772 cum_theta_buy 15.0 cum_theta_sell 14.0 diff -1.0 exp_num_ticks 26.29 max_proportion 0.56 threshold 14.66 cum_ticks 29 buy_proportion 0.52
2017-03-31 10:24:18.595 1.06782 1.06776 cum_theta_buy 15.0 cum_theta_sell 5.0 diff -10.0 exp_num_ticks 27.86 max_proportion 0.54 threshold 14.93 cum_ticks 20 buy_proportion 0.75
2017-03-31 10:24:29.726 1.06783 1.06779 cum_theta_buy 5.0 cum_theta_sell 16.0 diff 11.0 exp_num_ticks 23.29 max_proportion 0.66 threshold 15.42 cum_ticks 21 buy_proportion 0.24
2017-03-31 10:24:46.699 1.06787 1.06779 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 21.86 max_proportion 0.58 threshold 12.58 cum_ticks 21 buy_proportion 0.38
2017-03-31 10:25:11.621 1.06786 1.06776 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 20.86 max_proportion 0.61 threshold 12.66 cum_ticks 24 buy_proportion 0.54
2017-03-31 10:25:28.498 1.06786 1.06780 cum_theta_buy 11.0 cum_theta_sell 13.0 diff 2.0 exp_num_ticks 22.71 max_proportion 0.55 threshold 12.44 cum_ticks 24 buy_proportion 0.46
2017-03-31 10:25:45.078 1.06782 1.06775 cum_theta_buy 13.0 cum_theta_sell 4.0 diff -9.0 exp_num_ticks 23.57 max_proportion 0.53 threshold 12.47 cum_ticks 17 buy_proportion 0.76
2017-03-31 10:26:00.723 1.06781 1.06778 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 20.00 max_proportion 0.65 threshold 12.91 cum_ticks 21 buy_proportion 0.38
2017-03-31 10:26:16.420 1.06781 1.06771 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 20.29 max_proportion 0.50 threshold 10.18 cum_ticks 17 buy_proportion 0.35
2017-03-31 10:26:30.768 1.06776 1.06769 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 18.14 max_proportion 0.58 threshold 10.53 cum_ticks 21 buy_proportion 0.48
2017-03-31 10:26:50.412 1.06777 1.06773 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 19.86 max_proportion 0.57 threshold 11.37 cum_ticks 16 buy_proportion 0.75
2017-03-31 10:27:02.120 1.06781 1.06775 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 17.57 max_proportion 0.62 threshold 10.81 cum_ticks 20 buy_proportion 0.55
2017-03-31 10:27:19.277 1.06780 1.06770 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 19.00 max_proportion 0.60 threshold 11.34 cum_ticks 20 buy_proportion 0.40
2017-03-31 10:27:41.112 1.06781 1.06772 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 19.43 max_proportion 0.51 threshold 9.85 cum_ticks 15 buy_proportion 0.67
2017-03-31 10:27:54.779 1.06783 1.06779 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 17.14 max_proportion 0.57 threshold 9.84 cum_ticks 17 buy_proportion 0.59
2017-03-31 10:28:11.246 1.06784 1.06774 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 16.86 max_proportion 0.58 threshold 9.84 cum_ticks 17 buy_proportion 0.59
2017-03-31 10:28:22.787 1.06780 1.06775 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 16.71 max_proportion 0.60 threshold 10.02 cum_ticks 20 buy_proportion 0.45
2017-03-31 10:28:53.743 1.06781 1.06775 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 18.71 max_proportion 0.51 threshold 9.53 cum_ticks 18 buy_proportion 0.56
2017-03-31 10:29:15.928 1.06779 1.06775 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 18.43 max_proportion 0.53 threshold 9.77 cum_ticks 14 buy_proportion 0.71
2017-03-31 10:29:34.549 1.06780 1.06776 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 16.00 max_proportion 0.63 threshold 10.10 cum_ticks 16 buy_proportion 0.31
2017-03-31 10:30:06.933 1.06781 1.06775 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.71 max_proportion 0.54 threshold 8.45 cum_ticks 15 buy_proportion 0.60
2017-03-31 10:30:48.692 1.06782 1.06779 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.14 max_proportion 0.53 threshold 8.09 cum_ticks 15 buy_proportion 0.60
2017-03-31 10:30:59.294 1.06784 1.06781 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.14 max_proportion 0.56 threshold 8.46 cum_ticks 10 buy_proportion 0.90
2017-03-31 10:31:04.392 1.06783 1.06769 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 12.14 max_proportion 0.77 threshold 9.37 cum_ticks 12 buy_proportion 0.17
2017-03-31 10:31:13.355 1.06767 1.06764 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.56 threshold 6.66 cum_ticks 10 buy_proportion 0.30
2017-03-31 10:31:25.940 1.06764 1.06762 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.57 max_proportion 0.65 threshold 6.90 cum_ticks 12 buy_proportion 0.42
2017-03-31 10:31:33.105 1.06772 1.06764 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 11.43 max_proportion 0.65 threshold 7.46 cum_ticks 8 buy_proportion 1.00
2017-03-31 10:31:42.664 1.06773 1.06771 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.43 max_proportion 0.73 threshold 6.91 cum_ticks 13 buy_proportion 0.54
2017-03-31 10:31:48.523 1.06780 1.06771 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 11.43 max_proportion 0.65 threshold 7.46 cum_ticks 10 buy_proportion 0.80
2017-03-31 10:31:54.001 1.06781 1.06776 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.75 threshold 7.97 cum_ticks 11 buy_proportion 0.27
2017-03-31 10:32:04.301 1.06779 1.06776 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 11.00 max_proportion 0.54 threshold 5.93 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:32:12.304 1.06777 1.06775 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.73 threshold 6.22 cum_ticks 8 buy_proportion 0.12
2017-03-31 10:32:24.821 1.06776 1.06774 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.14 max_proportion 0.85 threshold 6.91 cum_ticks 9 buy_proportion 0.22
2017-03-31 10:32:57.307 1.06780 1.06775 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.43 max_proportion 0.82 threshold 6.89 cum_ticks 11 buy_proportion 0.64
2017-03-31 10:32:59.956 1.06779 1.06777 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.00 max_proportion 0.56 threshold 5.55 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:33:15.797 1.06778 1.06774 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.78 threshold 6.17 cum_ticks 11 buy_proportion 0.36
2017-03-31 10:33:40.443 1.06780 1.06775 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.58 threshold 5.59 cum_ticks 10 buy_proportion 0.40
2017-03-31 10:33:53.740 1.06782 1.06779 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.52 threshold 5.10 cum_ticks 10 buy_proportion 0.60
2017-03-31 10:34:00.963 1.06785 1.06782 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.51 threshold 5.16 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:34:12.219 1.06785 1.06785 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.71 max_proportion 0.80 threshold 6.17 cum_ticks 7 buy_proportion 1.00
2017-03-31 10:34:26.882 1.06786 1.06782 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.94 threshold 6.73 cum_ticks 12 buy_proportion 0.58
2017-03-31 10:34:41.026 1.06791 1.06786 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.76 threshold 7.40 cum_ticks 11 buy_proportion 0.73
2017-03-31 10:34:54.661 1.06791 1.06787 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.71 max_proportion 0.73 threshold 7.77 cum_ticks 13 buy_proportion 0.38
2017-03-31 10:35:11.415 1.06791 1.06789 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.29 max_proportion 0.51 threshold 6.28 cum_ticks 7 buy_proportion 1.00
2017-03-31 10:35:27.570 1.06791 1.06789 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 9.29 max_proportion 0.79 threshold 7.29 cum_ticks 12 buy_proportion 0.67
2017-03-31 10:36:00.734 1.06794 1.06785 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.72 threshold 7.73 cum_ticks 14 buy_proportion 0.57
2017-03-31 10:36:11.928 1.06798 1.06794 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 12.43 max_proportion 0.66 threshold 8.20 cum_ticks 11 buy_proportion 0.82
2017-03-31 10:36:23.543 1.06802 1.06799 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 12.00 max_proportion 0.73 threshold 8.71 cum_ticks 16 buy_proportion 0.44
2017-03-31 10:36:37.847 1.06800 1.06795 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.29 max_proportion 0.57 threshold 8.08 cum_ticks 12 buy_proportion 0.25
2017-03-31 10:36:57.432 1.06798 1.06793 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.62 threshold 8.00 cum_ticks 13 buy_proportion 0.38
2017-03-31 10:37:12.159 1.06792 1.06789 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 13.14 max_proportion 0.65 threshold 8.49 cum_ticks 12 buy_proportion 0.25
2017-03-31 10:37:24.331 1.06793 1.06789 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.29 max_proportion 0.71 threshold 8.74 cum_ticks 17 buy_proportion 0.47
2017-03-31 10:37:35.542 1.06799 1.06792 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 15.00 max_proportion 0.60 threshold 9.07 cum_ticks 12 buy_proportion 0.83
2017-03-31 10:37:59.448 1.06800 1.06794 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.43 max_proportion 0.65 threshold 8.68 cum_ticks 16 buy_proportion 0.56
2017-03-31 10:38:20.094 1.06804 1.06798 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 15.00 max_proportion 0.63 threshold 9.40 cum_ticks 16 buy_proportion 0.62
2017-03-31 10:38:34.351 1.06808 1.06803 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.43 max_proportion 0.64 threshold 9.83 cum_ticks 17 buy_proportion 0.41
2017-03-31 10:38:47.917 1.06807 1.06805 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.57 max_proportion 0.51 threshold 8.38 cum_ticks 15 buy_proportion 0.60
2017-03-31 10:39:22.846 1.06807 1.06805 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.71 max_proportion 0.55 threshold 8.64 cum_ticks 16 buy_proportion 0.44
2017-03-31 10:39:37.062 1.06805 1.06801 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 15.86 max_proportion 0.52 threshold 8.24 cum_ticks 9 buy_proportion 0.00
2017-03-31 10:40:05.025 1.06803 1.06800 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 11.86 max_proportion 0.79 threshold 9.36 cum_ticks 14 buy_proportion 0.29
2017-03-31 10:40:15.773 1.06806 1.06791 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 12.86 max_proportion 0.77 threshold 9.95 cum_ticks 18 buy_proportion 0.44
2017-03-31 10:40:29.362 1.06790 1.06779 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 15.57 max_proportion 0.66 threshold 10.35 cum_ticks 17 buy_proportion 0.35
2017-03-31 10:40:43.330 1.06781 1.06774 cum_theta_buy 11.0 cum_theta_sell 5.0 diff -6.0 exp_num_ticks 16.86 max_proportion 0.63 threshold 10.63 cum_ticks 16 buy_proportion 0.69
2017-03-31 10:40:50.615 1.06780 1.06762 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 16.57 max_proportion 0.56 threshold 9.23 cum_ticks 17 buy_proportion 0.41
2017-03-31 10:41:00.133 1.06768 1.06763 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 16.71 max_proportion 0.52 threshold 8.66 cum_ticks 14 buy_proportion 0.64
2017-03-31 10:41:10.994 1.06771 1.06766 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 15.14 max_proportion 0.58 threshold 8.83 cum_ticks 14 buy_proportion 0.36
2017-03-31 10:41:21.936 1.06770 1.06767 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 14.43 max_proportion 0.55 threshold 7.99 cum_ticks 10 buy_proportion 0.80
2017-03-31 10:41:30.444 1.06770 1.06764 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.65 threshold 7.63 cum_ticks 10 buy_proportion 0.20
2017-03-31 10:41:36.630 1.06768 1.06764 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.61 threshold 6.41 cum_ticks 11 buy_proportion 0.64
2017-03-31 10:41:45.259 1.06774 1.06770 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.57 max_proportion 0.54 threshold 5.66 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:41:57.822 1.06773 1.06769 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.75 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:42:07.626 1.06773 1.06771 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 11.00 max_proportion 0.52 threshold 5.71 cum_ticks 11 buy_proportion 0.55
2017-03-31 10:42:18.368 1.06775 1.06765 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.51 threshold 5.57 cum_ticks 10 buy_proportion 0.40
2017-03-31 10:42:25.013 1.06767 1.06764 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.74 cum_ticks 11 buy_proportion 0.55
2017-03-31 10:42:29.179 1.06766 1.06761 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.71 max_proportion 0.50 threshold 5.40 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:42:37.321 1.06761 1.06760 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.72 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:42:46.286 1.06762 1.06760 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.86 max_proportion 0.60 threshold 5.93 cum_ticks 10 buy_proportion 0.60
2017-03-31 10:42:49.125 1.06767 1.06762 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.50 threshold 4.96 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:42:54.020 1.06767 1.06761 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.79 threshold 5.53 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:42:58.831 1.06764 1.06761 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 7.43 max_proportion 0.51 threshold 3.82 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:43:02.667 1.06764 1.06762 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:43:09.045 1.06765 1.06764 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.59 threshold 3.88 cum_ticks 6 buy_proportion 0.67
2017-03-31 10:43:16.762 1.06767 1.06762 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.14 max_proportion 0.66 threshold 4.05 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:43:22.971 1.06763 1.06761 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.51 threshold 3.74 cum_ticks 6 buy_proportion 0.67
2017-03-31 10:43:28.425 1.06761 1.06759 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.58 threshold 3.83 cum_ticks 4 buy_proportion 0.00
2017-03-31 10:43:32.133 1.06760 1.06760 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.14 max_proportion 0.76 threshold 3.89 cum_ticks 4 buy_proportion 1.00
2017-03-31 10:43:41.075 1.06761 1.06759 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.29 max_proportion 0.67 threshold 2.86 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:43:49.551 1.06762 1.06760 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.00 max_proportion 0.71 threshold 2.86 cum_ticks 4 buy_proportion 0.25
2017-03-31 10:43:52.615 1.06759 1.06759 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.00 max_proportion 0.50 threshold 2.00 cum_ticks 3 buy_proportion 0.00
2017-03-31 10:43:54.733 1.06762 1.06762 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.43 max_proportion 0.82 threshold 2.82 cum_ticks 3 buy_proportion 1.00
2017-03-31 10:43:56.441 1.06762 1.06762 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 3.14 max_proportion 0.61 threshold 1.91 cum_ticks 2 buy_proportion 1.00
2017-03-31 10:43:58.255 1.06765 1.06763 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 2.43 max_proportion 0.86 threshold 2.08 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:44:00.211 1.06767 1.06765 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.29 max_proportion 0.86 threshold 2.82 cum_ticks 5 buy_proportion 0.60
2017-03-31 10:44:04.461 1.06765 1.06761 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.70 threshold 3.00 cum_ticks 5 buy_proportion 0.20
2017-03-31 10:44:06.751 1.06764 1.06763 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.86 max_proportion 0.61 threshold 2.95 cum_ticks 3 buy_proportion 1.00
2017-03-31 10:44:09.859 1.06764 1.06763 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.86 max_proportion 0.71 threshold 2.76 cum_ticks 5 buy_proportion 0.60
2017-03-31 10:44:15.920 1.06764 1.06762 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.43 max_proportion 0.66 threshold 2.91 cum_ticks 5 buy_proportion 0.40
2017-03-31 10:44:18.765 1.06765 1.06763 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.54 threshold 2.56 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:44:23.952 1.06767 1.06765 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.63 threshold 2.78 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:44:26.505 1.06767 1.06765 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.70 threshold 2.90 cum_ticks 5 buy_proportion 0.40
2017-03-31 10:44:31.166 1.06766 1.06765 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.57 max_proportion 0.55 threshold 2.51 cum_ticks 4 buy_proportion 0.25
2017-03-31 10:44:34.065 1.06766 1.06765 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.29 max_proportion 0.64 threshold 2.72 cum_ticks 4 buy_proportion 0.25
2017-03-31 10:44:38.456 1.06764 1.06762 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.73 threshold 3.02 cum_ticks 7 buy_proportion 0.43
2017-03-31 10:44:42.508 1.06766 1.06761 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.71 max_proportion 0.65 threshold 3.70 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:44:52.664 1.06768 1.06766 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.43 max_proportion 0.62 threshold 3.34 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:45:02.181 1.06770 1.06766 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.75 threshold 3.95 cum_ticks 6 buy_proportion 0.33
2017-03-31 10:45:05.931 1.06770 1.06768 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.53 threshold 2.97 cum_ticks 5 buy_proportion 0.40
2017-03-31 10:45:08.258 1.06768 1.06765 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.56 threshold 2.97 cum_ticks 3 buy_proportion 0.00
2017-03-31 10:45:18.113 1.06769 1.06765 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.00 max_proportion 0.84 threshold 3.35 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:45:18.623 1.06779 1.06768 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.51 threshold 2.28 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:45:20.066 1.06781 1.06779 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.66 threshold 2.72 cum_ticks 4 buy_proportion 0.75
2017-03-31 10:45:28.531 1.06784 1.06782 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.14 max_proportion 0.76 threshold 3.14 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:45:37.636 1.06784 1.06781 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.71 max_proportion 0.65 threshold 3.70 cum_ticks 7 buy_proportion 0.43
2017-03-31 10:45:42.576 1.06782 1.06781 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.52 threshold 3.39 cum_ticks 6 buy_proportion 0.67
2017-03-31 10:45:44.664 1.06784 1.06782 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.76 cum_ticks 4 buy_proportion 1.00
2017-03-31 10:45:46.057 1.06791 1.06788 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.12 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:45:55.867 1.06793 1.06788 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 4.86 max_proportion 0.95 threshold 4.63 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:45:57.168 1.06787 1.06785 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.14 max_proportion 0.68 threshold 4.88 cum_ticks 5 buy_proportion 0.00
2017-03-31 10:46:12.028 1.06785 1.06783 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.73 threshold 4.49 cum_ticks 7 buy_proportion 0.29
2017-03-31 10:46:28.875 1.06784 1.06783 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.71 max_proportion 0.77 threshold 5.19 cum_ticks 6 buy_proportion 0.00
2017-03-31 10:46:34.107 1.06783 1.06782 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.64 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:46:46.423 1.06786 1.06780 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.29 max_proportion 0.82 threshold 5.95 cum_ticks 8 buy_proportion 0.75
2017-03-31 10:46:54.561 1.06787 1.06785 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.50 threshold 3.86 cum_ticks 7 buy_proportion 0.43
2017-03-31 10:47:06.151 1.06790 1.06784 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 7.43 max_proportion 0.51 threshold 3.75 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:47:07.377 1.06795 1.06794 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.14 max_proportion 0.56 threshold 3.97 cum_ticks 4 buy_proportion 1.00
2017-03-31 10:47:23.422 1.06797 1.06794 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.80 threshold 4.21 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:47:34.711 1.06803 1.06793 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.68 threshold 4.99 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:47:40.287 1.06803 1.06795 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.71 threshold 5.07 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:47:44.829 1.06796 1.06792 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.43 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:47:49.819 1.06797 1.06793 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.55 threshold 4.51 cum_ticks 7 buy_proportion 0.71
2017-03-31 10:48:00.109 1.06799 1.06797 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.63 threshold 4.80 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:48:09.652 1.06798 1.06795 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.00 max_proportion 0.86 threshold 5.19 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:48:19.963 1.06795 1.06793 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.53 threshold 3.41 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:48:24.347 1.06798 1.06795 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.51 threshold 3.43 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:48:28.842 1.06798 1.06794 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.64 threshold 3.75 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:48:34.147 1.06804 1.06795 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.64 threshold 4.09 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:48:37.417 1.06805 1.06803 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.86 max_proportion 0.53 threshold 4.18 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:48:47.833 1.06804 1.06799 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.43 max_proportion 0.78 threshold 5.01 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:48:51.679 1.06800 1.06799 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.71 max_proportion 0.57 threshold 3.82 cum_ticks 5 buy_proportion 0.20
2017-03-31 10:48:58.695 1.06799 1.06796 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.70 threshold 3.91 cum_ticks 6 buy_proportion 0.67
2017-03-31 10:49:04.510 1.06800 1.06797 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.54 threshold 3.17 cum_ticks 5 buy_proportion 0.80
2017-03-31 10:49:35.609 1.06801 1.06799 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.68 threshold 3.57 cum_ticks 7 buy_proportion 0.57
2017-03-31 10:49:48.916 1.06801 1.06796 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.29 max_proportion 0.65 threshold 4.09 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:49:51.046 1.06796 1.06794 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.51 threshold 3.70 cum_ticks 4 buy_proportion 0.00
2017-03-31 10:49:55.139 1.06794 1.06792 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.57 max_proportion 0.81 threshold 4.52 cum_ticks 5 buy_proportion 0.00
2017-03-31 10:50:02.670 1.06793 1.06790 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.14 max_proportion 0.95 threshold 4.87 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:50:10.603 1.06792 1.06791 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.68 threshold 4.88 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:50:21.164 1.06790 1.06788 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.59 threshold 4.95 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:50:24.552 1.06788 1.06788 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.58 threshold 4.88 cum_ticks 5 buy_proportion 0.00
2017-03-31 10:50:33.356 1.06789 1.06788 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.43 max_proportion 0.83 threshold 5.33 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:50:38.782 1.06789 1.06789 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.57 max_proportion 0.54 threshold 3.57 cum_ticks 4 buy_proportion 1.00
2017-03-31 10:51:04.858 1.06789 1.06788 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.08 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:51:13.175 1.06788 1.06784 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.77 threshold 5.14 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:51:18.831 1.06791 1.06787 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.00 max_proportion 0.70 threshold 5.62 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:51:26.708 1.06789 1.06787 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.77 threshold 5.94 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:51:35.676 1.06787 1.06786 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.47 cum_ticks 7 buy_proportion 0.29
2017-03-31 10:51:54.847 1.06786 1.06784 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.57 max_proportion 0.62 threshold 4.69 cum_ticks 7 buy_proportion 0.29
2017-03-31 10:52:06.131 1.06785 1.06784 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.71 threshold 5.15 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:52:17.980 1.06785 1.06784 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.80 threshold 5.57 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:52:23.312 1.06789 1.06784 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.78 threshold 5.87 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:52:26.748 1.06789 1.06789 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.58 threshold 4.24 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:52:32.670 1.06789 1.06786 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.00 max_proportion 0.85 threshold 5.11 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:52:52.746 1.06787 1.06786 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.57 max_proportion 0.79 threshold 5.97 cum_ticks 8 buy_proportion 0.25
2017-03-31 10:52:58.038 1.06788 1.06784 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.52 threshold 4.12 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:53:18.370 1.06786 1.06784 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.14 max_proportion 0.62 threshold 5.04 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:53:28.707 1.06786 1.06785 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.43 max_proportion 0.63 threshold 4.70 cum_ticks 6 buy_proportion 0.83
2017-03-31 10:53:44.898 1.06786 1.06783 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.77 threshold 5.09 cum_ticks 10 buy_proportion 0.40
2017-03-31 10:53:48.189 1.06787 1.06784 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.43 max_proportion 0.59 threshold 4.97 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:53:59.566 1.06787 1.06784 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.80 threshold 5.29 cum_ticks 10 buy_proportion 0.60
2017-03-31 10:54:33.535 1.06787 1.06785 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.57 max_proportion 0.69 threshold 5.88 cum_ticks 7 buy_proportion 0.14
2017-03-31 10:54:41.408 1.06785 1.06781 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.57 max_proportion 0.60 threshold 4.57 cum_ticks 6 buy_proportion 0.17
2017-03-31 10:54:57.751 1.06782 1.06780 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.78 threshold 5.34 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:55:09.871 1.06784 1.06780 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.86 max_proportion 0.55 threshold 4.33 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:55:21.077 1.06784 1.06780 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.53 threshold 4.56 cum_ticks 6 buy_proportion 0.17
2017-03-31 10:55:34.839 1.06784 1.06780 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.65 threshold 4.74 cum_ticks 9 buy_proportion 0.56
2017-03-31 10:55:50.193 1.06786 1.06783 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.56 threshold 4.52 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:56:02.239 1.06786 1.06785 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.60 threshold 4.83 cum_ticks 6 buy_proportion 0.17
2017-03-31 10:56:18.395 1.06786 1.06784 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.00 max_proportion 0.72 threshold 5.03 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:56:28.405 1.06787 1.06785 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.00 max_proportion 0.52 threshold 4.14 cum_ticks 8 buy_proportion 0.62
2017-03-31 10:56:32.274 1.06787 1.06785 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.57 threshold 4.57 cum_ticks 6 buy_proportion 0.17
2017-03-31 10:56:45.729 1.06786 1.06783 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.00 max_proportion 0.63 threshold 4.42 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:57:05.764 1.06785 1.06782 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.65 threshold 4.82 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:57:17.963 1.06783 1.06781 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.29 max_proportion 0.62 threshold 5.10 cum_ticks 9 buy_proportion 0.67
2017-03-31 10:57:25.583 1.06784 1.06782 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.86 max_proportion 0.56 threshold 4.97 cum_ticks 8 buy_proportion 0.38
2017-03-31 10:57:43.652 1.06784 1.06782 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.48 cum_ticks 7 buy_proportion 0.29
2017-03-31 10:57:57.250 1.06783 1.06782 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.57 max_proportion 0.63 threshold 4.80 cum_ticks 9 buy_proportion 0.44
2017-03-31 10:58:03.251 1.06780 1.06779 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.29 max_proportion 0.61 threshold 5.06 cum_ticks 9 buy_proportion 0.33
2017-03-31 10:58:11.612 1.06781 1.06779 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.64 threshold 5.59 cum_ticks 10 buy_proportion 0.40
2017-03-31 10:58:25.425 1.06781 1.06779 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.57 max_proportion 0.61 threshold 5.86 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:58:30.554 1.06781 1.06778 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.43 max_proportion 0.58 threshold 6.03 cum_ticks 9 buy_proportion 0.22
2017-03-31 10:58:40.122 1.06780 1.06773 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.71 max_proportion 0.69 threshold 6.66 cum_ticks 11 buy_proportion 0.64
2017-03-31 10:58:42.434 1.06792 1.06780 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.43 max_proportion 0.51 threshold 5.30 cum_ticks 6 buy_proportion 1.00
2017-03-31 10:58:48.199 1.06799 1.06792 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.86 max_proportion 0.78 threshold 6.17 cum_ticks 7 buy_proportion 1.00
2017-03-31 10:58:53.980 1.06803 1.06797 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.95 threshold 6.91 cum_ticks 11 buy_proportion 0.36
2017-03-31 10:59:01.055 1.06803 1.06801 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.64 threshold 5.82 cum_ticks 10 buy_proportion 0.60
2017-03-31 10:59:07.531 1.06807 1.06802 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.86 max_proportion 0.59 threshold 5.81 cum_ticks 8 buy_proportion 0.75
2017-03-31 10:59:13.894 1.06809 1.06807 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.00 max_proportion 0.65 threshold 5.87 cum_ticks 7 buy_proportion 0.86
2017-03-31 10:59:21.720 1.06813 1.06808 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.79 threshold 6.09 cum_ticks 13 buy_proportion 0.46
2017-03-31 10:59:27.711 1.06812 1.06807 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.57 max_proportion 0.62 threshold 6.51 cum_ticks 8 buy_proportion 0.12
2017-03-31 10:59:37.304 1.06809 1.06807 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.29 max_proportion 0.67 threshold 6.26 cum_ticks 10 buy_proportion 0.70
2017-03-31 10:59:39.494 1.06815 1.06810 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.50 threshold 4.94 cum_ticks 5 buy_proportion 1.00
2017-03-31 10:59:46.724 1.06819 1.06814 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.86 max_proportion 0.79 threshold 5.41 cum_ticks 11 buy_proportion 0.45
2017-03-31 10:59:53.333 1.06814 1.06810 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.90 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:00:07.247 1.06812 1.06809 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.65 threshold 5.07 cum_ticks 10 buy_proportion 0.40
2017-03-31 11:00:14.520 1.06813 1.06809 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.29 max_proportion 0.67 threshold 6.18 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:00:24.363 1.06815 1.06811 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.14 max_proportion 0.50 threshold 5.09 cum_ticks 9 buy_proportion 0.33
2017-03-31 11:00:37.086 1.06813 1.06811 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.57 threshold 5.54 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:00:46.853 1.06811 1.06808 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.71 max_proportion 0.67 threshold 5.85 cum_ticks 6 buy_proportion 0.00
2017-03-31 11:00:53.503 1.06809 1.06802 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.88 threshold 6.17 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:01:04.339 1.06803 1.06793 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.79 threshold 6.80 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:01:18.642 1.06794 1.06792 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 9.43 max_proportion 0.74 threshold 7.00 cum_ticks 13 buy_proportion 0.38
2017-03-31 11:01:30.509 1.06801 1.06792 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.71 max_proportion 0.65 threshold 7.63 cum_ticks 12 buy_proportion 0.67
2017-03-31 11:01:38.926 1.06804 1.06800 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.53 threshold 6.40 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:01:52.232 1.06802 1.06796 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.57 max_proportion 0.55 threshold 6.33 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:01:59.248 1.06797 1.06794 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.14 max_proportion 0.59 threshold 6.61 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:02:08.539 1.06797 1.06795 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.77 threshold 7.18 cum_ticks 11 buy_proportion 0.27
2017-03-31 11:02:15.648 1.06796 1.06783 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.14 max_proportion 0.76 threshold 7.67 cum_ticks 10 buy_proportion 0.20
2017-03-31 11:02:44.200 1.06789 1.06785 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.00 max_proportion 0.79 threshold 7.90 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:02:51.328 1.06788 1.06785 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 13.00 max_proportion 0.60 threshold 7.79 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:02:58.926 1.06794 1.06787 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.53 threshold 7.00 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:03:10.458 1.06796 1.06794 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.70 threshold 7.66 cum_ticks 12 buy_proportion 0.67
2017-03-31 11:03:15.287 1.06796 1.06792 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 11.29 max_proportion 0.69 threshold 7.80 cum_ticks 13 buy_proportion 0.38
2017-03-31 11:03:32.758 1.06797 1.06792 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.52 threshold 6.33 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:03:46.200 1.06800 1.06796 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.14 max_proportion 0.61 threshold 6.74 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:04:01.177 1.06799 1.06797 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.83 cum_ticks 13 buy_proportion 0.46
2017-03-31 11:04:14.950 1.06798 1.06796 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.60 cum_ticks 8 buy_proportion 0.88
2017-03-31 11:04:28.617 1.06800 1.06797 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.73 threshold 7.11 cum_ticks 12 buy_proportion 0.33
2017-03-31 11:04:36.868 1.06803 1.06797 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 11.00 max_proportion 0.51 threshold 5.57 cum_ticks 7 buy_proportion 0.86
2017-03-31 11:04:49.084 1.06806 1.06801 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 8.57 max_proportion 0.71 threshold 6.09 cum_ticks 13 buy_proportion 0.46
2017-03-31 11:05:02.670 1.06803 1.06801 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.14 max_proportion 0.56 threshold 6.20 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:05:15.050 1.06809 1.06804 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.82 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:05:18.696 1.06813 1.06809 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.86 max_proportion 0.71 threshold 7.00 cum_ticks 8 buy_proportion 1.00
2017-03-31 11:05:26.377 1.06818 1.06812 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 8.57 max_proportion 0.89 threshold 7.66 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:05:38.936 1.06822 1.06817 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.75 threshold 8.23 cum_ticks 14 buy_proportion 0.64
2017-03-31 11:05:47.310 1.06827 1.06819 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 12.86 max_proportion 0.69 threshold 8.82 cum_ticks 17 buy_proportion 0.53
2017-03-31 11:05:52.809 1.06827 1.06821 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 15.57 max_proportion 0.57 threshold 8.94 cum_ticks 12 buy_proportion 0.25
2017-03-31 11:05:58.044 1.06827 1.06823 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 13.71 max_proportion 0.61 threshold 8.42 cum_ticks 11 buy_proportion 0.82
2017-03-31 11:06:02.896 1.06828 1.06821 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.14 max_proportion 0.61 threshold 7.46 cum_ticks 10 buy_proportion 0.20
2017-03-31 11:06:11.849 1.06823 1.06820 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.57 max_proportion 0.62 threshold 6.51 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:06:18.992 1.06824 1.06817 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.14 max_proportion 0.65 threshold 6.64 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:06:25.855 1.06821 1.06819 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 10.57 max_proportion 0.68 threshold 7.17 cum_ticks 9 buy_proportion 0.89
2017-03-31 11:06:37.108 1.06820 1.06817 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.65 threshold 6.36 cum_ticks 13 buy_proportion 0.46
2017-03-31 11:06:50.438 1.06819 1.06817 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.57 threshold 6.59 cum_ticks 12 buy_proportion 0.58
2017-03-31 11:07:15.862 1.06823 1.06818 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 11.86 max_proportion 0.59 threshold 7.02 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:07:45.063 1.06823 1.06820 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.54 threshold 7.45 cum_ticks 15 buy_proportion 0.47
2017-03-31 11:07:48.781 1.06819 1.06812 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 14.57 max_proportion 0.50 threshold 7.32 cum_ticks 8 buy_proportion 0.00
2017-03-31 11:08:01.031 1.06816 1.06812 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.79 threshold 8.70 cum_ticks 14 buy_proportion 0.64
2017-03-31 11:08:23.007 1.06817 1.06810 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 12.43 max_proportion 0.57 threshold 7.03 cum_ticks 12 buy_proportion 0.33
2017-03-31 11:08:43.445 1.06811 1.06809 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.00 max_proportion 0.63 threshold 7.51 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:09:02.740 1.06815 1.06811 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.86 max_proportion 0.54 threshold 6.93 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:09:33.821 1.06822 1.06815 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.62 threshold 6.95 cum_ticks 13 buy_proportion 0.46
2017-03-31 11:09:40.679 1.06819 1.06815 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.14 max_proportion 0.55 threshold 6.70 cum_ticks 7 buy_proportion 0.00
2017-03-31 11:09:51.216 1.06815 1.06810 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.77 threshold 7.02 cum_ticks 14 buy_proportion 0.57
2017-03-31 11:10:16.644 1.06813 1.06812 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.61 threshold 7.20 cum_ticks 12 buy_proportion 0.33
2017-03-31 11:10:26.694 1.06812 1.06810 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.86 max_proportion 0.65 threshold 7.66 cum_ticks 9 buy_proportion 0.11
2017-03-31 11:10:49.296 1.06812 1.06809 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.57 max_proportion 0.76 threshold 8.03 cum_ticks 12 buy_proportion 0.25
2017-03-31 11:11:17.758 1.06813 1.06809 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.14 max_proportion 0.78 threshold 8.67 cum_ticks 17 buy_proportion 0.53
2017-03-31 11:11:53.256 1.06815 1.06813 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 14.43 max_proportion 0.61 threshold 8.80 cum_ticks 9 buy_proportion 1.00
2017-03-31 11:12:16.751 1.06820 1.06816 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 11.71 max_proportion 0.76 threshold 8.88 cum_ticks 9 buy_proportion 1.00
2017-03-31 11:12:23.436 1.06819 1.06816 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 10.14 max_proportion 0.93 threshold 9.46 cum_ticks 13 buy_proportion 0.23
2017-03-31 11:12:37.396 1.06821 1.06817 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.29 max_proportion 0.56 threshold 6.32 cum_ticks 12 buy_proportion 0.58
2017-03-31 11:12:55.143 1.06822 1.06819 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.54 threshold 6.43 cum_ticks 12 buy_proportion 0.42
2017-03-31 11:13:07.329 1.06824 1.06822 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.14 max_proportion 0.56 threshold 6.83 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:13:13.086 1.06833 1.06824 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.29 max_proportion 0.65 threshold 6.65 cum_ticks 8 buy_proportion 0.88
2017-03-31 11:13:16.707 1.06835 1.06827 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.86 max_proportion 0.78 threshold 6.92 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:13:19.129 1.06827 1.06825 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.53 threshold 4.95 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:13:24.505 1.06826 1.06823 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.86 max_proportion 0.79 threshold 5.41 cum_ticks 7 buy_proportion 0.86
2017-03-31 11:13:31.556 1.06829 1.06826 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.65 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:13:34.379 1.06833 1.06830 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.70 threshold 3.91 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:13:42.727 1.06833 1.06832 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.29 max_proportion 0.81 threshold 4.27 cum_ticks 6 buy_proportion 0.17
2017-03-31 11:13:46.363 1.06834 1.06832 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.56 threshold 3.13 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:13:50.084 1.06835 1.06832 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.62 threshold 3.27 cum_ticks 7 buy_proportion 0.57
2017-03-31 11:13:52.091 1.06835 1.06832 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.29 max_proportion 0.58 threshold 3.64 cum_ticks 5 buy_proportion 0.20
2017-03-31 11:13:53.404 1.06832 1.06832 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.61 threshold 3.39 cum_ticks 4 buy_proportion 0.00
2017-03-31 11:13:55.994 1.06832 1.06832 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.71 max_proportion 0.86 threshold 4.06 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:14:10.047 1.06834 1.06832 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.97 threshold 4.58 cum_ticks 7 buy_proportion 0.29
2017-03-31 11:14:15.903 1.06835 1.06833 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.00 max_proportion 0.84 threshold 5.02 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:14:45.064 1.06834 1.06832 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.65 threshold 4.01 cum_ticks 7 buy_proportion 0.29
2017-03-31 11:14:57.938 1.06832 1.06828 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.71 max_proportion 0.51 threshold 3.43 cum_ticks 5 buy_proportion 0.20
2017-03-31 11:15:00.589 1.06825 1.06824 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.71 max_proportion 0.66 threshold 3.78 cum_ticks 4 buy_proportion 0.00
2017-03-31 11:15:13.018 1.06826 1.06822 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 4.71 max_proportion 0.90 threshold 4.25 cum_ticks 9 buy_proportion 0.56
2017-03-31 11:15:16.851 1.06826 1.06825 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.00 max_proportion 0.65 threshold 4.58 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:15:22.552 1.06826 1.06824 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.73 threshold 4.38 cum_ticks 7 buy_proportion 0.29
2017-03-31 11:15:27.997 1.06826 1.06824 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.53 threshold 3.55 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:15:29.866 1.06826 1.06826 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.68 threshold 3.80 cum_ticks 4 buy_proportion 1.00
2017-03-31 11:15:35.062 1.06826 1.06824 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.71 max_proportion 0.84 threshold 3.96 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:15:44.366 1.06826 1.06823 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.86 threshold 4.04 cum_ticks 8 buy_proportion 0.62
2017-03-31 11:15:51.745 1.06831 1.06826 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.57 max_proportion 0.73 threshold 4.79 cum_ticks 9 buy_proportion 0.56
2017-03-31 11:16:01.865 1.06830 1.06827 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.61 threshold 4.97 cum_ticks 6 buy_proportion 0.17
2017-03-31 11:16:03.751 1.06826 1.06825 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.14 max_proportion 0.66 threshold 4.69 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:16:16.555 1.06830 1.06825 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.87 threshold 5.11 cum_ticks 9 buy_proportion 0.67
2017-03-31 11:16:28.704 1.06833 1.06829 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.43 max_proportion 0.60 threshold 4.42 cum_ticks 7 buy_proportion 0.29
2017-03-31 11:16:31.502 1.06830 1.06829 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.65 threshold 4.71 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:16:41.645 1.06828 1.06828 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.14 max_proportion 0.82 threshold 5.06 cum_ticks 6 buy_proportion 0.00
2017-03-31 11:16:52.379 1.06828 1.06825 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 5.86 max_proportion 0.96 threshold 5.62 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:16:59.739 1.06825 1.06820 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.43 max_proportion 0.92 threshold 5.90 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:17:14.221 1.06822 1.06820 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 6.86 max_proportion 0.88 threshold 6.02 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:17:22.012 1.06828 1.06823 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.54 threshold 4.70 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:17:35.839 1.06833 1.06829 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.79 threshold 5.32 cum_ticks 9 buy_proportion 0.67
2017-03-31 11:17:51.220 1.06831 1.06827 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.77 threshold 6.13 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:18:12.895 1.06828 1.06826 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.50 threshold 4.54 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:18:17.161 1.06828 1.06826 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.82 threshold 5.73 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:18:40.746 1.06827 1.06825 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.43 max_proportion 0.81 threshold 6.05 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:18:48.005 1.06832 1.06827 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.76 threshold 6.60 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:18:59.421 1.06832 1.06831 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.29 max_proportion 0.51 threshold 5.30 cum_ticks 10 buy_proportion 0.60
2017-03-31 11:19:07.649 1.06834 1.06831 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.29 max_proportion 0.57 threshold 5.84 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:19:10.406 1.06831 1.06829 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.00 max_proportion 0.59 threshold 5.35 cum_ticks 8 buy_proportion 0.75
2017-03-31 11:19:21.117 1.06833 1.06831 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.29 max_proportion 0.59 threshold 4.85 cum_ticks 8 buy_proportion 0.62
2017-03-31 11:19:26.019 1.06833 1.06829 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.61 threshold 4.86 cum_ticks 6 buy_proportion 0.17
2017-03-31 11:19:28.554 1.06832 1.06829 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.62 threshold 4.24 cum_ticks 7 buy_proportion 0.71
2017-03-31 11:19:36.372 1.06832 1.06828 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.86 max_proportion 0.55 threshold 3.74 cum_ticks 7 buy_proportion 0.57
2017-03-31 11:19:40.800 1.06833 1.06831 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.86 max_proportion 0.55 threshold 3.80 cum_ticks 4 buy_proportion 1.00
2017-03-31 11:19:45.198 1.06833 1.06833 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.29 max_proportion 0.84 threshold 4.42 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:19:49.532 1.06833 1.06833 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.00 max_proportion 0.94 threshold 4.69 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:19:54.413 1.06833 1.06832 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 4.86 max_proportion 1.00 threshold 4.86 cum_ticks 7 buy_proportion 0.71
2017-03-31 11:20:08.766 1.06833 1.06831 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.84 threshold 5.14 cum_ticks 9 buy_proportion 0.33
2017-03-31 11:20:18.353 1.06831 1.06831 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.54 threshold 4.22 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:20:31.687 1.06831 1.06828 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.80 threshold 5.16 cum_ticks 10 buy_proportion 0.40
2017-03-31 11:20:57.696 1.06831 1.06829 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.72 threshold 6.10 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:21:03.375 1.06831 1.06831 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.29 max_proportion 0.51 threshold 4.78 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:21:12.037 1.06831 1.06829 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.83 threshold 5.92 cum_ticks 10 buy_proportion 0.60
2017-03-31 11:21:21.358 1.06830 1.06824 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.57 max_proportion 0.73 threshold 6.24 cum_ticks 7 buy_proportion 0.00
2017-03-31 11:21:42.330 1.06826 1.06824 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.57 max_proportion 0.69 threshold 5.19 cum_ticks 10 buy_proportion 0.40
2017-03-31 11:22:01.231 1.06825 1.06820 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.69 threshold 6.27 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:22:19.638 1.06827 1.06825 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.52 threshold 5.30 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:22:23.739 1.06831 1.06828 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.00 max_proportion 0.81 threshold 6.48 cum_ticks 8 buy_proportion 0.88
2017-03-31 11:22:44.590 1.06831 1.06824 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.88 threshold 6.89 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:22:59.397 1.06825 1.06823 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.60 threshold 5.66 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:23:02.529 1.06822 1.06815 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.86 max_proportion 0.63 threshold 5.56 cum_ticks 6 buy_proportion 0.00
2017-03-31 11:23:09.261 1.06816 1.06809 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.29 max_proportion 0.88 threshold 6.39 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:23:15.173 1.06811 1.06808 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.43 max_proportion 0.89 threshold 6.63 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:23:36.263 1.06811 1.06807 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 8.86 max_proportion 0.79 threshold 7.02 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:24:10.367 1.06815 1.06813 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.43 max_proportion 0.54 threshold 6.23 cum_ticks 12 buy_proportion 0.58
2017-03-31 11:24:24.932 1.06815 1.06813 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.55 threshold 6.62 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:24:53.827 1.06816 1.06814 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.54 threshold 6.22 cum_ticks 12 buy_proportion 0.58
2017-03-31 11:25:05.290 1.06824 1.06817 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.71 max_proportion 0.52 threshold 6.10 cum_ticks 9 buy_proportion 0.22
2017-03-31 11:25:14.753 1.06824 1.06821 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.65 threshold 6.64 cum_ticks 8 buy_proportion 0.88
2017-03-31 11:25:50.430 1.06824 1.06821 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.65 threshold 5.73 cum_ticks 10 buy_proportion 0.60
2017-03-31 11:25:56.825 1.06827 1.06823 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.29 max_proportion 0.62 threshold 5.80 cum_ticks 7 buy_proportion 0.86
2017-03-31 11:26:11.496 1.06828 1.06825 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.00 max_proportion 0.79 threshold 6.29 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:26:18.033 1.06834 1.06829 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.73 threshold 6.68 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:26:40.926 1.06836 1.06827 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.77 threshold 6.90 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:26:47.241 1.06828 1.06827 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.29 max_proportion 0.69 threshold 7.05 cum_ticks 8 buy_proportion 0.00
2017-03-31 11:26:52.905 1.06830 1.06818 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.00 max_proportion 0.71 threshold 6.36 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:27:10.065 1.06818 1.06811 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.70 threshold 7.11 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:27:26.138 1.06821 1.06816 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 12.86 max_proportion 0.59 threshold 7.60 cum_ticks 14 buy_proportion 0.57
2017-03-31 11:27:49.479 1.06819 1.06816 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.86 max_proportion 0.53 threshold 7.36 cum_ticks 11 buy_proportion 0.73
2017-03-31 11:28:00.209 1.06820 1.06817 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 12.43 max_proportion 0.66 threshold 8.14 cum_ticks 12 buy_proportion 0.75
2017-03-31 11:28:09.548 1.06820 1.06818 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 12.00 max_proportion 0.72 threshold 8.62 cum_ticks 15 buy_proportion 0.60
2017-03-31 11:28:21.560 1.06821 1.06817 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 13.57 max_proportion 0.66 threshold 8.97 cum_ticks 16 buy_proportion 0.44
2017-03-31 11:28:27.869 1.06823 1.06818 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.14 max_proportion 0.53 threshold 8.00 cum_ticks 10 buy_proportion 0.90
2017-03-31 11:28:43.824 1.06826 1.06821 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 12.43 max_proportion 0.72 threshold 9.01 cum_ticks 14 buy_proportion 0.71
2017-03-31 11:28:52.491 1.06827 1.06823 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 13.14 max_proportion 0.73 threshold 9.57 cum_ticks 17 buy_proportion 0.59
2017-03-31 11:29:00.634 1.06831 1.06826 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 15.14 max_proportion 0.67 threshold 10.13 cum_ticks 17 buy_proportion 0.65
2017-03-31 11:29:06.563 1.06841 1.06831 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 16.57 max_proportion 0.64 threshold 10.60 cum_ticks 15 buy_proportion 0.73
2017-03-31 11:29:14.469 1.06848 1.06841 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 15.86 max_proportion 0.69 threshold 10.91 cum_ticks 13 buy_proportion 0.85
2017-03-31 11:29:27.531 1.06856 1.06849 cum_theta_buy 12.0 cum_theta_sell 9.0 diff -3.0 exp_num_ticks 14.14 max_proportion 0.79 threshold 11.11 cum_ticks 21 buy_proportion 0.57
2017-03-31 11:29:45.823 1.06853 1.06848 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 17.86 max_proportion 0.67 threshold 12.02 cum_ticks 24 buy_proportion 0.54
2017-03-31 11:30:07.051 1.06853 1.06847 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 21.57 max_proportion 0.59 threshold 12.81 cum_ticks 24 buy_proportion 0.54
2017-03-31 11:30:30.068 1.06850 1.06845 cum_theta_buy 3.0 cum_theta_sell 13.0 diff 10.0 exp_num_ticks 23.57 max_proportion 0.55 threshold 12.87 cum_ticks 16 buy_proportion 0.19
2017-03-31 11:30:48.884 1.06848 1.06835 cum_theta_buy 6.0 cum_theta_sell 13.0 diff 7.0 exp_num_ticks 19.43 max_proportion 0.66 threshold 12.84 cum_ticks 19 buy_proportion 0.32
2017-03-31 11:31:04.969 1.06841 1.06833 cum_theta_buy 13.0 cum_theta_sell 7.0 diff -6.0 exp_num_ticks 18.86 max_proportion 0.69 threshold 12.98 cum_ticks 20 buy_proportion 0.65
2017-03-31 11:31:13.371 1.06851 1.06842 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 19.14 max_proportion 0.51 threshold 9.79 cum_ticks 12 buy_proportion 0.83
2017-03-31 11:31:30.511 1.06850 1.06847 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 15.29 max_proportion 0.71 threshold 10.81 cum_ticks 15 buy_proportion 0.27
2017-03-31 11:31:48.554 1.06849 1.06847 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 14.86 max_proportion 0.52 threshold 7.68 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:31:56.475 1.06850 1.06849 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 14.57 max_proportion 0.50 threshold 7.29 cum_ticks 9 buy_proportion 0.89
2017-03-31 11:32:04.726 1.06850 1.06841 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.57 max_proportion 0.70 threshold 8.08 cum_ticks 12 buy_proportion 0.25
2017-03-31 11:32:08.645 1.06847 1.06842 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.57 max_proportion 0.53 threshold 6.10 cum_ticks 7 buy_proportion 1.00
2017-03-31 11:32:27.792 1.06847 1.06845 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.71 max_proportion 0.77 threshold 6.71 cum_ticks 13 buy_proportion 0.54
2017-03-31 11:32:43.765 1.06850 1.06845 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.63 threshold 7.01 cum_ticks 15 buy_proportion 0.47
2017-03-31 11:33:05.286 1.06856 1.06849 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.29 max_proportion 0.56 threshold 7.48 cum_ticks 11 buy_proportion 0.73
2017-03-31 11:33:14.040 1.06857 1.06854 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.78 cum_ticks 11 buy_proportion 0.27
2017-03-31 11:33:24.370 1.06855 1.06845 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.57 max_proportion 0.57 threshold 6.59 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:33:30.238 1.06851 1.06846 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.29 max_proportion 0.75 threshold 6.93 cum_ticks 8 buy_proportion 0.88
2017-03-31 11:33:34.688 1.06855 1.06851 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.43 max_proportion 0.57 threshold 4.84 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:33:39.591 1.06858 1.06855 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.29 max_proportion 0.84 threshold 5.28 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:33:46.202 1.06859 1.06856 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.00 max_proportion 0.98 threshold 5.89 cum_ticks 8 buy_proportion 0.75
2017-03-31 11:33:52.157 1.06860 1.06857 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.00 max_proportion 0.86 threshold 6.00 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:34:00.615 1.06861 1.06858 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.71 max_proportion 0.57 threshold 4.41 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:34:05.299 1.06862 1.06862 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.71 threshold 4.49 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:34:10.939 1.06871 1.06865 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.43 max_proportion 0.88 threshold 4.75 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:34:14.774 1.06875 1.06871 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 5.00 max_proportion 1.00 threshold 5.00 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:34:19.766 1.06870 1.06868 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.71 max_proportion 0.57 threshold 3.84 cum_ticks 5 buy_proportion 0.20
2017-03-31 11:34:23.045 1.06870 1.06865 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 7 buy_proportion 0.43
2017-03-31 11:34:27.606 1.06869 1.06867 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.57 max_proportion 0.66 threshold 4.35 cum_ticks 5 buy_proportion 0.00
2017-03-31 11:34:29.918 1.06871 1.06865 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.85 threshold 4.73 cum_ticks 7 buy_proportion 0.71
2017-03-31 11:34:32.378 1.06875 1.06870 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.53 threshold 3.41 cum_ticks 7 buy_proportion 0.43
2017-03-31 11:34:33.908 1.06870 1.06870 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.71 max_proportion 0.55 threshold 3.70 cum_ticks 4 buy_proportion 0.00
2017-03-31 11:34:41.617 1.06871 1.06870 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.78 threshold 4.10 cum_ticks 8 buy_proportion 0.38
2017-03-31 11:34:47.700 1.06871 1.06869 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.71 max_proportion 0.72 threshold 4.86 cum_ticks 9 buy_proportion 0.44
2017-03-31 11:34:52.949 1.06870 1.06864 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.00 max_proportion 0.64 threshold 5.11 cum_ticks 6 buy_proportion 0.00
2017-03-31 11:34:57.108 1.06864 1.06852 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.14 max_proportion 0.82 threshold 5.85 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:35:03.189 1.06854 1.06852 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.85 threshold 5.98 cum_ticks 9 buy_proportion 0.33
2017-03-31 11:35:11.692 1.06861 1.06853 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 8.00 max_proportion 0.77 threshold 6.15 cum_ticks 7 buy_proportion 1.00
2017-03-31 11:35:14.107 1.06871 1.06861 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.57 max_proportion 0.69 threshold 5.20 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:35:22.882 1.06871 1.06866 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 6.71 max_proportion 0.90 threshold 6.07 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:35:27.619 1.06871 1.06865 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.64 threshold 5.73 cum_ticks 9 buy_proportion 0.67
2017-03-31 11:35:36.029 1.06871 1.06871 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.14 max_proportion 0.63 threshold 5.74 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:35:45.048 1.06877 1.06871 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.57 max_proportion 0.81 threshold 6.16 cum_ticks 7 buy_proportion 1.00
2017-03-31 11:35:54.821 1.06884 1.06876 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.00 max_proportion 0.95 threshold 6.67 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:36:00.007 1.06889 1.06878 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.79 threshold 7.24 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:36:03.223 1.06902 1.06887 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.68 threshold 7.83 cum_ticks 14 buy_proportion 0.57
2017-03-31 11:36:08.668 1.06904 1.06898 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 13.29 max_proportion 0.59 threshold 7.88 cum_ticks 11 buy_proportion 0.27
2017-03-31 11:36:13.188 1.06906 1.06896 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.14 max_proportion 0.59 threshold 7.20 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:36:18.359 1.06903 1.06899 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 13.71 max_proportion 0.54 threshold 7.35 cum_ticks 8 buy_proportion 0.00
2017-03-31 11:36:27.507 1.06900 1.06897 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.43 max_proportion 0.81 threshold 8.43 cum_ticks 12 buy_proportion 0.25
2017-03-31 11:36:34.570 1.06909 1.06896 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.29 max_proportion 0.78 threshold 8.81 cum_ticks 17 buy_proportion 0.53
2017-03-31 11:36:41.382 1.06903 1.06899 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 14.29 max_proportion 0.63 threshold 8.94 cum_ticks 17 buy_proportion 0.53
2017-03-31 11:36:57.566 1.06903 1.06900 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 16.29 max_proportion 0.51 threshold 8.31 cum_ticks 16 buy_proportion 0.56
2017-03-31 11:37:12.328 1.06903 1.06894 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 16.43 max_proportion 0.55 threshold 9.01 cum_ticks 12 buy_proportion 0.17
2017-03-31 11:37:18.104 1.06892 1.06882 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.86 max_proportion 0.67 threshold 9.26 cum_ticks 14 buy_proportion 0.29
2017-03-31 11:37:32.412 1.06890 1.06882 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 13.71 max_proportion 0.71 threshold 9.72 cum_ticks 18 buy_proportion 0.56
2017-03-31 11:37:44.642 1.06885 1.06877 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.00 max_proportion 0.58 threshold 9.23 cum_ticks 18 buy_proportion 0.56
2017-03-31 11:38:00.488 1.06885 1.06881 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 17.43 max_proportion 0.52 threshold 9.01 cum_ticks 17 buy_proportion 0.59
2017-03-31 11:38:18.560 1.06883 1.06879 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 17.43 max_proportion 0.57 threshold 10.01 cum_ticks 20 buy_proportion 0.55
2017-03-31 11:38:35.554 1.06885 1.06880 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 18.86 max_proportion 0.56 threshold 10.59 cum_ticks 19 buy_proportion 0.42
2017-03-31 11:38:55.061 1.06882 1.06877 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 19.00 max_proportion 0.52 threshold 9.85 cum_ticks 17 buy_proportion 0.59
2017-03-31 11:39:17.835 1.06885 1.06878 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.00 max_proportion 0.54 threshold 9.63 cum_ticks 18 buy_proportion 0.44
2017-03-31 11:39:27.660 1.06878 1.06873 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 17.86 max_proportion 0.52 threshold 9.25 cum_ticks 10 buy_proportion 0.00
2017-03-31 11:39:55.273 1.06878 1.06873 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.79 threshold 10.48 cum_ticks 20 buy_proportion 0.45
2017-03-31 11:40:20.044 1.06876 1.06871 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 16.86 max_proportion 0.68 threshold 11.45 cum_ticks 20 buy_proportion 0.60
2017-03-31 11:41:03.888 1.06878 1.06872 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.57 max_proportion 0.53 threshold 9.82 cum_ticks 18 buy_proportion 0.44
2017-03-31 11:41:35.766 1.06874 1.06872 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 18.86 max_proportion 0.51 threshold 9.62 cum_ticks 17 buy_proportion 0.59
2017-03-31 11:41:54.279 1.06877 1.06873 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 17.71 max_proportion 0.55 threshold 9.72 cum_ticks 12 buy_proportion 0.83
2017-03-31 11:42:07.615 1.06875 1.06870 cum_theta_buy 0 cum_theta_sell 11.0 diff 11.0 exp_num_ticks 14.29 max_proportion 0.71 threshold 10.11 cum_ticks 11 buy_proportion 0.00
2017-03-31 11:42:21.293 1.06875 1.06869 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.68 threshold 8.23 cum_ticks 14 buy_proportion 0.64
2017-03-31 11:42:27.523 1.06873 1.06867 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.51 threshold 6.60 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:43:07.103 1.06867 1.06864 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.61 threshold 7.22 cum_ticks 13 buy_proportion 0.38
2017-03-31 11:43:15.736 1.06866 1.06864 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 12.57 max_proportion 0.58 threshold 7.35 cum_ticks 10 buy_proportion 0.80
2017-03-31 11:43:26.610 1.06869 1.06866 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.62 threshold 6.81 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:43:50.328 1.06866 1.06862 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.68 threshold 7.13 cum_ticks 14 buy_proportion 0.43
2017-03-31 11:44:02.040 1.06864 1.06858 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.29 max_proportion 0.56 threshold 6.87 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:44:07.560 1.06873 1.06863 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 11.14 max_proportion 0.62 threshold 6.94 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:44:16.827 1.06877 1.06863 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.71 threshold 7.06 cum_ticks 14 buy_proportion 0.43
2017-03-31 11:44:29.903 1.06869 1.06864 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.00 max_proportion 0.57 threshold 6.81 cum_ticks 9 buy_proportion 0.78
2017-03-31 11:44:36.326 1.06877 1.06870 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 10.43 max_proportion 0.68 threshold 7.07 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:44:55.921 1.06885 1.06874 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.64 threshold 7.62 cum_ticks 13 buy_proportion 0.38
2017-03-31 11:45:05.011 1.06883 1.06881 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.43 max_proportion 0.51 threshold 6.30 cum_ticks 7 buy_proportion 0.00
2017-03-31 11:45:21.330 1.06885 1.06880 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 9.57 max_proportion 0.80 threshold 7.68 cum_ticks 13 buy_proportion 0.38
2017-03-31 11:45:46.460 1.06886 1.06881 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.73 threshold 8.19 cum_ticks 14 buy_proportion 0.64
2017-03-31 11:46:02.350 1.06886 1.06882 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.71 max_proportion 0.52 threshold 6.65 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:46:17.015 1.06887 1.06882 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 10.43 max_proportion 0.69 threshold 7.20 cum_ticks 11 buy_proportion 0.73
2017-03-31 11:46:40.144 1.06887 1.06879 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.54 threshold 5.74 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:46:46.021 1.06879 1.06873 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.29 max_proportion 0.69 threshold 5.74 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:46:54.471 1.06874 1.06872 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.71 threshold 5.80 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:47:05.070 1.06873 1.06868 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.77 threshold 6.01 cum_ticks 12 buy_proportion 0.42
2017-03-31 11:47:30.503 1.06869 1.06867 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.29 max_proportion 0.65 threshold 6.73 cum_ticks 12 buy_proportion 0.42
2017-03-31 11:47:35.023 1.06868 1.06863 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.43 max_proportion 0.61 threshold 6.94 cum_ticks 8 buy_proportion 0.12
2017-03-31 11:47:40.843 1.06869 1.06864 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 9.71 max_proportion 0.75 threshold 7.29 cum_ticks 9 buy_proportion 0.89
2017-03-31 11:47:49.797 1.06868 1.06864 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.14 max_proportion 0.60 threshold 5.51 cum_ticks 6 buy_proportion 0.00
2017-03-31 11:47:56.142 1.06865 1.06860 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.73 threshold 5.20 cum_ticks 11 buy_proportion 0.55
2017-03-31 11:48:03.658 1.06866 1.06861 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.29 max_proportion 0.56 threshold 5.21 cum_ticks 10 buy_proportion 0.60
2017-03-31 11:48:15.606 1.06866 1.06865 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.50 threshold 4.87 cum_ticks 6 buy_proportion 0.17
2017-03-31 11:48:55.537 1.06866 1.06859 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.66 threshold 5.15 cum_ticks 10 buy_proportion 0.40
2017-03-31 11:49:03.619 1.06859 1.06855 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.86 max_proportion 0.64 threshold 5.65 cum_ticks 8 buy_proportion 0.25
2017-03-31 11:49:16.759 1.06863 1.06857 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.29 max_proportion 0.72 threshold 5.96 cum_ticks 6 buy_proportion 1.00
2017-03-31 11:49:33.818 1.06863 1.06861 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.70 threshold 5.00 cum_ticks 10 buy_proportion 0.40
2017-03-31 11:49:40.756 1.06863 1.06862 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.57 max_proportion 0.55 threshold 4.71 cum_ticks 7 buy_proportion 0.29
2017-03-31 11:49:45.231 1.06866 1.06863 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.71 max_proportion 0.58 threshold 4.47 cum_ticks 6 buy_proportion 0.83
2017-03-31 11:49:51.897 1.06865 1.06861 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.61 threshold 4.22 cum_ticks 6 buy_proportion 0.17
2017-03-31 11:49:56.240 1.06861 1.06860 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.63 threshold 3.84 cum_ticks 4 buy_proportion 0.00
2017-03-31 11:50:11.065 1.06861 1.06860 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 4.86 max_proportion 0.83 threshold 4.05 cum_ticks 6 buy_proportion 0.83
2017-03-31 11:50:15.749 1.06864 1.06863 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.43 max_proportion 0.50 threshold 2.71 cum_ticks 3 buy_proportion 1.00
2017-03-31 11:50:18.677 1.06865 1.06862 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.00 max_proportion 0.81 threshold 3.24 cum_ticks 6 buy_proportion 0.33
2017-03-31 11:50:24.291 1.06863 1.06861 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.14 max_proportion 0.60 threshold 3.06 cum_ticks 6 buy_proportion 0.67
2017-03-31 11:50:26.716 1.06863 1.06861 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.57 max_proportion 0.62 threshold 3.45 cum_ticks 6 buy_proportion 0.33
2017-03-31 11:50:30.186 1.06862 1.06860 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.00 max_proportion 0.57 threshold 3.43 cum_ticks 5 buy_proportion 0.80
2017-03-31 11:50:32.777 1.06862 1.06861 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.43 max_proportion 0.65 threshold 3.52 cum_ticks 4 buy_proportion 1.00
2017-03-31 11:50:34.143 1.06861 1.06857 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.57 max_proportion 0.85 threshold 3.87 cum_ticks 4 buy_proportion 0.00
2017-03-31 11:50:37.178 1.06859 1.06856 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.60 threshold 2.49 cum_ticks 4 buy_proportion 0.75
2017-03-31 11:50:39.221 1.06860 1.06858 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.00 max_proportion 0.57 threshold 2.29 cum_ticks 5 buy_proportion 0.40
2017-03-31 11:50:40.377 1.06860 1.06858 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.56 threshold 2.55 cum_ticks 4 buy_proportion 0.75
2017-03-31 11:50:44.563 1.06859 1.06856 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.29 max_proportion 0.65 threshold 2.79 cum_ticks 4 buy_proportion 0.25
2017-03-31 11:50:46.413 1.06857 1.06853 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.59 threshold 2.43 cum_ticks 5 buy_proportion 0.40
2017-03-31 11:50:47.361 1.06852 1.06849 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.59 threshold 2.71 cum_ticks 4 buy_proportion 0.75
2017-03-31 11:50:51.161 1.06852 1.06847 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.58 threshold 2.48 cum_ticks 5 buy_proportion 0.60
2017-03-31 11:50:53.219 1.06848 1.06848 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.71 max_proportion 0.61 threshold 2.90 cum_ticks 3 buy_proportion 1.00
2017-03-31 11:50:55.199 1.06850 1.06847 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 3.71 max_proportion 0.85 threshold 3.16 cum_ticks 6 buy_proportion 0.33
2017-03-31 11:50:56.785 1.06849 1.06848 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.00 max_proportion 0.56 threshold 2.81 cum_ticks 3 buy_proportion 1.00
2017-03-31 11:51:00.006 1.06851 1.06847 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 3.86 max_proportion 0.81 threshold 3.12 cum_ticks 7 buy_proportion 0.57
2017-03-31 11:51:03.556 1.06848 1.06845 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.71 max_proportion 0.66 threshold 3.77 cum_ticks 7 buy_proportion 0.57
2017-03-31 11:51:07.650 1.06848 1.06847 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.63 threshold 4.07 cum_ticks 7 buy_proportion 0.71
2017-03-31 11:51:11.335 1.06849 1.06848 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.00 max_proportion 0.65 threshold 4.57 cum_ticks 5 buy_proportion 1.00
2017-03-31 11:51:28.886 1.06849 1.06847 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.86 threshold 5.02 cum_ticks 11 buy_proportion 0.55
2017-03-31 11:51:36.534 1.06852 1.06848 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 8.71 max_proportion 0.70 threshold 6.10 cum_ticks 13 buy_proportion 0.46
2017-03-31 11:51:41.721 1.06847 1.06845 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.56 threshold 6.35 cum_ticks 10 buy_proportion 0.70
2017-03-31 11:51:54.496 1.06850 1.06845 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.00 max_proportion 0.61 threshold 6.71 cum_ticks 11 buy_proportion 0.64
2017-03-31 11:52:03.714 1.06846 1.06838 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.00 max_proportion 0.63 threshold 6.93 cum_ticks 11 buy_proportion 0.36
2017-03-31 11:52:10.848 1.06839 1.06837 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.86 max_proportion 0.51 threshold 5.54 cum_ticks 9 buy_proportion 0.67
2017-03-31 11:52:15.917 1.06841 1.06836 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.58 threshold 5.68 cum_ticks 7 buy_proportion 0.14
2017-03-31 11:52:27.053 1.06837 1.06833 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.68 threshold 5.50 cum_ticks 9 buy_proportion 0.33
2017-03-31 11:52:35.894 1.06835 1.06833 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.67 threshold 5.68 cum_ticks 9 buy_proportion 0.33
2017-03-31 11:52:38.939 1.06834 1.06827 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.69 threshold 6.05 cum_ticks 10 buy_proportion 0.30
2017-03-31 11:52:50.841 1.06828 1.06820 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.57 max_proportion 0.69 threshold 6.56 cum_ticks 13 buy_proportion 0.54
2017-03-31 11:52:58.251 1.06831 1.06826 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.57 max_proportion 0.56 threshold 6.47 cum_ticks 7 buy_proportion 1.00
2017-03-31 11:53:05.493 1.06833 1.06827 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 9.14 max_proportion 0.77 threshold 7.02 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:53:09.245 1.06839 1.06833 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 12.43 max_proportion 0.67 threshold 8.29 cum_ticks 9 buy_proportion 1.00
2017-03-31 11:53:26.315 1.06839 1.06834 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.87 threshold 9.04 cum_ticks 18 buy_proportion 0.44
2017-03-31 11:53:40.658 1.06836 1.06833 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 15.00 max_proportion 0.62 threshold 9.24 cum_ticks 19 buy_proportion 0.53
2017-03-31 11:53:49.016 1.06842 1.06833 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 17.29 max_proportion 0.57 threshold 9.86 cum_ticks 15 buy_proportion 0.67
2017-03-31 11:54:23.171 1.06850 1.06841 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.57 max_proportion 0.59 threshold 9.86 cum_ticks 18 buy_proportion 0.56
2017-03-31 11:54:33.965 1.06845 1.06842 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 17.29 max_proportion 0.58 threshold 10.08 cum_ticks 17 buy_proportion 0.35
2017-03-31 11:54:45.528 1.06846 1.06841 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 17.00 max_proportion 0.54 threshold 9.25 cum_ticks 16 buy_proportion 0.38
2017-03-31 11:54:55.909 1.06845 1.06837 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 16.57 max_proportion 0.61 threshold 10.03 cum_ticks 19 buy_proportion 0.58
2017-03-31 11:55:03.126 1.06851 1.06845 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 17.86 max_proportion 0.51 threshold 9.14 cum_ticks 11 buy_proportion 0.91
2017-03-31 11:55:16.369 1.06857 1.06850 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 14.00 max_proportion 0.74 threshold 10.34 cum_ticks 15 buy_proportion 0.73
2017-03-31 11:55:26.204 1.06863 1.06859 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 14.43 max_proportion 0.76 threshold 10.99 cum_ticks 14 buy_proportion 0.79
2017-03-31 11:55:35.915 1.06865 1.06860 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 13.86 max_proportion 0.79 threshold 10.92 cum_ticks 16 buy_proportion 0.31
2017-03-31 11:55:49.999 1.06862 1.06855 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 15.29 max_proportion 0.51 threshold 7.76 cum_ticks 15 buy_proportion 0.53
2017-03-31 11:55:55.424 1.06865 1.06858 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 15.14 max_proportion 0.51 threshold 7.67 cum_ticks 13 buy_proportion 0.62
2017-03-31 11:56:02.461 1.06865 1.06861 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 14.00 max_proportion 0.55 threshold 7.68 cum_ticks 9 buy_proportion 0.11
2017-03-31 11:56:17.955 1.06863 1.06861 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.00 max_proportion 0.68 threshold 7.53 cum_ticks 12 buy_proportion 0.33
2017-03-31 11:56:23.900 1.06860 1.06854 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 11.29 max_proportion 0.69 threshold 7.79 cum_ticks 8 buy_proportion 0.00
2017-03-31 11:56:54.228 1.06859 1.06855 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.89 threshold 8.25 cum_ticks 17 buy_proportion 0.47
2017-03-31 11:57:05.802 1.06857 1.06852 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 13.71 max_proportion 0.68 threshold 9.37 cum_ticks 13 buy_proportion 0.23
2017-03-31 11:57:12.925 1.06854 1.06838 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 13.43 max_proportion 0.73 threshold 9.85 cum_ticks 11 buy_proportion 0.09
2017-03-31 11:57:20.003 1.06840 1.06830 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 12.43 max_proportion 0.81 threshold 10.13 cum_ticks 14 buy_proportion 0.21
2017-03-31 11:57:31.407 1.06829 1.06824 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 13.00 max_proportion 0.82 threshold 10.64 cum_ticks 17 buy_proportion 0.35
2017-03-31 11:57:42.650 1.06831 1.06819 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 15.29 max_proportion 0.72 threshold 11.07 cum_ticks 23 buy_proportion 0.52
2017-03-31 11:58:00.811 1.06833 1.06829 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 20.00 max_proportion 0.57 threshold 11.41 cum_ticks 22 buy_proportion 0.55
2017-03-31 11:58:09.795 1.06836 1.06829 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 21.57 max_proportion 0.51 threshold 11.03 cum_ticks 20 buy_proportion 0.60
2017-03-31 11:58:29.060 1.06842 1.06836 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 21.00 max_proportion 0.57 threshold 12.04 cum_ticks 23 buy_proportion 0.57
2017-03-31 11:58:46.083 1.06852 1.06841 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 22.00 max_proportion 0.57 threshold 12.59 cum_ticks 19 buy_proportion 0.68
2017-03-31 11:58:56.287 1.06852 1.06840 cum_theta_buy 3.0 cum_theta_sell 13.0 diff 10.0 exp_num_ticks 20.29 max_proportion 0.64 threshold 12.95 cum_ticks 16 buy_proportion 0.19
2017-03-31 11:59:02.957 1.06847 1.06838 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 17.86 max_proportion 0.62 threshold 11.01 cum_ticks 15 buy_proportion 0.80
2017-03-31 11:59:14.103 1.06847 1.06846 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 15.86 max_proportion 0.61 threshold 9.65 cum_ticks 11 buy_proportion 0.91
2017-03-31 11:59:27.291 1.06849 1.06841 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 12.86 max_proportion 0.77 threshold 9.96 cum_ticks 14 buy_proportion 0.71
2017-03-31 11:59:44.218 1.06848 1.06844 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 13.29 max_proportion 0.78 threshold 10.39 cum_ticks 14 buy_proportion 0.79
2017-03-31 11:59:47.807 1.06851 1.06847 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 13.57 max_proportion 0.78 threshold 10.63 cum_ticks 13 buy_proportion 0.85
2017-03-31 11:59:58.361 1.06854 1.06851 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 13.43 max_proportion 0.81 threshold 10.88 cum_ticks 15 buy_proportion 0.73
2017-03-31 12:00:06.760 1.06861 1.06854 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 14.29 max_proportion 0.77 threshold 11.04 cum_ticks 22 buy_proportion 0.45
2017-03-31 12:00:13.476 1.06855 1.06845 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 18.71 max_proportion 0.59 threshold 11.04 cum_ticks 16 buy_proportion 0.25
2017-03-31 12:00:26.389 1.06845 1.06834 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 17.57 max_proportion 0.62 threshold 10.94 cum_ticks 14 buy_proportion 0.21
2017-03-31 12:00:37.028 1.06835 1.06831 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 15.71 max_proportion 0.74 threshold 11.65 cum_ticks 15 buy_proportion 0.20
2017-03-31 12:00:50.093 1.06831 1.06826 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 14.86 max_proportion 0.79 threshold 11.72 cum_ticks 23 buy_proportion 0.52
2017-03-31 12:01:05.471 1.06833 1.06826 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 19.43 max_proportion 0.61 threshold 11.93 cum_ticks 22 buy_proportion 0.45
2017-03-31 12:01:13.360 1.06831 1.06827 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 21.29 max_proportion 0.56 threshold 11.98 cum_ticks 23 buy_proportion 0.48
2017-03-31 12:01:22.290 1.06827 1.06821 cum_theta_buy 1.0 cum_theta_sell 12.0 diff 11.0 exp_num_ticks 22.71 max_proportion 0.52 threshold 11.86 cum_ticks 13 buy_proportion 0.08
2017-03-31 12:01:31.929 1.06823 1.06817 cum_theta_buy 13.0 cum_theta_sell 9.0 diff -4.0 exp_num_ticks 17.14 max_proportion 0.75 threshold 12.93 cum_ticks 22 buy_proportion 0.59
2017-03-31 12:01:41.833 1.06823 1.06815 cum_theta_buy 2.0 cum_theta_sell 12.0 diff 10.0 exp_num_ticks 19.57 max_proportion 0.57 threshold 11.20 cum_ticks 14 buy_proportion 0.14
2017-03-31 12:01:56.629 1.06819 1.06815 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 16.14 max_proportion 0.74 threshold 11.92 cum_ticks 18 buy_proportion 0.67
2017-03-31 12:02:02.979 1.06819 1.06817 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 17.43 max_proportion 0.51 threshold 8.82 cum_ticks 15 buy_proportion 0.60
2017-03-31 12:02:09.131 1.06821 1.06817 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.71 max_proportion 0.55 threshold 8.70 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:02:15.675 1.06827 1.06820 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 13.71 max_proportion 0.70 threshold 9.53 cum_ticks 12 buy_proportion 0.83
2017-03-31 12:02:27.602 1.06830 1.06824 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.78 threshold 9.65 cum_ticks 14 buy_proportion 0.29
2017-03-31 12:02:37.291 1.06829 1.06825 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.51 threshold 6.68 cum_ticks 9 buy_proportion 0.78
2017-03-31 12:02:42.916 1.06835 1.06831 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.86 max_proportion 0.65 threshold 7.00 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:02:51.848 1.06835 1.06834 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.29 max_proportion 0.72 threshold 7.41 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:02:57.935 1.06838 1.06835 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 9.86 max_proportion 0.80 threshold 7.85 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:03:31.638 1.06839 1.06837 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 10.00 max_proportion 0.80 threshold 8.00 cum_ticks 17 buy_proportion 0.53
2017-03-31 12:03:53.834 1.06842 1.06836 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 14.00 max_proportion 0.65 threshold 9.04 cum_ticks 17 buy_proportion 0.59
2017-03-31 12:04:04.804 1.06850 1.06841 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.00 max_proportion 0.60 threshold 9.63 cum_ticks 16 buy_proportion 0.62
2017-03-31 12:04:15.759 1.06857 1.06850 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 16.43 max_proportion 0.60 threshold 9.87 cum_ticks 15 buy_proportion 0.67
2017-03-31 12:04:32.121 1.06857 1.06855 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 15.57 max_proportion 0.64 threshold 10.02 cum_ticks 17 buy_proportion 0.35
2017-03-31 12:04:54.509 1.06863 1.06856 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 16.29 max_proportion 0.52 threshold 8.45 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:04:58.978 1.06867 1.06866 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 13.86 max_proportion 0.62 threshold 8.66 cum_ticks 9 buy_proportion 1.00
2017-03-31 12:05:06.957 1.06868 1.06866 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 11.00 max_proportion 0.84 threshold 9.20 cum_ticks 11 buy_proportion 0.09
2017-03-31 12:05:12.447 1.06869 1.06866 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.57 max_proportion 0.56 threshold 5.87 cum_ticks 8 buy_proportion 0.25
2017-03-31 12:05:29.419 1.06865 1.06861 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.00 max_proportion 0.69 threshold 6.19 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:05:38.828 1.06867 1.06860 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.92 threshold 7.19 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:05:41.873 1.06866 1.06863 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 10.00 max_proportion 0.58 threshold 5.83 cum_ticks 6 buy_proportion 0.00
2017-03-31 12:05:52.152 1.06864 1.06861 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.81 threshold 6.36 cum_ticks 10 buy_proportion 0.30
2017-03-31 12:05:56.106 1.06860 1.06856 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.14 max_proportion 0.73 threshold 6.70 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:06:11.183 1.06861 1.06854 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.91 threshold 7.05 cum_ticks 15 buy_proportion 0.53
2017-03-31 12:06:26.065 1.06863 1.06860 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 12.00 max_proportion 0.65 threshold 7.83 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:06:44.552 1.06863 1.06854 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.00 max_proportion 0.61 threshold 6.70 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:06:55.865 1.06855 1.06854 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.57 threshold 5.76 cum_ticks 11 buy_proportion 0.55
2017-03-31 12:07:00.954 1.06858 1.06855 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.29 max_proportion 0.51 threshold 5.25 cum_ticks 6 buy_proportion 1.00
2017-03-31 12:07:08.131 1.06857 1.06855 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.86 max_proportion 0.76 threshold 5.96 cum_ticks 6 buy_proportion 0.00
2017-03-31 12:07:21.487 1.06856 1.06853 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.64 threshold 4.27 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:07:24.765 1.06856 1.06853 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.50 threshold 3.57 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:07:30.145 1.06853 1.06847 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.71 threshold 4.24 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:07:41.912 1.06851 1.06847 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.00 max_proportion 0.76 threshold 4.55 cum_ticks 6 buy_proportion 0.83
2017-03-31 12:07:48.276 1.06853 1.06850 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.55 threshold 3.24 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:07:51.793 1.06851 1.06847 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.55 threshold 3.29 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:08:06.178 1.06847 1.06846 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.67 threshold 3.64 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:08:19.278 1.06847 1.06845 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 4.57 max_proportion 0.90 threshold 4.09 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:08:20.498 1.06845 1.06844 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.00 max_proportion 0.65 threshold 4.58 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:08:23.580 1.06842 1.06839 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.00 max_proportion 0.84 threshold 5.05 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:08:29.210 1.06837 1.06836 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.69 threshold 5.83 cum_ticks 7 buy_proportion 0.14
2017-03-31 12:08:42.992 1.06837 1.06836 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.80 threshold 6.09 cum_ticks 11 buy_proportion 0.64
2017-03-31 12:08:49.720 1.06839 1.06837 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.71 max_proportion 0.54 threshold 5.23 cum_ticks 9 buy_proportion 0.33
2017-03-31 12:08:52.904 1.06836 1.06833 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.61 threshold 5.64 cum_ticks 7 buy_proportion 0.14
2017-03-31 12:08:58.669 1.06832 1.06831 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.14 max_proportion 0.73 threshold 5.96 cum_ticks 7 buy_proportion 0.86
2017-03-31 12:09:03.276 1.06836 1.06832 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.58 threshold 4.21 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:09:11.238 1.06840 1.06835 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.62 threshold 4.71 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:09:19.033 1.06841 1.06837 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.62 threshold 5.21 cum_ticks 11 buy_proportion 0.45
2017-03-31 12:09:25.481 1.06838 1.06834 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.51 threshold 5.08 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:09:36.385 1.06834 1.06831 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.56 threshold 5.70 cum_ticks 7 buy_proportion 0.14
2017-03-31 12:09:43.273 1.06829 1.06824 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.74 threshold 6.23 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:09:52.531 1.06825 1.06824 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 8.57 max_proportion 0.78 threshold 6.64 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:10:07.584 1.06826 1.06821 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.71 threshold 6.98 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:10:20.394 1.06821 1.06814 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.74 threshold 7.06 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:10:34.642 1.06824 1.06819 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.64 threshold 7.77 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:10:42.574 1.06825 1.06824 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.14 max_proportion 0.54 threshold 6.50 cum_ticks 7 buy_proportion 1.00
2017-03-31 12:10:51.834 1.06826 1.06825 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.43 max_proportion 0.82 threshold 7.76 cum_ticks 8 buy_proportion 1.00
2017-03-31 12:11:01.670 1.06828 1.06822 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 8.29 max_proportion 0.95 threshold 7.89 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:11:11.039 1.06825 1.06821 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.70 threshold 8.24 cum_ticks 16 buy_proportion 0.56
2017-03-31 12:11:24.104 1.06829 1.06825 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.57 max_proportion 0.60 threshold 8.71 cum_ticks 17 buy_proportion 0.47
2017-03-31 12:11:30.934 1.06830 1.06826 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 16.43 max_proportion 0.50 threshold 8.28 cum_ticks 13 buy_proportion 0.69
2017-03-31 12:11:41.111 1.06829 1.06825 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 14.57 max_proportion 0.61 threshold 8.89 cum_ticks 14 buy_proportion 0.64
2017-03-31 12:11:55.481 1.06836 1.06828 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.94 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:12:16.893 1.06842 1.06834 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.71 threshold 9.04 cum_ticks 15 buy_proportion 0.67
2017-03-31 12:12:23.597 1.06850 1.06840 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 14.00 max_proportion 0.69 threshold 9.62 cum_ticks 16 buy_proportion 0.62
2017-03-31 12:12:28.277 1.06859 1.06852 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 15.14 max_proportion 0.65 threshold 9.91 cum_ticks 14 buy_proportion 0.71
2017-03-31 12:12:56.554 1.06863 1.06859 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 14.71 max_proportion 0.68 threshold 10.03 cum_ticks 20 buy_proportion 0.55
2017-03-31 12:13:10.259 1.06870 1.06860 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 17.71 max_proportion 0.61 threshold 10.76 cum_ticks 13 buy_proportion 0.85
2017-03-31 12:13:15.835 1.06885 1.06872 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 15.14 max_proportion 0.74 threshold 11.25 cum_ticks 20 buy_proportion 0.60
2017-03-31 12:13:28.145 1.06879 1.06864 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 18.00 max_proportion 0.66 threshold 11.94 cum_ticks 23 buy_proportion 0.52
2017-03-31 12:13:44.994 1.06884 1.06875 cum_theta_buy 13.0 cum_theta_sell 12.0 diff -1.0 exp_num_ticks 20.71 max_proportion 0.59 threshold 12.23 cum_ticks 25 buy_proportion 0.52
2017-03-31 12:13:58.892 1.06889 1.06883 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 23.71 max_proportion 0.53 threshold 12.61 cum_ticks 19 buy_proportion 0.68
2017-03-31 12:14:13.609 1.06899 1.06886 cum_theta_buy 14.0 cum_theta_sell 13.0 diff -1.0 exp_num_ticks 21.29 max_proportion 0.61 threshold 13.07 cum_ticks 27 buy_proportion 0.52
2017-03-31 12:14:21.582 1.06902 1.06896 cum_theta_buy 12.0 cum_theta_sell 14.0 diff 2.0 exp_num_ticks 24.43 max_proportion 0.57 threshold 13.83 cum_ticks 26 buy_proportion 0.46
2017-03-31 12:14:32.669 1.06906 1.06899 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 25.29 max_proportion 0.51 threshold 12.89 cum_ticks 19 buy_proportion 0.68
2017-03-31 12:14:44.141 1.06917 1.06903 cum_theta_buy 7.0 cum_theta_sell 14.0 diff 7.0 exp_num_ticks 22.14 max_proportion 0.60 threshold 13.22 cum_ticks 21 buy_proportion 0.33
2017-03-31 12:14:50.221 1.06929 1.06916 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 21.14 max_proportion 0.55 threshold 11.59 cum_ticks 19 buy_proportion 0.63
2017-03-31 12:14:53.649 1.06928 1.06915 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 19.57 max_proportion 0.55 threshold 10.84 cum_ticks 14 buy_proportion 0.21
2017-03-31 12:14:59.649 1.06914 1.06909 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 16.43 max_proportion 0.65 threshold 10.67 cum_ticks 18 buy_proportion 0.39
2017-03-31 12:15:08.538 1.06915 1.06909 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 17.00 max_proportion 0.63 threshold 10.65 cum_ticks 21 buy_proportion 0.52
2017-03-31 12:15:17.445 1.06915 1.06907 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 19.14 max_proportion 0.56 threshold 10.70 cum_ticks 18 buy_proportion 0.39
2017-03-31 12:15:23.525 1.06906 1.06900 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 18.86 max_proportion 0.57 threshold 10.80 cum_ticks 13 buy_proportion 0.15
2017-03-31 12:15:29.740 1.06900 1.06892 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 15.57 max_proportion 0.73 threshold 11.31 cum_ticks 17 buy_proportion 0.29
2017-03-31 12:15:38.512 1.06899 1.06890 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 16.00 max_proportion 0.73 threshold 11.72 cum_ticks 22 buy_proportion 0.55
2017-03-31 12:15:50.392 1.06897 1.06889 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 19.29 max_proportion 0.58 threshold 11.23 cum_ticks 20 buy_proportion 0.40
2017-03-31 12:15:58.409 1.06893 1.06889 cum_theta_buy 1.0 cum_theta_sell 12.0 diff 11.0 exp_num_ticks 20.14 max_proportion 0.57 threshold 11.55 cum_ticks 13 buy_proportion 0.08
2017-03-31 12:16:09.612 1.06905 1.06889 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 16.29 max_proportion 0.76 threshold 12.44 cum_ticks 19 buy_proportion 0.68
2017-03-31 12:16:27.166 1.06905 1.06899 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 17.43 max_proportion 0.53 threshold 9.24 cum_ticks 16 buy_proportion 0.38
2017-03-31 12:16:41.433 1.06903 1.06897 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.43 max_proportion 0.58 threshold 9.52 cum_ticks 18 buy_proportion 0.56
2017-03-31 12:16:57.729 1.06903 1.06898 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 17.57 max_proportion 0.52 threshold 9.18 cum_ticks 15 buy_proportion 0.33
2017-03-31 12:17:09.052 1.06900 1.06897 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 16.00 max_proportion 0.60 threshold 9.56 cum_ticks 11 buy_proportion 0.09
2017-03-31 12:17:20.945 1.06898 1.06891 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 13.14 max_proportion 0.77 threshold 10.17 cum_ticks 13 buy_proportion 0.15
2017-03-31 12:17:38.575 1.06892 1.06887 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 12.71 max_proportion 0.84 threshold 10.66 cum_ticks 18 buy_proportion 0.39
2017-03-31 12:17:55.033 1.06888 1.06882 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 15.57 max_proportion 0.72 threshold 11.22 cum_ticks 20 buy_proportion 0.40
2017-03-31 12:18:06.627 1.06886 1.06882 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.43 max_proportion 0.64 threshold 11.76 cum_ticks 18 buy_proportion 0.33
2017-03-31 12:18:32.137 1.06883 1.06878 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 18.57 max_proportion 0.64 threshold 11.88 cum_ticks 15 buy_proportion 0.20
2017-03-31 12:18:48.971 1.06886 1.06873 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 16.57 max_proportion 0.73 threshold 12.15 cum_ticks 24 buy_proportion 0.54
2017-03-31 12:18:56.064 1.06886 1.06881 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 20.57 max_proportion 0.59 threshold 12.05 cum_ticks 18 buy_proportion 0.28
2017-03-31 12:19:48.408 1.06886 1.06880 cum_theta_buy 13.0 cum_theta_sell 11.0 diff -2.0 exp_num_ticks 19.29 max_proportion 0.66 threshold 12.69 cum_ticks 24 buy_proportion 0.54
2017-03-31 12:20:01.341 1.06885 1.06878 cum_theta_buy 7.0 cum_theta_sell 12.0 diff 5.0 exp_num_ticks 22.29 max_proportion 0.53 threshold 11.89 cum_ticks 19 buy_proportion 0.37
2017-03-31 12:20:18.749 1.06889 1.06885 cum_theta_buy 13.0 cum_theta_sell 8.0 diff -5.0 exp_num_ticks 20.29 max_proportion 0.60 threshold 12.07 cum_ticks 21 buy_proportion 0.62
2017-03-31 12:20:36.725 1.06892 1.06886 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 20.86 max_proportion 0.54 threshold 11.19 cum_ticks 23 buy_proportion 0.48
2017-03-31 12:20:49.037 1.06888 1.06883 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 21.86 max_proportion 0.50 threshold 10.99 cum_ticks 21 buy_proportion 0.52
2017-03-31 12:21:06.721 1.06887 1.06882 cum_theta_buy 7.0 cum_theta_sell 12.0 diff 5.0 exp_num_ticks 21.57 max_proportion 0.52 threshold 11.31 cum_ticks 19 buy_proportion 0.37
2017-03-31 12:21:30.905 1.06883 1.06882 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 20.14 max_proportion 0.57 threshold 11.51 cum_ticks 23 buy_proportion 0.52
2017-03-31 12:21:48.636 1.06895 1.06883 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 21.57 max_proportion 0.52 threshold 11.26 cum_ticks 18 buy_proportion 0.67
2017-03-31 12:22:03.435 1.06904 1.06894 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 19.57 max_proportion 0.58 threshold 11.40 cum_ticks 21 buy_proportion 0.43
2017-03-31 12:22:26.042 1.06894 1.06888 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 20.43 max_proportion 0.51 threshold 10.42 cum_ticks 14 buy_proportion 0.21
2017-03-31 12:22:30.900 1.06895 1.06891 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 16.57 max_proportion 0.66 threshold 10.93 cum_ticks 12 buy_proportion 0.92
2017-03-31 12:22:49.330 1.06896 1.06891 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.65 threshold 8.96 cum_ticks 17 buy_proportion 0.47
2017-03-31 12:22:54.962 1.06892 1.06887 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 15.14 max_proportion 0.56 threshold 8.50 cum_ticks 9 buy_proportion 0.00
2017-03-31 12:23:09.217 1.06890 1.06887 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 11.71 max_proportion 0.73 threshold 8.61 cum_ticks 17 buy_proportion 0.47
2017-03-31 12:23:23.671 1.06892 1.06886 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 14.71 max_proportion 0.66 threshold 9.77 cum_ticks 17 buy_proportion 0.59
2017-03-31 12:23:31.790 1.06890 1.06877 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.86 max_proportion 0.53 threshold 8.39 cum_ticks 17 buy_proportion 0.53
2017-03-31 12:23:41.437 1.06889 1.06884 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 17.00 max_proportion 0.54 threshold 9.14 cum_ticks 16 buy_proportion 0.38
2017-03-31 12:23:53.236 1.06886 1.06884 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 16.43 max_proportion 0.55 threshold 9.04 cum_ticks 15 buy_proportion 0.67
2017-03-31 12:24:07.170 1.06889 1.06887 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.78 cum_ticks 13 buy_proportion 0.69
2017-03-31 12:24:26.532 1.06889 1.06886 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 14.00 max_proportion 0.64 threshold 8.96 cum_ticks 16 buy_proportion 0.44
2017-03-31 12:24:34.479 1.06887 1.06885 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.00 max_proportion 0.54 threshold 8.15 cum_ticks 13 buy_proportion 0.31
2017-03-31 12:24:42.376 1.06889 1.06879 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 13.86 max_proportion 0.60 threshold 8.32 cum_ticks 16 buy_proportion 0.44
2017-03-31 12:24:50.179 1.06893 1.06883 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 15.14 max_proportion 0.60 threshold 9.08 cum_ticks 19 buy_proportion 0.53
2017-03-31 12:24:59.503 1.06891 1.06884 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 17.29 max_proportion 0.53 threshold 9.17 cum_ticks 14 buy_proportion 0.29
2017-03-31 12:25:16.553 1.06891 1.06887 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 15.71 max_proportion 0.62 threshold 9.80 cum_ticks 18 buy_proportion 0.44
2017-03-31 12:25:37.857 1.06886 1.06883 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 17.00 max_proportion 0.59 threshold 10.02 cum_ticks 13 buy_proportion 0.15
2017-03-31 12:25:51.027 1.06886 1.06881 cum_theta_buy 11.0 cum_theta_sell 5.0 diff -6.0 exp_num_ticks 14.57 max_proportion 0.74 threshold 10.85 cum_ticks 16 buy_proportion 0.69
2017-03-31 12:25:57.916 1.06890 1.06884 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 15.43 max_proportion 0.50 threshold 7.72 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:26:30.830 1.06890 1.06884 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.60 threshold 7.96 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:26:35.727 1.06887 1.06884 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 13.71 max_proportion 0.53 threshold 7.32 cum_ticks 9 buy_proportion 0.89
2017-03-31 12:26:48.332 1.06889 1.06881 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.86 max_proportion 0.73 threshold 7.88 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:26:58.913 1.06884 1.06882 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.14 max_proportion 0.58 threshold 7.65 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:27:12.682 1.06886 1.06881 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.43 max_proportion 0.64 threshold 7.97 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:27:24.498 1.06882 1.06875 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 14.14 max_proportion 0.52 threshold 7.41 cum_ticks 10 buy_proportion 0.20
2017-03-31 12:27:47.783 1.06876 1.06873 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.71 max_proportion 0.66 threshold 7.70 cum_ticks 12 buy_proportion 0.33
2017-03-31 12:27:58.959 1.06874 1.06871 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.86 max_proportion 0.69 threshold 8.13 cum_ticks 13 buy_proportion 0.31
2017-03-31 12:28:05.637 1.06875 1.06871 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 12.29 max_proportion 0.70 threshold 8.60 cum_ticks 10 buy_proportion 0.90
2017-03-31 12:28:21.215 1.06874 1.06872 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.14 max_proportion 0.65 threshold 7.24 cum_ticks 10 buy_proportion 0.20
2017-03-31 12:28:24.154 1.06871 1.06869 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.43 max_proportion 0.58 threshold 6.10 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:28:30.709 1.06870 1.06864 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.81 threshold 6.75 cum_ticks 12 buy_proportion 0.42
2017-03-31 12:28:38.305 1.06873 1.06861 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.29 max_proportion 0.73 threshold 7.54 cum_ticks 14 buy_proportion 0.57
2017-03-31 12:28:42.012 1.06870 1.06860 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.55 threshold 6.89 cum_ticks 10 buy_proportion 0.70
2017-03-31 12:28:44.810 1.06868 1.06858 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 11.43 max_proportion 0.62 threshold 7.12 cum_ticks 11 buy_proportion 0.27
2017-03-31 12:28:50.090 1.06860 1.06855 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.14 max_proportion 0.56 threshold 6.27 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:28:53.354 1.06861 1.06860 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 10.86 max_proportion 0.61 threshold 6.67 cum_ticks 7 buy_proportion 1.00
2017-03-31 12:29:00.239 1.06859 1.06854 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.71 threshold 6.22 cum_ticks 11 buy_proportion 0.64
2017-03-31 12:29:05.767 1.06862 1.06852 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.86 max_proportion 0.70 threshold 6.91 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:29:08.621 1.06855 1.06850 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.53 threshold 5.55 cum_ticks 8 buy_proportion 0.25
2017-03-31 12:29:19.457 1.06848 1.06842 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.66 threshold 6.15 cum_ticks 8 buy_proportion 0.12
2017-03-31 12:29:27.978 1.06846 1.06842 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.81 threshold 6.79 cum_ticks 10 buy_proportion 0.70
2017-03-31 12:29:31.256 1.06845 1.06844 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.53 threshold 4.83 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:29:35.423 1.06850 1.06846 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.86 max_proportion 0.78 threshold 5.36 cum_ticks 6 buy_proportion 1.00
2017-03-31 12:29:42.286 1.06852 1.06849 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.67 threshold 4.22 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:29:45.523 1.06850 1.06847 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.60 threshold 4.57 cum_ticks 7 buy_proportion 0.71
2017-03-31 12:29:47.703 1.06853 1.06846 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.43 max_proportion 0.71 threshold 5.27 cum_ticks 7 buy_proportion 0.86
2017-03-31 12:29:50.225 1.06857 1.06854 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.29 max_proportion 0.77 threshold 5.63 cum_ticks 8 buy_proportion 0.75
2017-03-31 12:29:52.510 1.06856 1.06849 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.57 max_proportion 0.78 threshold 5.87 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:29:55.397 1.06854 1.06843 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.57 threshold 5.09 cum_ticks 8 buy_proportion 0.25
2017-03-31 12:29:56.834 1.06853 1.06845 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.57 max_proportion 0.64 threshold 5.45 cum_ticks 7 buy_proportion 0.86
2017-03-31 12:29:59.182 1.06855 1.06844 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.77 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:30:00.335 1.06856 1.06848 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.29 max_proportion 0.60 threshold 4.96 cum_ticks 7 buy_proportion 0.29
2017-03-31 12:30:01.924 1.06858 1.06851 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.56 threshold 4.21 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:30:03.250 1.06856 1.06852 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.52 threshold 4.40 cum_ticks 6 buy_proportion 0.83
2017-03-31 12:30:04.748 1.06856 1.06852 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.68 threshold 4.73 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:30:06.090 1.06857 1.06853 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.78 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:30:08.324 1.06860 1.06857 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.86 max_proportion 0.74 threshold 3.59 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:30:10.211 1.06858 1.06856 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.58 threshold 2.80 cum_ticks 4 buy_proportion 0.25
2017-03-31 12:30:11.324 1.06852 1.06851 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.66 threshold 2.82 cum_ticks 3 buy_proportion 0.00
2017-03-31 12:30:15.130 1.06856 1.06853 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 3.57 max_proportion 0.90 threshold 3.21 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:30:18.171 1.06857 1.06856 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.43 max_proportion 0.64 threshold 3.46 cum_ticks 5 buy_proportion 0.80
2017-03-31 12:30:22.335 1.06858 1.06856 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.29 max_proportion 0.62 threshold 3.28 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:30:23.469 1.06854 1.06846 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.43 max_proportion 0.56 threshold 3.57 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:30:27.414 1.06842 1.06839 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.00 max_proportion 0.76 threshold 3.82 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:30:29.539 1.06845 1.06839 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.56 threshold 3.11 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:30:32.798 1.06838 1.06835 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.55 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:30:34.157 1.06832 1.06829 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.54 threshold 3.69 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:30:36.011 1.06826 1.06824 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.29 max_proportion 0.82 threshold 4.31 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:30:37.526 1.06825 1.06816 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.94 threshold 4.69 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:30:40.275 1.06817 1.06806 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.90 threshold 4.91 cum_ticks 8 buy_proportion 0.38
2017-03-31 12:30:45.797 1.06808 1.06804 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.74 threshold 5.17 cum_ticks 11 buy_proportion 0.55
2017-03-31 12:30:48.128 1.06812 1.06806 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.43 max_proportion 0.56 threshold 5.26 cum_ticks 6 buy_proportion 1.00
2017-03-31 12:30:53.063 1.06813 1.06810 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.71 max_proportion 0.78 threshold 6.02 cum_ticks 12 buy_proportion 0.58
2017-03-31 12:30:57.673 1.06832 1.06812 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.70 threshold 7.07 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:31:01.563 1.06837 1.06832 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 10.00 max_proportion 0.77 threshold 7.67 cum_ticks 8 buy_proportion 1.00
2017-03-31 12:31:15.354 1.06839 1.06830 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 9.14 max_proportion 0.88 threshold 8.08 cum_ticks 16 buy_proportion 0.44
2017-03-31 12:31:21.900 1.06831 1.06816 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 12.86 max_proportion 0.65 threshold 8.36 cum_ticks 16 buy_proportion 0.44
2017-03-31 12:31:28.733 1.06818 1.06811 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 14.86 max_proportion 0.52 threshold 7.69 cum_ticks 13 buy_proportion 0.62
2017-03-31 12:31:34.453 1.06821 1.06816 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 14.29 max_proportion 0.54 threshold 7.70 cum_ticks 10 buy_proportion 0.80
2017-03-31 12:31:40.781 1.06829 1.06821 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 11.71 max_proportion 0.70 threshold 8.15 cum_ticks 15 buy_proportion 0.60
2017-03-31 12:31:47.037 1.06829 1.06824 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 13.29 max_proportion 0.66 threshold 8.76 cum_ticks 15 buy_proportion 0.40
2017-03-31 12:31:54.244 1.06824 1.06816 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.29 max_proportion 0.51 threshold 7.35 cum_ticks 13 buy_proportion 0.38
2017-03-31 12:32:00.006 1.06826 1.06818 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.86 max_proportion 0.58 threshold 8.04 cum_ticks 15 buy_proportion 0.60
2017-03-31 12:32:05.848 1.06824 1.06815 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 14.43 max_proportion 0.51 threshold 7.36 cum_ticks 11 buy_proportion 0.27
2017-03-31 12:32:18.576 1.06822 1.06817 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.43 max_proportion 0.62 threshold 7.68 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:32:27.469 1.06818 1.06817 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 13.86 max_proportion 0.57 threshold 7.89 cum_ticks 9 buy_proportion 0.11
2017-03-31 12:32:32.595 1.06815 1.06808 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.00 max_proportion 0.76 threshold 8.41 cum_ticks 12 buy_proportion 0.25
2017-03-31 12:32:42.056 1.06812 1.06796 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.57 max_proportion 0.76 threshold 8.78 cum_ticks 15 buy_proportion 0.40
2017-03-31 12:32:47.764 1.06798 1.06792 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.68 threshold 9.09 cum_ticks 18 buy_proportion 0.44
2017-03-31 12:32:57.932 1.06803 1.06794 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 16.29 max_proportion 0.60 threshold 9.71 cum_ticks 11 buy_proportion 0.91
2017-03-31 12:33:07.328 1.06810 1.06804 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 13.57 max_proportion 0.70 threshold 9.55 cum_ticks 14 buy_proportion 0.71
2017-03-31 12:33:16.680 1.06813 1.06808 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 13.71 max_proportion 0.73 threshold 10.03 cum_ticks 16 buy_proportion 0.31
2017-03-31 12:33:22.032 1.06809 1.06805 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.71 max_proportion 0.51 threshold 7.54 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:33:27.593 1.06817 1.06812 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 13.43 max_proportion 0.57 threshold 7.68 cum_ticks 8 buy_proportion 1.00
2017-03-31 12:33:35.155 1.06818 1.06809 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.29 max_proportion 0.81 threshold 8.30 cum_ticks 12 buy_proportion 0.25
2017-03-31 12:33:43.463 1.06814 1.06809 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.52 threshold 5.69 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:33:47.135 1.06816 1.06811 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.29 max_proportion 0.56 threshold 5.73 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:33:53.749 1.06813 1.06808 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.62 threshold 6.39 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:34:02.255 1.06809 1.06805 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.62 threshold 6.56 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:34:14.620 1.06812 1.06804 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.86 max_proportion 0.63 threshold 6.85 cum_ticks 13 buy_proportion 0.54
2017-03-31 12:34:21.171 1.06822 1.06813 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.54 threshold 6.51 cum_ticks 12 buy_proportion 0.42
2017-03-31 12:34:27.687 1.06818 1.06813 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.56 threshold 6.75 cum_ticks 10 buy_proportion 0.70
2017-03-31 12:34:32.554 1.06829 1.06820 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.00 max_proportion 0.60 threshold 6.56 cum_ticks 7 buy_proportion 1.00
2017-03-31 12:34:38.845 1.06835 1.06832 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.83 threshold 7.12 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:34:43.971 1.06833 1.06824 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 11.43 max_proportion 0.63 threshold 7.21 cum_ticks 8 buy_proportion 0.00
2017-03-31 12:34:53.992 1.06834 1.06824 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 9.57 max_proportion 0.73 threshold 7.03 cum_ticks 15 buy_proportion 0.53
2017-03-31 12:35:10.432 1.06832 1.06827 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 12.86 max_proportion 0.63 threshold 8.15 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:35:24.158 1.06834 1.06831 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.29 max_proportion 0.58 threshold 7.14 cum_ticks 11 buy_proportion 0.73
2017-03-31 12:35:38.435 1.06834 1.06831 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.71 threshold 8.37 cum_ticks 15 buy_proportion 0.40
2017-03-31 12:35:47.885 1.06838 1.06834 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.43 max_proportion 0.54 threshold 7.30 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:35:54.786 1.06839 1.06834 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.43 max_proportion 0.52 threshold 7.43 cum_ticks 13 buy_proportion 0.38
2017-03-31 12:36:03.643 1.06839 1.06832 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.59 threshold 8.17 cum_ticks 17 buy_proportion 0.47
2017-03-31 12:36:07.617 1.06831 1.06823 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 15.57 max_proportion 0.55 threshold 8.63 cum_ticks 10 buy_proportion 0.10
2017-03-31 12:36:15.667 1.06827 1.06821 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 12.43 max_proportion 0.75 threshold 9.36 cum_ticks 15 buy_proportion 0.67
2017-03-31 12:36:18.235 1.06835 1.06827 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 13.86 max_proportion 0.52 threshold 7.25 cum_ticks 8 buy_proportion 1.00
2017-03-31 12:36:23.215 1.06847 1.06832 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 10.29 max_proportion 0.78 threshold 7.98 cum_ticks 9 buy_proportion 0.89
2017-03-31 12:36:29.425 1.06853 1.06843 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 9.57 max_proportion 0.89 threshold 8.51 cum_ticks 13 buy_proportion 0.31
2017-03-31 12:36:39.634 1.06849 1.06841 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.57 threshold 6.38 cum_ticks 13 buy_proportion 0.46
2017-03-31 12:36:52.000 1.06848 1.06843 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.43 max_proportion 0.52 threshold 6.48 cum_ticks 10 buy_proportion 0.30
2017-03-31 12:36:57.703 1.06843 1.06841 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.65 threshold 7.37 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:37:04.381 1.06841 1.06836 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.57 max_proportion 0.53 threshold 6.16 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:37:14.120 1.06838 1.06837 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 8.86 max_proportion 0.77 threshold 6.79 cum_ticks 7 buy_proportion 1.00
2017-03-31 12:37:16.930 1.06836 1.06832 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.71 max_proportion 0.67 threshold 5.14 cum_ticks 7 buy_proportion 0.14
2017-03-31 12:37:21.847 1.06832 1.06831 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.63 threshold 4.43 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:37:30.475 1.06832 1.06831 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.50 threshold 4.08 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:37:41.405 1.06833 1.06831 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.54 threshold 4.37 cum_ticks 8 buy_proportion 0.38
2017-03-31 12:37:50.654 1.06832 1.06831 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.14 max_proportion 0.53 threshold 4.30 cum_ticks 6 buy_proportion 0.83
2017-03-31 12:37:59.967 1.06833 1.06832 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.86 max_proportion 0.67 threshold 4.61 cum_ticks 5 buy_proportion 1.00
2017-03-31 12:38:04.434 1.06838 1.06837 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.71 max_proportion 0.86 threshold 4.93 cum_ticks 5 buy_proportion 1.00
2017-03-31 12:38:08.711 1.06837 1.06833 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.98 threshold 5.02 cum_ticks 9 buy_proportion 0.33
2017-03-31 12:38:10.962 1.06833 1.06832 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.62 threshold 4.51 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:38:13.340 1.06831 1.06827 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.14 max_proportion 0.76 threshold 4.68 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:38:16.716 1.06833 1.06828 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 5.57 max_proportion 0.95 threshold 5.31 cum_ticks 7 buy_proportion 0.86
2017-03-31 12:38:19.456 1.06833 1.06833 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.14 max_proportion 0.51 threshold 3.13 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:38:24.646 1.06834 1.06830 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.08 cum_ticks 8 buy_proportion 0.38
2017-03-31 12:38:32.669 1.06833 1.06830 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.62 threshold 4.18 cum_ticks 7 buy_proportion 0.71
2017-03-31 12:38:37.731 1.06831 1.06828 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.86 max_proportion 0.66 threshold 4.51 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:38:45.246 1.06832 1.06828 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.00 max_proportion 0.74 threshold 4.45 cum_ticks 7 buy_proportion 0.71
2017-03-31 12:38:52.334 1.06834 1.06827 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.51 threshold 3.28 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:38:58.455 1.06830 1.06827 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.55 threshold 3.70 cum_ticks 5 buy_proportion 0.80
2017-03-31 12:39:02.619 1.06833 1.06829 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.68 threshold 3.99 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:39:04.800 1.06834 1.06832 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 5 buy_proportion 0.80
2017-03-31 12:39:12.844 1.06833 1.06831 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.76 threshold 4.03 cum_ticks 7 buy_proportion 0.29
2017-03-31 12:39:19.419 1.06829 1.06828 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.51 threshold 3.22 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:39:25.825 1.06829 1.06828 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.52 threshold 3.51 cum_ticks 5 buy_proportion 0.80
2017-03-31 12:39:32.332 1.06831 1.06829 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.86 max_proportion 0.66 threshold 3.87 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:39:34.664 1.06830 1.06829 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.71 max_proportion 0.88 threshold 4.16 cum_ticks 5 buy_proportion 0.00
2017-03-31 12:39:39.007 1.06829 1.06829 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.60 threshold 2.83 cum_ticks 3 buy_proportion 0.00
2017-03-31 12:39:43.962 1.06829 1.06827 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 3.71 max_proportion 0.86 threshold 3.18 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:39:47.549 1.06828 1.06825 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.57 max_proportion 0.67 threshold 3.75 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:39:54.308 1.06825 1.06823 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.65 threshold 3.79 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:39:58.541 1.06827 1.06824 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.71 threshold 3.95 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:40:03.231 1.06829 1.06824 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.65 threshold 4.09 cum_ticks 9 buy_proportion 0.44
2017-03-31 12:40:06.882 1.06829 1.06827 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.60 threshold 4.68 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:40:21.334 1.06830 1.06828 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.00 max_proportion 0.72 threshold 5.02 cum_ticks 7 buy_proportion 0.14
2017-03-31 12:40:31.337 1.06828 1.06828 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.00 max_proportion 0.81 threshold 5.65 cum_ticks 6 buy_proportion 0.00
2017-03-31 12:40:36.616 1.06829 1.06828 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.94 threshold 5.88 cum_ticks 7 buy_proportion 0.86
2017-03-31 12:40:38.633 1.06833 1.06833 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.71 max_proportion 0.51 threshold 3.43 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:40:41.980 1.06833 1.06833 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.14 max_proportion 0.82 threshold 4.20 cum_ticks 5 buy_proportion 1.00
2017-03-31 12:40:47.840 1.06833 1.06829 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.98 threshold 4.90 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:40:52.412 1.06828 1.06826 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 5 buy_proportion 0.40
2017-03-31 12:40:54.363 1.06828 1.06822 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.29 max_proportion 0.58 threshold 3.07 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:40:57.028 1.06829 1.06827 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.71 max_proportion 0.52 threshold 2.97 cum_ticks 4 buy_proportion 0.25
2017-03-31 12:40:58.957 1.06827 1.06827 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.61 threshold 2.87 cum_ticks 3 buy_proportion 0.00
2017-03-31 12:41:04.431 1.06827 1.06827 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.71 max_proportion 0.83 threshold 3.10 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:41:08.510 1.06828 1.06826 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.71 max_proportion 0.96 threshold 3.58 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:41:14.347 1.06829 1.06822 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.76 threshold 4.21 cum_ticks 9 buy_proportion 0.44
2017-03-31 12:41:21.601 1.06829 1.06826 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.81 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:41:24.233 1.06827 1.06823 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.14 max_proportion 0.55 threshold 4.44 cum_ticks 9 buy_proportion 0.56
2017-03-31 12:41:28.375 1.06825 1.06820 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.56 threshold 4.88 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:41:34.820 1.06825 1.06818 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.14 max_proportion 0.66 threshold 4.69 cum_ticks 6 buy_proportion 0.83
2017-03-31 12:41:38.262 1.06828 1.06823 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.60 threshold 3.88 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:41:42.090 1.06824 1.06822 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.00 max_proportion 0.55 threshold 3.29 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:41:46.991 1.06824 1.06822 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.00 max_proportion 0.60 threshold 3.57 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:41:50.830 1.06823 1.06822 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.52 threshold 3.14 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:42:00.097 1.06824 1.06822 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.86 max_proportion 0.76 threshold 3.70 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:42:03.178 1.06825 1.06824 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 3 buy_proportion 1.00
2017-03-31 12:42:08.800 1.06828 1.06827 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.00 max_proportion 0.76 threshold 3.05 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:42:14.768 1.06828 1.06822 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.14 max_proportion 0.76 threshold 3.92 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:42:23.179 1.06824 1.06822 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.58 threshold 3.55 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:42:33.564 1.06826 1.06821 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.71 max_proportion 0.67 threshold 3.82 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:42:44.923 1.06826 1.06823 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.56 threshold 3.57 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:42:47.014 1.06822 1.06821 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.56 threshold 3.78 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:42:55.543 1.06823 1.06821 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.76 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:42:58.475 1.06821 1.06818 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.63 threshold 3.53 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:43:01.197 1.06821 1.06817 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.85 threshold 3.87 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:43:03.400 1.06821 1.06817 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.59 threshold 3.12 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:43:06.326 1.06819 1.06818 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.14 max_proportion 0.70 threshold 3.58 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:43:13.779 1.06818 1.06813 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.71 max_proportion 0.66 threshold 3.76 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:43:16.307 1.06812 1.06811 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.29 max_proportion 0.76 threshold 4.03 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:43:21.320 1.06814 1.06811 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.71 max_proportion 0.80 threshold 4.57 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:43:27.158 1.06813 1.06811 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.57 threshold 3.97 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:43:29.572 1.06813 1.06808 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.53 threshold 3.78 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:43:33.485 1.06813 1.06807 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.00 max_proportion 0.63 threshold 3.80 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:43:38.482 1.06812 1.06811 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:43:42.299 1.06809 1.06807 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.55 threshold 3.53 cum_ticks 7 buy_proportion 0.57
2017-03-31 12:43:45.846 1.06812 1.06807 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.54 threshold 3.69 cum_ticks 5 buy_proportion 0.80
2017-03-31 12:43:49.211 1.06813 1.06811 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.70 threshold 4.11 cum_ticks 7 buy_proportion 0.71
2017-03-31 12:43:56.082 1.06818 1.06812 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.72 threshold 4.62 cum_ticks 6 buy_proportion 0.83
2017-03-31 12:44:01.318 1.06818 1.06816 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.14 max_proportion 0.79 threshold 4.88 cum_ticks 8 buy_proportion 0.62
2017-03-31 12:44:09.287 1.06818 1.06817 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.08 cum_ticks 9 buy_proportion 0.67
2017-03-31 12:44:19.026 1.06823 1.06818 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.29 max_proportion 0.68 threshold 5.62 cum_ticks 6 buy_proportion 1.00
2017-03-31 12:44:28.467 1.06823 1.06817 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.85 threshold 6.08 cum_ticks 13 buy_proportion 0.54
2017-03-31 12:44:48.192 1.06823 1.06818 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.69 threshold 7.18 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:44:56.380 1.06827 1.06821 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.57 max_proportion 0.54 threshold 6.81 cum_ticks 8 buy_proportion 0.88
2017-03-31 12:45:02.621 1.06826 1.06822 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.43 max_proportion 0.70 threshold 7.29 cum_ticks 8 buy_proportion 0.00
2017-03-31 12:45:06.321 1.06822 1.06822 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.86 max_proportion 0.69 threshold 6.10 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:45:09.358 1.06826 1.06818 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.43 max_proportion 0.88 threshold 6.50 cum_ticks 8 buy_proportion 0.12
2017-03-31 12:45:36.343 1.06817 1.06815 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 7.71 max_proportion 0.93 threshold 7.16 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:45:44.308 1.06816 1.06810 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 11.29 max_proportion 0.72 threshold 8.12 cum_ticks 9 buy_proportion 0.00
2017-03-31 12:45:59.484 1.06816 1.06811 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 10.29 max_proportion 0.86 threshold 8.84 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:46:13.078 1.06813 1.06810 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 11.43 max_proportion 0.51 threshold 5.83 cum_ticks 11 buy_proportion 0.45
2017-03-31 12:46:26.269 1.06817 1.06812 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 11.00 max_proportion 0.53 threshold 5.79 cum_ticks 11 buy_proportion 0.45
2017-03-31 12:46:40.116 1.06814 1.06812 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 11.14 max_proportion 0.50 threshold 5.61 cum_ticks 10 buy_proportion 0.40
2017-03-31 12:46:50.372 1.06812 1.06812 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.43 max_proportion 0.58 threshold 6.01 cum_ticks 7 buy_proportion 0.00
2017-03-31 12:46:59.115 1.06815 1.06811 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.82 threshold 6.92 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:47:03.062 1.06811 1.06806 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.57 max_proportion 0.82 threshold 6.99 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:47:08.554 1.06806 1.06800 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 8.71 max_proportion 0.81 threshold 7.05 cum_ticks 8 buy_proportion 0.00
2017-03-31 12:47:16.371 1.06801 1.06798 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.90 threshold 7.63 cum_ticks 15 buy_proportion 0.53
2017-03-31 12:47:25.530 1.06801 1.06798 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 12.14 max_proportion 0.66 threshold 8.06 cum_ticks 16 buy_proportion 0.56
2017-03-31 12:47:33.747 1.06801 1.06798 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.57 max_proportion 0.53 threshold 7.67 cum_ticks 12 buy_proportion 0.67
2017-03-31 12:47:54.759 1.06801 1.06799 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 13.57 max_proportion 0.62 threshold 8.39 cum_ticks 13 buy_proportion 0.31
2017-03-31 12:48:03.169 1.06801 1.06799 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 13.14 max_proportion 0.55 threshold 7.27 cum_ticks 10 buy_proportion 0.20
2017-03-31 12:48:11.971 1.06800 1.06799 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.14 max_proportion 0.70 threshold 7.83 cum_ticks 9 buy_proportion 0.11
2017-03-31 12:48:31.828 1.06802 1.06798 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 9.86 max_proportion 0.84 threshold 8.23 cum_ticks 17 buy_proportion 0.53
2017-03-31 12:48:40.870 1.06802 1.06799 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 13.71 max_proportion 0.64 threshold 8.74 cum_ticks 11 buy_proportion 0.82
2017-03-31 12:48:52.464 1.06801 1.06799 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.89 cum_ticks 13 buy_proportion 0.38
2017-03-31 12:49:05.766 1.06803 1.06799 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.53 threshold 6.88 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:49:19.606 1.06805 1.06801 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.57 max_proportion 0.57 threshold 6.54 cum_ticks 11 buy_proportion 0.36
2017-03-31 12:49:34.567 1.06802 1.06799 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 11.29 max_proportion 0.63 threshold 7.15 cum_ticks 13 buy_proportion 0.38
2017-03-31 12:49:45.538 1.06801 1.06796 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.62 threshold 7.58 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:49:49.978 1.06800 1.06795 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 13.29 max_proportion 0.59 threshold 7.88 cum_ticks 9 buy_proportion 0.11
2017-03-31 12:49:58.631 1.06795 1.06790 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.00 max_proportion 0.76 threshold 8.35 cum_ticks 11 buy_proportion 0.18
2017-03-31 12:50:09.403 1.06792 1.06788 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 10.86 max_proportion 0.80 threshold 8.72 cum_ticks 17 buy_proportion 0.53
2017-03-31 12:50:20.043 1.06790 1.06787 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.91 cum_ticks 15 buy_proportion 0.40
2017-03-31 12:50:24.645 1.06786 1.06776 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 15.00 max_proportion 0.59 threshold 8.91 cum_ticks 14 buy_proportion 0.36
2017-03-31 12:50:30.076 1.06776 1.06776 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 14.71 max_proportion 0.61 threshold 8.92 cum_ticks 9 buy_proportion 0.00
2017-03-31 12:50:44.195 1.06781 1.06776 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.84 threshold 9.49 cum_ticks 19 buy_proportion 0.47
2017-03-31 12:51:00.444 1.06781 1.06776 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 15.43 max_proportion 0.68 threshold 10.47 cum_ticks 20 buy_proportion 0.45
2017-03-31 12:51:17.410 1.06781 1.06777 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.14 max_proportion 0.61 threshold 11.02 cum_ticks 18 buy_proportion 0.33
2017-03-31 12:51:33.123 1.06775 1.06772 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.71 max_proportion 0.61 threshold 11.48 cum_ticks 18 buy_proportion 0.33
2017-03-31 12:51:40.629 1.06775 1.06759 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.29 max_proportion 0.65 threshold 11.89 cum_ticks 18 buy_proportion 0.33
2017-03-31 12:51:50.248 1.06762 1.06751 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 18.00 max_proportion 0.67 threshold 12.00 cum_ticks 18 buy_proportion 0.28
2017-03-31 12:52:00.541 1.06749 1.06737 cum_theta_buy 7.0 cum_theta_sell 13.0 diff 6.0 exp_num_ticks 18.00 max_proportion 0.70 threshold 12.57 cum_ticks 20 buy_proportion 0.35
2017-03-31 12:52:11.907 1.06748 1.06740 cum_theta_buy 12.0 cum_theta_sell 13.0 diff 1.0 exp_num_ticks 19.14 max_proportion 0.67 threshold 12.88 cum_ticks 25 buy_proportion 0.48
2017-03-31 12:52:25.066 1.06757 1.06746 cum_theta_buy 14.0 cum_theta_sell 10.0 diff -4.0 exp_num_ticks 22.57 max_proportion 0.59 threshold 13.23 cum_ticks 24 buy_proportion 0.58
2017-03-31 12:52:48.537 1.06760 1.06746 cum_theta_buy 12.0 cum_theta_sell 13.0 diff 1.0 exp_num_ticks 23.71 max_proportion 0.52 threshold 12.34 cum_ticks 25 buy_proportion 0.48
2017-03-31 12:52:59.231 1.06766 1.06758 cum_theta_buy 13.0 cum_theta_sell 5.0 diff -8.0 exp_num_ticks 24.71 max_proportion 0.51 threshold 12.59 cum_ticks 18 buy_proportion 0.72
2017-03-31 12:53:13.829 1.06767 1.06757 cum_theta_buy 3.0 cum_theta_sell 14.0 diff 11.0 exp_num_ticks 20.86 max_proportion 0.63 threshold 13.21 cum_ticks 17 buy_proportion 0.18
2017-03-31 12:53:50.102 1.06770 1.06759 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 18.43 max_proportion 0.62 threshold 11.50 cum_ticks 19 buy_proportion 0.63
2017-03-31 12:53:58.857 1.06779 1.06769 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 18.29 max_proportion 0.51 threshold 9.41 cum_ticks 14 buy_proportion 0.71
2017-03-31 12:54:08.852 1.06784 1.06778 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 15.86 max_proportion 0.61 threshold 9.73 cum_ticks 12 buy_proportion 0.83
2017-03-31 12:54:32.335 1.06788 1.06783 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.77 threshold 10.46 cum_ticks 19 buy_proportion 0.58
2017-03-31 12:54:42.163 1.06794 1.06788 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 16.29 max_proportion 0.67 threshold 10.93 cum_ticks 12 buy_proportion 0.92
2017-03-31 12:54:54.914 1.06794 1.06789 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 14.00 max_proportion 0.81 threshold 11.32 cum_ticks 22 buy_proportion 0.45
2017-03-31 12:55:04.849 1.06797 1.06788 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 18.71 max_proportion 0.60 threshold 11.31 cum_ticks 16 buy_proportion 0.25
2017-03-31 12:55:16.315 1.06797 1.06790 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 17.14 max_proportion 0.60 threshold 10.22 cum_ticks 15 buy_proportion 0.73
2017-03-31 12:55:27.127 1.06796 1.06791 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 16.29 max_proportion 0.56 threshold 9.05 cum_ticks 14 buy_proportion 0.29
2017-03-31 12:55:32.939 1.06792 1.06787 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.57 max_proportion 0.59 threshold 8.62 cum_ticks 10 buy_proportion 0.10
2017-03-31 12:55:38.789 1.06789 1.06783 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 11.86 max_proportion 0.76 threshold 8.97 cum_ticks 10 buy_proportion 0.10
2017-03-31 12:55:47.920 1.06783 1.06773 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 10.57 max_proportion 0.87 threshold 9.23 cum_ticks 16 buy_proportion 0.62
2017-03-31 12:55:58.791 1.06784 1.06776 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.43 max_proportion 0.60 threshold 8.06 cum_ticks 14 buy_proportion 0.36
2017-03-31 12:56:04.145 1.06778 1.06770 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 14.00 max_proportion 0.60 threshold 8.44 cum_ticks 13 buy_proportion 0.69
2017-03-31 12:56:14.646 1.06777 1.06773 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 13.71 max_proportion 0.59 threshold 8.05 cum_ticks 12 buy_proportion 0.75
2017-03-31 12:56:27.170 1.06775 1.06770 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.57 max_proportion 0.68 threshold 8.52 cum_ticks 15 buy_proportion 0.40
2017-03-31 12:56:31.500 1.06773 1.06766 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.86 max_proportion 0.54 threshold 7.51 cum_ticks 13 buy_proportion 0.38
2017-03-31 12:56:42.930 1.06768 1.06762 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 13.43 max_proportion 0.56 threshold 7.50 cum_ticks 11 buy_proportion 0.27
2017-03-31 12:56:48.250 1.06761 1.06756 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.68 threshold 8.22 cum_ticks 14 buy_proportion 0.64
2017-03-31 12:56:53.399 1.06761 1.06759 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 13.00 max_proportion 0.50 threshold 6.50 cum_ticks 9 buy_proportion 0.22
2017-03-31 12:56:57.843 1.06757 1.06746 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.65 threshold 6.97 cum_ticks 8 buy_proportion 0.12
2017-03-31 12:57:09.028 1.06758 1.06746 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.77 threshold 7.07 cum_ticks 14 buy_proportion 0.57
2017-03-31 12:57:17.727 1.06757 1.06753 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 11.57 max_proportion 0.61 threshold 7.01 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:57:22.275 1.06756 1.06749 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 13.71 max_proportion 0.55 threshold 7.57 cum_ticks 10 buy_proportion 0.20
2017-03-31 12:57:32.428 1.06751 1.06746 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 12.00 max_proportion 0.67 threshold 8.05 cum_ticks 15 buy_proportion 0.60
2017-03-31 12:57:44.505 1.06754 1.06750 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 13.57 max_proportion 0.53 threshold 7.24 cum_ticks 11 buy_proportion 0.27
2017-03-31 12:57:54.671 1.06751 1.06746 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.00 max_proportion 0.64 threshold 7.73 cum_ticks 15 buy_proportion 0.47
2017-03-31 12:57:59.774 1.06745 1.06735 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 13.86 max_proportion 0.57 threshold 7.89 cum_ticks 13 buy_proportion 0.62
2017-03-31 12:58:05.023 1.06747 1.06739 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 13.29 max_proportion 0.52 threshold 6.96 cum_ticks 13 buy_proportion 0.46
2017-03-31 12:58:10.225 1.06745 1.06738 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 13.29 max_proportion 0.51 threshold 6.73 cum_ticks 12 buy_proportion 0.58
2017-03-31 12:58:13.821 1.06755 1.06745 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.43 max_proportion 0.55 threshold 6.87 cum_ticks 8 buy_proportion 0.88
2017-03-31 12:58:21.719 1.06759 1.06752 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 9.86 max_proportion 0.73 threshold 7.22 cum_ticks 14 buy_proportion 0.43
2017-03-31 12:58:26.540 1.06752 1.06751 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 6.94 cum_ticks 8 buy_proportion 0.12
2017-03-31 12:58:35.245 1.06752 1.06748 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.71 max_proportion 0.68 threshold 6.62 cum_ticks 10 buy_proportion 0.70
2017-03-31 12:58:40.013 1.06751 1.06749 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 10.00 max_proportion 0.50 threshold 5.03 cum_ticks 6 buy_proportion 0.00
2017-03-31 12:58:42.266 1.06759 1.06751 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.43 max_proportion 0.78 threshold 5.81 cum_ticks 6 buy_proportion 1.00
2017-03-31 12:58:43.705 1.06763 1.06760 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.57 max_proportion 0.67 threshold 4.41 cum_ticks 5 buy_proportion 1.00
2017-03-31 12:58:45.262 1.06765 1.06757 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.86 threshold 4.65 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:58:48.263 1.06760 1.06757 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.71 max_proportion 0.52 threshold 2.99 cum_ticks 5 buy_proportion 0.40
2017-03-31 12:58:52.829 1.06762 1.06758 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.29 max_proportion 0.58 threshold 3.07 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:58:55.239 1.06765 1.06764 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.71 max_proportion 0.52 threshold 2.97 cum_ticks 3 buy_proportion 1.00
2017-03-31 12:58:59.438 1.06767 1.06765 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.14 max_proportion 0.82 threshold 3.39 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:59:06.229 1.06767 1.06764 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.00 max_proportion 0.95 threshold 3.81 cum_ticks 6 buy_proportion 0.33
2017-03-31 12:59:08.346 1.06767 1.06766 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.00 max_proportion 0.62 threshold 3.10 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:59:11.883 1.06768 1.06767 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.57 max_proportion 0.81 threshold 3.70 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:59:16.396 1.06768 1.06767 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.90 threshold 3.88 cum_ticks 5 buy_proportion 0.20
2017-03-31 12:59:24.614 1.06770 1.06767 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.57 max_proportion 0.54 threshold 2.48 cum_ticks 5 buy_proportion 0.40
2017-03-31 12:59:25.430 1.06769 1.06766 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.86 max_proportion 0.57 threshold 2.78 cum_ticks 3 buy_proportion 0.00
2017-03-31 12:59:27.943 1.06769 1.06762 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.86 max_proportion 0.86 threshold 3.31 cum_ticks 7 buy_proportion 0.43
2017-03-31 12:59:32.313 1.06764 1.06762 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.70 threshold 3.89 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:59:34.045 1.06767 1.06764 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.50 threshold 2.95 cum_ticks 5 buy_proportion 0.60
2017-03-31 12:59:40.259 1.06770 1.06767 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.59 threshold 3.31 cum_ticks 6 buy_proportion 0.67
2017-03-31 12:59:43.278 1.06776 1.06773 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.71 max_proportion 0.65 threshold 3.70 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:59:44.896 1.06779 1.06777 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.71 max_proportion 0.85 threshold 4.00 cum_ticks 4 buy_proportion 1.00
2017-03-31 12:59:49.254 1.06781 1.06778 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 4.29 max_proportion 0.95 threshold 4.08 cum_ticks 7 buy_proportion 0.71
2017-03-31 12:59:51.447 1.06790 1.06786 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.71 max_proportion 0.84 threshold 4.78 cum_ticks 5 buy_proportion 1.00
2017-03-31 12:59:54.093 1.06790 1.06784 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.92 threshold 4.99 cum_ticks 6 buy_proportion 0.17
2017-03-31 12:59:58.588 1.06783 1.06783 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.86 max_proportion 0.52 threshold 3.03 cum_ticks 4 buy_proportion 0.00
2017-03-31 12:59:59.786 1.06782 1.06778 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.81 threshold 3.82 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:00:04.412 1.06779 1.06774 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 4.29 max_proportion 0.98 threshold 4.18 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:00:09.635 1.06775 1.06769 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.79 threshold 4.94 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:00:14.134 1.06771 1.06768 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.58 threshold 4.60 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:00:20.995 1.06772 1.06767 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.79 threshold 5.18 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:00:28.334 1.06774 1.06772 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.43 max_proportion 0.58 threshold 4.87 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:00:34.615 1.06774 1.06772 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.74 threshold 4.78 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:00:39.253 1.06776 1.06773 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.00 max_proportion 0.69 threshold 5.51 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:00:41.847 1.06782 1.06777 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.71 max_proportion 0.87 threshold 5.86 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:00:46.654 1.06785 1.06782 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 6.43 max_proportion 0.94 threshold 6.02 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:00:52.396 1.06786 1.06777 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 6.57 max_proportion 1.00 threshold 6.57 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:00:55.963 1.06776 1.06771 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.60 threshold 5.14 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:01:00.951 1.06771 1.06767 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.77 threshold 5.62 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:01:04.335 1.06775 1.06767 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 7.71 max_proportion 0.81 threshold 6.28 cum_ticks 8 buy_proportion 0.88
2017-03-31 13:01:10.151 1.06777 1.06772 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.57 threshold 4.41 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:01:16.779 1.06772 1.06759 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.57 max_proportion 0.54 threshold 4.63 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:01:22.218 1.06760 1.06756 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.57 threshold 5.04 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:01:31.743 1.06757 1.06754 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.57 threshold 5.41 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:01:34.254 1.06752 1.06749 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.86 max_proportion 0.52 threshold 5.13 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:01:40.915 1.06755 1.06750 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.80 threshold 6.17 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:01:49.728 1.06756 1.06750 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.64 threshold 6.71 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:01:54.994 1.06752 1.06750 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.86 max_proportion 0.64 threshold 6.93 cum_ticks 9 buy_proportion 0.22
2017-03-31 13:02:06.576 1.06752 1.06746 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.14 max_proportion 0.69 threshold 7.02 cum_ticks 14 buy_proportion 0.43
2017-03-31 13:02:21.378 1.06747 1.06738 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.14 max_proportion 0.64 threshold 7.77 cum_ticks 13 buy_proportion 0.62
2017-03-31 13:02:26.703 1.06745 1.06736 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.71 max_proportion 0.51 threshold 6.43 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:02:40.073 1.06746 1.06737 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.14 max_proportion 0.54 threshold 7.16 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:02:45.392 1.06742 1.06735 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 14.14 max_proportion 0.51 threshold 7.19 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:02:50.698 1.06749 1.06741 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.78 cum_ticks 12 buy_proportion 0.67
2017-03-31 13:02:55.356 1.06752 1.06747 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.14 max_proportion 0.66 threshold 7.96 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:03:00.871 1.06747 1.06742 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 13.57 max_proportion 0.56 threshold 7.61 cum_ticks 15 buy_proportion 0.53
2017-03-31 13:03:06.560 1.06752 1.06747 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 14.57 max_proportion 0.53 threshold 7.77 cum_ticks 8 buy_proportion 1.00
2017-03-31 13:03:34.447 1.06755 1.06752 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 11.00 max_proportion 0.79 threshold 8.70 cum_ticks 17 buy_proportion 0.47
2017-03-31 13:03:51.115 1.06759 1.06754 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.92 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:04:13.127 1.06766 1.06757 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 14.00 max_proportion 0.64 threshold 9.03 cum_ticks 15 buy_proportion 0.67
2017-03-31 13:04:24.203 1.06773 1.06765 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.00 max_proportion 0.63 threshold 9.48 cum_ticks 17 buy_proportion 0.41
2017-03-31 13:04:36.506 1.06765 1.06758 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.00 max_proportion 0.52 threshold 8.28 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:04:50.325 1.06774 1.06767 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.65 cum_ticks 12 buy_proportion 0.75
2017-03-31 13:04:59.548 1.06777 1.06772 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.66 threshold 8.94 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:05:06.627 1.06781 1.06776 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 14.14 max_proportion 0.64 threshold 9.09 cum_ticks 16 buy_proportion 0.38
2017-03-31 13:05:12.455 1.06779 1.06773 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 15.14 max_proportion 0.51 threshold 7.68 cum_ticks 12 buy_proportion 0.33
2017-03-31 13:05:27.426 1.06777 1.06772 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 13.57 max_proportion 0.62 threshold 8.37 cum_ticks 11 buy_proportion 0.18
2017-03-31 13:05:35.919 1.06774 1.06758 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.75 threshold 8.97 cum_ticks 15 buy_proportion 0.40
2017-03-31 13:05:51.534 1.06762 1.06755 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 13.43 max_proportion 0.67 threshold 9.02 cum_ticks 18 buy_proportion 0.56
2017-03-31 13:05:54.617 1.06761 1.06749 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 16.14 max_proportion 0.54 threshold 8.75 cum_ticks 11 buy_proportion 0.18
2017-03-31 13:06:08.711 1.06752 1.06748 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 13.57 max_proportion 0.68 threshold 9.23 cum_ticks 15 buy_proportion 0.67
2017-03-31 13:06:17.476 1.06757 1.06753 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 14.29 max_proportion 0.51 threshold 7.32 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:06:22.771 1.06763 1.06758 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 12.14 max_proportion 0.63 threshold 7.67 cum_ticks 8 buy_proportion 1.00
2017-03-31 13:06:30.422 1.06765 1.06761 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 9.86 max_proportion 0.87 threshold 8.62 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:06:38.632 1.06773 1.06765 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 12.43 max_proportion 0.73 threshold 9.10 cum_ticks 14 buy_proportion 0.71
2017-03-31 13:06:41.537 1.06782 1.06774 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 13.43 max_proportion 0.72 threshold 9.70 cum_ticks 10 buy_proportion 1.00
2017-03-31 13:06:54.264 1.06787 1.06779 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.86 threshold 10.21 cum_ticks 20 buy_proportion 0.55
2017-03-31 13:07:01.095 1.06792 1.06786 cum_theta_buy 12.0 cum_theta_sell 5.0 diff -7.0 exp_num_ticks 16.29 max_proportion 0.70 threshold 11.43 cum_ticks 17 buy_proportion 0.71
2017-03-31 13:07:11.793 1.06798 1.06787 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 16.86 max_proportion 0.70 threshold 11.86 cum_ticks 16 buy_proportion 0.75
2017-03-31 13:07:17.714 1.06807 1.06799 cum_theta_buy 12.0 cum_theta_sell 2.0 diff -10.0 exp_num_ticks 16.86 max_proportion 0.71 threshold 11.95 cum_ticks 14 buy_proportion 0.86
2017-03-31 13:07:25.754 1.06811 1.06807 cum_theta_buy 13.0 cum_theta_sell 0 diff -13.0 exp_num_ticks 15.00 max_proportion 0.80 threshold 12.07 cum_ticks 13 buy_proportion 1.00
2017-03-31 13:07:35.713 1.06832 1.06807 cum_theta_buy 13.0 cum_theta_sell 12.0 diff -1.0 exp_num_ticks 13.71 max_proportion 0.92 threshold 12.66 cum_ticks 25 buy_proportion 0.52
2017-03-31 13:07:42.402 1.06841 1.06832 cum_theta_buy 6.0 cum_theta_sell 15.0 diff 9.0 exp_num_ticks 20.00 max_proportion 0.71 threshold 14.11 cum_ticks 21 buy_proportion 0.29
2017-03-31 13:07:50.469 1.06835 1.06826 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 21.00 max_proportion 0.55 threshold 11.45 cum_ticks 17 buy_proportion 0.29
2017-03-31 13:08:02.352 1.06823 1.06817 cum_theta_buy 3.0 cum_theta_sell 14.0 diff 11.0 exp_num_ticks 19.29 max_proportion 0.68 threshold 13.04 cum_ticks 17 buy_proportion 0.18
2017-03-31 13:08:10.591 1.06828 1.06817 cum_theta_buy 14.0 cum_theta_sell 3.0 diff -11.0 exp_num_ticks 17.57 max_proportion 0.77 threshold 13.61 cum_ticks 17 buy_proportion 0.82
2017-03-31 13:08:21.433 1.06831 1.06827 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 17.00 max_proportion 0.56 threshold 9.57 cum_ticks 19 buy_proportion 0.53
2017-03-31 13:08:28.390 1.06835 1.06824 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 18.14 max_proportion 0.56 threshold 10.18 cum_ticks 14 buy_proportion 0.21
2017-03-31 13:08:38.980 1.06823 1.06819 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 15.86 max_proportion 0.61 threshold 9.67 cum_ticks 12 buy_proportion 0.17
2017-03-31 13:08:52.563 1.06819 1.06813 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 13.57 max_proportion 0.77 threshold 10.43 cum_ticks 17 buy_proportion 0.35
2017-03-31 13:09:16.723 1.06819 1.06817 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 15.14 max_proportion 0.72 threshold 10.90 cum_ticks 17 buy_proportion 0.65
2017-03-31 13:09:26.008 1.06818 1.06808 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 16.29 max_proportion 0.51 threshold 8.23 cum_ticks 10 buy_proportion 0.10
2017-03-31 13:09:33.821 1.06817 1.06808 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 13.00 max_proportion 0.71 threshold 9.20 cum_ticks 12 buy_proportion 0.83
2017-03-31 13:09:46.004 1.06816 1.06813 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.14 max_proportion 0.60 threshold 7.25 cum_ticks 13 buy_proportion 0.62
2017-03-31 13:09:58.600 1.06817 1.06813 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.29 max_proportion 0.60 threshold 7.42 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:10:06.960 1.06823 1.06817 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 11.71 max_proportion 0.71 threshold 8.32 cum_ticks 11 buy_proportion 0.82
2017-03-31 13:10:16.389 1.06824 1.06820 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.76 threshold 8.61 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:10:25.836 1.06828 1.06826 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 12.71 max_proportion 0.71 threshold 8.96 cum_ticks 10 buy_proportion 0.90
2017-03-31 13:10:35.708 1.06832 1.06817 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 11.29 max_proportion 0.81 threshold 9.20 cum_ticks 19 buy_proportion 0.53
2017-03-31 13:10:45.951 1.06828 1.06818 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 15.71 max_proportion 0.65 threshold 10.21 cum_ticks 12 buy_proportion 0.92
2017-03-31 13:10:57.671 1.06833 1.06828 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 13.71 max_proportion 0.80 threshold 11.01 cum_ticks 20 buy_proportion 0.60
2017-03-31 13:11:05.058 1.06837 1.06831 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 17.57 max_proportion 0.68 threshold 11.95 cum_ticks 16 buy_proportion 0.75
2017-03-31 13:11:14.110 1.06848 1.06838 cum_theta_buy 13.0 cum_theta_sell 7.0 diff -6.0 exp_num_ticks 16.57 max_proportion 0.73 threshold 12.11 cum_ticks 20 buy_proportion 0.65
2017-03-31 13:11:19.855 1.06870 1.06853 cum_theta_buy 13.0 cum_theta_sell 3.0 diff -10.0 exp_num_ticks 18.86 max_proportion 0.67 threshold 12.66 cum_ticks 16 buy_proportion 0.81
2017-03-31 13:11:29.236 1.06869 1.06863 cum_theta_buy 13.0 cum_theta_sell 5.0 diff -8.0 exp_num_ticks 17.14 max_proportion 0.76 threshold 12.98 cum_ticks 18 buy_proportion 0.72
2017-03-31 13:11:41.848 1.06870 1.06863 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 17.71 max_proportion 0.74 threshold 13.07 cum_ticks 25 buy_proportion 0.44
2017-03-31 13:11:57.836 1.06864 1.06854 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 21.71 max_proportion 0.57 threshold 12.46 cum_ticks 18 buy_proportion 0.28
2017-03-31 13:12:10.254 1.06855 1.06848 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 20.00 max_proportion 0.61 threshold 12.25 cum_ticks 18 buy_proportion 0.28
2017-03-31 13:12:23.016 1.06853 1.06847 cum_theta_buy 8.0 cum_theta_sell 14.0 diff 6.0 exp_num_ticks 19.00 max_proportion 0.70 threshold 13.28 cum_ticks 22 buy_proportion 0.36
2017-03-31 13:12:37.198 1.06861 1.06844 cum_theta_buy 14.0 cum_theta_sell 9.0 diff -5.0 exp_num_ticks 20.29 max_proportion 0.67 threshold 13.66 cum_ticks 23 buy_proportion 0.61
2017-03-31 13:12:47.877 1.06863 1.06858 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 22.00 max_proportion 0.51 threshold 11.19 cum_ticks 22 buy_proportion 0.55
2017-03-31 13:12:53.113 1.06868 1.06860 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 22.29 max_proportion 0.54 threshold 11.98 cum_ticks 15 buy_proportion 0.80
2017-03-31 13:13:03.479 1.06871 1.06864 cum_theta_buy 10.0 cum_theta_sell 13.0 diff 3.0 exp_num_ticks 18.14 max_proportion 0.70 threshold 12.70 cum_ticks 23 buy_proportion 0.43
2017-03-31 13:13:15.163 1.06869 1.06863 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 20.57 max_proportion 0.55 threshold 11.42 cum_ticks 18 buy_proportion 0.67
2017-03-31 13:13:26.375 1.06883 1.06869 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 19.00 max_proportion 0.62 threshold 11.77 cum_ticks 18 buy_proportion 0.67
2017-03-31 13:13:34.484 1.06883 1.06877 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 18.71 max_proportion 0.63 threshold 11.86 cum_ticks 18 buy_proportion 0.33
2017-03-31 13:13:42.719 1.06883 1.06875 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 18.00 max_proportion 0.52 threshold 9.43 cum_ticks 17 buy_proportion 0.59
2017-03-31 13:13:52.569 1.06880 1.06874 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.43 max_proportion 0.53 threshold 9.18 cum_ticks 17 buy_proportion 0.41
2017-03-31 13:14:19.959 1.06880 1.06873 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 17.14 max_proportion 0.55 threshold 9.41 cum_ticks 19 buy_proportion 0.47
2017-03-31 13:14:27.453 1.06877 1.06873 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 18.14 max_proportion 0.53 threshold 9.57 cum_ticks 10 buy_proportion 0.00
2017-03-31 13:14:39.148 1.06878 1.06873 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 13.57 max_proportion 0.81 threshold 10.94 cum_ticks 20 buy_proportion 0.55
2017-03-31 13:14:52.924 1.06879 1.06869 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 17.00 max_proportion 0.62 threshold 10.51 cum_ticks 17 buy_proportion 0.35
2017-03-31 13:15:01.516 1.06868 1.06862 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 16.86 max_proportion 0.64 threshold 10.81 cum_ticks 14 buy_proportion 0.21
2017-03-31 13:15:09.430 1.06863 1.06858 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 15.71 max_proportion 0.70 threshold 10.97 cum_ticks 19 buy_proportion 0.58
2017-03-31 13:15:25.560 1.06869 1.06863 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 17.29 max_proportion 0.56 threshold 9.64 cum_ticks 15 buy_proportion 0.67
2017-03-31 13:15:35.241 1.06874 1.06868 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 16.00 max_proportion 0.58 threshold 9.23 cum_ticks 11 buy_proportion 0.91
2017-03-31 13:15:40.327 1.06874 1.06868 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 13.29 max_proportion 0.79 threshold 10.53 cum_ticks 17 buy_proportion 0.35
2017-03-31 13:15:51.529 1.06874 1.06869 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.00 max_proportion 0.56 threshold 8.35 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:16:04.250 1.06880 1.06873 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.00 max_proportion 0.57 threshold 8.60 cum_ticks 16 buy_proportion 0.56
2017-03-31 13:16:10.090 1.06886 1.06877 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 15.86 max_proportion 0.54 threshold 8.61 cum_ticks 11 buy_proportion 0.82
2017-03-31 13:16:17.744 1.06892 1.06885 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.71 threshold 9.28 cum_ticks 16 buy_proportion 0.62
2017-03-31 13:16:26.431 1.06892 1.06887 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 14.57 max_proportion 0.67 threshold 9.78 cum_ticks 19 buy_proportion 0.53
2017-03-31 13:16:35.754 1.06894 1.06884 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 17.00 max_proportion 0.60 threshold 10.14 cum_ticks 14 buy_proportion 0.79
2017-03-31 13:16:46.143 1.06904 1.06894 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 15.71 max_proportion 0.69 threshold 10.82 cum_ticks 19 buy_proportion 0.42
2017-03-31 13:16:51.121 1.06904 1.06898 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 17.57 max_proportion 0.54 threshold 9.49 cum_ticks 15 buy_proportion 0.67
2017-03-31 13:16:55.660 1.06912 1.06905 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 16.00 max_proportion 0.61 threshold 9.82 cum_ticks 11 buy_proportion 0.91
2017-03-31 13:17:01.656 1.06915 1.06909 cum_theta_buy 11.0 cum_theta_sell 5.0 diff -6.0 exp_num_ticks 13.29 max_proportion 0.77 threshold 10.23 cum_ticks 16 buy_proportion 0.69
2017-03-31 13:17:06.808 1.06923 1.06913 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 14.43 max_proportion 0.75 threshold 10.79 cum_ticks 15 buy_proportion 0.73
2017-03-31 13:17:17.430 1.06924 1.06911 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 14.71 max_proportion 0.75 threshold 10.97 cum_ticks 20 buy_proportion 0.55
2017-03-31 13:17:24.378 1.06922 1.06910 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 18.00 max_proportion 0.62 threshold 11.20 cum_ticks 22 buy_proportion 0.55
2017-03-31 13:17:35.093 1.06918 1.06912 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 20.43 max_proportion 0.57 threshold 11.72 cum_ticks 17 buy_proportion 0.29
2017-03-31 13:17:41.524 1.06919 1.06912 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 18.86 max_proportion 0.60 threshold 11.27 cum_ticks 15 buy_proportion 0.80
2017-03-31 13:17:45.484 1.06930 1.06919 cum_theta_buy 11.0 cum_theta_sell 0 diff -11.0 exp_num_ticks 16.57 max_proportion 0.62 threshold 10.26 cum_ticks 11 buy_proportion 1.00
2017-03-31 13:17:52.492 1.06939 1.06931 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 13.00 max_proportion 0.84 threshold 10.95 cum_ticks 18 buy_proportion 0.39
2017-03-31 13:17:57.960 1.06942 1.06934 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 15.57 max_proportion 0.62 threshold 9.69 cum_ticks 16 buy_proportion 0.38
2017-03-31 13:18:03.739 1.06937 1.06930 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.86 max_proportion 0.53 threshold 8.43 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:18:11.388 1.06937 1.06931 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 15.71 max_proportion 0.51 threshold 7.94 cum_ticks 14 buy_proportion 0.43
2017-03-31 13:18:22.225 1.06932 1.06926 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 14.57 max_proportion 0.53 threshold 7.72 cum_ticks 10 buy_proportion 0.20
2017-03-31 13:18:33.176 1.06930 1.06919 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.68 threshold 8.03 cum_ticks 15 buy_proportion 0.40
2017-03-31 13:18:38.667 1.06919 1.06913 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 13.43 max_proportion 0.65 threshold 8.77 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:18:45.578 1.06923 1.06917 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.51 threshold 7.00 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:18:50.682 1.06923 1.06920 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.86 max_proportion 0.59 threshold 6.97 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:18:57.407 1.06928 1.06918 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.86 max_proportion 0.75 threshold 6.63 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:19:00.736 1.06918 1.06913 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.29 max_proportion 0.57 threshold 5.83 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:19:04.459 1.06913 1.06911 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.43 max_proportion 0.66 threshold 5.53 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:19:08.549 1.06912 1.06907 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.14 max_proportion 0.90 threshold 6.43 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:19:15.411 1.06910 1.06901 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.29 max_proportion 0.91 threshold 6.62 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:19:25.120 1.06910 1.06904 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.70 threshold 7.41 cum_ticks 13 buy_proportion 0.38
2017-03-31 13:19:40.342 1.06910 1.06905 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.29 max_proportion 0.63 threshold 7.75 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:19:52.439 1.06909 1.06906 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 14.14 max_proportion 0.56 threshold 7.88 cum_ticks 14 buy_proportion 0.43
2017-03-31 13:19:59.654 1.06908 1.06898 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.14 max_proportion 0.57 threshold 8.02 cum_ticks 10 buy_proportion 0.10
2017-03-31 13:20:03.983 1.06902 1.06900 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 11.86 max_proportion 0.75 threshold 8.94 cum_ticks 9 buy_proportion 1.00
2017-03-31 13:20:07.133 1.06903 1.06895 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.66 threshold 6.61 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:20:11.739 1.06900 1.06891 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.86 max_proportion 0.54 threshold 5.84 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:20:16.646 1.06892 1.06891 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.55 threshold 5.40 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:20:20.591 1.06896 1.06891 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.29 max_proportion 0.76 threshold 6.33 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:20:24.628 1.06891 1.06888 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 7.86 max_proportion 0.84 threshold 6.60 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:20:27.909 1.06892 1.06887 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.94 threshold 6.88 cum_ticks 9 buy_proportion 0.78
2017-03-31 13:20:31.280 1.06895 1.06892 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.54 threshold 4.46 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:20:34.864 1.06901 1.06895 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.43 max_proportion 0.79 threshold 5.10 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:20:40.176 1.06901 1.06895 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.71 max_proportion 0.89 threshold 5.95 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:20:43.533 1.06900 1.06895 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.53 threshold 3.87 cum_ticks 6 buy_proportion 0.67
2017-03-31 13:20:46.856 1.06900 1.06895 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.71 max_proportion 0.57 threshold 3.86 cum_ticks 7 buy_proportion 0.43
2017-03-31 13:20:49.680 1.06896 1.06892 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.63 cum_ticks 7 buy_proportion 0.43
2017-03-31 13:20:51.473 1.06891 1.06890 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.54 threshold 3.69 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:20:55.739 1.06891 1.06890 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.29 max_proportion 0.82 threshold 4.31 cum_ticks 6 buy_proportion 0.83
2017-03-31 13:21:00.856 1.06891 1.06890 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.57 max_proportion 0.54 threshold 2.99 cum_ticks 5 buy_proportion 0.60
2017-03-31 13:21:01.929 1.06895 1.06894 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.58 threshold 2.99 cum_ticks 3 buy_proportion 1.00
2017-03-31 13:21:03.316 1.06902 1.06897 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.00 max_proportion 0.86 threshold 3.45 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:21:07.703 1.06903 1.06902 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 5 buy_proportion 0.20
2017-03-31 13:21:08.588 1.06909 1.06904 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.54 threshold 2.40 cum_ticks 3 buy_proportion 1.00
2017-03-31 13:21:11.156 1.06908 1.06907 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.71 max_proportion 0.77 threshold 2.87 cum_ticks 3 buy_proportion 0.00
2017-03-31 13:21:13.684 1.06909 1.06906 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.29 max_proportion 0.69 threshold 2.25 cum_ticks 4 buy_proportion 0.25
2017-03-31 13:21:17.239 1.06907 1.06906 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.57 max_proportion 0.71 threshold 2.55 cum_ticks 4 buy_proportion 0.75
2017-03-31 13:21:20.560 1.06907 1.06905 cum_theta_buy 2.0 cum_theta_sell 1.0 diff -1.0 exp_num_ticks 3.86 max_proportion 0.50 threshold 1.93 cum_ticks 3 buy_proportion 0.67
2017-03-31 13:21:23.999 1.06907 1.06901 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.43 max_proportion 0.63 threshold 2.16 cum_ticks 4 buy_proportion 0.25
2017-03-31 13:21:24.936 1.06901 1.06898 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.71 max_proportion 0.56 threshold 2.08 cum_ticks 3 buy_proportion 0.00
2017-03-31 13:21:26.817 1.06897 1.06892 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.29 max_proportion 0.83 threshold 2.74 cum_ticks 3 buy_proportion 0.00
2017-03-31 13:21:30.815 1.06900 1.06893 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.14 max_proportion 0.96 threshold 3.03 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:21:32.691 1.06903 1.06899 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.57 max_proportion 0.57 threshold 2.04 cum_ticks 5 buy_proportion 0.60
2017-03-31 13:21:35.417 1.06902 1.06902 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.63 threshold 2.78 cum_ticks 3 buy_proportion 1.00
2017-03-31 13:21:43.090 1.06906 1.06905 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.71 max_proportion 0.89 threshold 3.29 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:21:49.246 1.06912 1.06908 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:21:50.488 1.06915 1.06912 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:21:56.780 1.06915 1.06913 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 4.00 max_proportion 1.00 threshold 4.00 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:22:00.016 1.06914 1.06912 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.71 max_proportion 0.59 threshold 3.38 cum_ticks 5 buy_proportion 0.20
2017-03-31 13:22:04.967 1.06914 1.06913 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.66 threshold 3.59 cum_ticks 6 buy_proportion 0.33
2017-03-31 13:22:07.517 1.06913 1.06913 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.86 max_proportion 0.71 threshold 4.17 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:22:10.239 1.06913 1.06913 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.29 max_proportion 0.88 threshold 4.63 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:22:13.757 1.06913 1.06912 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.14 max_proportion 0.95 threshold 4.90 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:22:20.785 1.06911 1.06907 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 5.00 max_proportion 1.00 threshold 5.00 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:22:43.723 1.06914 1.06911 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.69 threshold 5.80 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:22:53.376 1.06912 1.06906 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.14 max_proportion 0.58 threshold 5.93 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:22:58.734 1.06906 1.06901 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.60 threshold 5.93 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:23:04.235 1.06902 1.06898 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.76 threshold 6.17 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:23:12.325 1.06901 1.06899 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.00 max_proportion 0.74 threshold 6.66 cum_ticks 8 buy_proportion 0.88
2017-03-31 13:23:17.340 1.06902 1.06900 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.43 max_proportion 0.61 threshold 5.11 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:23:26.385 1.06913 1.06900 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.86 max_proportion 0.67 threshold 5.97 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:23:34.813 1.06914 1.06909 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.81 threshold 6.21 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:23:39.253 1.06917 1.06912 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.71 max_proportion 0.65 threshold 6.94 cum_ticks 8 buy_proportion 0.88
2017-03-31 13:23:49.843 1.06919 1.06909 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.78 threshold 7.21 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:23:58.293 1.06913 1.06911 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 12.71 max_proportion 0.59 threshold 7.55 cum_ticks 8 buy_proportion 1.00
2017-03-31 13:24:05.203 1.06918 1.06914 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 10.00 max_proportion 0.83 threshold 8.30 cum_ticks 11 buy_proportion 0.82
2017-03-31 13:24:13.662 1.06922 1.06916 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.82 threshold 8.78 cum_ticks 16 buy_proportion 0.44
2017-03-31 13:24:26.445 1.06922 1.06916 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.43 max_proportion 0.63 threshold 8.41 cum_ticks 16 buy_proportion 0.56
2017-03-31 13:24:41.392 1.06922 1.06916 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.29 max_proportion 0.56 threshold 8.61 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:24:59.678 1.06922 1.06921 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 14.86 max_proportion 0.59 threshold 8.77 cum_ticks 13 buy_proportion 0.31
2017-03-31 13:25:07.916 1.06933 1.06921 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.71 max_proportion 0.56 threshold 7.68 cum_ticks 12 buy_proportion 0.67
2017-03-31 13:25:14.242 1.06933 1.06927 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.57 max_proportion 0.56 threshold 7.05 cum_ticks 10 buy_proportion 0.20
2017-03-31 13:25:18.256 1.06927 1.06920 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 11.00 max_proportion 0.65 threshold 7.16 cum_ticks 8 buy_proportion 0.00
2017-03-31 13:25:22.378 1.06932 1.06921 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.85 threshold 7.75 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:25:27.002 1.06933 1.06931 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.56 threshold 5.56 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:25:36.643 1.06933 1.06931 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.70 threshold 5.78 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:25:41.701 1.06933 1.06929 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.58 threshold 5.36 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:25:47.282 1.06929 1.06925 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.62 threshold 5.23 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:25:53.498 1.06923 1.06913 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.29 max_proportion 0.73 threshold 6.04 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:25:59.737 1.06917 1.06912 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.86 max_proportion 0.59 threshold 6.35 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:26:02.609 1.06923 1.06916 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 8.86 max_proportion 0.81 threshold 7.18 cum_ticks 8 buy_proportion 1.00
2017-03-31 13:26:10.480 1.06925 1.06919 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.65 threshold 5.46 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:26:12.804 1.06927 1.06923 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.00 max_proportion 0.63 threshold 5.66 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:26:18.840 1.06927 1.06918 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.00 max_proportion 0.80 threshold 6.43 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:26:25.536 1.06920 1.06916 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.29 max_proportion 0.57 threshold 5.85 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:26:31.307 1.06924 1.06919 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.57 max_proportion 0.62 threshold 5.96 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:26:40.336 1.06924 1.06922 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.43 max_proportion 0.63 threshold 5.95 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:26:44.052 1.06922 1.06922 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.52 threshold 4.71 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:26:54.839 1.06930 1.06921 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.71 max_proportion 0.81 threshold 5.44 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:26:58.886 1.06934 1.06932 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.64 threshold 5.77 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:27:00.795 1.06935 1.06933 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.43 max_proportion 0.70 threshold 5.91 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:27:04.547 1.06937 1.06934 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.72 threshold 5.25 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:27:08.892 1.06939 1.06937 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.70 threshold 5.62 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:27:12.848 1.06941 1.06934 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.71 threshold 6.12 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:27:18.707 1.06938 1.06934 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.52 threshold 5.61 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:27:22.599 1.06937 1.06931 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.43 max_proportion 0.56 threshold 5.81 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:27:28.807 1.06936 1.06932 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.52 threshold 5.31 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:27:37.862 1.06938 1.06933 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.43 max_proportion 0.58 threshold 5.48 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:27:47.755 1.06939 1.06933 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.29 max_proportion 0.51 threshold 5.22 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:27:52.233 1.06937 1.06935 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.52 threshold 5.52 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:27:55.598 1.06935 1.06931 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.14 max_proportion 0.77 threshold 6.24 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:28:03.651 1.06931 1.06928 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.29 max_proportion 0.92 threshold 6.72 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:28:08.173 1.06927 1.06923 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.71 max_proportion 0.76 threshold 7.40 cum_ticks 8 buy_proportion 0.00
2017-03-31 13:28:13.220 1.06923 1.06917 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.88 threshold 7.93 cum_ticks 13 buy_proportion 0.62
2017-03-31 13:28:23.087 1.06924 1.06917 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.43 max_proportion 0.59 threshold 6.73 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:28:27.408 1.06921 1.06912 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.14 max_proportion 0.62 threshold 6.87 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:28:34.636 1.06920 1.06918 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.57 threshold 6.76 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:28:48.357 1.06920 1.06917 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.71 max_proportion 0.66 threshold 7.05 cum_ticks 12 buy_proportion 0.67
2017-03-31 13:28:55.226 1.06923 1.06918 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 11.43 max_proportion 0.53 threshold 6.01 cum_ticks 9 buy_proportion 0.78
2017-03-31 13:29:15.457 1.06923 1.06917 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.00 max_proportion 0.68 threshold 6.78 cum_ticks 9 buy_proportion 0.22
2017-03-31 13:29:23.793 1.06919 1.06917 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.43 max_proportion 0.56 threshold 5.24 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:29:40.029 1.06924 1.06919 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.57 max_proportion 0.52 threshold 4.95 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:29:45.872 1.06929 1.06924 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.00 max_proportion 0.77 threshold 5.42 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:29:50.341 1.06931 1.06925 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.80 threshold 5.94 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:29:52.794 1.06929 1.06924 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.62 threshold 5.73 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:30:00.922 1.06933 1.06924 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.62 threshold 5.49 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:30:04.190 1.06939 1.06934 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 9.57 max_proportion 0.52 threshold 4.98 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:30:12.175 1.06941 1.06937 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.57 max_proportion 0.56 threshold 4.84 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:30:17.303 1.06937 1.06934 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.62 threshold 5.15 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:30:24.987 1.06934 1.06932 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.43 max_proportion 0.65 threshold 4.83 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:30:33.836 1.06935 1.06931 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.71 max_proportion 0.66 threshold 5.06 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:30:38.881 1.06932 1.06926 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.73 threshold 5.73 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:30:44.201 1.06926 1.06920 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.91 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:30:52.904 1.06927 1.06923 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.71 max_proportion 0.51 threshold 4.93 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:30:57.313 1.06924 1.06918 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.29 max_proportion 0.61 threshold 5.04 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:30:59.577 1.06927 1.06918 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.00 max_proportion 0.69 threshold 5.52 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:31:05.820 1.06929 1.06926 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.60 threshold 4.39 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:31:08.071 1.06928 1.06922 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.64 threshold 4.92 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:31:13.237 1.06938 1.06930 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.43 max_proportion 0.62 threshold 5.21 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:31:15.158 1.06942 1.06939 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.86 max_proportion 0.63 threshold 5.57 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:31:22.546 1.06941 1.06936 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.84 threshold 6.13 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:31:26.954 1.06940 1.06932 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.59 threshold 5.47 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:31:31.210 1.06931 1.06928 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.61 threshold 5.23 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:31:35.493 1.06930 1.06926 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.43 max_proportion 0.73 threshold 6.18 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:31:39.613 1.06930 1.06921 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.43 max_proportion 0.89 threshold 6.63 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:31:43.070 1.06930 1.06924 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.57 max_proportion 0.66 threshold 6.94 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:31:53.194 1.06929 1.06918 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 11.57 max_proportion 0.61 threshold 7.04 cum_ticks 15 buy_proportion 0.53
2017-03-31 13:32:01.855 1.06925 1.06924 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 13.86 max_proportion 0.50 threshold 6.94 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:32:11.824 1.06930 1.06926 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.78 threshold 7.83 cum_ticks 14 buy_proportion 0.57
2017-03-31 13:32:25.080 1.06929 1.06926 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 12.14 max_proportion 0.69 threshold 8.36 cum_ticks 16 buy_proportion 0.56
2017-03-31 13:32:30.482 1.06929 1.06920 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.88 cum_ticks 16 buy_proportion 0.44
2017-03-31 13:32:46.076 1.06920 1.06916 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 15.71 max_proportion 0.51 threshold 7.98 cum_ticks 14 buy_proportion 0.43
2017-03-31 13:32:59.131 1.06923 1.06917 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 14.86 max_proportion 0.55 threshold 8.17 cum_ticks 17 buy_proportion 0.53
2017-03-31 13:33:04.745 1.06925 1.06918 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.00 max_proportion 0.51 threshold 8.20 cum_ticks 15 buy_proportion 0.60
2017-03-31 13:33:11.048 1.06925 1.06914 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 15.43 max_proportion 0.56 threshold 8.57 cum_ticks 14 buy_proportion 0.36
2017-03-31 13:33:19.923 1.06915 1.06913 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.71 max_proportion 0.55 threshold 8.08 cum_ticks 15 buy_proportion 0.40
2017-03-31 13:33:28.773 1.06914 1.06908 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.58 threshold 8.59 cum_ticks 12 buy_proportion 0.25
2017-03-31 13:33:35.369 1.06909 1.06905 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.14 max_proportion 0.69 threshold 9.09 cum_ticks 14 buy_proportion 0.29
2017-03-31 13:33:40.493 1.06913 1.06907 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 13.57 max_proportion 0.71 threshold 9.61 cum_ticks 11 buy_proportion 0.91
2017-03-31 13:33:46.392 1.06913 1.06909 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 12.00 max_proportion 0.64 threshold 7.64 cum_ticks 10 buy_proportion 0.80
2017-03-31 13:34:00.409 1.06913 1.06913 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 10.86 max_proportion 0.76 threshold 8.23 cum_ticks 9 buy_proportion 1.00
2017-03-31 13:34:09.085 1.06916 1.06912 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 9.57 max_proportion 0.93 threshold 8.90 cum_ticks 13 buy_proportion 0.69
2017-03-31 13:34:23.805 1.06914 1.06912 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 11.43 max_proportion 0.80 threshold 9.09 cum_ticks 11 buy_proportion 0.09
2017-03-31 13:34:29.730 1.06913 1.06911 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.61 threshold 6.85 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:34:41.869 1.06908 1.06904 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 12.43 max_proportion 0.61 threshold 7.60 cum_ticks 14 buy_proportion 0.57
2017-03-31 13:34:53.856 1.06905 1.06901 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 13.29 max_proportion 0.53 threshold 7.02 cum_ticks 12 buy_proportion 0.33
2017-03-31 13:35:02.625 1.06905 1.06901 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 12.71 max_proportion 0.58 threshold 7.38 cum_ticks 14 buy_proportion 0.57
2017-03-31 13:35:07.407 1.06909 1.06904 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 13.43 max_proportion 0.50 threshold 6.76 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:35:16.059 1.06912 1.06909 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.78 threshold 7.60 cum_ticks 12 buy_proportion 0.33
2017-03-31 13:35:20.074 1.06913 1.06908 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.86 max_proportion 0.56 threshold 6.06 cum_ticks 9 buy_proportion 0.78
2017-03-31 13:35:28.284 1.06916 1.06911 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.68 threshold 6.53 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:35:33.615 1.06912 1.06909 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 11.14 max_proportion 0.51 threshold 5.66 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:35:46.938 1.06910 1.06907 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.86 max_proportion 0.58 threshold 5.71 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:35:55.669 1.06909 1.06907 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 10.57 max_proportion 0.53 threshold 5.64 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:36:01.745 1.06910 1.06905 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.00 max_proportion 0.63 threshold 5.69 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:36:08.036 1.06906 1.06904 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.00 max_proportion 0.52 threshold 4.66 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:36:15.157 1.06906 1.06905 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.71 max_proportion 0.63 threshold 4.89 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:36:21.310 1.06910 1.06905 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.66 threshold 5.16 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:36:25.385 1.06912 1.06909 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.86 max_proportion 0.58 threshold 4.53 cum_ticks 7 buy_proportion 0.71
2017-03-31 13:36:29.165 1.06912 1.06909 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.43 max_proportion 0.68 threshold 5.02 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:36:42.125 1.06914 1.06912 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.74 threshold 5.71 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:36:51.337 1.06914 1.06912 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.51 threshold 4.27 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:36:57.364 1.06915 1.06912 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.52 threshold 4.60 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:37:03.808 1.06915 1.06909 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.75 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:37:07.324 1.06914 1.06910 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.51 threshold 4.46 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:37:16.158 1.06915 1.06912 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.79 threshold 5.18 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:37:24.757 1.06913 1.06910 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.58 threshold 4.87 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:37:31.938 1.06912 1.06909 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.53 threshold 4.30 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:37:40.513 1.06912 1.06909 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.71 max_proportion 0.67 threshold 5.19 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:37:43.577 1.06911 1.06908 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.14 max_proportion 0.63 threshold 4.46 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:37:53.813 1.06910 1.06904 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.71 threshold 4.18 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:37:57.864 1.06906 1.06903 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.00 max_proportion 0.66 threshold 4.64 cum_ticks 7 buy_proportion 0.71
2017-03-31 13:38:00.029 1.06905 1.06905 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.00 max_proportion 0.52 threshold 3.61 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:38:06.088 1.06904 1.06902 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.83 threshold 4.50 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:38:13.941 1.06903 1.06901 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.29 max_proportion 0.64 threshold 4.68 cum_ticks 8 buy_proportion 0.38
2017-03-31 13:38:16.224 1.06902 1.06902 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.71 max_proportion 0.52 threshold 3.98 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:38:21.920 1.06903 1.06899 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.83 threshold 4.86 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:38:25.332 1.06899 1.06899 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.29 max_proportion 0.78 threshold 4.92 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:38:30.658 1.06899 1.06898 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.43 max_proportion 0.92 threshold 4.99 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:38:37.111 1.06898 1.06897 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 5.29 max_proportion 0.96 threshold 5.07 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:38:42.295 1.06898 1.06894 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.64 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:38:58.799 1.06894 1.06890 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.77 threshold 6.04 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:39:08.261 1.06892 1.06889 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.74 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:39:15.177 1.06888 1.06882 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.66 threshold 6.90 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:39:21.555 1.06887 1.06881 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.29 max_proportion 0.68 threshold 7.03 cum_ticks 10 buy_proportion 0.80
2017-03-31 13:39:29.457 1.06888 1.06887 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.00 max_proportion 0.59 threshold 5.86 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:39:32.992 1.06892 1.06887 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.43 max_proportion 0.54 threshold 5.07 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:39:42.802 1.06896 1.06892 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.00 max_proportion 0.70 threshold 5.59 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:39:47.623 1.06897 1.06895 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.29 max_proportion 0.78 threshold 5.70 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:40:08.741 1.06896 1.06889 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.57 max_proportion 0.80 threshold 6.03 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:40:17.879 1.06894 1.06888 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 10.14 max_proportion 0.57 threshold 5.83 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:40:27.394 1.06892 1.06889 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.99 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:40:37.615 1.06895 1.06892 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.99 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:40:49.009 1.06897 1.06891 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 8.29 max_proportion 0.73 threshold 6.02 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:40:54.973 1.06891 1.06889 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.86 max_proportion 0.52 threshold 5.10 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:41:01.269 1.06890 1.06885 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.71 max_proportion 0.79 threshold 6.09 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:41:06.246 1.06885 1.06878 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.86 max_proportion 0.88 threshold 6.89 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:41:12.015 1.06878 1.06873 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.71 max_proportion 0.89 threshold 6.89 cum_ticks 12 buy_proportion 0.58
2017-03-31 13:41:21.770 1.06884 1.06881 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 10.29 max_proportion 0.61 threshold 6.31 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:41:26.305 1.06883 1.06877 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.29 max_proportion 0.58 threshold 6.01 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:41:31.491 1.06880 1.06878 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.65 threshold 5.90 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:41:38.517 1.06879 1.06877 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.78 threshold 6.04 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:41:41.472 1.06879 1.06871 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.43 max_proportion 0.73 threshold 6.92 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:41:46.827 1.06879 1.06872 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 8.71 max_proportion 0.80 threshold 7.01 cum_ticks 9 buy_proportion 0.89
2017-03-31 13:41:49.598 1.06893 1.06878 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.00 max_proportion 0.60 threshold 5.36 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:41:52.662 1.06895 1.06892 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.29 max_proportion 0.70 threshold 5.80 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:41:57.407 1.06894 1.06889 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.14 max_proportion 0.77 threshold 6.27 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:42:05.508 1.06893 1.06889 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.72 threshold 6.60 cum_ticks 11 buy_proportion 0.64
2017-03-31 13:42:15.451 1.06894 1.06889 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.29 max_proportion 0.67 threshold 6.90 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:42:18.281 1.06892 1.06883 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.00 max_proportion 0.55 threshold 6.55 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:42:25.727 1.06884 1.06882 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.61 threshold 6.66 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:42:30.112 1.06888 1.06884 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.75 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:42:33.811 1.06895 1.06889 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.71 max_proportion 0.81 threshold 6.28 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:42:37.790 1.06900 1.06894 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.96 threshold 6.84 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:42:56.491 1.06899 1.06896 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.64 threshold 5.82 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:43:00.253 1.06905 1.06901 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.86 max_proportion 0.59 threshold 5.81 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:43:03.071 1.06912 1.06907 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.00 max_proportion 0.65 threshold 5.87 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:43:12.205 1.06915 1.06913 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.87 threshold 6.22 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:43:18.771 1.06911 1.06904 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.14 max_proportion 0.60 threshold 5.49 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:43:22.574 1.06904 1.06901 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.52 threshold 5.10 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:43:31.807 1.06900 1.06896 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.69 threshold 6.22 cum_ticks 9 buy_proportion 0.22
2017-03-31 13:43:41.468 1.06904 1.06896 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.74 threshold 6.59 cum_ticks 12 buy_proportion 0.58
2017-03-31 13:43:47.046 1.06901 1.06899 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.57 threshold 6.00 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:44:02.584 1.06903 1.06895 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.86 max_proportion 0.61 threshold 6.02 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:44:10.147 1.06895 1.06893 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.53 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:44:15.248 1.06894 1.06891 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.71 max_proportion 0.65 threshold 6.95 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:44:20.084 1.06891 1.06885 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 8.71 max_proportion 0.85 threshold 7.39 cum_ticks 8 buy_proportion 0.00
2017-03-31 13:44:35.444 1.06889 1.06883 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 8.00 max_proportion 0.96 threshold 7.66 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:44:44.179 1.06898 1.06888 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.73 threshold 8.70 cum_ticks 16 buy_proportion 0.44
2017-03-31 13:44:56.882 1.06895 1.06885 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 14.57 max_proportion 0.62 threshold 8.99 cum_ticks 17 buy_proportion 0.53
2017-03-31 13:45:05.638 1.06898 1.06894 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 16.43 max_proportion 0.51 threshold 8.31 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:45:13.130 1.06896 1.06889 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.14 max_proportion 0.58 threshold 8.80 cum_ticks 13 buy_proportion 0.31
2017-03-31 13:45:27.051 1.06892 1.06886 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.86 max_proportion 0.56 threshold 7.83 cum_ticks 14 buy_proportion 0.57
2017-03-31 13:45:36.713 1.06898 1.06893 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 13.71 max_proportion 0.51 threshold 6.94 cum_ticks 12 buy_proportion 0.58
2017-03-31 13:45:40.688 1.06900 1.06899 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.71 max_proportion 0.54 threshold 6.87 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:45:47.377 1.06899 1.06888 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.43 max_proportion 0.82 threshold 7.73 cum_ticks 8 buy_proportion 0.00
2017-03-31 13:45:56.473 1.06891 1.06889 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.63 threshold 5.23 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:45:57.386 1.06900 1.06895 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.63 threshold 4.61 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:46:01.442 1.06904 1.06902 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.00 max_proportion 0.82 threshold 4.90 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:46:04.684 1.06903 1.06896 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 5.29 max_proportion 0.98 threshold 5.18 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:46:06.927 1.06899 1.06898 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.57 threshold 3.18 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:46:11.264 1.06899 1.06898 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.71 threshold 3.37 cum_ticks 6 buy_proportion 0.33
2017-03-31 13:46:11.823 1.06893 1.06889 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 3 buy_proportion 0.00
2017-03-31 13:46:13.466 1.06887 1.06883 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.00 max_proportion 0.76 threshold 3.05 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:46:16.148 1.06883 1.06882 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.00 max_proportion 0.95 threshold 3.81 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:46:20.733 1.06883 1.06873 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 5 buy_proportion 0.20
2017-03-31 13:46:23.674 1.06873 1.06870 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.89 threshold 4.05 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:46:24.794 1.06877 1.06873 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.57 max_proportion 0.59 threshold 3.85 cum_ticks 4 buy_proportion 1.00
2017-03-31 13:46:32.285 1.06878 1.06875 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.78 threshold 4.12 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:46:40.277 1.06878 1.06873 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 7.43 max_proportion 0.69 threshold 5.14 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:46:46.712 1.06879 1.06872 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.86 max_proportion 0.64 threshold 5.71 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:46:49.331 1.06872 1.06868 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.51 threshold 5.32 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:46:53.437 1.06872 1.06864 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.59 threshold 5.77 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:46:55.931 1.06874 1.06872 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.50 threshold 4.96 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:47:03.031 1.06875 1.06871 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.79 threshold 5.53 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:47:09.462 1.06878 1.06873 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.63 threshold 5.77 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:47:16.580 1.06885 1.06877 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.86 max_proportion 0.76 threshold 5.99 cum_ticks 11 buy_proportion 0.55
2017-03-31 13:47:23.356 1.06885 1.06882 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.86 max_proportion 0.62 threshold 6.13 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:47:30.521 1.06886 1.06881 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.86 max_proportion 0.68 threshold 6.69 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:47:33.318 1.06881 1.06876 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.86 max_proportion 0.54 threshold 6.42 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:47:47.649 1.06879 1.06876 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.77 threshold 7.02 cum_ticks 13 buy_proportion 0.62
2017-03-31 13:47:51.716 1.06885 1.06881 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.29 max_proportion 0.58 threshold 6.57 cum_ticks 7 buy_proportion 1.00
2017-03-31 13:47:57.077 1.06889 1.06880 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.75 threshold 6.51 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:48:02.114 1.06880 1.06871 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.71 max_proportion 0.61 threshold 6.55 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:48:07.330 1.06869 1.06865 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.43 max_proportion 0.74 threshold 6.22 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:48:15.592 1.06866 1.06855 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.87 threshold 7.20 cum_ticks 14 buy_proportion 0.43
2017-03-31 13:48:35.387 1.06860 1.06852 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.72 threshold 8.12 cum_ticks 17 buy_proportion 0.47
2017-03-31 13:48:40.591 1.06855 1.06851 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 14.86 max_proportion 0.59 threshold 8.78 cum_ticks 13 buy_proportion 0.31
2017-03-31 13:48:50.113 1.06863 1.06851 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 14.29 max_proportion 0.63 threshold 8.98 cum_ticks 14 buy_proportion 0.64
2017-03-31 13:49:00.108 1.06863 1.06860 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.14 max_proportion 0.52 threshold 7.39 cum_ticks 13 buy_proportion 0.38
2017-03-31 13:49:05.562 1.06870 1.06861 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 13.29 max_proportion 0.55 threshold 7.34 cum_ticks 10 buy_proportion 0.80
2017-03-31 13:49:11.672 1.06870 1.06866 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.43 max_proportion 0.66 threshold 7.53 cum_ticks 12 buy_proportion 0.67
2017-03-31 13:49:16.002 1.06879 1.06876 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 11.57 max_proportion 0.66 threshold 7.69 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:49:25.674 1.06878 1.06870 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.14 max_proportion 0.72 threshold 8.03 cum_ticks 13 buy_proportion 0.31
2017-03-31 13:49:33.463 1.06876 1.06870 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.29 max_proportion 0.52 threshold 6.40 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:49:37.613 1.06875 1.06867 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.71 max_proportion 0.50 threshold 6.36 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:49:46.785 1.06872 1.06868 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.59 threshold 7.05 cum_ticks 14 buy_proportion 0.57
2017-03-31 13:49:51.040 1.06869 1.06861 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 13.00 max_proportion 0.51 threshold 6.60 cum_ticks 10 buy_proportion 0.30
2017-03-31 13:49:57.319 1.06864 1.06861 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.61 threshold 6.92 cum_ticks 13 buy_proportion 0.46
2017-03-31 13:50:03.938 1.06862 1.06861 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.29 max_proportion 0.57 threshold 6.99 cum_ticks 8 buy_proportion 0.12
2017-03-31 13:50:10.094 1.06866 1.06862 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.75 threshold 7.32 cum_ticks 11 buy_proportion 0.73
2017-03-31 13:50:16.073 1.06863 1.06860 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.52 threshold 5.39 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:50:20.040 1.06860 1.06856 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.00 max_proportion 0.55 threshold 5.46 cum_ticks 9 buy_proportion 0.67
2017-03-31 13:50:23.452 1.06857 1.06855 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.57 max_proportion 0.60 threshold 5.73 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:50:31.704 1.06859 1.06852 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.00 max_proportion 0.67 threshold 5.37 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:50:37.654 1.06856 1.06852 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.57 max_proportion 0.60 threshold 5.78 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:50:40.119 1.06860 1.06857 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.51 threshold 5.00 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:50:45.490 1.06861 1.06853 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.29 max_proportion 0.81 threshold 5.89 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:50:49.040 1.06851 1.06848 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.63 threshold 5.77 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:50:55.407 1.06854 1.06849 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.86 max_proportion 0.65 threshold 5.07 cum_ticks 6 buy_proportion 1.00
2017-03-31 13:50:57.075 1.06853 1.06849 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.68 threshold 4.74 cum_ticks 6 buy_proportion 0.17
2017-03-31 13:50:58.187 1.06849 1.06849 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.60 threshold 3.68 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:50:59.789 1.06849 1.06849 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.86 max_proportion 0.81 threshold 3.93 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:51:03.500 1.06849 1.06848 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.29 max_proportion 0.98 threshold 4.18 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:51:09.725 1.06852 1.06848 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 4.57 max_proportion 1.00 threshold 4.57 cum_ticks 6 buy_proportion 0.83
2017-03-31 13:51:14.305 1.06852 1.06851 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 5 buy_proportion 0.40
2017-03-31 13:51:17.181 1.06852 1.06851 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 5.29 max_proportion 0.53 threshold 2.82 cum_ticks 4 buy_proportion 0.75
2017-03-31 13:51:23.507 1.06852 1.06851 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.57 max_proportion 0.66 threshold 3.03 cum_ticks 7 buy_proportion 0.57
2017-03-31 13:51:31.029 1.06853 1.06852 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.60 threshold 3.50 cum_ticks 7 buy_proportion 0.57
2017-03-31 13:51:35.270 1.06857 1.06851 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.60 threshold 3.92 cum_ticks 6 buy_proportion 0.67
2017-03-31 13:51:47.371 1.06858 1.06855 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.63 threshold 4.02 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:51:52.734 1.06855 1.06851 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.53 threshold 4.13 cum_ticks 5 buy_proportion 0.00
2017-03-31 13:51:56.343 1.06851 1.06850 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.78 threshold 4.89 cum_ticks 6 buy_proportion 0.17
2017-03-31 13:52:00.910 1.06853 1.06850 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.14 max_proportion 0.84 threshold 5.17 cum_ticks 8 buy_proportion 0.75
2017-03-31 13:52:11.683 1.06853 1.06851 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.52 threshold 3.67 cum_ticks 7 buy_proportion 0.43
2017-03-31 13:52:23.619 1.06851 1.06849 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.14 max_proportion 0.52 threshold 3.69 cum_ticks 4 buy_proportion 0.00
2017-03-31 13:52:29.741 1.06850 1.06846 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.77 threshold 4.18 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:52:35.834 1.06850 1.06847 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.68 threshold 4.99 cum_ticks 6 buy_proportion 0.17
2017-03-31 13:52:44.500 1.06851 1.06848 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.78 threshold 5.11 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:52:51.984 1.06849 1.06843 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.66 threshold 5.75 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:52:54.829 1.06850 1.06844 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.43 max_proportion 0.52 threshold 4.89 cum_ticks 5 buy_proportion 1.00
2017-03-31 13:53:01.661 1.06854 1.06849 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.80 threshold 5.71 cum_ticks 10 buy_proportion 0.60
2017-03-31 13:53:13.803 1.06859 1.06853 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.57 max_proportion 0.71 threshold 6.12 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:53:34.705 1.06859 1.06854 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.29 max_proportion 0.71 threshold 6.63 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:53:42.468 1.06859 1.06855 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 11.14 max_proportion 0.52 threshold 5.84 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:53:50.842 1.06855 1.06853 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.43 max_proportion 0.64 threshold 6.02 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:53:59.266 1.06853 1.06849 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.00 max_proportion 0.87 threshold 6.95 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:54:05.149 1.06854 1.06843 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.96 threshold 6.89 cum_ticks 12 buy_proportion 0.42
2017-03-31 13:54:09.064 1.06844 1.06838 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.86 max_proportion 0.76 threshold 7.51 cum_ticks 13 buy_proportion 0.62
2017-03-31 13:54:17.286 1.06844 1.06841 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.28 cum_ticks 9 buy_proportion 0.78
2017-03-31 13:54:38.207 1.06845 1.06842 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.57 max_proportion 0.68 threshold 7.19 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:54:49.420 1.06851 1.06843 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.00 max_proportion 0.58 threshold 7.50 cum_ticks 15 buy_proportion 0.47
2017-03-31 13:55:04.755 1.06857 1.06847 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 14.14 max_proportion 0.51 threshold 7.23 cum_ticks 10 buy_proportion 0.80
2017-03-31 13:55:12.984 1.06863 1.06857 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 12.14 max_proportion 0.66 threshold 7.98 cum_ticks 8 buy_proportion 1.00
2017-03-31 13:55:18.507 1.06870 1.06863 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 9.57 max_proportion 0.87 threshold 8.30 cum_ticks 10 buy_proportion 0.90
2017-03-31 13:55:33.073 1.06870 1.06865 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 9.43 max_proportion 0.91 threshold 8.62 cum_ticks 12 buy_proportion 0.25
2017-03-31 13:55:38.225 1.06867 1.06866 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.86 max_proportion 0.54 threshold 5.89 cum_ticks 7 buy_proportion 0.86
2017-03-31 13:55:48.973 1.06871 1.06863 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.86 max_proportion 0.69 threshold 6.11 cum_ticks 13 buy_proportion 0.54
2017-03-31 13:55:57.833 1.06871 1.06867 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.14 max_proportion 0.59 threshold 6.56 cum_ticks 9 buy_proportion 0.22
2017-03-31 13:56:05.657 1.06868 1.06867 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.60 threshold 5.88 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:56:14.122 1.06871 1.06863 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.43 max_proportion 0.78 threshold 6.56 cum_ticks 11 buy_proportion 0.64
2017-03-31 13:56:20.255 1.06870 1.06867 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.57 max_proportion 0.56 threshold 5.40 cum_ticks 11 buy_proportion 0.45
2017-03-31 13:56:25.212 1.06866 1.06861 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.54 threshold 5.61 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:56:26.795 1.06861 1.06857 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.86 max_proportion 0.59 threshold 5.80 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:56:35.123 1.06858 1.06856 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.84 threshold 6.36 cum_ticks 11 buy_proportion 0.64
2017-03-31 13:56:39.171 1.06858 1.06856 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.59 threshold 5.47 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:56:52.670 1.06857 1.06851 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.00 max_proportion 0.74 threshold 5.89 cum_ticks 10 buy_proportion 0.40
2017-03-31 13:56:59.608 1.06852 1.06848 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.64 threshold 5.94 cum_ticks 7 buy_proportion 0.14
2017-03-31 13:57:04.141 1.06847 1.06841 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.78 threshold 6.16 cum_ticks 10 buy_proportion 0.70
2017-03-31 13:57:11.565 1.06853 1.06851 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 9.14 max_proportion 0.50 threshold 4.59 cum_ticks 6 buy_proportion 0.83
2017-03-31 13:57:17.082 1.06856 1.06851 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.08 cum_ticks 8 buy_proportion 0.25
2017-03-31 13:57:20.803 1.06854 1.06851 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.71 max_proportion 0.52 threshold 4.00 cum_ticks 6 buy_proportion 0.83
2017-03-31 13:57:29.384 1.06855 1.06852 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.57 max_proportion 0.67 threshold 4.38 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:57:33.782 1.06854 1.06852 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.00 max_proportion 0.53 threshold 4.22 cum_ticks 7 buy_proportion 0.29
2017-03-31 13:57:39.111 1.06860 1.06851 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.43 max_proportion 0.59 threshold 4.39 cum_ticks 8 buy_proportion 0.62
2017-03-31 13:57:40.424 1.06861 1.06852 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.50 threshold 3.95 cum_ticks 5 buy_proportion 0.20
2017-03-31 13:57:54.977 1.06854 1.06850 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.14 max_proportion 0.67 threshold 4.09 cum_ticks 9 buy_proportion 0.56
2017-03-31 13:57:59.201 1.06856 1.06851 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.54 threshold 4.14 cum_ticks 9 buy_proportion 0.44
2017-03-31 13:58:07.395 1.06852 1.06851 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.71 cum_ticks 6 buy_proportion 0.17
2017-03-31 13:58:14.175 1.06851 1.06848 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.09 cum_ticks 9 buy_proportion 0.33
2017-03-31 13:58:22.794 1.06849 1.06847 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.14 max_proportion 0.70 threshold 5.69 cum_ticks 6 buy_proportion 0.00
2017-03-31 13:58:31.912 1.06847 1.06845 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.88 threshold 6.04 cum_ticks 11 buy_proportion 0.36
2017-03-31 13:58:35.623 1.06845 1.06839 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.29 max_proportion 0.74 threshold 6.91 cum_ticks 7 buy_proportion 0.00
2017-03-31 13:58:47.405 1.06839 1.06835 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 8.00 max_proportion 0.90 threshold 7.17 cum_ticks 13 buy_proportion 0.38
2017-03-31 13:58:59.377 1.06834 1.06831 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.00 max_proportion 0.73 threshold 8.01 cum_ticks 11 buy_proportion 0.18
2017-03-31 13:59:12.888 1.06833 1.06830 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.79 threshold 8.65 cum_ticks 16 buy_proportion 0.44
2017-03-31 13:59:21.170 1.06834 1.06830 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 14.14 max_proportion 0.64 threshold 9.10 cum_ticks 16 buy_proportion 0.38
2017-03-31 13:59:32.273 1.06834 1.06830 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 15.29 max_proportion 0.63 threshold 9.70 cum_ticks 16 buy_proportion 0.38
2017-03-31 13:59:45.387 1.06841 1.06830 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 16.00 max_proportion 0.62 threshold 9.86 cum_ticks 19 buy_proportion 0.47
2017-03-31 13:59:56.174 1.06840 1.06837 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 17.71 max_proportion 0.57 threshold 10.07 cum_ticks 20 buy_proportion 0.45
2017-03-31 14:00:08.019 1.06839 1.06835 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 19.14 max_proportion 0.55 threshold 10.60 cum_ticks 18 buy_proportion 0.61
2017-03-31 14:00:12.291 1.06855 1.06841 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 18.71 max_proportion 0.55 threshold 10.21 cum_ticks 13 buy_proportion 0.85
2017-03-31 14:00:18.192 1.06866 1.06855 cum_theta_buy 12.0 cum_theta_sell 5.0 diff -7.0 exp_num_ticks 15.43 max_proportion 0.72 threshold 11.15 cum_ticks 17 buy_proportion 0.71
2017-03-31 14:00:28.309 1.06869 1.06861 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 16.00 max_proportion 0.73 threshold 11.72 cum_ticks 21 buy_proportion 0.43
2017-03-31 14:00:33.364 1.06860 1.06845 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 18.71 max_proportion 0.57 threshold 10.62 cum_ticks 15 buy_proportion 0.27
2017-03-31 14:00:41.951 1.06851 1.06837 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 17.00 max_proportion 0.62 threshold 10.61 cum_ticks 19 buy_proportion 0.42
2017-03-31 14:00:47.825 1.06848 1.06836 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 18.14 max_proportion 0.62 threshold 11.28 cum_ticks 16 buy_proportion 0.75
2017-03-31 14:00:56.032 1.06850 1.06841 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 16.71 max_proportion 0.59 threshold 9.81 cum_ticks 16 buy_proportion 0.38
2017-03-31 14:01:04.445 1.06847 1.06843 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 16.43 max_proportion 0.51 threshold 8.40 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:01:21.184 1.06847 1.06842 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 16.57 max_proportion 0.52 threshold 8.56 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:01:31.417 1.06841 1.06831 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 16.86 max_proportion 0.53 threshold 8.87 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:01:49.724 1.06832 1.06830 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 14.14 max_proportion 0.65 threshold 9.15 cum_ticks 19 buy_proportion 0.53
2017-03-31 14:02:11.796 1.06832 1.06827 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.71 max_proportion 0.56 threshold 9.37 cum_ticks 18 buy_proportion 0.56
2017-03-31 14:02:24.184 1.06831 1.06826 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 17.43 max_proportion 0.50 threshold 8.78 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:02:33.214 1.06831 1.06826 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 17.57 max_proportion 0.50 threshold 8.84 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:02:42.973 1.06830 1.06826 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 16.57 max_proportion 0.54 threshold 8.87 cum_ticks 13 buy_proportion 0.31
2017-03-31 14:02:50.308 1.06836 1.06826 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.43 max_proportion 0.60 threshold 8.60 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:02:58.657 1.06838 1.06835 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.60 threshold 7.67 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:03:04.636 1.06841 1.06836 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.71 max_proportion 0.52 threshold 6.64 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:03:13.451 1.06852 1.06841 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.72 threshold 7.17 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:03:19.949 1.06847 1.06842 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.63 threshold 7.67 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:03:27.124 1.06844 1.06838 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.43 max_proportion 0.56 threshold 6.35 cum_ticks 11 buy_proportion 0.36
2017-03-31 14:03:31.296 1.06836 1.06833 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.43 max_proportion 0.63 threshold 7.23 cum_ticks 9 buy_proportion 0.11
2017-03-31 14:03:42.143 1.06837 1.06830 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 9.86 max_proportion 0.79 threshold 7.82 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:03:48.910 1.06840 1.06833 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.71 max_proportion 0.61 threshold 7.78 cum_ticks 14 buy_proportion 0.43
2017-03-31 14:03:54.260 1.06832 1.06831 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 13.57 max_proportion 0.59 threshold 7.96 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:04:01.015 1.06832 1.06824 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 10.71 max_proportion 0.80 threshold 8.59 cum_ticks 11 buy_proportion 0.18
2017-03-31 14:04:15.174 1.06825 1.06820 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.83 threshold 8.83 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:04:20.662 1.06824 1.06821 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.86 max_proportion 0.61 threshold 7.78 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:04:27.315 1.06820 1.06816 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 10.43 max_proportion 0.80 threshold 8.37 cum_ticks 10 buy_proportion 0.10
2017-03-31 14:04:35.410 1.06821 1.06817 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 10.14 max_proportion 0.86 threshold 8.69 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:04:42.433 1.06820 1.06814 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.57 max_proportion 0.63 threshold 7.90 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:04:50.461 1.06822 1.06813 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 14.29 max_proportion 0.51 threshold 7.28 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:05:00.163 1.06833 1.06822 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.43 max_proportion 0.56 threshold 8.15 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:05:13.908 1.06827 1.06812 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.86 max_proportion 0.51 threshold 8.06 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:05:19.659 1.06814 1.06812 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 16.00 max_proportion 0.53 threshold 8.54 cum_ticks 11 buy_proportion 0.18
2017-03-31 14:05:31.537 1.06814 1.06811 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 13.29 max_proportion 0.70 threshold 9.35 cum_ticks 15 buy_proportion 0.67
2017-03-31 14:05:40.929 1.06818 1.06813 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 14.00 max_proportion 0.50 threshold 7.06 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:05:51.042 1.06817 1.06813 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.86 max_proportion 0.54 threshold 7.52 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:06:00.733 1.06819 1.06816 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.14 max_proportion 0.59 threshold 8.27 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:06:06.216 1.06817 1.06809 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 14.57 max_proportion 0.53 threshold 7.67 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:06:10.963 1.06817 1.06810 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 12.57 max_proportion 0.65 threshold 8.15 cum_ticks 10 buy_proportion 0.90
2017-03-31 14:06:19.448 1.06818 1.06813 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 11.00 max_proportion 0.65 threshold 7.14 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:06:27.461 1.06816 1.06812 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.65 threshold 7.68 cum_ticks 12 buy_proportion 0.33
2017-03-31 14:06:35.409 1.06813 1.06810 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 12.00 max_proportion 0.51 threshold 6.06 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:06:45.908 1.06814 1.06812 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 12.14 max_proportion 0.52 threshold 6.27 cum_ticks 11 buy_proportion 0.64
2017-03-31 14:06:54.607 1.06819 1.06813 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.43 max_proportion 0.58 threshold 6.60 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:07:00.873 1.06818 1.06813 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.60 threshold 7.01 cum_ticks 10 buy_proportion 0.20
2017-03-31 14:07:05.434 1.06814 1.06812 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.63 threshold 6.73 cum_ticks 8 buy_proportion 0.12
2017-03-31 14:07:16.843 1.06812 1.06808 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 9.14 max_proportion 0.79 threshold 7.21 cum_ticks 9 buy_proportion 0.11
2017-03-31 14:07:20.639 1.06806 1.06798 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 8.86 max_proportion 0.87 threshold 7.73 cum_ticks 9 buy_proportion 0.11
2017-03-31 14:07:26.515 1.06799 1.06796 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 8.86 max_proportion 0.89 threshold 7.86 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:07:33.366 1.06798 1.06788 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 10.14 max_proportion 0.80 threshold 8.08 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:07:40.360 1.06795 1.06789 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 14.14 max_proportion 0.64 threshold 9.01 cum_ticks 18 buy_proportion 0.56
2017-03-31 14:07:45.690 1.06800 1.06794 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 16.71 max_proportion 0.51 threshold 8.51 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:07:52.759 1.06795 1.06787 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 16.14 max_proportion 0.55 threshold 8.81 cum_ticks 11 buy_proportion 0.18
2017-03-31 14:08:02.182 1.06789 1.06785 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 13.14 max_proportion 0.70 threshold 9.23 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:08:08.811 1.06784 1.06779 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 13.86 max_proportion 0.70 threshold 9.71 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:08:14.089 1.06784 1.06775 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 14.43 max_proportion 0.69 threshold 9.93 cum_ticks 16 buy_proportion 0.62
2017-03-31 14:08:24.242 1.06784 1.06783 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 15.57 max_proportion 0.50 threshold 7.79 cum_ticks 8 buy_proportion 1.00
2017-03-31 14:08:33.346 1.06790 1.06784 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 11.29 max_proportion 0.80 threshold 9.00 cum_ticks 10 buy_proportion 1.00
2017-03-31 14:08:42.972 1.06795 1.06790 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.95 threshold 9.73 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:08:50.406 1.06794 1.06787 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.71 max_proportion 0.66 threshold 9.10 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:08:57.046 1.06795 1.06789 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.29 max_proportion 0.58 threshold 8.23 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:09:04.635 1.06789 1.06782 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 13.29 max_proportion 0.72 threshold 9.52 cum_ticks 13 buy_proportion 0.23
2017-03-31 14:09:15.090 1.06785 1.06779 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 12.86 max_proportion 0.76 threshold 9.72 cum_ticks 16 buy_proportion 0.38
2017-03-31 14:09:19.570 1.06780 1.06774 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 14.57 max_proportion 0.68 threshold 9.97 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:09:31.609 1.06777 1.06771 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 14.43 max_proportion 0.70 threshold 10.05 cum_ticks 21 buy_proportion 0.52
2017-03-31 14:09:44.191 1.06778 1.06770 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 18.29 max_proportion 0.57 threshold 10.34 cum_ticks 17 buy_proportion 0.65
2017-03-31 14:09:55.010 1.06779 1.06775 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 17.71 max_proportion 0.56 threshold 9.92 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:10:05.902 1.06779 1.06773 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.43 max_proportion 0.55 threshold 9.03 cum_ticks 18 buy_proportion 0.56
2017-03-31 14:10:13.037 1.06787 1.06781 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 17.00 max_proportion 0.51 threshold 8.59 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:10:19.419 1.06795 1.06787 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.98 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:10:33.257 1.06796 1.06793 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 13.43 max_proportion 0.69 threshold 9.26 cum_ticks 19 buy_proportion 0.53
2017-03-31 14:10:44.670 1.06798 1.06788 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 16.29 max_proportion 0.61 threshold 9.86 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:10:54.562 1.06799 1.06793 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 17.00 max_proportion 0.52 threshold 8.76 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:11:09.385 1.06796 1.06790 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 15.57 max_proportion 0.60 threshold 9.39 cum_ticks 18 buy_proportion 0.56
2017-03-31 14:11:19.072 1.06797 1.06791 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 16.71 max_proportion 0.52 threshold 8.72 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:11:32.772 1.06805 1.06796 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.00 max_proportion 0.64 threshold 8.94 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:11:42.409 1.06812 1.06806 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 12.86 max_proportion 0.72 threshold 9.29 cum_ticks 16 buy_proportion 0.62
2017-03-31 14:12:00.201 1.06813 1.06809 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 14.29 max_proportion 0.68 threshold 9.69 cum_ticks 17 buy_proportion 0.59
2017-03-31 14:12:05.124 1.06815 1.06805 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 16.00 max_proportion 0.62 threshold 9.95 cum_ticks 16 buy_proportion 0.38
2017-03-31 14:12:12.479 1.06810 1.06803 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.29 max_proportion 0.53 threshold 8.60 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:12:21.299 1.06807 1.06800 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.00 max_proportion 0.60 threshold 9.07 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:12:29.506 1.06802 1.06799 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 14.86 max_proportion 0.65 threshold 9.72 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:12:37.121 1.06812 1.06801 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 14.29 max_proportion 0.69 threshold 9.86 cum_ticks 12 buy_proportion 0.83
2017-03-31 14:12:42.657 1.06811 1.06807 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 13.00 max_proportion 0.61 threshold 7.87 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:12:54.473 1.06812 1.06807 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.71 max_proportion 0.57 threshold 6.62 cum_ticks 10 buy_proportion 0.70
2017-03-31 14:12:57.533 1.06813 1.06813 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 10.57 max_proportion 0.60 threshold 6.31 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:13:02.275 1.06817 1.06812 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.43 max_proportion 0.81 threshold 6.83 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:13:11.157 1.06817 1.06811 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.00 max_proportion 0.89 threshold 7.09 cum_ticks 14 buy_proportion 0.43
2017-03-31 14:13:17.261 1.06818 1.06811 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 11.29 max_proportion 0.64 threshold 7.20 cum_ticks 9 buy_proportion 0.89
2017-03-31 14:13:31.849 1.06817 1.06812 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.29 max_proportion 0.76 threshold 7.77 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:13:44.244 1.06813 1.06811 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.86 max_proportion 0.53 threshold 5.74 cum_ticks 11 buy_proportion 0.55
2017-03-31 14:13:49.710 1.06813 1.06813 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.71 max_proportion 0.52 threshold 5.53 cum_ticks 6 buy_proportion 1.00
2017-03-31 14:13:53.287 1.06816 1.06816 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 8.14 max_proportion 0.77 threshold 6.24 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:14:00.517 1.06818 1.06813 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.94 threshold 6.81 cum_ticks 13 buy_proportion 0.54
2017-03-31 14:14:07.057 1.06822 1.06814 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.29 max_proportion 0.74 threshold 7.57 cum_ticks 12 buy_proportion 0.67
2017-03-31 14:14:17.487 1.06823 1.06817 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.57 max_proportion 0.68 threshold 7.84 cum_ticks 12 buy_proportion 0.67
2017-03-31 14:14:25.509 1.06824 1.06822 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 12.14 max_proportion 0.65 threshold 7.87 cum_ticks 10 buy_proportion 0.80
2017-03-31 14:14:45.948 1.06824 1.06819 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.74 threshold 8.07 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:14:55.779 1.06821 1.06817 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.71 max_proportion 0.57 threshold 7.87 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:15:03.208 1.06822 1.06815 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 13.43 max_proportion 0.54 threshold 7.26 cum_ticks 12 buy_proportion 0.33
2017-03-31 14:15:11.597 1.06822 1.06818 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.64 threshold 8.19 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:15:27.338 1.06820 1.06815 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.86 max_proportion 0.62 threshold 8.61 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:15:38.361 1.06821 1.06819 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.71 max_proportion 0.54 threshold 8.42 cum_ticks 14 buy_proportion 0.64
2017-03-31 14:15:49.013 1.06822 1.06818 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.00 max_proportion 0.58 threshold 8.64 cum_ticks 14 buy_proportion 0.64
2017-03-31 14:15:51.917 1.06818 1.06807 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 14.43 max_proportion 0.63 threshold 9.04 cum_ticks 10 buy_proportion 0.00
2017-03-31 14:16:07.142 1.06808 1.06802 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.71 max_proportion 0.72 threshold 8.49 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:16:18.910 1.06802 1.06798 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 13.43 max_proportion 0.68 threshold 9.13 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:16:26.986 1.06801 1.06794 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.43 max_proportion 0.65 threshold 10.04 cum_ticks 16 buy_proportion 0.31
2017-03-31 14:16:34.268 1.06795 1.06791 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 16.14 max_proportion 0.65 threshold 10.44 cum_ticks 13 buy_proportion 0.15
2017-03-31 14:16:45.434 1.06792 1.06790 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 14.43 max_proportion 0.76 threshold 11.02 cum_ticks 16 buy_proportion 0.25
2017-03-31 14:16:55.901 1.06791 1.06788 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 15.14 max_proportion 0.77 threshold 11.64 cum_ticks 16 buy_proportion 0.25
2017-03-31 14:17:04.514 1.06785 1.06777 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 15.57 max_proportion 0.76 threshold 11.89 cum_ticks 17 buy_proportion 0.29
2017-03-31 14:17:15.096 1.06780 1.06773 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 16.57 max_proportion 0.72 threshold 12.01 cum_ticks 21 buy_proportion 0.38
2017-03-31 14:17:29.081 1.06774 1.06763 cum_theta_buy 7.0 cum_theta_sell 13.0 diff 6.0 exp_num_ticks 19.14 max_proportion 0.66 threshold 12.68 cum_ticks 20 buy_proportion 0.35
2017-03-31 14:17:39.540 1.06768 1.06755 cum_theta_buy 2.0 cum_theta_sell 13.0 diff 11.0 exp_num_ticks 19.86 max_proportion 0.65 threshold 12.89 cum_ticks 15 buy_proportion 0.13
2017-03-31 14:17:53.405 1.06761 1.06745 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 17.29 max_proportion 0.77 threshold 13.30 cum_ticks 25 buy_proportion 0.44
2017-03-31 14:18:01.574 1.06747 1.06731 cum_theta_buy 6.0 cum_theta_sell 15.0 diff 9.0 exp_num_ticks 21.43 max_proportion 0.66 threshold 14.15 cum_ticks 21 buy_proportion 0.29
2017-03-31 14:18:12.575 1.06742 1.06734 cum_theta_buy 15.0 cum_theta_sell 11.0 diff -4.0 exp_num_ticks 21.29 max_proportion 0.69 threshold 14.73 cum_ticks 26 buy_proportion 0.58
2017-03-31 14:18:21.727 1.06750 1.06737 cum_theta_buy 12.0 cum_theta_sell 13.0 diff 1.0 exp_num_ticks 24.43 max_proportion 0.53 threshold 12.85 cum_ticks 25 buy_proportion 0.48
2017-03-31 14:18:34.068 1.06741 1.06734 cum_theta_buy 6.0 cum_theta_sell 13.0 diff 7.0 exp_num_ticks 24.71 max_proportion 0.52 threshold 12.85 cum_ticks 19 buy_proportion 0.32
2017-03-31 14:18:48.892 1.06742 1.06736 cum_theta_buy 10.0 cum_theta_sell 14.0 diff 4.0 exp_num_ticks 21.71 max_proportion 0.60 threshold 13.03 cum_ticks 24 buy_proportion 0.42
2017-03-31 14:18:56.970 1.06739 1.06726 cum_theta_buy 1.0 cum_theta_sell 14.0 diff 13.0 exp_num_ticks 22.71 max_proportion 0.60 threshold 13.70 cum_ticks 15 buy_proportion 0.07
2017-03-31 14:19:02.552 1.06732 1.06724 cum_theta_buy 15.0 cum_theta_sell 6.0 diff -9.0 exp_num_ticks 18.14 max_proportion 0.80 threshold 14.47 cum_ticks 21 buy_proportion 0.71
2017-03-31 14:19:18.552 1.06732 1.06730 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 19.71 max_proportion 0.51 threshold 10.12 cum_ticks 12 buy_proportion 0.92
2017-03-31 14:19:24.253 1.06741 1.06731 cum_theta_buy 12.0 cum_theta_sell 0 diff -12.0 exp_num_ticks 15.00 max_proportion 0.74 threshold 11.06 cum_ticks 12 buy_proportion 1.00
2017-03-31 14:19:47.370 1.06741 1.06739 cum_theta_buy 13.0 cum_theta_sell 4.0 diff -9.0 exp_num_ticks 13.29 max_proportion 0.94 threshold 12.43 cum_ticks 17 buy_proportion 0.76
2017-03-31 14:20:01.091 1.06748 1.06741 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 14.86 max_proportion 0.85 threshold 12.68 cum_ticks 23 buy_proportion 0.57
2017-03-31 14:20:08.012 1.06747 1.06738 cum_theta_buy 1.0 cum_theta_sell 14.0 diff 13.0 exp_num_ticks 19.71 max_proportion 0.68 threshold 13.49 cum_ticks 15 buy_proportion 0.07
2017-03-31 14:20:19.753 1.06740 1.06735 cum_theta_buy 9.0 cum_theta_sell 13.0 diff 4.0 exp_num_ticks 17.57 max_proportion 0.69 threshold 12.14 cum_ticks 22 buy_proportion 0.41
2017-03-31 14:20:39.518 1.06741 1.06732 cum_theta_buy 14.0 cum_theta_sell 8.0 diff -6.0 exp_num_ticks 20.14 max_proportion 0.67 threshold 13.42 cum_ticks 22 buy_proportion 0.64
2017-03-31 14:20:48.054 1.06742 1.06730 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 21.00 max_proportion 0.51 threshold 10.71 cum_ticks 17 buy_proportion 0.35
2017-03-31 14:20:59.647 1.06736 1.06729 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 19.14 max_proportion 0.56 threshold 10.68 cum_ticks 21 buy_proportion 0.52
2017-03-31 14:21:07.521 1.06734 1.06730 cum_theta_buy 1.0 cum_theta_sell 11.0 diff 10.0 exp_num_ticks 20.00 max_proportion 0.51 threshold 10.18 cum_ticks 12 buy_proportion 0.08
2017-03-31 14:21:15.827 1.06745 1.06728 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 15.29 max_proportion 0.75 threshold 11.50 cum_ticks 18 buy_proportion 0.67
2017-03-31 14:21:22.476 1.06748 1.06745 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 16.71 max_proportion 0.52 threshold 8.70 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:21:28.664 1.06750 1.06748 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.29 max_proportion 0.60 threshold 8.54 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:21:37.946 1.06752 1.06747 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.14 max_proportion 0.72 threshold 9.48 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:21:45.597 1.06750 1.06745 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 13.29 max_proportion 0.52 threshold 6.96 cum_ticks 13 buy_proportion 0.46
2017-03-31 14:21:54.793 1.06754 1.06745 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.55 threshold 7.20 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:22:00.030 1.06753 1.06749 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.00 max_proportion 0.59 threshold 7.06 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:22:05.121 1.06760 1.06752 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.57 max_proportion 0.73 threshold 6.95 cum_ticks 9 buy_proportion 0.78
2017-03-31 14:22:07.973 1.06756 1.06756 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.55 threshold 4.94 cum_ticks 5 buy_proportion 0.00
2017-03-31 14:22:12.084 1.06763 1.06756 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.57 max_proportion 0.78 threshold 5.11 cum_ticks 9 buy_proportion 0.67
2017-03-31 14:22:16.067 1.06762 1.06762 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.51 threshold 3.99 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:22:22.715 1.06762 1.06762 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.57 max_proportion 0.81 threshold 4.51 cum_ticks 5 buy_proportion 0.00
2017-03-31 14:22:30.531 1.06763 1.06761 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.29 max_proportion 0.90 threshold 4.78 cum_ticks 6 buy_proportion 0.17
2017-03-31 14:22:35.372 1.06761 1.06758 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.90 threshold 4.91 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:22:52.678 1.06764 1.06758 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.79 threshold 5.07 cum_ticks 9 buy_proportion 0.67
2017-03-31 14:22:58.340 1.06769 1.06765 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.00 max_proportion 0.51 threshold 4.11 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:23:02.210 1.06764 1.06758 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.14 max_proportion 0.55 threshold 4.51 cum_ticks 5 buy_proportion 0.00
2017-03-31 14:23:07.511 1.06759 1.06756 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.80 threshold 5.13 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:23:14.397 1.06762 1.06757 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.69 threshold 6.08 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:23:19.143 1.06761 1.06760 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.71 max_proportion 0.54 threshold 5.75 cum_ticks 6 buy_proportion 1.00
2017-03-31 14:23:21.830 1.06768 1.06761 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 8.43 max_proportion 0.80 threshold 6.77 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:23:25.106 1.06771 1.06768 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.43 max_proportion 0.94 threshold 6.99 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:23:27.277 1.06778 1.06773 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 6.86 max_proportion 1.00 threshold 6.86 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:23:34.654 1.06781 1.06772 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 7.00 max_proportion 1.00 threshold 7.00 cum_ticks 15 buy_proportion 0.47
2017-03-31 14:23:42.890 1.06775 1.06773 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.57 max_proportion 0.70 threshold 8.04 cum_ticks 13 buy_proportion 0.31
2017-03-31 14:23:50.784 1.06772 1.06768 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.71 max_proportion 0.55 threshold 6.97 cum_ticks 7 buy_proportion 0.00
2017-03-31 14:23:57.398 1.06767 1.06755 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 9.86 max_proportion 0.85 threshold 8.33 cum_ticks 9 buy_proportion 0.00
2017-03-31 14:24:00.381 1.06755 1.06748 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 9.00 max_proportion 0.96 threshold 8.60 cum_ticks 9 buy_proportion 0.00
2017-03-31 14:24:06.972 1.06749 1.06745 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 8.71 max_proportion 1.00 threshold 8.71 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:24:12.023 1.06754 1.06748 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 13.00 max_proportion 0.75 threshold 9.75 cum_ticks 13 buy_proportion 0.23
2017-03-31 14:24:21.237 1.06751 1.06745 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.74 threshold 9.87 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:24:31.037 1.06749 1.06745 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 16.29 max_proportion 0.62 threshold 10.06 cum_ticks 18 buy_proportion 0.61
2017-03-31 14:24:35.826 1.06747 1.06741 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 17.29 max_proportion 0.51 threshold 8.80 cum_ticks 10 buy_proportion 0.10
2017-03-31 14:24:41.196 1.06741 1.06736 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 13.43 max_proportion 0.70 threshold 9.46 cum_ticks 11 buy_proportion 0.09
2017-03-31 14:24:44.653 1.06736 1.06727 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 11.71 max_proportion 0.83 threshold 9.75 cum_ticks 10 buy_proportion 0.00
2017-03-31 14:24:52.581 1.06728 1.06719 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 10.29 max_proportion 0.96 threshold 9.87 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:25:01.859 1.06732 1.06716 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 14.71 max_proportion 0.73 threshold 10.79 cum_ticks 21 buy_proportion 0.48
2017-03-31 14:25:11.698 1.06731 1.06721 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 18.57 max_proportion 0.60 threshold 11.16 cum_ticks 20 buy_proportion 0.40
2017-03-31 14:25:25.567 1.06721 1.06718 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 20.00 max_proportion 0.57 threshold 11.44 cum_ticks 23 buy_proportion 0.48
2017-03-31 14:25:38.408 1.06723 1.06717 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 21.86 max_proportion 0.54 threshold 11.90 cum_ticks 19 buy_proportion 0.63
2017-03-31 14:25:56.903 1.06725 1.06718 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 20.29 max_proportion 0.55 threshold 11.25 cum_ticks 23 buy_proportion 0.48
2017-03-31 14:26:06.383 1.06732 1.06723 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 21.86 max_proportion 0.52 threshold 11.41 cum_ticks 18 buy_proportion 0.67
2017-03-31 14:26:20.147 1.06737 1.06731 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 19.57 max_proportion 0.61 threshold 11.90 cum_ticks 19 buy_proportion 0.63
2017-03-31 14:26:32.154 1.06740 1.06734 cum_theta_buy 12.0 cum_theta_sell 9.0 diff -3.0 exp_num_ticks 19.29 max_proportion 0.62 threshold 11.95 cum_ticks 21 buy_proportion 0.57
2017-03-31 14:26:45.824 1.06751 1.06740 cum_theta_buy 13.0 cum_theta_sell 3.0 diff -10.0 exp_num_ticks 20.00 max_proportion 0.60 threshold 12.04 cum_ticks 16 buy_proportion 0.81
2017-03-31 14:26:57.188 1.06750 1.06745 cum_theta_buy 9.0 cum_theta_sell 13.0 diff 4.0 exp_num_ticks 17.86 max_proportion 0.72 threshold 12.82 cum_ticks 22 buy_proportion 0.41
2017-03-31 14:27:08.822 1.06747 1.06745 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 20.14 max_proportion 0.55 threshold 11.03 cum_ticks 16 buy_proportion 0.25
2017-03-31 14:27:22.725 1.06749 1.06746 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 17.71 max_proportion 0.62 threshold 11.06 cum_ticks 20 buy_proportion 0.60
2017-03-31 14:27:29.815 1.06756 1.06746 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 19.14 max_proportion 0.53 threshold 10.09 cum_ticks 13 buy_proportion 0.85
2017-03-31 14:27:39.266 1.06759 1.06755 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.43 max_proportion 0.69 threshold 10.66 cum_ticks 16 buy_proportion 0.31
2017-03-31 14:27:46.440 1.06758 1.06750 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 15.71 max_proportion 0.51 threshold 7.95 cum_ticks 12 buy_proportion 0.33
2017-03-31 14:27:52.234 1.06751 1.06748 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 13.29 max_proportion 0.60 threshold 7.96 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:27:56.778 1.06750 1.06747 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 13.14 max_proportion 0.51 threshold 6.68 cum_ticks 12 buy_proportion 0.42
2017-03-31 14:28:01.226 1.06751 1.06746 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.29 max_proportion 0.54 threshold 6.62 cum_ticks 9 buy_proportion 0.22
2017-03-31 14:28:06.728 1.06756 1.06750 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 10.43 max_proportion 0.67 threshold 6.95 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:28:11.179 1.06755 1.06750 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.14 max_proportion 0.54 threshold 6.06 cum_ticks 12 buy_proportion 0.42
2017-03-31 14:28:17.743 1.06751 1.06746 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.56 threshold 6.52 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:28:24.560 1.06755 1.06750 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.00 max_proportion 0.54 threshold 6.43 cum_ticks 13 buy_proportion 0.54
2017-03-31 14:28:27.564 1.06760 1.06755 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.57 max_proportion 0.53 threshold 6.71 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:28:33.325 1.06766 1.06760 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.43 max_proportion 0.81 threshold 7.62 cum_ticks 15 buy_proportion 0.47
2017-03-31 14:28:39.169 1.06766 1.06760 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.82 cum_ticks 9 buy_proportion 0.89
2017-03-31 14:28:43.490 1.06774 1.06767 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 10.43 max_proportion 0.78 threshold 8.18 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:28:56.174 1.06773 1.06769 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 12.14 max_proportion 0.72 threshold 8.70 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:28:59.642 1.06771 1.06765 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 13.00 max_proportion 0.53 threshold 6.88 cum_ticks 7 buy_proportion 0.00
2017-03-31 14:29:06.171 1.06764 1.06757 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 9.86 max_proportion 0.80 threshold 7.88 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:29:14.271 1.06755 1.06747 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.43 max_proportion 0.73 threshold 8.33 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:29:26.624 1.06752 1.06749 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.86 max_proportion 0.64 threshold 8.87 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:29:32.157 1.06753 1.06746 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.43 max_proportion 0.62 threshold 8.89 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:29:36.343 1.06760 1.06752 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 13.14 max_proportion 0.59 threshold 7.80 cum_ticks 9 buy_proportion 0.89
2017-03-31 14:29:49.688 1.06763 1.06755 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 10.57 max_proportion 0.77 threshold 8.17 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:30:06.184 1.06760 1.06750 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 14.00 max_proportion 0.66 threshold 9.29 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:30:14.164 1.06748 1.06742 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 16.43 max_proportion 0.53 threshold 8.74 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:30:30.680 1.06757 1.06745 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 16.71 max_proportion 0.52 threshold 8.76 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:30:38.499 1.06756 1.06752 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 16.29 max_proportion 0.55 threshold 8.89 cum_ticks 10 buy_proportion 0.90
2017-03-31 14:30:53.184 1.06756 1.06754 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 12.57 max_proportion 0.76 threshold 9.50 cum_ticks 14 buy_proportion 0.71
2017-03-31 14:31:05.322 1.06756 1.06750 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 13.14 max_proportion 0.75 threshold 9.80 cum_ticks 12 buy_proportion 0.17
2017-03-31 14:31:22.749 1.06758 1.06750 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.57 threshold 7.03 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:31:27.712 1.06762 1.06757 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.86 max_proportion 0.50 threshold 6.45 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:31:35.487 1.06769 1.06760 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.70 threshold 7.00 cum_ticks 9 buy_proportion 0.78
2017-03-31 14:31:42.967 1.06774 1.06768 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 9.29 max_proportion 0.78 threshold 7.26 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:31:47.738 1.06771 1.06765 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.57 threshold 6.32 cum_ticks 13 buy_proportion 0.46
2017-03-31 14:31:51.115 1.06764 1.06756 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.43 max_proportion 0.52 threshold 6.40 cum_ticks 7 buy_proportion 0.00
2017-03-31 14:32:00.205 1.06763 1.06756 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.57 max_proportion 0.81 threshold 7.78 cum_ticks 15 buy_proportion 0.47
2017-03-31 14:32:09.025 1.06758 1.06746 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 12.43 max_proportion 0.67 threshold 8.29 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:32:18.087 1.06750 1.06744 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.66 threshold 8.80 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:32:35.472 1.06751 1.06744 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 15.29 max_proportion 0.58 threshold 8.89 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:32:50.922 1.06746 1.06739 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.29 max_proportion 0.56 threshold 9.04 cum_ticks 16 buy_proportion 0.62
2017-03-31 14:33:02.830 1.06750 1.06740 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 16.29 max_proportion 0.55 threshold 9.02 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:33:13.099 1.06749 1.06745 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 17.29 max_proportion 0.50 threshold 8.65 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:33:24.560 1.06747 1.06745 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 16.00 max_proportion 0.56 threshold 8.95 cum_ticks 14 buy_proportion 0.64
2017-03-31 14:33:39.058 1.06746 1.06741 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.86 max_proportion 0.60 threshold 8.95 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:33:57.743 1.06752 1.06745 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 14.71 max_proportion 0.61 threshold 9.01 cum_ticks 12 buy_proportion 0.83
2017-03-31 14:34:06.066 1.06754 1.06746 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.14 max_proportion 0.74 threshold 9.72 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:34:16.242 1.06764 1.06747 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 13.57 max_proportion 0.51 threshold 6.96 cum_ticks 12 buy_proportion 0.42
2017-03-31 14:34:22.777 1.06759 1.06752 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 12.57 max_proportion 0.56 threshold 7.06 cum_ticks 9 buy_proportion 0.11
2017-03-31 14:34:46.202 1.06751 1.06746 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.57 max_proportion 0.78 threshold 8.21 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:35:19.168 1.06747 1.06743 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 11.14 max_proportion 0.77 threshold 8.53 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:35:33.965 1.06752 1.06742 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 14.43 max_proportion 0.64 threshold 9.29 cum_ticks 12 buy_proportion 0.83
2017-03-31 14:35:44.672 1.06757 1.06751 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.43 max_proportion 0.65 threshold 8.68 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:35:53.670 1.06761 1.06751 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 15.57 max_proportion 0.61 threshold 9.46 cum_ticks 11 buy_proportion 0.91
2017-03-31 14:36:02.757 1.06764 1.06757 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.79 threshold 10.15 cum_ticks 19 buy_proportion 0.42
2017-03-31 14:36:31.145 1.06762 1.06756 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 16.43 max_proportion 0.58 threshold 9.46 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:36:51.239 1.06763 1.06760 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 17.29 max_proportion 0.50 threshold 8.71 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:36:58.373 1.06761 1.06755 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 17.00 max_proportion 0.51 threshold 8.65 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:37:02.885 1.06757 1.06745 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 14.00 max_proportion 0.63 threshold 8.86 cum_ticks 11 buy_proportion 0.18
2017-03-31 14:37:15.549 1.06748 1.06743 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 12.00 max_proportion 0.74 threshold 8.93 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:37:22.336 1.06750 1.06747 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.71 max_proportion 0.52 threshold 6.05 cum_ticks 9 buy_proportion 0.22
2017-03-31 14:37:34.347 1.06749 1.06748 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.14 max_proportion 0.63 threshold 6.42 cum_ticks 10 buy_proportion 0.30
2017-03-31 14:37:39.180 1.06747 1.06744 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.00 max_proportion 0.66 threshold 6.58 cum_ticks 9 buy_proportion 0.22
2017-03-31 14:37:49.666 1.06744 1.06741 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 9.29 max_proportion 0.76 threshold 7.02 cum_ticks 9 buy_proportion 0.11
2017-03-31 14:37:57.016 1.06747 1.06740 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 9.14 max_proportion 0.83 threshold 7.59 cum_ticks 10 buy_proportion 0.80
2017-03-31 14:38:00.516 1.06745 1.06739 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 9.57 max_proportion 0.52 threshold 4.98 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:38:03.649 1.06737 1.06735 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.54 threshold 4.72 cum_ticks 6 buy_proportion 0.17
2017-03-31 14:38:07.157 1.06734 1.06731 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.68 threshold 4.88 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:38:08.986 1.06731 1.06726 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.86 max_proportion 0.74 threshold 5.04 cum_ticks 6 buy_proportion 0.00
2017-03-31 14:38:13.315 1.06732 1.06726 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.89 threshold 5.62 cum_ticks 11 buy_proportion 0.55
2017-03-31 14:38:17.309 1.06733 1.06727 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.00 max_proportion 0.65 threshold 5.83 cum_ticks 10 buy_proportion 0.40
2017-03-31 14:38:21.717 1.06740 1.06733 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.71 max_proportion 0.62 threshold 5.98 cum_ticks 6 buy_proportion 1.00
2017-03-31 14:38:25.827 1.06745 1.06741 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.76 threshold 6.00 cum_ticks 10 buy_proportion 0.70
2017-03-31 14:38:34.118 1.06746 1.06742 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.74 threshold 6.58 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:38:37.100 1.06753 1.06747 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 10.57 max_proportion 0.68 threshold 7.15 cum_ticks 8 buy_proportion 1.00
2017-03-31 14:38:44.112 1.06757 1.06750 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.84 threshold 7.90 cum_ticks 12 buy_proportion 0.33
2017-03-31 14:38:55.805 1.06751 1.06744 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.86 max_proportion 0.56 threshold 6.07 cum_ticks 9 buy_proportion 0.22
2017-03-31 14:39:07.613 1.06749 1.06745 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.63 threshold 6.17 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:39:12.940 1.06751 1.06746 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.14 max_proportion 0.56 threshold 6.19 cum_ticks 12 buy_proportion 0.58
2017-03-31 14:39:21.788 1.06751 1.06748 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.57 max_proportion 0.53 threshold 6.15 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:39:30.640 1.06753 1.06745 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 9.71 max_proportion 0.75 threshold 7.29 cum_ticks 10 buy_proportion 0.20
2017-03-31 14:39:35.908 1.06751 1.06745 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.55 threshold 5.37 cum_ticks 7 buy_proportion 0.86
2017-03-31 14:39:41.692 1.06750 1.06747 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.00 max_proportion 0.67 threshold 5.38 cum_ticks 6 buy_proportion 0.00
2017-03-31 14:39:47.286 1.06750 1.06747 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.73 threshold 4.98 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:39:52.088 1.06754 1.06751 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.71 max_proportion 0.71 threshold 4.80 cum_ticks 5 buy_proportion 1.00
2017-03-31 14:39:53.107 1.06757 1.06756 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.71 max_proportion 0.65 threshold 3.73 cum_ticks 4 buy_proportion 1.00
2017-03-31 14:39:57.754 1.06757 1.06757 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.71 max_proportion 0.90 threshold 4.23 cum_ticks 5 buy_proportion 1.00
2017-03-31 14:40:01.601 1.06758 1.06757 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.71 max_proportion 1.00 threshold 4.71 cum_ticks 5 buy_proportion 1.00
2017-03-31 14:40:03.132 1.06763 1.06760 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.86 max_proportion 1.00 threshold 4.86 cum_ticks 5 buy_proportion 1.00
2017-03-31 14:40:11.468 1.06764 1.06759 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 5.00 max_proportion 1.00 threshold 5.00 cum_ticks 9 buy_proportion 0.33
2017-03-31 14:40:13.338 1.06763 1.06761 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.62 threshold 4.51 cum_ticks 5 buy_proportion 1.00
2017-03-31 14:40:18.075 1.06763 1.06759 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.14 max_proportion 0.81 threshold 4.97 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:40:20.797 1.06761 1.06760 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.55 threshold 3.99 cum_ticks 5 buy_proportion 0.80
2017-03-31 14:40:27.374 1.06762 1.06760 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.71 threshold 4.14 cum_ticks 8 buy_proportion 0.62
2017-03-31 14:40:32.810 1.06763 1.06761 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.64 threshold 4.57 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:40:36.186 1.06768 1.06764 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.57 max_proportion 0.51 threshold 3.84 cum_ticks 7 buy_proportion 0.43
2017-03-31 14:40:38.307 1.06765 1.06760 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.43 max_proportion 0.56 threshold 4.15 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:40:45.845 1.06766 1.06762 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.66 threshold 4.72 cum_ticks 9 buy_proportion 0.56
2017-03-31 14:40:50.720 1.06765 1.06760 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.54 threshold 4.39 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:40:57.932 1.06763 1.06762 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.59 threshold 4.77 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:41:02.603 1.06765 1.06762 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.65 threshold 4.92 cum_ticks 7 buy_proportion 0.71
2017-03-31 14:41:06.113 1.06766 1.06765 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.54 threshold 3.88 cum_ticks 7 buy_proportion 0.43
2017-03-31 14:41:08.112 1.06765 1.06763 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.51 threshold 3.57 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:41:12.860 1.06765 1.06760 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.78 threshold 4.10 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:41:16.778 1.06758 1.06756 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.71 max_proportion 0.72 threshold 4.86 cum_ticks 7 buy_proportion 0.29
2017-03-31 14:41:27.987 1.06762 1.06757 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.86 max_proportion 0.73 threshold 5.00 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:41:41.460 1.06760 1.06758 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.43 max_proportion 0.61 threshold 5.70 cum_ticks 10 buy_proportion 0.40
2017-03-31 14:41:44.917 1.06765 1.06758 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.60 threshold 5.92 cum_ticks 7 buy_proportion 0.86
2017-03-31 14:41:52.094 1.06767 1.06763 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.67 threshold 5.64 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:42:03.419 1.06764 1.06761 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.56 threshold 5.46 cum_ticks 8 buy_proportion 0.25
2017-03-31 14:42:09.025 1.06761 1.06758 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.60 threshold 5.27 cum_ticks 10 buy_proportion 0.40
2017-03-31 14:42:18.570 1.06760 1.06757 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.64 threshold 6.08 cum_ticks 10 buy_proportion 0.30
2017-03-31 14:42:24.493 1.06761 1.06755 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.68 threshold 6.59 cum_ticks 13 buy_proportion 0.46
2017-03-31 14:42:27.990 1.06754 1.06749 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.71 max_proportion 0.59 threshold 6.95 cum_ticks 7 buy_proportion 0.00
2017-03-31 14:42:35.097 1.06752 1.06749 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 9.14 max_proportion 0.83 threshold 7.55 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:42:40.563 1.06754 1.06752 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.82 cum_ticks 8 buy_proportion 1.00
2017-03-31 14:42:44.889 1.06759 1.06756 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 9.86 max_proportion 0.72 threshold 7.13 cum_ticks 9 buy_proportion 0.89
2017-03-31 14:42:55.353 1.06761 1.06756 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.87 threshold 8.33 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:42:59.865 1.06756 1.06752 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 11.71 max_proportion 0.60 threshold 7.04 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:43:04.800 1.06753 1.06741 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.77 threshold 7.60 cum_ticks 11 buy_proportion 0.27
2017-03-31 14:43:06.310 1.06740 1.06738 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 10.57 max_proportion 0.79 threshold 8.38 cum_ticks 9 buy_proportion 0.00
2017-03-31 14:43:09.695 1.06736 1.06729 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 9.43 max_proportion 0.92 threshold 8.69 cum_ticks 9 buy_proportion 0.00
2017-03-31 14:43:13.406 1.06727 1.06720 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.96 threshold 8.92 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:43:20.687 1.06729 1.06721 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.86 threshold 9.18 cum_ticks 17 buy_proportion 0.59
2017-03-31 14:43:24.826 1.06728 1.06725 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 14.43 max_proportion 0.59 threshold 8.55 cum_ticks 9 buy_proportion 1.00
2017-03-31 14:43:33.775 1.06727 1.06723 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 11.71 max_proportion 0.78 threshold 9.08 cum_ticks 19 buy_proportion 0.47
2017-03-31 14:43:43.812 1.06732 1.06725 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 15.86 max_proportion 0.64 threshold 10.16 cum_ticks 19 buy_proportion 0.58
2017-03-31 14:43:55.160 1.06729 1.06726 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 17.57 max_proportion 0.61 threshold 10.70 cum_ticks 20 buy_proportion 0.45
2017-03-31 14:44:04.966 1.06727 1.06724 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 19.57 max_proportion 0.51 threshold 9.98 cum_ticks 11 buy_proportion 0.09
2017-03-31 14:44:20.170 1.06726 1.06723 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 14.71 max_proportion 0.74 threshold 10.84 cum_ticks 18 buy_proportion 0.39
2017-03-31 14:44:26.913 1.06732 1.06726 cum_theta_buy 12.0 cum_theta_sell 0 diff -12.0 exp_num_ticks 16.29 max_proportion 0.69 threshold 11.20 cum_ticks 12 buy_proportion 1.00
2017-03-31 14:44:35.348 1.06740 1.06732 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 13.57 max_proportion 0.70 threshold 9.44 cum_ticks 10 buy_proportion 1.00
2017-03-31 14:44:47.381 1.06748 1.06742 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 11.71 max_proportion 0.91 threshold 10.69 cum_ticks 18 buy_proportion 0.39
2017-03-31 14:44:56.863 1.06747 1.06743 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 14.86 max_proportion 0.65 threshold 9.67 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:45:05.172 1.06744 1.06741 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 16.86 max_proportion 0.51 threshold 8.56 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:45:16.394 1.06746 1.06740 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.14 max_proportion 0.58 threshold 8.75 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:45:26.735 1.06744 1.06740 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 16.00 max_proportion 0.56 threshold 9.02 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:45:33.541 1.06748 1.06741 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.29 max_proportion 0.56 threshold 8.55 cum_ticks 10 buy_proportion 0.90
2017-03-31 14:45:39.736 1.06753 1.06746 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.69 threshold 8.52 cum_ticks 14 buy_proportion 0.64
2017-03-31 14:45:48.037 1.06754 1.06751 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.00 max_proportion 0.67 threshold 8.74 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:45:57.896 1.06761 1.06753 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 14.57 max_proportion 0.63 threshold 9.23 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:46:06.890 1.06760 1.06756 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.86 max_proportion 0.51 threshold 8.54 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:46:12.892 1.06760 1.06758 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 15.43 max_proportion 0.59 threshold 9.08 cum_ticks 11 buy_proportion 0.91
2017-03-31 14:46:21.501 1.06766 1.06760 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 12.86 max_proportion 0.69 threshold 8.81 cum_ticks 11 buy_proportion 0.82
2017-03-31 14:46:24.994 1.06768 1.06763 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 11.43 max_proportion 0.78 threshold 8.89 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:46:31.492 1.06767 1.06763 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.71 max_proportion 0.57 threshold 7.22 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:46:41.845 1.06771 1.06763 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.00 max_proportion 0.56 threshold 7.30 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:46:44.625 1.06778 1.06771 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 6.92 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:46:50.328 1.06779 1.06777 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.00 max_proportion 0.83 threshold 7.51 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:46:58.003 1.06779 1.06777 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.86 max_proportion 0.81 threshold 7.94 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:47:10.836 1.06781 1.06777 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.57 max_proportion 0.70 threshold 8.13 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:47:23.003 1.06785 1.06780 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 13.86 max_proportion 0.51 threshold 7.04 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:47:30.533 1.06785 1.06781 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 14.71 max_proportion 0.51 threshold 7.46 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:47:37.278 1.06787 1.06783 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.63 threshold 7.95 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:47:43.689 1.06805 1.06787 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.57 max_proportion 0.70 threshold 8.09 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:47:52.192 1.06806 1.06801 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 14.43 max_proportion 0.61 threshold 8.86 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:47:56.230 1.06819 1.06807 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 15.57 max_proportion 0.58 threshold 8.98 cum_ticks 9 buy_proportion 1.00
2017-03-31 14:48:02.087 1.06828 1.06810 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 12.14 max_proportion 0.81 threshold 9.81 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:48:06.927 1.06808 1.06802 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.57 max_proportion 0.60 threshold 8.76 cum_ticks 10 buy_proportion 0.10
2017-03-31 14:48:11.386 1.06802 1.06796 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 11.86 max_proportion 0.68 threshold 8.09 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:48:15.876 1.06807 1.06801 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 13.29 max_proportion 0.71 threshold 9.41 cum_ticks 10 buy_proportion 1.00
2017-03-31 14:48:22.037 1.06806 1.06799 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.14 max_proportion 0.69 threshold 7.66 cum_ticks 10 buy_proportion 0.20
2017-03-31 14:48:26.595 1.06802 1.06797 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.57 max_proportion 0.55 threshold 5.80 cum_ticks 10 buy_proportion 0.60
2017-03-31 14:48:32.273 1.06808 1.06803 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.00 max_proportion 0.54 threshold 5.43 cum_ticks 10 buy_proportion 0.60
2017-03-31 14:48:35.990 1.06810 1.06807 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.00 max_proportion 0.54 threshold 5.43 cum_ticks 9 buy_proportion 0.33
2017-03-31 14:48:43.359 1.06810 1.06802 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.43 max_proportion 0.55 threshold 5.21 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:48:47.998 1.06806 1.06802 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.29 max_proportion 0.56 threshold 5.75 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:48:52.895 1.06806 1.06803 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.56 threshold 6.03 cum_ticks 11 buy_proportion 0.64
2017-03-31 14:48:56.988 1.06805 1.06801 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.00 max_proportion 0.56 threshold 6.14 cum_ticks 10 buy_proportion 0.30
2017-03-31 14:49:01.244 1.06800 1.06792 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.58 threshold 6.07 cum_ticks 12 buy_proportion 0.42
2017-03-31 14:49:09.411 1.06794 1.06790 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.59 threshold 6.61 cum_ticks 13 buy_proportion 0.46
2017-03-31 14:49:12.514 1.06790 1.06783 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 12.29 max_proportion 0.57 threshold 7.06 cum_ticks 12 buy_proportion 0.33
2017-03-31 14:49:18.062 1.06791 1.06787 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 12.29 max_proportion 0.62 threshold 7.59 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:49:21.565 1.06793 1.06785 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 13.29 max_proportion 0.51 threshold 6.81 cum_ticks 11 buy_proportion 0.36
2017-03-31 14:49:28.831 1.06790 1.06783 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.00 max_proportion 0.58 threshold 6.98 cum_ticks 13 buy_proportion 0.54
2017-03-31 14:49:36.445 1.06798 1.06790 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.57 max_proportion 0.51 threshold 6.37 cum_ticks 9 buy_proportion 0.78
2017-03-31 14:49:39.072 1.06801 1.06798 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.78 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:49:42.993 1.06801 1.06801 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.00 max_proportion 0.80 threshold 7.19 cum_ticks 8 buy_proportion 1.00
2017-03-31 14:49:51.182 1.06807 1.06801 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 8.14 max_proportion 0.93 threshold 7.59 cum_ticks 15 buy_proportion 0.47
2017-03-31 14:49:55.629 1.06815 1.06807 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 12.00 max_proportion 0.68 threshold 8.13 cum_ticks 11 buy_proportion 0.82
2017-03-31 14:50:01.400 1.06818 1.06812 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.74 threshold 8.71 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:50:03.889 1.06829 1.06821 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 14.43 max_proportion 0.62 threshold 8.97 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:50:06.695 1.06829 1.06823 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 13.57 max_proportion 0.67 threshold 9.14 cum_ticks 13 buy_proportion 0.77
2017-03-31 14:50:09.856 1.06850 1.06830 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 13.43 max_proportion 0.72 threshold 9.64 cum_ticks 16 buy_proportion 0.38
2017-03-31 14:50:12.812 1.06832 1.06827 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 14.71 max_proportion 0.53 threshold 7.84 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:50:21.066 1.06842 1.06826 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.00 max_proportion 0.78 threshold 8.61 cum_ticks 17 buy_proportion 0.53
2017-03-31 14:50:26.950 1.06850 1.06837 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 14.29 max_proportion 0.64 threshold 9.20 cum_ticks 18 buy_proportion 0.56
2017-03-31 14:50:34.509 1.06858 1.06850 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.29 max_proportion 0.53 threshold 8.65 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:50:38.953 1.06872 1.06859 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 16.14 max_proportion 0.58 threshold 9.32 cum_ticks 13 buy_proportion 0.77
2017-03-31 14:50:44.568 1.06873 1.06862 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 14.29 max_proportion 0.69 threshold 9.86 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:50:49.456 1.06880 1.06868 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.57 max_proportion 0.54 threshold 8.42 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:50:52.374 1.06878 1.06872 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 13.57 max_proportion 0.66 threshold 8.90 cum_ticks 9 buy_proportion 0.00
2017-03-31 14:50:56.910 1.06873 1.06868 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 11.00 max_proportion 0.73 threshold 8.00 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:50:59.324 1.06872 1.06863 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.29 max_proportion 0.57 threshold 6.96 cum_ticks 7 buy_proportion 0.00
2017-03-31 14:51:01.283 1.06859 1.06853 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.29 max_proportion 0.84 threshold 7.77 cum_ticks 8 buy_proportion 0.00
2017-03-31 14:51:05.318 1.06851 1.06840 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.92 threshold 7.87 cum_ticks 10 buy_proportion 0.20
2017-03-31 14:51:10.613 1.06843 1.06840 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 9.00 max_proportion 0.89 threshold 7.97 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:51:18.624 1.06841 1.06837 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 12.57 max_proportion 0.64 threshold 8.02 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:51:23.783 1.06842 1.06841 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 13.71 max_proportion 0.61 threshold 8.43 cum_ticks 9 buy_proportion 1.00
2017-03-31 14:51:30.312 1.06847 1.06842 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.29 max_proportion 0.75 threshold 8.46 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:51:35.857 1.06861 1.06842 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 13.71 max_proportion 0.66 threshold 9.03 cum_ticks 16 buy_proportion 0.62
2017-03-31 14:51:40.299 1.06875 1.06861 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 15.00 max_proportion 0.66 threshold 9.91 cum_ticks 12 buy_proportion 0.83
2017-03-31 14:51:45.900 1.06879 1.06875 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 13.71 max_proportion 0.74 threshold 10.08 cum_ticks 17 buy_proportion 0.65
2017-03-31 14:51:51.624 1.06880 1.06862 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 15.43 max_proportion 0.70 threshold 10.76 cum_ticks 13 buy_proportion 0.15
2017-03-31 14:51:55.950 1.06862 1.06856 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.00 max_proportion 0.61 threshold 8.51 cum_ticks 10 buy_proportion 0.10
2017-03-31 14:52:04.474 1.06856 1.06854 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 11.86 max_proportion 0.81 threshold 9.56 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:52:10.189 1.06856 1.06841 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 12.71 max_proportion 0.79 threshold 10.00 cum_ticks 12 buy_proportion 0.17
2017-03-31 14:52:19.058 1.06847 1.06836 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 12.29 max_proportion 0.81 threshold 9.94 cum_ticks 19 buy_proportion 0.47
2017-03-31 14:52:30.640 1.06845 1.06835 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 16.29 max_proportion 0.64 threshold 10.44 cum_ticks 20 buy_proportion 0.45
2017-03-31 14:52:38.228 1.06847 1.06840 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 18.57 max_proportion 0.58 threshold 10.84 cum_ticks 15 buy_proportion 0.73
2017-03-31 14:52:48.810 1.06847 1.06837 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 17.00 max_proportion 0.62 threshold 10.46 cum_ticks 21 buy_proportion 0.52
2017-03-31 14:52:58.094 1.06846 1.06841 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 19.14 max_proportion 0.57 threshold 10.97 cum_ticks 17 buy_proportion 0.35
2017-03-31 14:53:02.059 1.06841 1.06830 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 17.86 max_proportion 0.54 threshold 9.71 cum_ticks 10 buy_proportion 0.00
2017-03-31 14:53:15.086 1.06832 1.06818 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 13.57 max_proportion 0.82 threshold 11.19 cum_ticks 17 buy_proportion 0.29
2017-03-31 14:53:28.368 1.06826 1.06816 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 15.00 max_proportion 0.78 threshold 11.72 cum_ticks 18 buy_proportion 0.67
2017-03-31 14:53:35.597 1.06837 1.06824 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.57 max_proportion 0.54 threshold 8.87 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:53:46.181 1.06834 1.06827 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.77 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:53:54.874 1.06837 1.06830 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 15.71 max_proportion 0.55 threshold 8.69 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:54:01.529 1.06837 1.06829 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 15.14 max_proportion 0.60 threshold 9.02 cum_ticks 14 buy_proportion 0.71
2017-03-31 14:54:12.864 1.06846 1.06833 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.57 max_proportion 0.58 threshold 8.52 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:54:16.907 1.06847 1.06832 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 15.86 max_proportion 0.53 threshold 8.41 cum_ticks 15 buy_proportion 0.40
2017-03-31 14:54:28.762 1.06838 1.06835 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 15.43 max_proportion 0.53 threshold 8.25 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:54:36.869 1.06840 1.06831 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.86 max_proportion 0.57 threshold 9.01 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:54:48.353 1.06834 1.06829 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.29 max_proportion 0.63 threshold 9.59 cum_ticks 15 buy_proportion 0.33
2017-03-31 14:54:52.596 1.06846 1.06829 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 15.14 max_proportion 0.65 threshold 9.87 cum_ticks 14 buy_proportion 0.71
2017-03-31 14:55:00.528 1.06847 1.06844 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 14.43 max_proportion 0.55 threshold 7.95 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:55:05.074 1.06856 1.06844 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 13.57 max_proportion 0.60 threshold 8.19 cum_ticks 12 buy_proportion 0.75
2017-03-31 14:55:10.966 1.06863 1.06856 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 12.57 max_proportion 0.71 threshold 8.88 cum_ticks 11 buy_proportion 0.82
2017-03-31 14:55:17.566 1.06863 1.06856 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 11.57 max_proportion 0.77 threshold 8.91 cum_ticks 14 buy_proportion 0.36
2017-03-31 14:55:26.081 1.06859 1.06854 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.86 max_proportion 0.54 threshold 7.01 cum_ticks 14 buy_proportion 0.43
2017-03-31 14:55:30.602 1.06863 1.06858 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.57 max_proportion 0.54 threshold 7.28 cum_ticks 12 buy_proportion 0.67
2017-03-31 14:55:36.422 1.06863 1.06858 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.86 max_proportion 0.55 threshold 7.13 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:55:42.393 1.06863 1.06860 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.86 max_proportion 0.60 threshold 7.76 cum_ticks 13 buy_proportion 0.38
2017-03-31 14:55:47.898 1.06863 1.06860 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 12.86 max_proportion 0.51 threshold 6.55 cum_ticks 10 buy_proportion 0.70
2017-03-31 14:55:50.291 1.06875 1.06861 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.29 max_proportion 0.60 threshold 6.75 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:55:54.911 1.06874 1.06865 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.29 max_proportion 0.75 threshold 7.01 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:55:59.735 1.06873 1.06868 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 11.71 max_proportion 0.68 threshold 7.93 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:56:03.663 1.06872 1.06868 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 11.43 max_proportion 0.70 threshold 8.04 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:56:09.123 1.06869 1.06861 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.71 max_proportion 0.63 threshold 8.67 cum_ticks 16 buy_proportion 0.56
2017-03-31 14:56:14.430 1.06874 1.06868 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.00 max_proportion 0.60 threshold 8.95 cum_ticks 14 buy_proportion 0.64
2017-03-31 14:56:19.279 1.06875 1.06863 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 14.71 max_proportion 0.61 threshold 9.03 cum_ticks 13 buy_proportion 0.23
2017-03-31 14:56:22.886 1.06872 1.06865 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 13.71 max_proportion 0.60 threshold 8.28 cum_ticks 9 buy_proportion 1.00
2017-03-31 14:56:27.544 1.06874 1.06869 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.73 threshold 7.92 cum_ticks 10 buy_proportion 0.20
2017-03-31 14:56:32.953 1.06871 1.06868 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.57 threshold 5.75 cum_ticks 11 buy_proportion 0.55
2017-03-31 14:56:38.210 1.06872 1.06862 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.51 threshold 5.34 cum_ticks 8 buy_proportion 0.25
2017-03-31 14:56:40.518 1.06871 1.06861 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.14 max_proportion 0.67 threshold 6.15 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:56:44.975 1.06871 1.06865 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.65 threshold 5.47 cum_ticks 7 buy_proportion 0.14
2017-03-31 14:56:50.028 1.06864 1.06862 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.43 max_proportion 0.63 threshold 4.70 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:56:54.123 1.06871 1.06865 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.78 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:56:58.534 1.06868 1.06868 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.86 max_proportion 0.66 threshold 5.17 cum_ticks 6 buy_proportion 0.00
2017-03-31 14:57:01.171 1.06871 1.06870 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.86 max_proportion 0.84 threshold 5.76 cum_ticks 6 buy_proportion 1.00
2017-03-31 14:57:03.853 1.06872 1.06870 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.29 max_proportion 0.62 threshold 3.93 cum_ticks 6 buy_proportion 0.33
2017-03-31 14:57:05.117 1.06869 1.06868 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.52 threshold 3.14 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:57:09.786 1.06872 1.06868 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.86 max_proportion 0.76 threshold 3.70 cum_ticks 7 buy_proportion 0.57
2017-03-31 14:57:11.569 1.06875 1.06871 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.00 max_proportion 0.63 threshold 3.76 cum_ticks 4 buy_proportion 1.00
2017-03-31 14:57:13.082 1.06871 1.06867 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.86 max_proportion 0.73 threshold 3.57 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:57:14.309 1.06865 1.06865 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.43 max_proportion 0.63 threshold 2.80 cum_ticks 3 buy_proportion 0.00
2017-03-31 14:57:16.306 1.06864 1.06861 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.43 max_proportion 0.86 threshold 2.94 cum_ticks 5 buy_proportion 0.60
2017-03-31 14:57:19.930 1.06863 1.06860 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.29 max_proportion 0.66 threshold 2.82 cum_ticks 5 buy_proportion 0.40
2017-03-31 14:57:21.010 1.06858 1.06856 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.60 threshold 2.83 cum_ticks 3 buy_proportion 0.00
2017-03-31 14:57:21.893 1.06856 1.06851 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.86 max_proportion 0.80 threshold 3.09 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:57:22.661 1.06847 1.06843 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:57:24.310 1.06842 1.06840 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 4 buy_proportion 0.00
2017-03-31 14:57:26.378 1.06838 1.06833 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 4.00 max_proportion 1.00 threshold 4.00 cum_ticks 6 buy_proportion 0.17
2017-03-31 14:57:29.012 1.06834 1.06830 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.14 max_proportion 0.90 threshold 4.65 cum_ticks 8 buy_proportion 0.38
2017-03-31 14:57:32.676 1.06840 1.06830 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.86 max_proportion 0.74 threshold 5.06 cum_ticks 11 buy_proportion 0.45
2017-03-31 14:57:33.842 1.06846 1.06840 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.43 max_proportion 0.61 threshold 5.74 cum_ticks 6 buy_proportion 1.00
2017-03-31 14:57:35.205 1.06853 1.06847 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.71 max_proportion 0.75 threshold 5.82 cum_ticks 8 buy_proportion 0.75
2017-03-31 14:57:36.633 1.06862 1.06854 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.86 max_proportion 0.78 threshold 6.12 cum_ticks 7 buy_proportion 1.00
2017-03-31 14:57:38.546 1.06872 1.06864 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 7.14 max_proportion 0.93 threshold 6.63 cum_ticks 9 buy_proportion 0.78
2017-03-31 14:57:40.057 1.06880 1.06875 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.29 max_proportion 0.84 threshold 6.94 cum_ticks 8 buy_proportion 0.88
2017-03-31 14:57:41.382 1.06900 1.06883 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 8.14 max_proportion 0.87 threshold 7.04 cum_ticks 9 buy_proportion 0.89
2017-03-31 14:57:45.695 1.06903 1.06899 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.87 threshold 7.57 cum_ticks 14 buy_proportion 0.57
2017-03-31 14:57:48.778 1.06911 1.06902 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 11.71 max_proportion 0.71 threshold 8.26 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:57:52.122 1.06935 1.06912 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 13.86 max_proportion 0.63 threshold 8.77 cum_ticks 10 buy_proportion 0.90
2017-03-31 14:57:56.486 1.06943 1.06927 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 12.00 max_proportion 0.77 threshold 9.21 cum_ticks 19 buy_proportion 0.47
2017-03-31 14:58:00.715 1.06945 1.06935 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 15.86 max_proportion 0.61 threshold 9.73 cum_ticks 14 buy_proportion 0.29
2017-03-31 14:58:04.186 1.06939 1.06935 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.86 max_proportion 0.57 threshold 8.51 cum_ticks 12 buy_proportion 0.25
2017-03-31 14:58:08.581 1.06945 1.06930 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.57 max_proportion 0.71 threshold 9.61 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:58:14.763 1.06945 1.06937 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.71 max_proportion 0.63 threshold 9.96 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:58:20.821 1.06946 1.06942 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.57 max_proportion 0.60 threshold 9.98 cum_ticks 16 buy_proportion 0.62
2017-03-31 14:58:26.118 1.06949 1.06944 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 16.57 max_proportion 0.54 threshold 8.92 cum_ticks 13 buy_proportion 0.31
2017-03-31 14:58:30.678 1.06943 1.06939 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.43 max_proportion 0.59 threshold 8.47 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:58:35.425 1.06947 1.06939 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.71 max_proportion 0.55 threshold 8.70 cum_ticks 15 buy_proportion 0.60
2017-03-31 14:58:40.402 1.06948 1.06944 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 15.29 max_proportion 0.52 threshold 7.97 cum_ticks 13 buy_proportion 0.62
2017-03-31 14:58:44.582 1.06951 1.06946 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 14.14 max_proportion 0.59 threshold 8.35 cum_ticks 13 buy_proportion 0.69
2017-03-31 14:58:49.408 1.06958 1.06950 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 13.29 max_proportion 0.66 threshold 8.73 cum_ticks 16 buy_proportion 0.44
2017-03-31 14:58:52.956 1.06965 1.06955 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 14.71 max_proportion 0.54 threshold 7.88 cum_ticks 15 buy_proportion 0.53
2017-03-31 14:58:56.276 1.06966 1.06963 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 15.00 max_proportion 0.53 threshold 7.93 cum_ticks 11 buy_proportion 0.73
2017-03-31 14:59:04.101 1.06966 1.06961 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.86 max_proportion 0.63 threshold 8.11 cum_ticks 17 buy_proportion 0.47
2017-03-31 14:59:05.646 1.06960 1.06953 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.00 max_proportion 0.55 threshold 8.29 cum_ticks 11 buy_proportion 0.18
2017-03-31 14:59:11.735 1.06951 1.06940 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 12.71 max_proportion 0.66 threshold 8.36 cum_ticks 10 buy_proportion 0.10
2017-03-31 14:59:18.110 1.06944 1.06937 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 11.29 max_proportion 0.82 threshold 9.30 cum_ticks 19 buy_proportion 0.53
2017-03-31 14:59:27.201 1.06946 1.06944 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 15.29 max_proportion 0.64 threshold 9.85 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:59:32.131 1.06949 1.06941 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.14 max_proportion 0.58 threshold 9.97 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:59:37.999 1.06946 1.06939 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 17.57 max_proportion 0.56 threshold 9.88 cum_ticks 18 buy_proportion 0.44
2017-03-31 14:59:44.724 1.06943 1.06936 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 17.71 max_proportion 0.56 threshold 10.01 cum_ticks 18 buy_proportion 0.61
2017-03-31 14:59:51.696 1.06948 1.06942 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.86 max_proportion 0.54 threshold 9.55 cum_ticks 17 buy_proportion 0.41
2017-03-31 14:59:56.870 1.06953 1.06941 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 17.43 max_proportion 0.53 threshold 9.18 cum_ticks 19 buy_proportion 0.53
2017-03-31 15:00:02.216 1.06947 1.06940 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 18.29 max_proportion 0.51 threshold 9.25 cum_ticks 18 buy_proportion 0.56
2017-03-31 15:00:09.621 1.06946 1.06939 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 18.14 max_proportion 0.53 threshold 9.56 cum_ticks 19 buy_proportion 0.53
2017-03-31 15:00:15.792 1.06947 1.06940 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 18.71 max_proportion 0.53 threshold 10.01 cum_ticks 20 buy_proportion 0.55
2017-03-31 15:00:21.300 1.06953 1.06942 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 19.43 max_proportion 0.54 threshold 10.57 cum_ticks 15 buy_proportion 0.73
2017-03-31 15:00:26.796 1.06968 1.06954 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 17.00 max_proportion 0.65 threshold 11.07 cum_ticks 16 buy_proportion 0.75
2017-03-31 15:00:32.694 1.06974 1.06968 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 16.29 max_proportion 0.72 threshold 11.67 cum_ticks 15 buy_proportion 0.80
2017-03-31 15:00:39.040 1.06971 1.06960 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 15.29 max_proportion 0.78 threshold 11.86 cum_ticks 15 buy_proportion 0.20
2017-03-31 15:00:41.528 1.06962 1.06948 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.14 max_proportion 0.55 threshold 8.33 cum_ticks 11 buy_proportion 0.18
2017-03-31 15:00:45.994 1.06953 1.06947 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 12.71 max_proportion 0.72 threshold 9.21 cum_ticks 16 buy_proportion 0.62
2017-03-31 15:00:50.390 1.06961 1.06953 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.43 max_proportion 0.56 threshold 8.11 cum_ticks 15 buy_proportion 0.60
2017-03-31 15:00:54.317 1.06960 1.06953 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.55 threshold 8.05 cum_ticks 12 buy_proportion 0.25
2017-03-31 15:00:58.692 1.06956 1.06951 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 13.43 max_proportion 0.60 threshold 8.01 cum_ticks 14 buy_proportion 0.64
2017-03-31 15:01:00.921 1.06965 1.06951 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.57 max_proportion 0.52 threshold 7.12 cum_ticks 11 buy_proportion 0.73
2017-03-31 15:01:05.320 1.06968 1.06962 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.00 max_proportion 0.63 threshold 7.62 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:01:08.077 1.06972 1.06969 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 12.00 max_proportion 0.68 threshold 8.17 cum_ticks 9 buy_proportion 1.00
2017-03-31 15:01:10.866 1.06988 1.06974 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 10.14 max_proportion 0.87 threshold 8.78 cum_ticks 9 buy_proportion 1.00
2017-03-31 15:01:15.851 1.06999 1.06994 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 9.43 max_proportion 0.95 threshold 8.98 cum_ticks 15 buy_proportion 0.60
2017-03-31 15:01:19.551 1.06999 1.06980 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 12.43 max_proportion 0.77 threshold 9.59 cum_ticks 13 buy_proportion 0.23
2017-03-31 15:01:24.128 1.06992 1.06979 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.00 max_proportion 0.55 threshold 7.20 cum_ticks 11 buy_proportion 0.73
2017-03-31 15:01:27.153 1.06998 1.06988 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.14 max_proportion 0.57 threshold 6.89 cum_ticks 13 buy_proportion 0.54
2017-03-31 15:01:29.427 1.07004 1.06998 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.43 max_proportion 0.55 threshold 6.82 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:01:33.309 1.07006 1.07000 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.43 max_proportion 0.70 threshold 7.32 cum_ticks 15 buy_proportion 0.53
2017-03-31 15:01:37.774 1.07006 1.07003 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.60 threshold 7.85 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:01:40.556 1.07004 1.06995 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.64 threshold 8.01 cum_ticks 12 buy_proportion 0.25
2017-03-31 15:01:42.056 1.06995 1.06985 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.59 threshold 7.34 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:01:45.552 1.06989 1.06985 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.86 max_proportion 0.72 threshold 7.81 cum_ticks 14 buy_proportion 0.57
2017-03-31 15:01:49.960 1.07001 1.06989 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.58 threshold 7.30 cum_ticks 15 buy_proportion 0.47
2017-03-31 15:01:54.492 1.07007 1.06999 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 14.00 max_proportion 0.54 threshold 7.58 cum_ticks 14 buy_proportion 0.57
2017-03-31 15:01:57.531 1.07004 1.06997 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 14.29 max_proportion 0.54 threshold 7.74 cum_ticks 10 buy_proportion 0.80
2017-03-31 15:02:00.889 1.07007 1.06998 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.69 threshold 8.15 cum_ticks 15 buy_proportion 0.40
2017-03-31 15:02:03.811 1.07003 1.06989 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 13.43 max_proportion 0.54 threshold 7.23 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:02:07.618 1.06994 1.06986 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 11.43 max_proportion 0.66 threshold 7.51 cum_ticks 15 buy_proportion 0.47
2017-03-31 15:02:12.272 1.06993 1.06986 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.62 threshold 8.40 cum_ticks 15 buy_proportion 0.60
2017-03-31 15:02:17.512 1.07000 1.06994 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 14.29 max_proportion 0.50 threshold 7.21 cum_ticks 15 buy_proportion 0.53
2017-03-31 15:02:22.059 1.07009 1.07006 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 15.00 max_proportion 0.54 threshold 8.14 cum_ticks 14 buy_proportion 0.64
2017-03-31 15:02:25.421 1.07018 1.07003 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.43 max_proportion 0.61 threshold 8.74 cum_ticks 15 buy_proportion 0.40
2017-03-31 15:02:28.904 1.07010 1.07004 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 14.71 max_proportion 0.51 threshold 7.53 cum_ticks 15 buy_proportion 0.47
2017-03-31 15:02:30.994 1.07004 1.06980 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 14.86 max_proportion 0.53 threshold 7.83 cum_ticks 8 buy_proportion 0.00
2017-03-31 15:02:35.343 1.06984 1.06976 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.00 max_proportion 0.81 threshold 8.90 cum_ticks 14 buy_proportion 0.64
2017-03-31 15:02:39.972 1.06981 1.06975 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.43 max_proportion 0.57 threshold 7.03 cum_ticks 8 buy_proportion 0.00
2017-03-31 15:02:43.229 1.06974 1.06968 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.71 max_proportion 0.82 threshold 7.93 cum_ticks 8 buy_proportion 0.00
2017-03-31 15:02:48.159 1.06966 1.06954 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 8.86 max_proportion 0.91 threshold 8.04 cum_ticks 11 buy_proportion 0.18
2017-03-31 15:02:52.937 1.06952 1.06940 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.90 threshold 8.71 cum_ticks 17 buy_proportion 0.47
2017-03-31 15:02:57.621 1.06949 1.06941 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 14.00 max_proportion 0.68 threshold 9.51 cum_ticks 19 buy_proportion 0.47
2017-03-31 15:03:00.634 1.06946 1.06935 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 17.29 max_proportion 0.57 threshold 9.83 cum_ticks 13 buy_proportion 0.23
2017-03-31 15:03:06.570 1.06936 1.06924 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 15.29 max_proportion 0.67 threshold 10.17 cum_ticks 15 buy_proportion 0.27
2017-03-31 15:03:15.605 1.06935 1.06926 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 15.00 max_proportion 0.71 threshold 10.71 cum_ticks 20 buy_proportion 0.45
2017-03-31 15:03:23.478 1.06931 1.06924 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 17.57 max_proportion 0.63 threshold 11.14 cum_ticks 22 buy_proportion 0.45
2017-03-31 15:03:33.987 1.06932 1.06922 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 20.43 max_proportion 0.57 threshold 11.72 cum_ticks 21 buy_proportion 0.43
2017-03-31 15:03:42.504 1.06932 1.06925 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 21.14 max_proportion 0.56 threshold 11.86 cum_ticks 18 buy_proportion 0.33
2017-03-31 15:03:48.762 1.06933 1.06920 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 19.43 max_proportion 0.62 threshold 12.09 cum_ticks 21 buy_proportion 0.38
2017-03-31 15:03:54.421 1.06931 1.06913 cum_theta_buy 4.0 cum_theta_sell 13.0 diff 9.0 exp_num_ticks 20.14 max_proportion 0.63 threshold 12.61 cum_ticks 17 buy_proportion 0.24
2017-03-31 15:04:05.210 1.06917 1.06902 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 18.29 max_proportion 0.71 threshold 12.97 cum_ticks 21 buy_proportion 0.38
2017-03-31 15:04:10.692 1.06923 1.06901 cum_theta_buy 14.0 cum_theta_sell 2.0 diff -12.0 exp_num_ticks 19.86 max_proportion 0.66 threshold 13.12 cum_ticks 16 buy_proportion 0.88
2017-03-31 15:04:16.479 1.06934 1.06924 cum_theta_buy 12.0 cum_theta_sell 1.0 diff -11.0 exp_num_ticks 17.57 max_proportion 0.64 threshold 11.29 cum_ticks 13 buy_proportion 0.92
2017-03-31 15:04:24.675 1.06944 1.06927 cum_theta_buy 13.0 cum_theta_sell 12.0 diff -1.0 exp_num_ticks 15.00 max_proportion 0.83 threshold 12.48 cum_ticks 25 buy_proportion 0.52
2017-03-31 15:04:31.668 1.06946 1.06929 cum_theta_buy 5.0 cum_theta_sell 14.0 diff 9.0 exp_num_ticks 20.29 max_proportion 0.69 threshold 13.91 cum_ticks 19 buy_proportion 0.26
2017-03-31 15:04:38.674 1.06944 1.06929 cum_theta_buy 12.0 cum_theta_sell 5.0 diff -7.0 exp_num_ticks 19.86 max_proportion 0.57 threshold 11.30 cum_ticks 17 buy_proportion 0.71
2017-03-31 15:04:43.685 1.06955 1.06944 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 18.71 max_proportion 0.55 threshold 10.35 cum_ticks 14 buy_proportion 0.79
2017-03-31 15:04:50.017 1.06954 1.06938 cum_theta_buy 1.0 cum_theta_sell 11.0 diff 10.0 exp_num_ticks 15.57 max_proportion 0.69 threshold 10.72 cum_ticks 12 buy_proportion 0.08
2017-03-31 15:04:54.119 1.06938 1.06933 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 13.29 max_proportion 0.63 threshold 8.33 cum_ticks 9 buy_proportion 0.00
2017-03-31 15:05:00.114 1.06933 1.06926 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 10.57 max_proportion 0.86 threshold 9.13 cum_ticks 14 buy_proportion 0.29
2017-03-31 15:05:07.984 1.06927 1.06922 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 12.29 max_proportion 0.82 threshold 10.13 cum_ticks 18 buy_proportion 0.61
2017-03-31 15:05:18.582 1.06928 1.06924 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 15.57 max_proportion 0.57 threshold 8.86 cum_ticks 11 buy_proportion 0.82
2017-03-31 15:05:28.316 1.06927 1.06922 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 13.43 max_proportion 0.68 threshold 9.17 cum_ticks 11 buy_proportion 0.09
2017-03-31 15:05:31.524 1.06922 1.06919 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.00 max_proportion 0.63 threshold 7.52 cum_ticks 8 buy_proportion 0.00
2017-03-31 15:05:37.768 1.06919 1.06911 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.86 threshold 7.96 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:05:42.014 1.06915 1.06908 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 10.71 max_proportion 0.80 threshold 8.53 cum_ticks 10 buy_proportion 0.10
2017-03-31 15:05:48.445 1.06911 1.06908 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 10.29 max_proportion 0.85 threshold 8.72 cum_ticks 13 buy_proportion 0.69
2017-03-31 15:05:54.010 1.06923 1.06910 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 12.00 max_proportion 0.53 threshold 6.34 cum_ticks 12 buy_proportion 0.42
2017-03-31 15:05:58.975 1.06925 1.06920 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.00 max_proportion 0.55 threshold 6.60 cum_ticks 7 buy_proportion 1.00
2017-03-31 15:06:05.998 1.06927 1.06924 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.29 max_proportion 0.79 threshold 7.33 cum_ticks 14 buy_proportion 0.57
2017-03-31 15:06:13.021 1.06931 1.06926 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.71 max_proportion 0.67 threshold 7.87 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:06:15.715 1.06924 1.06923 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 11.86 max_proportion 0.50 threshold 5.97 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:06:19.616 1.06921 1.06911 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.43 max_proportion 0.74 threshold 6.99 cum_ticks 11 buy_proportion 0.36
2017-03-31 15:06:24.546 1.06914 1.06909 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.00 max_proportion 0.70 threshold 7.04 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:06:35.466 1.06915 1.06913 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 11.00 max_proportion 0.51 threshold 5.56 cum_ticks 9 buy_proportion 0.33
2017-03-31 15:06:39.396 1.06918 1.06915 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.57 threshold 5.75 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:06:43.645 1.06918 1.06911 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.71 max_proportion 0.76 threshold 5.88 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:06:47.019 1.06910 1.06908 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.59 threshold 4.10 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:06:52.403 1.06910 1.06905 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.29 max_proportion 0.72 threshold 4.53 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:06:56.254 1.06907 1.06906 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.57 threshold 4.19 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:07:00.735 1.06909 1.06907 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.61 threshold 4.36 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:07:04.332 1.06912 1.06907 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.14 max_proportion 0.70 threshold 5.01 cum_ticks 7 buy_proportion 0.86
2017-03-31 15:07:09.928 1.06912 1.06906 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.80 threshold 5.57 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:07:16.196 1.06907 1.06901 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 9.29 max_proportion 0.66 threshold 6.12 cum_ticks 13 buy_proportion 0.54
2017-03-31 15:07:22.383 1.06908 1.06902 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.57 max_proportion 0.59 threshold 6.78 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:07:25.188 1.06907 1.06901 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.50 threshold 6.41 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:07:30.297 1.06912 1.06906 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.71 max_proportion 0.65 threshold 7.00 cum_ticks 11 buy_proportion 0.36
2017-03-31 15:07:35.550 1.06912 1.06910 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.71 max_proportion 0.50 threshold 5.40 cum_ticks 7 buy_proportion 0.86
2017-03-31 15:07:44.699 1.06912 1.06909 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.70 threshold 5.94 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:07:47.033 1.06913 1.06902 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.29 max_proportion 0.53 threshold 4.88 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:07:53.456 1.06901 1.06899 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.60 threshold 4.71 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:07:57.013 1.06902 1.06898 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.86 max_proportion 0.77 threshold 5.25 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:07:59.612 1.06906 1.06904 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.29 max_proportion 0.52 threshold 3.77 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:08:01.502 1.06906 1.06897 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.81 threshold 4.39 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:08:03.786 1.06898 1.06896 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.50 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:08:07.082 1.06899 1.06896 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.43 max_proportion 0.66 threshold 3.59 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:08:09.127 1.06897 1.06896 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.43 max_proportion 0.58 threshold 3.70 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:08:13.060 1.06896 1.06889 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.00 max_proportion 0.81 threshold 4.04 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:08:20.773 1.06896 1.06889 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.70 threshold 4.73 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:08:24.293 1.06896 1.06890 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.52 threshold 3.53 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:08:31.402 1.06892 1.06890 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.63 threshold 3.77 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:08:34.412 1.06899 1.06892 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.60 threshold 3.83 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:08:35.533 1.06904 1.06899 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.61 threshold 3.39 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:08:39.091 1.06911 1.06903 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.86 threshold 4.06 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:08:47.253 1.06913 1.06911 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.43 max_proportion 0.76 threshold 4.87 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:08:52.225 1.06922 1.06913 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.43 max_proportion 0.68 threshold 5.04 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:08:57.761 1.06929 1.06924 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.65 threshold 5.56 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:09:01.957 1.06926 1.06924 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.51 threshold 4.79 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:09:04.270 1.06921 1.06917 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.57 max_proportion 0.70 threshold 5.26 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:09:09.267 1.06924 1.06917 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.81 threshold 5.81 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:09:14.538 1.06924 1.06924 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.00 max_proportion 0.55 threshold 4.44 cum_ticks 5 buy_proportion 1.00
2017-03-31 15:09:26.991 1.06924 1.06922 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.78 threshold 5.03 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:09:33.744 1.06930 1.06924 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.29 max_proportion 0.81 threshold 5.90 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:09:37.189 1.06930 1.06925 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.43 max_proportion 0.93 threshold 5.97 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:09:40.278 1.06928 1.06927 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.60 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:09:42.138 1.06926 1.06922 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.71 max_proportion 0.70 threshold 4.01 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:09:43.072 1.06927 1.06922 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.43 max_proportion 0.51 threshold 3.31 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:09:45.057 1.06926 1.06898 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.61 threshold 3.77 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:09:45.839 1.06895 1.06892 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.71 threshold 3.54 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:09:47.506 1.06891 1.06889 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.29 max_proportion 0.90 threshold 3.88 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:09:49.728 1.06893 1.06889 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.81 threshold 4.16 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:09:52.327 1.06894 1.06891 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.29 max_proportion 0.50 threshold 3.16 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:09:54.467 1.06892 1.06889 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.51 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:09:56.086 1.06899 1.06890 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.69 threshold 3.84 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:09:58.747 1.06899 1.06895 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.57 max_proportion 0.68 threshold 3.09 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:10:01.241 1.06902 1.06894 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.50 threshold 2.67 cum_ticks 5 buy_proportion 0.60
2017-03-31 15:10:03.141 1.06904 1.06901 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 5.14 max_proportion 0.58 threshold 2.99 cum_ticks 4 buy_proportion 0.75
2017-03-31 15:10:05.166 1.06905 1.06901 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.57 max_proportion 0.65 threshold 2.96 cum_ticks 4 buy_proportion 0.25
2017-03-31 15:10:06.172 1.06900 1.06897 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.14 max_proportion 0.56 threshold 2.31 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:10:08.316 1.06897 1.06895 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.43 max_proportion 0.82 threshold 2.82 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:10:11.237 1.06900 1.06895 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 3.14 max_proportion 0.96 threshold 3.03 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:10:14.433 1.06896 1.06895 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.81 threshold 3.82 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:10:20.073 1.06897 1.06895 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.00 max_proportion 0.79 threshold 3.95 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:10:22.686 1.06897 1.06896 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.71 max_proportion 0.51 threshold 2.94 cum_ticks 5 buy_proportion 0.40
2017-03-31 15:10:24.542 1.06895 1.06892 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.55 threshold 2.92 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:10:25.781 1.06896 1.06892 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.00 max_proportion 0.79 threshold 3.16 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:10:30.734 1.06896 1.06893 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.57 max_proportion 0.70 threshold 3.89 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:10:39.584 1.06897 1.06896 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.55 threshold 3.54 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:10:44.934 1.06897 1.06896 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.68 threshold 3.99 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:10:49.544 1.06897 1.06895 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.86 max_proportion 0.69 threshold 4.05 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:10:53.192 1.06896 1.06895 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.57 max_proportion 0.56 threshold 4.23 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:10:58.034 1.06898 1.06895 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.70 threshold 4.79 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:11:00.513 1.06898 1.06897 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.00 max_proportion 0.54 threshold 3.75 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:11:02.575 1.06897 1.06896 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.14 max_proportion 0.77 threshold 3.97 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:11:05.094 1.06895 1.06892 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.43 max_proportion 0.67 threshold 2.98 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:10.432 1.06892 1.06892 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.43 max_proportion 0.86 threshold 2.94 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:14.551 1.06893 1.06892 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 3.14 max_proportion 1.00 threshold 3.14 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:11:18.577 1.06894 1.06894 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.14 max_proportion 0.54 threshold 2.25 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:11:21.181 1.06893 1.06893 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.57 max_proportion 0.80 threshold 2.86 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:21.875 1.06899 1.06895 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 3.29 max_proportion 0.60 threshold 1.97 cum_ticks 2 buy_proportion 1.00
2017-03-31 15:11:22.534 1.06897 1.06896 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 2.43 max_proportion 0.71 threshold 1.73 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:23.555 1.06894 1.06894 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 2.14 max_proportion 0.71 threshold 1.53 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:24.113 1.06894 1.06893 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 2.00 max_proportion 0.86 threshold 1.71 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:25.367 1.06897 1.06893 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 2.00 max_proportion 1.00 threshold 2.00 cum_ticks 4 buy_proportion 0.75
2017-03-31 15:11:26.127 1.06895 1.06894 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 3.14 max_proportion 0.57 threshold 1.80 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:27.084 1.06897 1.06896 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 2.57 max_proportion 0.79 threshold 2.02 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:11:28.807 1.06897 1.06896 cum_theta_buy 1.0 cum_theta_sell 2.0 diff 1.0 exp_num_ticks 2.86 max_proportion 0.68 threshold 1.94 cum_ticks 3 buy_proportion 0.33
2017-03-31 15:11:29.309 1.06897 1.06897 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 2.86 max_proportion 0.52 threshold 1.50 cum_ticks 2 buy_proportion 1.00
2017-03-31 15:11:30.018 1.06893 1.06892 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 2.43 max_proportion 0.81 threshold 1.97 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:31.205 1.06895 1.06895 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 2.14 max_proportion 0.67 threshold 1.43 cum_ticks 2 buy_proportion 1.00
2017-03-31 15:11:32.871 1.06895 1.06895 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 2.00 max_proportion 0.71 threshold 1.43 cum_ticks 2 buy_proportion 1.00
2017-03-31 15:11:34.211 1.06896 1.06895 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 2.00 max_proportion 0.86 threshold 1.71 cum_ticks 2 buy_proportion 1.00
2017-03-31 15:11:35.600 1.06898 1.06898 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 2.00 max_proportion 1.00 threshold 2.00 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:11:37.767 1.06901 1.06898 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 2.57 max_proportion 1.00 threshold 2.57 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:11:39.444 1.06900 1.06899 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 2.86 max_proportion 1.00 threshold 2.86 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:42.595 1.06899 1.06899 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 3.00 max_proportion 0.57 threshold 1.71 cum_ticks 2 buy_proportion 0.00
2017-03-31 15:11:44.432 1.06899 1.06897 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 2.43 max_proportion 0.86 threshold 2.08 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:46.170 1.06896 1.06895 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 2.71 max_proportion 1.00 threshold 2.71 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:11:49.569 1.06898 1.06895 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 2.86 max_proportion 1.00 threshold 2.86 cum_ticks 5 buy_proportion 0.60
2017-03-31 15:11:51.898 1.06901 1.06897 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.66 threshold 2.72 cum_ticks 5 buy_proportion 0.40
2017-03-31 15:11:57.789 1.06897 1.06896 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.71 max_proportion 0.60 threshold 2.83 cum_ticks 5 buy_proportion 0.40
2017-03-31 15:12:05.858 1.06896 1.06896 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.57 threshold 2.86 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:12:19.537 1.06897 1.06897 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.86 max_proportion 0.83 threshold 3.20 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:12:23.539 1.06899 1.06898 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.86 max_proportion 0.63 threshold 2.42 cum_ticks 4 buy_proportion 0.25
2017-03-31 15:12:24.865 1.06905 1.06899 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.86 max_proportion 0.57 threshold 2.20 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:12:25.442 1.06910 1.06909 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.43 max_proportion 0.79 threshold 2.69 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:12:27.028 1.06913 1.06910 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.14 max_proportion 0.89 threshold 2.81 cum_ticks 5 buy_proportion 0.60
2017-03-31 15:12:28.948 1.06915 1.06911 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.14 max_proportion 0.77 threshold 3.20 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:12:31.073 1.06918 1.06917 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.14 max_proportion 0.89 threshold 3.67 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:12:35.613 1.06921 1.06918 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.94 threshold 3.91 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:12:39.239 1.06918 1.06917 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.71 max_proportion 0.67 threshold 3.85 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:12:40.527 1.06917 1.06912 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.54 threshold 3.27 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:12:44.103 1.06913 1.06909 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.00 max_proportion 0.84 threshold 4.22 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:12:49.438 1.06914 1.06912 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.00 max_proportion 0.54 threshold 3.27 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:12:51.825 1.06913 1.06910 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.61 threshold 3.63 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:12:54.797 1.06910 1.06908 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.69 threshold 3.84 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:12:58.998 1.06910 1.06906 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 4.57 max_proportion 0.90 threshold 4.09 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:13:01.375 1.06911 1.06907 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.56 threshold 3.30 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:13:03.023 1.06916 1.06912 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.00 max_proportion 0.61 threshold 3.63 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:13:05.956 1.06918 1.06917 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.65 threshold 3.65 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:13:13.728 1.06919 1.06919 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.14 max_proportion 0.73 threshold 3.77 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:13:15.308 1.06936 1.06923 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.43 max_proportion 0.91 threshold 4.05 cum_ticks 5 buy_proportion 1.00
2017-03-31 15:13:21.141 1.06937 1.06933 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 4.71 max_proportion 0.97 threshold 4.58 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:13:23.613 1.06950 1.06939 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.14 max_proportion 0.75 threshold 5.33 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:13:26.722 1.06955 1.06948 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.87 threshold 5.86 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:13:28.855 1.06959 1.06946 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.59 threshold 5.17 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:13:31.328 1.06964 1.06956 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.86 max_proportion 0.64 threshold 5.65 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:13:33.075 1.06955 1.06951 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.61 threshold 5.22 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:13:36.545 1.06948 1.06944 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.83 threshold 5.83 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:13:39.493 1.06948 1.06942 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.70 threshold 6.44 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:13:43.753 1.06959 1.06949 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.14 max_proportion 0.57 threshold 5.25 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:13:47.254 1.06958 1.06947 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.67 threshold 6.20 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:13:48.518 1.06946 1.06940 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.00 max_proportion 0.57 threshold 5.14 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:13:51.345 1.06940 1.06926 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.84 threshold 6.13 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:13:55.248 1.06935 1.06925 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.84 threshold 6.85 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:13:58.659 1.06937 1.06931 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.57 threshold 5.57 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:14:02.544 1.06939 1.06936 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.14 max_proportion 0.56 threshold 5.64 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:14:08.405 1.06937 1.06932 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.00 max_proportion 0.59 threshold 5.35 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:14:15.001 1.06938 1.06935 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 9.43 max_proportion 0.50 threshold 4.71 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:14:19.113 1.06937 1.06934 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.14 max_proportion 0.52 threshold 4.80 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:14:20.558 1.06934 1.06928 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.59 threshold 4.74 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:14:24.250 1.06931 1.06928 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.14 max_proportion 0.84 threshold 5.15 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:14:26.437 1.06935 1.06930 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.14 max_proportion 0.62 threshold 5.02 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:14:29.208 1.06944 1.06934 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.89 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:14:31.976 1.06944 1.06937 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.29 max_proportion 0.66 threshold 5.44 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:14:38.097 1.06943 1.06937 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 9.14 max_proportion 0.51 threshold 4.70 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:14:40.733 1.06942 1.06941 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.14 max_proportion 0.52 threshold 4.76 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:14:45.563 1.06944 1.06941 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.78 threshold 5.38 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:14:51.157 1.06946 1.06942 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.54 threshold 4.24 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:14:54.465 1.06949 1.06944 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.67 threshold 4.48 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:14:57.138 1.06944 1.06937 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.57 max_proportion 0.55 threshold 4.15 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:15:00.472 1.06938 1.06936 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.77 threshold 4.64 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:15:02.798 1.06936 1.06931 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.57 max_proportion 0.78 threshold 5.15 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:15:07.716 1.06936 1.06930 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.64 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:15:11.350 1.06940 1.06933 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.00 max_proportion 0.65 threshold 5.83 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:15:13.634 1.06947 1.06934 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.58 threshold 5.01 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:15:16.718 1.06933 1.06928 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.76 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:15:21.129 1.06929 1.06925 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.57 max_proportion 0.57 threshold 4.86 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:15:25.509 1.06938 1.06928 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.86 max_proportion 0.52 threshold 4.60 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:15:28.155 1.06940 1.06938 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.09 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:15:31.937 1.06943 1.06938 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.89 threshold 5.71 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:15:37.860 1.06948 1.06942 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.86 max_proportion 0.72 threshold 6.35 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:15:41.146 1.06950 1.06947 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.57 max_proportion 0.80 threshold 6.85 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:15:45.181 1.06948 1.06941 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.83 threshold 6.98 cum_ticks 10 buy_proportion 0.30
2017-03-31 15:15:50.890 1.06942 1.06940 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 9.14 max_proportion 0.55 threshold 5.00 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:15:55.227 1.06943 1.06940 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 9.14 max_proportion 0.53 threshold 4.83 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:15:57.753 1.06940 1.06933 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.58 threshold 5.01 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:16:01.123 1.06937 1.06931 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.81 threshold 5.69 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:16:05.519 1.06932 1.06927 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.80 threshold 5.97 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:16:10.657 1.06932 1.06923 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.43 max_proportion 0.67 threshold 6.31 cum_ticks 8 buy_proportion 0.12
2017-03-31 15:16:13.140 1.06922 1.06915 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.86 max_proportion 0.76 threshold 6.76 cum_ticks 8 buy_proportion 0.12
2017-03-31 15:16:15.845 1.06915 1.06912 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.43 max_proportion 0.83 threshold 6.98 cum_ticks 7 buy_proportion 0.00
2017-03-31 15:16:19.912 1.06911 1.06906 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 7.43 max_proportion 0.95 threshold 7.03 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:16:28.744 1.06913 1.06906 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.00 max_proportion 0.79 threshold 7.92 cum_ticks 15 buy_proportion 0.53
2017-03-31 15:16:33.895 1.06911 1.06905 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.60 threshold 7.80 cum_ticks 13 buy_proportion 0.38
2017-03-31 15:16:43.495 1.06908 1.06902 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.43 max_proportion 0.58 threshold 7.79 cum_ticks 14 buy_proportion 0.57
2017-03-31 15:16:51.502 1.06908 1.06900 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 13.86 max_proportion 0.51 threshold 7.10 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:17:00.456 1.06906 1.06905 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 11.57 max_proportion 0.67 threshold 7.72 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:17:06.063 1.06910 1.06904 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.86 max_proportion 0.62 threshold 7.92 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:17:15.388 1.06903 1.06896 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.43 max_proportion 0.60 threshold 8.11 cum_ticks 17 buy_proportion 0.53
2017-03-31 15:17:27.379 1.06908 1.06903 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 15.71 max_proportion 0.51 threshold 8.07 cum_ticks 9 buy_proportion 1.00
2017-03-31 15:17:36.088 1.06916 1.06908 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 12.00 max_proportion 0.78 threshold 9.41 cum_ticks 15 buy_proportion 0.67
2017-03-31 15:17:46.900 1.06916 1.06910 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.74 threshold 10.07 cum_ticks 19 buy_proportion 0.58
2017-03-31 15:17:58.462 1.06916 1.06912 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 16.43 max_proportion 0.66 threshold 10.91 cum_ticks 16 buy_proportion 0.31
2017-03-31 15:18:11.491 1.06914 1.06911 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.71 max_proportion 0.56 threshold 9.37 cum_ticks 16 buy_proportion 0.62
2017-03-31 15:18:22.755 1.06913 1.06909 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 16.43 max_proportion 0.53 threshold 8.69 cum_ticks 17 buy_proportion 0.53
2017-03-31 15:18:33.224 1.06919 1.06911 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 16.57 max_proportion 0.53 threshold 8.71 cum_ticks 16 buy_proportion 0.56
2017-03-31 15:18:40.923 1.06924 1.06918 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.29 max_proportion 0.56 threshold 9.15 cum_ticks 16 buy_proportion 0.62
2017-03-31 15:18:46.795 1.06930 1.06921 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 16.14 max_proportion 0.59 threshold 9.58 cum_ticks 15 buy_proportion 0.67
2017-03-31 15:18:53.478 1.06934 1.06928 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 15.43 max_proportion 0.64 threshold 9.87 cum_ticks 13 buy_proportion 0.77
2017-03-31 15:18:59.456 1.06944 1.06935 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 14.00 max_proportion 0.72 threshold 10.07 cum_ticks 15 buy_proportion 0.73
2017-03-31 15:19:13.855 1.06944 1.06938 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 14.43 max_proportion 0.73 threshold 10.59 cum_ticks 21 buy_proportion 0.52
2017-03-31 15:19:24.613 1.06945 1.06938 cum_theta_buy 8.0 cum_theta_sell 12.0 diff 4.0 exp_num_ticks 18.14 max_proportion 0.62 threshold 11.23 cum_ticks 20 buy_proportion 0.40
2017-03-31 15:19:33.979 1.06942 1.06938 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 19.57 max_proportion 0.52 threshold 10.12 cum_ticks 15 buy_proportion 0.27
2017-03-31 15:19:42.947 1.06938 1.06928 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 17.29 max_proportion 0.66 threshold 11.38 cum_ticks 21 buy_proportion 0.43
2017-03-31 15:19:53.385 1.06939 1.06931 cum_theta_buy 9.0 cum_theta_sell 12.0 diff 3.0 exp_num_ticks 19.14 max_proportion 0.62 threshold 11.90 cum_ticks 21 buy_proportion 0.43
2017-03-31 15:20:14.457 1.06938 1.06932 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 20.14 max_proportion 0.59 threshold 11.98 cum_ticks 20 buy_proportion 0.60
2017-03-31 15:20:34.930 1.06939 1.06935 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 20.43 max_proportion 0.53 threshold 10.76 cum_ticks 19 buy_proportion 0.42
2017-03-31 15:20:42.359 1.06942 1.06935 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 19.57 max_proportion 0.53 threshold 10.31 cum_ticks 16 buy_proportion 0.31
2017-03-31 15:20:57.098 1.06934 1.06929 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 17.43 max_proportion 0.62 threshold 10.73 cum_ticks 14 buy_proportion 0.21
2017-03-31 15:21:08.248 1.06937 1.06932 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 15.29 max_proportion 0.73 threshold 11.13 cum_ticks 18 buy_proportion 0.67
2017-03-31 15:21:14.954 1.06935 1.06932 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 16.57 max_proportion 0.51 threshold 8.50 cum_ticks 11 buy_proportion 0.82
2017-03-31 15:21:21.141 1.06939 1.06935 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 13.43 max_proportion 0.69 threshold 9.25 cum_ticks 10 buy_proportion 1.00
2017-03-31 15:21:40.224 1.06939 1.06934 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 11.43 max_proportion 0.90 threshold 10.29 cum_ticks 21 buy_proportion 0.52
2017-03-31 15:21:49.838 1.06943 1.06937 cum_theta_buy 12.0 cum_theta_sell 0 diff -12.0 exp_num_ticks 16.43 max_proportion 0.70 threshold 11.53 cum_ticks 12 buy_proportion 1.00
2017-03-31 15:21:58.050 1.06948 1.06939 cum_theta_buy 13.0 cum_theta_sell 3.0 diff -10.0 exp_num_ticks 14.29 max_proportion 0.86 threshold 12.34 cum_ticks 16 buy_proportion 0.81
2017-03-31 15:22:15.074 1.06947 1.06941 cum_theta_buy 9.0 cum_theta_sell 13.0 diff 4.0 exp_num_ticks 15.57 max_proportion 0.82 threshold 12.84 cum_ticks 22 buy_proportion 0.41
2017-03-31 15:22:27.248 1.06943 1.06938 cum_theta_buy 1.0 cum_theta_sell 12.0 diff 11.0 exp_num_ticks 18.86 max_proportion 0.61 threshold 11.48 cum_ticks 13 buy_proportion 0.08
2017-03-31 15:22:39.628 1.06943 1.06936 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 16.00 max_proportion 0.72 threshold 11.57 cum_ticks 16 buy_proportion 0.75
2017-03-31 15:22:52.949 1.06950 1.06943 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 16.00 max_proportion 0.51 threshold 8.14 cum_ticks 9 buy_proportion 1.00
2017-03-31 15:23:03.049 1.06962 1.06947 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 11.57 max_proportion 0.80 threshold 9.22 cum_ticks 18 buy_proportion 0.56
2017-03-31 15:23:07.267 1.06961 1.06953 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 15.14 max_proportion 0.71 threshold 10.76 cum_ticks 14 buy_proportion 0.21
2017-03-31 15:23:10.540 1.06963 1.06956 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.43 max_proportion 0.58 threshold 8.31 cum_ticks 12 buy_proportion 0.75
2017-03-31 15:23:19.196 1.06968 1.06962 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 13.43 max_proportion 0.57 threshold 7.64 cum_ticks 10 buy_proportion 0.80
2017-03-31 15:23:24.473 1.06972 1.06967 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.14 max_proportion 0.70 threshold 7.82 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:23:37.423 1.06965 1.06963 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 11.43 max_proportion 0.72 threshold 8.19 cum_ticks 9 buy_proportion 0.00
2017-03-31 15:23:51.434 1.06968 1.06964 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.70 threshold 6.95 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:24:00.423 1.06964 1.06962 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.43 max_proportion 0.54 threshold 5.09 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:24:08.357 1.06969 1.06965 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.57 max_proportion 0.57 threshold 5.41 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:24:16.078 1.06969 1.06965 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.71 threshold 6.20 cum_ticks 12 buy_proportion 0.42
2017-03-31 15:24:27.343 1.06970 1.06967 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.54 threshold 5.69 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:24:29.491 1.06979 1.06970 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.71 max_proportion 0.61 threshold 5.90 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:24:35.597 1.06984 1.06978 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 7.71 max_proportion 0.82 threshold 6.34 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:24:41.032 1.06985 1.06983 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.88 threshold 6.67 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:24:46.011 1.06988 1.06983 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.29 max_proportion 0.84 threshold 6.94 cum_ticks 12 buy_proportion 0.58
2017-03-31 15:24:57.740 1.06988 1.06985 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.57 max_proportion 0.68 threshold 7.19 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:25:04.322 1.06990 1.06982 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 12.71 max_proportion 0.52 threshold 6.65 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:25:09.139 1.07000 1.06989 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.00 max_proportion 0.57 threshold 6.83 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:25:10.291 1.07013 1.07002 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.71 max_proportion 0.74 threshold 7.22 cum_ticks 8 buy_proportion 1.00
2017-03-31 15:25:14.070 1.07012 1.07007 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 8.43 max_proportion 0.91 threshold 7.69 cum_ticks 11 buy_proportion 0.27
2017-03-31 15:25:17.109 1.07012 1.07008 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.71 max_proportion 0.57 threshold 5.50 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:25:21.851 1.07015 1.07008 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.71 max_proportion 0.79 threshold 6.11 cum_ticks 10 buy_proportion 0.30
2017-03-31 15:25:26.758 1.07011 1.07008 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 9.00 max_proportion 0.50 threshold 4.54 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:25:29.814 1.07009 1.07007 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.56 threshold 4.62 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:25:32.664 1.07007 1.07003 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.57 max_proportion 0.85 threshold 5.59 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:25:36.120 1.07002 1.06998 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.00 max_proportion 0.95 threshold 5.68 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:25:38.281 1.06996 1.06990 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 5.86 max_proportion 1.00 threshold 5.86 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:25:42.553 1.06991 1.06983 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 6.00 max_proportion 1.00 threshold 6.00 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:25:48.008 1.06985 1.06981 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 8.86 max_proportion 0.74 threshold 6.56 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:25:52.604 1.06985 1.06977 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.43 max_proportion 0.61 threshold 6.93 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:25:57.140 1.06981 1.06977 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.71 max_proportion 0.54 threshold 6.86 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:26:08.753 1.06980 1.06977 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.71 max_proportion 0.68 threshold 7.23 cum_ticks 13 buy_proportion 0.38
2017-03-31 15:26:13.169 1.06978 1.06972 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.86 max_proportion 0.65 threshold 7.72 cum_ticks 9 buy_proportion 0.11
2017-03-31 15:26:24.997 1.06974 1.06971 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.79 threshold 8.06 cum_ticks 17 buy_proportion 0.53
2017-03-31 15:26:31.939 1.06972 1.06966 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.14 max_proportion 0.61 threshold 8.64 cum_ticks 10 buy_proportion 0.10
2017-03-31 15:26:44.337 1.06969 1.06966 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.78 threshold 9.20 cum_ticks 18 buy_proportion 0.44
2017-03-31 15:26:51.338 1.06966 1.06961 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 15.57 max_proportion 0.64 threshold 9.99 cum_ticks 13 buy_proportion 0.23
2017-03-31 15:27:01.697 1.06962 1.06955 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 14.00 max_proportion 0.73 threshold 10.18 cum_ticks 13 buy_proportion 0.15
2017-03-31 15:27:08.408 1.06953 1.06946 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.78 threshold 10.73 cum_ticks 18 buy_proportion 0.39
2017-03-31 15:27:21.208 1.06952 1.06946 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 15.86 max_proportion 0.70 threshold 11.11 cum_ticks 22 buy_proportion 0.45
2017-03-31 15:27:31.018 1.06947 1.06940 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 19.57 max_proportion 0.61 threshold 11.88 cum_ticks 12 buy_proportion 0.00
2017-03-31 15:27:42.866 1.06943 1.06935 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 15.71 max_proportion 0.81 threshold 12.80 cum_ticks 21 buy_proportion 0.38
2017-03-31 15:27:53.145 1.06940 1.06938 cum_theta_buy 14.0 cum_theta_sell 2.0 diff -12.0 exp_num_ticks 18.57 max_proportion 0.72 threshold 13.32 cum_ticks 16 buy_proportion 0.88
2017-03-31 15:28:01.586 1.06946 1.06939 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 16.86 max_proportion 0.61 threshold 10.26 cum_ticks 18 buy_proportion 0.39
2017-03-31 15:28:12.867 1.06938 1.06932 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 17.86 max_proportion 0.53 threshold 9.40 cum_ticks 12 buy_proportion 0.17
2017-03-31 15:28:24.131 1.06938 1.06932 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 14.29 max_proportion 0.67 threshold 9.55 cum_ticks 18 buy_proportion 0.44
2017-03-31 15:28:46.217 1.06938 1.06931 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 16.29 max_proportion 0.64 threshold 10.47 cum_ticks 15 buy_proportion 0.27
2017-03-31 15:29:04.901 1.06938 1.06931 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 15.43 max_proportion 0.70 threshold 10.75 cum_ticks 17 buy_proportion 0.65
2017-03-31 15:29:15.120 1.06934 1.06928 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 16.57 max_proportion 0.51 threshold 8.44 cum_ticks 15 buy_proportion 0.40
2017-03-31 15:29:23.965 1.06943 1.06932 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 15.57 max_proportion 0.55 threshold 8.54 cum_ticks 17 buy_proportion 0.47
2017-03-31 15:29:32.001 1.06936 1.06930 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 16.43 max_proportion 0.52 threshold 8.61 cum_ticks 10 buy_proportion 0.10
2017-03-31 15:29:41.039 1.06931 1.06928 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 12.71 max_proportion 0.75 threshold 9.55 cum_ticks 14 buy_proportion 0.71
2017-03-31 15:29:48.655 1.06929 1.06926 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 13.29 max_proportion 0.50 threshold 6.70 cum_ticks 12 buy_proportion 0.58
2017-03-31 15:29:54.559 1.06934 1.06928 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 12.29 max_proportion 0.55 threshold 6.78 cum_ticks 12 buy_proportion 0.58
2017-03-31 15:29:59.638 1.06932 1.06927 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 12.29 max_proportion 0.60 threshold 7.40 cum_ticks 9 buy_proportion 0.11
2017-03-31 15:30:05.094 1.06939 1.06925 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.29 max_proportion 0.69 threshold 7.06 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:30:13.477 1.06937 1.06930 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.64 threshold 7.86 cum_ticks 13 buy_proportion 0.62
2017-03-31 15:30:18.234 1.06944 1.06938 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.51 threshold 6.48 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:30:29.163 1.06944 1.06938 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.86 max_proportion 0.68 threshold 7.40 cum_ticks 13 buy_proportion 0.38
2017-03-31 15:30:40.981 1.06938 1.06929 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.28 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:30:48.200 1.06928 1.06924 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.14 max_proportion 0.65 threshold 6.61 cum_ticks 12 buy_proportion 0.42
2017-03-31 15:30:54.971 1.06927 1.06920 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.29 max_proportion 0.64 threshold 7.26 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:31:04.533 1.06927 1.06920 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 11.57 max_proportion 0.66 threshold 7.62 cum_ticks 15 buy_proportion 0.47
2017-03-31 15:31:15.420 1.06927 1.06925 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.58 threshold 7.93 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:31:24.746 1.06928 1.06922 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 12.86 max_proportion 0.63 threshold 8.08 cum_ticks 13 buy_proportion 0.69
2017-03-31 15:31:29.101 1.06928 1.06922 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 13.00 max_proportion 0.56 threshold 7.25 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:31:37.005 1.06929 1.06927 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 13.43 max_proportion 0.51 threshold 6.84 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:31:44.343 1.06934 1.06928 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 12.14 max_proportion 0.58 threshold 7.10 cum_ticks 8 buy_proportion 1.00
2017-03-31 15:31:53.543 1.06935 1.06930 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.81 threshold 7.91 cum_ticks 14 buy_proportion 0.57
2017-03-31 15:32:05.822 1.06934 1.06929 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.70 threshold 8.34 cum_ticks 16 buy_proportion 0.44
2017-03-31 15:32:12.116 1.06929 1.06923 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 14.29 max_proportion 0.56 threshold 7.94 cum_ticks 9 buy_proportion 0.11
2017-03-31 15:32:19.527 1.06923 1.06917 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 11.71 max_proportion 0.73 threshold 8.55 cum_ticks 9 buy_proportion 0.00
2017-03-31 15:32:26.940 1.06918 1.06908 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 10.00 max_proportion 0.91 threshold 9.06 cum_ticks 15 buy_proportion 0.33
2017-03-31 15:32:32.127 1.06906 1.06897 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 12.43 max_proportion 0.79 threshold 9.86 cum_ticks 12 buy_proportion 0.17
2017-03-31 15:32:40.697 1.06899 1.06892 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 12.43 max_proportion 0.81 threshold 10.06 cum_ticks 17 buy_proportion 0.35
2017-03-31 15:32:49.005 1.06904 1.06897 cum_theta_buy 11.0 cum_theta_sell 5.0 diff -6.0 exp_num_ticks 15.29 max_proportion 0.70 threshold 10.75 cum_ticks 16 buy_proportion 0.69
2017-03-31 15:32:56.495 1.06903 1.06901 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.71 max_proportion 0.52 threshold 8.13 cum_ticks 15 buy_proportion 0.60
2017-03-31 15:33:15.745 1.06901 1.06895 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.57 max_proportion 0.59 threshold 9.18 cum_ticks 15 buy_proportion 0.33
2017-03-31 15:33:24.246 1.06904 1.06896 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.14 max_proportion 0.54 threshold 8.18 cum_ticks 10 buy_proportion 0.90
2017-03-31 15:33:40.885 1.06903 1.06902 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.14 max_proportion 0.70 threshold 8.44 cum_ticks 15 buy_proportion 0.40
2017-03-31 15:33:53.217 1.06906 1.06901 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 13.57 max_proportion 0.53 threshold 7.24 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:34:03.945 1.06902 1.06896 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.43 max_proportion 0.64 threshold 7.35 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:34:11.172 1.06905 1.06896 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 11.86 max_proportion 0.70 threshold 8.24 cum_ticks 10 buy_proportion 0.90
2017-03-31 15:34:19.775 1.06909 1.06901 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.57 max_proportion 0.64 threshold 6.75 cum_ticks 11 buy_proportion 0.36
2017-03-31 15:34:24.775 1.06903 1.06902 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.86 max_proportion 0.51 threshold 5.56 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:34:31.741 1.06903 1.06901 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.61 threshold 5.96 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:34:39.063 1.06902 1.06901 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.43 max_proportion 0.50 threshold 5.24 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:34:43.810 1.06907 1.06902 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.69 threshold 5.84 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:34:48.317 1.06906 1.06902 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.55 threshold 5.12 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:34:52.640 1.06903 1.06899 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.67 threshold 5.61 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:34:56.039 1.06908 1.06905 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.29 max_proportion 0.70 threshold 5.80 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:34:59.690 1.06908 1.06904 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.00 max_proportion 0.54 threshold 4.29 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:35:00.722 1.06919 1.06911 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.86 max_proportion 0.73 threshold 4.98 cum_ticks 5 buy_proportion 1.00
2017-03-31 15:35:13.942 1.06925 1.06918 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 5.71 max_proportion 0.92 threshold 5.24 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:35:20.148 1.06928 1.06921 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.72 threshold 6.14 cum_ticks 10 buy_proportion 0.30
2017-03-31 15:35:21.967 1.06920 1.06913 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.53 threshold 5.07 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:35:30.333 1.06917 1.06911 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.69 threshold 6.24 cum_ticks 10 buy_proportion 0.30
2017-03-31 15:35:35.833 1.06929 1.06911 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 9.43 max_proportion 0.71 threshold 6.73 cum_ticks 12 buy_proportion 0.42
2017-03-31 15:35:41.917 1.06924 1.06922 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.64 threshold 6.95 cum_ticks 8 buy_proportion 0.12
2017-03-31 15:35:46.928 1.06927 1.06916 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.77 threshold 7.23 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:35:52.111 1.06924 1.06911 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 10.86 max_proportion 0.71 threshold 7.76 cum_ticks 9 buy_proportion 0.11
2017-03-31 15:35:54.554 1.06928 1.06912 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 9.71 max_proportion 0.82 threshold 8.00 cum_ticks 9 buy_proportion 0.89
2017-03-31 15:35:59.974 1.06927 1.06924 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.43 max_proportion 0.59 threshold 5.54 cum_ticks 7 buy_proportion 0.14
2017-03-31 15:36:09.061 1.06928 1.06924 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.86 max_proportion 0.65 threshold 5.10 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:36:15.943 1.06929 1.06927 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 9.57 max_proportion 0.57 threshold 5.48 cum_ticks 9 buy_proportion 0.33
2017-03-31 15:36:22.808 1.06929 1.06928 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.66 threshold 6.12 cum_ticks 8 buy_proportion 0.12
2017-03-31 15:36:25.842 1.06939 1.06932 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 8.71 max_proportion 0.77 threshold 6.70 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:36:29.478 1.06940 1.06937 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.58 threshold 4.75 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:36:33.105 1.06943 1.06938 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.00 max_proportion 0.52 threshold 4.14 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:36:37.899 1.06943 1.06938 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.00 max_proportion 0.59 threshold 4.71 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:36:42.391 1.06938 1.06937 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.51 threshold 4.40 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:36:46.715 1.06941 1.06938 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.69 threshold 4.92 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:36:48.588 1.06953 1.06948 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.52 threshold 3.63 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:36:49.824 1.06949 1.06944 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.62 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:36:52.876 1.06947 1.06943 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.29 max_proportion 0.78 threshold 4.10 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:36:56.250 1.06949 1.06947 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.54 threshold 2.99 cum_ticks 5 buy_proportion 0.40
2017-03-31 15:36:58.649 1.06947 1.06946 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.53 threshold 2.74 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:37:02.222 1.06948 1.06944 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.00 max_proportion 0.77 threshold 3.07 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:37:05.535 1.06943 1.06943 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.75 threshold 3.76 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:37:07.084 1.06942 1.06937 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.43 max_proportion 0.90 threshold 4.01 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:37:11.454 1.06944 1.06937 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.86 max_proportion 0.95 threshold 4.63 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:37:14.512 1.06947 1.06946 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.64 threshold 4.22 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:37:18.831 1.06946 1.06943 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.57 max_proportion 0.61 threshold 4.60 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:37:23.328 1.06959 1.06948 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.80 threshold 5.05 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:37:24.877 1.06959 1.06955 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.52 threshold 3.70 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:37:26.257 1.06959 1.06957 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:37:28.322 1.06959 1.06955 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.86 max_proportion 0.74 threshold 3.57 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:37:32.682 1.06957 1.06953 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.56 threshold 3.28 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:37:37.116 1.06955 1.06952 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.62 threshold 3.37 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:37:42.305 1.06953 1.06952 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.77 threshold 4.06 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:37:45.088 1.06952 1.06948 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.14 max_proportion 0.75 threshold 4.61 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:37:47.862 1.06950 1.06948 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.89 threshold 4.96 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:37:52.658 1.06951 1.06950 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.86 max_proportion 0.52 threshold 3.03 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:37:55.597 1.06957 1.06949 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.71 max_proportion 0.81 threshold 3.82 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:37:57.374 1.06955 1.06951 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.65 threshold 3.90 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:38:12.331 1.06951 1.06949 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.86 max_proportion 0.73 threshold 3.57 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:38:19.453 1.06952 1.06949 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.12 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:38:24.879 1.06950 1.06950 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.53 threshold 3.21 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:38:36.780 1.06952 1.06950 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.77 threshold 3.84 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:38:45.349 1.06959 1.06950 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.65 threshold 4.01 cum_ticks 7 buy_proportion 0.71
2017-03-31 15:38:52.910 1.06960 1.06956 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.57 max_proportion 0.53 threshold 3.49 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:38:56.062 1.06961 1.06955 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.62 threshold 3.63 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:38:58.087 1.06961 1.06958 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.65 threshold 3.81 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:39:03.539 1.06961 1.06957 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.29 max_proportion 0.76 threshold 4.03 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:39:11.629 1.06959 1.06955 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.54 threshold 3.69 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:39:14.435 1.06960 1.06955 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.68 threshold 3.97 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:39:17.991 1.06967 1.06963 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.43 max_proportion 0.60 threshold 3.28 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:39:19.401 1.06976 1.06972 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.43 max_proportion 0.83 threshold 3.67 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:39:21.256 1.06972 1.06968 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.59 threshold 3.12 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:39:23.226 1.06968 1.06967 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.71 max_proportion 0.57 threshold 3.27 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:39:26.639 1.06966 1.06963 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.74 threshold 4.03 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:39:36.457 1.06962 1.06961 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.71 max_proportion 0.80 threshold 4.57 cum_ticks 9 buy_proportion 0.56
2017-03-31 15:39:39.631 1.06967 1.06961 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.57 max_proportion 0.61 threshold 4.59 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:39:42.047 1.06970 1.06965 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.00 max_proportion 0.54 threshold 4.32 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:39:43.839 1.06967 1.06964 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.53 threshold 4.30 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:39:46.373 1.06969 1.06966 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.86 max_proportion 0.71 threshold 4.86 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:39:58.698 1.06973 1.06970 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.58 threshold 3.63 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:40:00.374 1.06971 1.06971 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.59 threshold 3.87 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:40:03.810 1.06971 1.06968 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.14 max_proportion 0.72 threshold 3.69 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:40:08.818 1.06971 1.06969 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.14 max_proportion 0.59 threshold 3.64 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:40:20.546 1.06973 1.06970 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.54 threshold 3.27 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:40:27.999 1.06970 1.06968 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.52 threshold 3.47 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:40:31.581 1.06970 1.06967 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.59 threshold 3.72 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:40:37.535 1.06969 1.06968 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.71 max_proportion 0.60 threshold 4.02 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:40:41.432 1.06969 1.06968 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.65 threshold 4.06 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:40:44.361 1.06970 1.06968 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.14 max_proportion 0.78 threshold 4.76 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:40:47.996 1.06969 1.06968 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.00 max_proportion 0.83 threshold 5.00 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:40:59.568 1.06971 1.06967 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.57 max_proportion 0.52 threshold 3.42 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:41:01.356 1.06971 1.06969 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.62 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:41:06.830 1.06969 1.06968 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.86 max_proportion 0.68 threshold 3.99 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:41:09.102 1.06967 1.06961 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.71 max_proportion 0.86 threshold 4.06 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:41:09.985 1.06960 1.06951 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.71 max_proportion 0.97 threshold 4.58 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:41:13.223 1.06958 1.06955 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 4.86 max_proportion 1.00 threshold 4.86 cum_ticks 6 buy_proportion 0.83
2017-03-31 15:41:16.277 1.06959 1.06956 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.57 max_proportion 0.52 threshold 2.92 cum_ticks 5 buy_proportion 0.60
2017-03-31 15:41:18.892 1.06960 1.06958 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.29 max_proportion 0.58 threshold 3.07 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:41:22.510 1.06959 1.06959 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.57 max_proportion 0.86 threshold 3.94 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:41:24.558 1.06961 1.06960 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.14 max_proportion 0.63 threshold 2.60 cum_ticks 3 buy_proportion 1.00
2017-03-31 15:41:26.367 1.06964 1.06962 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.43 max_proportion 0.71 threshold 2.45 cum_ticks 4 buy_proportion 0.75
2017-03-31 15:41:28.442 1.06964 1.06961 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.71 max_proportion 0.71 threshold 2.65 cum_ticks 5 buy_proportion 0.60
2017-03-31 15:41:35.167 1.06963 1.06960 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.43 max_proportion 0.70 threshold 3.10 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:41:36.791 1.06960 1.06959 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.53 threshold 2.88 cum_ticks 4 buy_proportion 0.25
2017-03-31 15:41:39.746 1.06959 1.06957 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.68 threshold 3.19 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:41:42.494 1.06959 1.06957 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.50 threshold 2.71 cum_ticks 4 buy_proportion 0.25
2017-03-31 15:41:45.123 1.06955 1.06953 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.57 max_proportion 0.63 threshold 2.88 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:42:00.409 1.06953 1.06952 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 3.71 max_proportion 0.83 threshold 3.10 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:42:04.076 1.06962 1.06952 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.85 threshold 3.64 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:42:16.674 1.06963 1.06959 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.62 threshold 3.61 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:42:19.482 1.06958 1.06958 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.62 threshold 3.79 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:42:23.018 1.06961 1.06957 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.12 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:42:25.397 1.06962 1.06961 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.57 max_proportion 0.60 threshold 3.91 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:42:35.033 1.06963 1.06961 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.71 max_proportion 0.71 threshold 4.04 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:42:38.761 1.06960 1.06957 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.14 max_proportion 0.64 threshold 4.57 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:43:01.214 1.06959 1.06957 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 5.86 max_proportion 0.86 threshold 5.06 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:43:06.760 1.06956 1.06952 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.86 max_proportion 0.63 threshold 5.62 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:43:13.786 1.06952 1.06945 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.84 threshold 6.15 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:43:25.667 1.06948 1.06940 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.80 threshold 6.70 cum_ticks 12 buy_proportion 0.58
2017-03-31 15:43:40.912 1.06948 1.06945 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.60 threshold 6.20 cum_ticks 11 buy_proportion 0.36
2017-03-31 15:43:47.491 1.06947 1.06942 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.00 max_proportion 0.59 threshold 6.53 cum_ticks 13 buy_proportion 0.54
2017-03-31 15:43:49.796 1.06952 1.06945 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.29 max_proportion 0.51 threshold 6.21 cum_ticks 9 buy_proportion 0.78
2017-03-31 15:43:59.086 1.06952 1.06947 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.78 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:44:34.899 1.06951 1.06947 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.86 max_proportion 0.56 threshold 6.67 cum_ticks 8 buy_proportion 0.12
2017-03-31 15:44:52.437 1.06948 1.06944 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.57 max_proportion 0.69 threshold 6.56 cum_ticks 10 buy_proportion 0.70
2017-03-31 15:45:14.092 1.06946 1.06945 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 9.86 max_proportion 0.50 threshold 4.94 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:45:26.267 1.06944 1.06942 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.53 threshold 4.83 cum_ticks 6 buy_proportion 0.17
2017-03-31 15:45:34.474 1.06943 1.06940 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.43 max_proportion 0.68 threshold 5.03 cum_ticks 9 buy_proportion 0.33
2017-03-31 15:45:40.945 1.06940 1.06939 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.14 max_proportion 0.70 threshold 5.69 cum_ticks 6 buy_proportion 0.00
2017-03-31 15:45:53.493 1.06942 1.06939 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 6.86 max_proportion 0.88 threshold 6.04 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:45:58.940 1.06940 1.06933 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 10.43 max_proportion 0.69 threshold 7.18 cum_ticks 8 buy_proportion 0.00
2017-03-31 15:46:07.789 1.06933 1.06930 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.87 threshold 7.94 cum_ticks 12 buy_proportion 0.33
2017-03-31 15:46:21.892 1.06932 1.06929 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.74 threshold 8.18 cum_ticks 16 buy_proportion 0.44
2017-03-31 15:46:37.360 1.06933 1.06931 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.71 max_proportion 0.65 threshold 8.98 cum_ticks 17 buy_proportion 0.53
2017-03-31 15:46:48.023 1.06933 1.06930 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 16.00 max_proportion 0.52 threshold 8.40 cum_ticks 17 buy_proportion 0.47
2017-03-31 15:46:53.395 1.06931 1.06926 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 16.86 max_proportion 0.52 threshold 8.72 cum_ticks 10 buy_proportion 0.10
2017-03-31 15:47:02.973 1.06927 1.06923 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.00 max_proportion 0.73 threshold 9.53 cum_ticks 18 buy_proportion 0.44
2017-03-31 15:47:12.105 1.06925 1.06917 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.57 max_proportion 0.65 threshold 10.13 cum_ticks 16 buy_proportion 0.31
2017-03-31 15:47:22.076 1.06919 1.06917 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.71 max_proportion 0.68 threshold 10.69 cum_ticks 16 buy_proportion 0.31
2017-03-31 15:47:30.717 1.06926 1.06916 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 16.29 max_proportion 0.67 threshold 10.89 cum_ticks 19 buy_proportion 0.42
2017-03-31 15:47:44.186 1.06932 1.06922 cum_theta_buy 12.0 cum_theta_sell 6.0 diff -6.0 exp_num_ticks 17.71 max_proportion 0.63 threshold 11.08 cum_ticks 18 buy_proportion 0.67
2017-03-31 15:47:53.662 1.06934 1.06927 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 18.00 max_proportion 0.55 threshold 9.83 cum_ticks 19 buy_proportion 0.53
2017-03-31 15:48:03.388 1.06933 1.06918 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 18.71 max_proportion 0.55 threshold 10.32 cum_ticks 16 buy_proportion 0.31
2017-03-31 15:48:09.079 1.06922 1.06910 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.14 max_proportion 0.58 threshold 9.87 cum_ticks 17 buy_proportion 0.41
2017-03-31 15:48:20.241 1.06921 1.06909 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 17.00 max_proportion 0.60 threshold 10.20 cum_ticks 20 buy_proportion 0.55
2017-03-31 15:48:26.615 1.06931 1.06923 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 18.57 max_proportion 0.52 threshold 9.72 cum_ticks 13 buy_proportion 0.77
2017-03-31 15:48:43.957 1.06934 1.06930 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 15.57 max_proportion 0.66 threshold 10.21 cum_ticks 20 buy_proportion 0.45
2017-03-31 15:48:56.044 1.06931 1.06919 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 18.00 max_proportion 0.56 threshold 10.00 cum_ticks 13 buy_proportion 0.23
2017-03-31 15:49:08.611 1.06920 1.06914 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 15.00 max_proportion 0.63 threshold 9.45 cum_ticks 15 buy_proportion 0.67
2017-03-31 15:49:18.370 1.06920 1.06918 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 15.14 max_proportion 0.51 threshold 7.74 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:49:29.132 1.06928 1.06918 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.60 threshold 7.86 cum_ticks 13 buy_proportion 0.38
2017-03-31 15:49:38.642 1.06922 1.06920 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 13.00 max_proportion 0.51 threshold 6.57 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:49:58.261 1.06922 1.06920 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.57 max_proportion 0.67 threshold 7.06 cum_ticks 14 buy_proportion 0.43
2017-03-31 15:50:05.073 1.06929 1.06920 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.43 max_proportion 0.64 threshold 7.91 cum_ticks 11 buy_proportion 0.73
2017-03-31 15:50:11.093 1.06930 1.06926 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.57 max_proportion 0.57 threshold 6.59 cum_ticks 11 buy_proportion 0.36
2017-03-31 15:50:20.497 1.06929 1.06926 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 11.43 max_proportion 0.52 threshold 5.98 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:50:24.471 1.06942 1.06931 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 11.00 max_proportion 0.52 threshold 5.71 cum_ticks 7 buy_proportion 0.86
2017-03-31 15:50:29.632 1.06939 1.06938 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.71 max_proportion 0.70 threshold 6.08 cum_ticks 7 buy_proportion 0.00
2017-03-31 15:50:36.406 1.06944 1.06938 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.68 threshold 5.13 cum_ticks 7 buy_proportion 0.86
2017-03-31 15:50:46.777 1.06943 1.06938 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.00 max_proportion 0.61 threshold 4.29 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:50:54.059 1.06947 1.06942 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.86 max_proportion 0.76 threshold 4.42 cum_ticks 5 buy_proportion 1.00
2017-03-31 15:51:05.299 1.06946 1.06943 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.29 max_proportion 0.69 threshold 3.67 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:51:14.680 1.06943 1.06941 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.43 max_proportion 0.71 threshold 3.16 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:51:23.603 1.06947 1.06942 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.86 max_proportion 0.61 threshold 3.59 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:51:24.806 1.06949 1.06945 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.58 threshold 3.15 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:51:30.701 1.06947 1.06944 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.29 max_proportion 0.60 threshold 3.15 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:51:37.995 1.06947 1.06944 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.14 max_proportion 0.58 threshold 3.59 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:51:41.850 1.06946 1.06946 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.71 max_proportion 0.60 threshold 4.06 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:51:48.009 1.06949 1.06945 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.82 threshold 4.78 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:51:53.706 1.06948 1.06944 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.72 threshold 5.07 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:52:02.274 1.06949 1.06942 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.75 threshold 5.68 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:52:08.015 1.06954 1.06952 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.71 max_proportion 0.56 threshold 5.47 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:52:21.793 1.06955 1.06953 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.86 max_proportion 0.62 threshold 5.49 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:52:25.651 1.06953 1.06950 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.57 max_proportion 0.52 threshold 4.98 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:52:29.051 1.06953 1.06951 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.86 max_proportion 0.78 threshold 5.34 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:52:31.805 1.06953 1.06951 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.43 max_proportion 0.51 threshold 3.82 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:52:34.054 1.06953 1.06949 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.67 threshold 3.93 cum_ticks 6 buy_proportion 0.67
2017-03-31 15:52:38.251 1.06953 1.06953 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.00 max_proportion 0.55 threshold 3.27 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:52:40.058 1.06956 1.06953 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.71 max_proportion 0.79 threshold 3.73 cum_ticks 5 buy_proportion 0.80
2017-03-31 15:52:48.699 1.06961 1.06958 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 4.86 max_proportion 0.84 threshold 4.07 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:52:53.817 1.06961 1.06959 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.63 threshold 4.47 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:52:59.660 1.06959 1.06957 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.54 threshold 4.28 cum_ticks 5 buy_proportion 0.00
2017-03-31 15:53:06.351 1.06957 1.06956 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.83 threshold 5.33 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:53:10.091 1.06959 1.06957 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.52 threshold 3.70 cum_ticks 7 buy_proportion 0.57
2017-03-31 15:53:12.761 1.06958 1.06956 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.54 threshold 3.79 cum_ticks 5 buy_proportion 0.20
2017-03-31 15:53:21.367 1.06958 1.06954 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.62 threshold 3.69 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:53:27.682 1.06961 1.06958 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.62 threshold 3.96 cum_ticks 4 buy_proportion 1.00
2017-03-31 15:53:34.543 1.06961 1.06959 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.00 max_proportion 0.72 threshold 3.61 cum_ticks 6 buy_proportion 0.33
2017-03-31 15:53:35.673 1.06959 1.06959 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.57 max_proportion 0.54 threshold 2.99 cum_ticks 3 buy_proportion 0.00
2017-03-31 15:53:39.371 1.06959 1.06959 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.00 max_proportion 0.76 threshold 3.05 cum_ticks 4 buy_proportion 0.00
2017-03-31 15:53:46.673 1.06960 1.06958 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.00 max_proportion 0.95 threshold 3.81 cum_ticks 7 buy_proportion 0.43
2017-03-31 15:53:50.699 1.06959 1.06956 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.76 threshold 4.21 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:53:57.928 1.06960 1.06956 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.81 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:54:10.554 1.06961 1.06959 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.56 threshold 4.86 cum_ticks 8 buy_proportion 0.62
2017-03-31 15:54:19.414 1.06965 1.06963 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.55 threshold 4.62 cum_ticks 9 buy_proportion 0.44
2017-03-31 15:54:23.575 1.06963 1.06959 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.71 max_proportion 0.50 threshold 4.39 cum_ticks 7 buy_proportion 0.29
2017-03-31 15:54:30.225 1.06959 1.06955 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.79 cum_ticks 8 buy_proportion 0.38
2017-03-31 15:54:42.590 1.06958 1.06954 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.64 threshold 5.03 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:54:51.317 1.06956 1.06951 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 7.86 max_proportion 0.71 threshold 5.57 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:55:05.636 1.06953 1.06951 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.71 max_proportion 0.62 threshold 5.98 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:55:15.879 1.06953 1.06948 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.00 max_proportion 0.61 threshold 6.06 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:55:36.717 1.06951 1.06947 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.57 max_proportion 0.69 threshold 6.64 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:55:58.086 1.06948 1.06943 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.14 max_proportion 0.75 threshold 6.88 cum_ticks 7 buy_proportion 0.00
2017-03-31 15:56:04.187 1.06942 1.06939 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 7.86 max_proportion 0.90 threshold 7.11 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:56:11.329 1.06947 1.06941 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.85 threshold 7.69 cum_ticks 13 buy_proportion 0.62
2017-03-31 15:56:29.054 1.06954 1.06947 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.29 max_proportion 0.59 threshold 6.67 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:56:37.110 1.06954 1.06953 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.43 max_proportion 0.57 threshold 6.49 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:56:48.000 1.06954 1.06950 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 9.57 max_proportion 0.77 threshold 7.37 cum_ticks 12 buy_proportion 0.67
2017-03-31 15:56:57.469 1.06958 1.06953 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 10.71 max_proportion 0.72 threshold 7.73 cum_ticks 11 buy_proportion 0.73
2017-03-31 15:57:07.137 1.06958 1.06953 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.73 threshold 7.94 cum_ticks 10 buy_proportion 0.20
2017-03-31 15:57:23.560 1.06958 1.06953 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.58 threshold 6.16 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:57:33.931 1.06960 1.06956 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.52 threshold 5.62 cum_ticks 11 buy_proportion 0.55
2017-03-31 15:57:40.652 1.06959 1.06958 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.86 max_proportion 0.52 threshold 5.67 cum_ticks 9 buy_proportion 0.33
2017-03-31 15:57:48.350 1.06963 1.06958 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.86 max_proportion 0.56 threshold 5.55 cum_ticks 8 buy_proportion 0.25
2017-03-31 15:57:58.948 1.06959 1.06957 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.68 threshold 5.96 cum_ticks 10 buy_proportion 0.60
2017-03-31 15:58:01.289 1.06963 1.06959 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 9.29 max_proportion 0.54 threshold 5.00 cum_ticks 5 buy_proportion 1.00
2017-03-31 15:58:12.769 1.06968 1.06963 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.78 threshold 5.34 cum_ticks 9 buy_proportion 0.67
2017-03-31 15:58:23.777 1.06973 1.06966 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.00 max_proportion 0.75 threshold 6.02 cum_ticks 13 buy_proportion 0.54
2017-03-31 15:58:29.404 1.06972 1.06969 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.64 threshold 6.87 cum_ticks 13 buy_proportion 0.54
2017-03-31 15:58:32.067 1.06971 1.06967 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.43 max_proportion 0.56 threshold 6.92 cum_ticks 9 buy_proportion 0.22
2017-03-31 15:58:46.643 1.06973 1.06970 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.64 threshold 6.88 cum_ticks 11 buy_proportion 0.64
2017-03-31 15:58:57.051 1.06972 1.06970 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.71 max_proportion 0.50 threshold 5.40 cum_ticks 11 buy_proportion 0.45
2017-03-31 15:59:07.349 1.06971 1.06970 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.53 threshold 5.64 cum_ticks 10 buy_proportion 0.40
2017-03-31 15:59:13.429 1.06976 1.06970 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.74 cum_ticks 8 buy_proportion 0.75
2017-03-31 15:59:19.058 1.06979 1.06976 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.00 max_proportion 0.61 threshold 5.47 cum_ticks 6 buy_proportion 1.00
2017-03-31 15:59:22.770 1.06989 1.06981 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 7.14 max_proportion 0.84 threshold 6.02 cum_ticks 8 buy_proportion 0.88
2017-03-31 15:59:30.807 1.06989 1.06985 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 7.43 max_proportion 0.89 threshold 6.63 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:59:40.976 1.06985 1.06982 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.57 max_proportion 0.66 threshold 6.94 cum_ticks 10 buy_proportion 0.30
2017-03-31 15:59:50.871 1.06985 1.06979 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.57 max_proportion 0.57 threshold 6.04 cum_ticks 13 buy_proportion 0.46
2017-03-31 15:59:56.243 1.06979 1.06973 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.58 threshold 7.10 cum_ticks 11 buy_proportion 0.27
2017-03-31 16:00:00.307 1.06971 1.06967 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.43 max_proportion 0.67 threshold 7.65 cum_ticks 10 buy_proportion 0.20
2017-03-31 16:00:05.350 1.06970 1.06966 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.74 threshold 7.95 cum_ticks 10 buy_proportion 0.20
2017-03-31 16:00:15.827 1.06967 1.06965 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 10.14 max_proportion 0.79 threshold 8.01 cum_ticks 14 buy_proportion 0.36
2017-03-31 16:00:34.444 1.06973 1.06963 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.29 max_proportion 0.71 threshold 8.73 cum_ticks 17 buy_proportion 0.47
2017-03-31 16:00:53.166 1.06972 1.06964 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 15.14 max_proportion 0.60 threshold 9.09 cum_ticks 18 buy_proportion 0.56
2017-03-31 16:01:13.425 1.06969 1.06967 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 17.14 max_proportion 0.50 threshold 8.62 cum_ticks 10 buy_proportion 0.90
2017-03-31 16:01:24.658 1.06971 1.06963 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 13.29 max_proportion 0.74 threshold 9.83 cum_ticks 11 buy_proportion 0.09
2017-03-31 16:01:45.775 1.06966 1.06963 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 11.71 max_proportion 0.61 threshold 7.16 cum_ticks 13 buy_proportion 0.38
2017-03-31 16:01:58.554 1.06963 1.06958 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.00 max_proportion 0.63 threshold 7.51 cum_ticks 10 buy_proportion 0.20
2017-03-31 16:02:20.586 1.06961 1.06956 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.00 max_proportion 0.76 threshold 8.39 cum_ticks 13 buy_proportion 0.31
2017-03-31 16:02:25.907 1.06955 1.06946 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 12.14 max_proportion 0.71 threshold 8.65 cum_ticks 9 buy_proportion 0.00
2017-03-31 16:02:43.305 1.06946 1.06939 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 10.29 max_proportion 0.88 threshold 9.09 cum_ticks 11 buy_proportion 0.09
2017-03-31 16:03:04.196 1.06947 1.06937 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.90 threshold 9.69 cum_ticks 18 buy_proportion 0.56
2017-03-31 16:03:16.282 1.06951 1.06947 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 14.71 max_proportion 0.66 threshold 9.66 cum_ticks 14 buy_proportion 0.71
2017-03-31 16:03:43.713 1.06950 1.06946 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.71 max_proportion 0.58 threshold 8.53 cum_ticks 10 buy_proportion 0.10
2017-03-31 16:04:02.003 1.06948 1.06945 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.29 max_proportion 0.66 threshold 8.10 cum_ticks 15 buy_proportion 0.40
2017-03-31 16:04:17.119 1.06947 1.06941 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 13.43 max_proportion 0.64 threshold 8.61 cum_ticks 11 buy_proportion 0.18
2017-03-31 16:04:35.924 1.06947 1.06941 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.77 threshold 9.21 cum_ticks 17 buy_proportion 0.41
2017-03-31 16:05:02.506 1.06946 1.06940 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.00 max_proportion 0.66 threshold 9.83 cum_ticks 15 buy_proportion 0.33
2017-03-31 16:05:33.994 1.06942 1.06938 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.00 max_proportion 0.67 threshold 9.99 cum_ticks 17 buy_proportion 0.41
2017-03-31 16:05:55.282 1.06949 1.06937 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 16.43 max_proportion 0.61 threshold 10.03 cum_ticks 19 buy_proportion 0.42
2017-03-31 16:06:10.000 1.06943 1.06938 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 17.86 max_proportion 0.59 threshold 10.61 cum_ticks 15 buy_proportion 0.27
2017-03-31 16:06:18.580 1.06940 1.06927 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 16.43 max_proportion 0.67 threshold 10.98 cum_ticks 14 buy_proportion 0.21
2017-03-31 16:06:25.620 1.06930 1.06906 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 15.00 max_proportion 0.74 threshold 11.12 cum_ticks 22 buy_proportion 0.55
2017-03-31 16:06:38.321 1.06919 1.06913 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 18.71 max_proportion 0.59 threshold 11.02 cum_ticks 23 buy_proportion 0.52
2017-03-31 16:07:14.813 1.06921 1.06916 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 21.43 max_proportion 0.52 threshold 11.04 cum_ticks 20 buy_proportion 0.60
2017-03-31 16:07:30.055 1.06928 1.06922 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 21.14 max_proportion 0.57 threshold 12.05 cum_ticks 21 buy_proportion 0.38
2017-03-31 16:07:54.217 1.06928 1.06923 cum_theta_buy 12.0 cum_theta_sell 10.0 diff -2.0 exp_num_ticks 21.00 max_proportion 0.54 threshold 11.26 cum_ticks 22 buy_proportion 0.55
2017-03-31 16:08:12.221 1.06935 1.06927 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 21.43 max_proportion 0.51 threshold 10.85 cum_ticks 12 buy_proportion 0.92
2017-03-31 16:08:23.541 1.06942 1.06934 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 16.14 max_proportion 0.73 threshold 11.85 cum_ticks 19 buy_proportion 0.63
2017-03-31 16:08:35.542 1.06941 1.06934 cum_theta_buy 2.0 cum_theta_sell 13.0 diff 11.0 exp_num_ticks 17.43 max_proportion 0.70 threshold 12.21 cum_ticks 15 buy_proportion 0.13
2017-03-31 16:08:43.659 1.06934 1.06927 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.71 max_proportion 0.61 threshold 9.62 cum_ticks 15 buy_proportion 0.33
2017-03-31 16:08:57.473 1.06935 1.06926 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 15.57 max_proportion 0.68 threshold 10.61 cum_ticks 18 buy_proportion 0.61
2017-03-31 16:09:05.059 1.06935 1.06928 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 16.71 max_proportion 0.54 threshold 8.97 cum_ticks 13 buy_proportion 0.31
2017-03-31 16:09:19.660 1.06933 1.06928 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 14.71 max_proportion 0.60 threshold 8.86 cum_ticks 12 buy_proportion 0.75
2017-03-31 16:09:25.844 1.06932 1.06926 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 13.14 max_proportion 0.60 threshold 7.94 cum_ticks 8 buy_proportion 0.00
2017-03-31 16:09:43.038 1.06926 1.06921 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 9.86 max_proportion 0.74 threshold 7.31 cum_ticks 14 buy_proportion 0.43
2017-03-31 16:10:00.705 1.06925 1.06921 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.65 threshold 7.78 cum_ticks 13 buy_proportion 0.38
2017-03-31 16:10:15.118 1.06928 1.06923 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.66 threshold 8.27 cum_ticks 17 buy_proportion 0.47
2017-03-31 16:10:23.995 1.06927 1.06925 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.43 max_proportion 0.56 threshold 8.64 cum_ticks 10 buy_proportion 0.90
2017-03-31 16:10:29.545 1.06928 1.06922 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.70 threshold 8.75 cum_ticks 12 buy_proportion 0.25
2017-03-31 16:10:35.405 1.06928 1.06921 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.14 max_proportion 0.53 threshold 6.47 cum_ticks 9 buy_proportion 0.78
2017-03-31 16:10:45.444 1.06930 1.06926 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.00 max_proportion 0.64 threshold 6.44 cum_ticks 10 buy_proportion 0.30
2017-03-31 16:10:48.951 1.06933 1.06926 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 10.00 max_proportion 0.57 threshold 5.71 cum_ticks 9 buy_proportion 0.67
2017-03-31 16:11:00.780 1.06938 1.06932 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.29 max_proportion 0.58 threshold 5.37 cum_ticks 9 buy_proportion 0.67
2017-03-31 16:11:20.943 1.06939 1.06936 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.14 max_proportion 0.61 threshold 5.62 cum_ticks 11 buy_proportion 0.45
2017-03-31 16:11:29.641 1.06938 1.06937 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.14 max_proportion 0.55 threshold 5.53 cum_ticks 11 buy_proportion 0.55
2017-03-31 16:11:35.319 1.06943 1.06937 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.54 threshold 5.75 cum_ticks 10 buy_proportion 0.40
2017-03-31 16:11:53.692 1.06942 1.06937 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.74 cum_ticks 10 buy_proportion 0.40
2017-03-31 16:11:56.912 1.06942 1.06940 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.58 threshold 5.87 cum_ticks 6 buy_proportion 1.00
2017-03-31 16:12:12.141 1.06944 1.06942 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.71 max_proportion 0.74 threshold 5.73 cum_ticks 8 buy_proportion 0.75
2017-03-31 16:12:20.155 1.06950 1.06945 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.77 threshold 5.95 cum_ticks 9 buy_proportion 0.67
2017-03-31 16:12:25.160 1.06951 1.06939 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.74 threshold 6.12 cum_ticks 9 buy_proportion 0.22
2017-03-31 16:12:33.208 1.06941 1.06939 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 8.86 max_proportion 0.58 threshold 5.10 cum_ticks 10 buy_proportion 0.40
2017-03-31 16:12:37.199 1.06939 1.06934 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 9.57 max_proportion 0.61 threshold 5.86 cum_ticks 7 buy_proportion 0.14
2017-03-31 16:12:46.219 1.06935 1.06933 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.77 threshold 6.29 cum_ticks 10 buy_proportion 0.30
2017-03-31 16:13:20.811 1.06935 1.06932 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.73 threshold 6.68 cum_ticks 12 buy_proportion 0.58
2017-03-31 16:13:29.966 1.06935 1.06932 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.56 threshold 6.01 cum_ticks 13 buy_proportion 0.54
2017-03-31 16:13:49.126 1.06936 1.06933 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.29 max_proportion 0.52 threshold 6.35 cum_ticks 13 buy_proportion 0.54
2017-03-31 16:14:06.266 1.06940 1.06935 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.86 max_proportion 0.54 threshold 7.01 cum_ticks 12 buy_proportion 0.67
2017-03-31 16:14:22.543 1.06944 1.06940 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.43 max_proportion 0.61 threshold 7.60 cum_ticks 11 buy_proportion 0.73
2017-03-31 16:14:32.172 1.06948 1.06943 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 11.57 max_proportion 0.68 threshold 7.90 cum_ticks 13 buy_proportion 0.62
2017-03-31 16:14:43.321 1.06949 1.06943 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.65 threshold 8.04 cum_ticks 15 buy_proportion 0.60
2017-03-31 16:15:23.902 1.06949 1.06945 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.62 threshold 8.63 cum_ticks 17 buy_proportion 0.47
2017-03-31 16:15:31.352 1.06951 1.06946 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.86 max_proportion 0.53 threshold 8.38 cum_ticks 15 buy_proportion 0.60
2017-03-31 16:15:35.790 1.06955 1.06951 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.77 cum_ticks 9 buy_proportion 1.00
2017-03-31 16:15:46.835 1.06960 1.06953 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.81 threshold 9.61 cum_ticks 18 buy_proportion 0.56
2017-03-31 16:16:01.871 1.06969 1.06960 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 15.00 max_proportion 0.69 threshold 10.33 cum_ticks 15 buy_proportion 0.73
2017-03-31 16:16:21.471 1.06970 1.06964 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 15.00 max_proportion 0.72 threshold 10.81 cum_ticks 18 buy_proportion 0.39
2017-03-31 16:16:34.248 1.06963 1.06959 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 17.14 max_proportion 0.51 threshold 8.76 cum_ticks 11 buy_proportion 0.18
2017-03-31 16:16:58.217 1.06961 1.06957 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.57 max_proportion 0.68 threshold 9.23 cum_ticks 14 buy_proportion 0.29
2017-03-31 16:17:36.312 1.06957 1.06951 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 13.71 max_proportion 0.73 threshold 10.00 cum_ticks 15 buy_proportion 0.27
2017-03-31 16:18:07.812 1.06952 1.06945 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 14.14 max_proportion 0.74 threshold 10.47 cum_ticks 15 buy_proportion 0.27
2017-03-31 16:18:37.969 1.06950 1.06944 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 14.86 max_proportion 0.73 threshold 10.85 cum_ticks 17 buy_proportion 0.35
2017-03-31 16:19:18.089 1.06949 1.06946 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 16.14 max_proportion 0.68 threshold 11.04 cum_ticks 17 buy_proportion 0.29
2017-03-31 16:19:37.812 1.06955 1.06945 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 16.71 max_proportion 0.69 threshold 11.58 cum_ticks 22 buy_proportion 0.45
2017-03-31 16:19:47.484 1.06952 1.06947 cum_theta_buy 3.0 cum_theta_sell 13.0 diff 10.0 exp_num_ticks 19.86 max_proportion 0.61 threshold 12.03 cum_ticks 16 buy_proportion 0.19
2017-03-31 16:20:25.828 1.06947 1.06941 cum_theta_buy 4.0 cum_theta_sell 13.0 diff 9.0 exp_num_ticks 17.86 max_proportion 0.72 threshold 12.87 cum_ticks 17 buy_proportion 0.24
2017-03-31 16:21:11.102 1.06946 1.06940 cum_theta_buy 4.0 cum_theta_sell 14.0 diff 10.0 exp_num_ticks 17.43 max_proportion 0.75 threshold 13.02 cum_ticks 18 buy_proportion 0.22
2017-03-31 16:22:00.272 1.06940 1.06935 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 17.43 max_proportion 0.78 threshold 13.58 cum_ticks 25 buy_proportion 0.44
2017-03-31 16:22:48.095 1.06943 1.06935 cum_theta_buy 11.0 cum_theta_sell 15.0 diff 4.0 exp_num_ticks 21.86 max_proportion 0.65 threshold 14.24 cum_ticks 26 buy_proportion 0.42
2017-03-31 16:23:18.973 1.06946 1.06940 cum_theta_buy 15.0 cum_theta_sell 9.0 diff -6.0 exp_num_ticks 24.57 max_proportion 0.60 threshold 14.76 cum_ticks 24 buy_proportion 0.62
2017-03-31 16:23:54.066 1.06947 1.06942 cum_theta_buy 14.0 cum_theta_sell 8.0 diff -6.0 exp_num_ticks 24.71 max_proportion 0.54 threshold 13.37 cum_ticks 22 buy_proportion 0.64
2017-03-31 16:24:37.020 1.06958 1.06943 cum_theta_buy 14.0 cum_theta_sell 13.0 diff -1.0 exp_num_ticks 23.14 max_proportion 0.60 threshold 13.95 cum_ticks 27 buy_proportion 0.52
2017-03-31 16:25:02.244 1.06963 1.06957 cum_theta_buy 15.0 cum_theta_sell 7.0 diff -8.0 exp_num_ticks 25.14 max_proportion 0.57 threshold 14.27 cum_ticks 22 buy_proportion 0.68
2017-03-31 16:25:14.363 1.06973 1.06963 cum_theta_buy 15.0 cum_theta_sell 5.0 diff -10.0 exp_num_ticks 23.43 max_proportion 0.63 threshold 14.73 cum_ticks 20 buy_proportion 0.75
2017-03-31 16:25:29.608 1.06976 1.06969 cum_theta_buy 7.0 cum_theta_sell 16.0 diff 9.0 exp_num_ticks 21.57 max_proportion 0.70 threshold 15.05 cum_ticks 23 buy_proportion 0.30
2017-03-31 16:25:56.982 1.06969 1.06964 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 22.00 max_proportion 0.51 threshold 11.32 cum_ticks 18 buy_proportion 0.33
2017-03-31 16:26:10.764 1.06971 1.06964 cum_theta_buy 13.0 cum_theta_sell 5.0 diff -8.0 exp_num_ticks 19.71 max_proportion 0.62 threshold 12.13 cum_ticks 18 buy_proportion 0.72
2017-03-31 16:26:25.201 1.06973 1.06967 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 18.71 max_proportion 0.55 threshold 10.32 cum_ticks 19 buy_proportion 0.58
2017-03-31 16:26:41.927 1.06968 1.06963 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 18.57 max_proportion 0.58 threshold 10.86 cum_ticks 15 buy_proportion 0.27
2017-03-31 16:26:54.585 1.06966 1.06961 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 16.57 max_proportion 0.58 threshold 9.60 cum_ticks 18 buy_proportion 0.44
2017-03-31 16:27:25.341 1.06962 1.06959 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 17.29 max_proportion 0.59 threshold 10.15 cum_ticks 21 buy_proportion 0.48
2017-03-31 16:27:33.296 1.06960 1.06955 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 19.29 max_proportion 0.56 threshold 10.85 cum_ticks 14 buy_proportion 0.21
2017-03-31 16:27:47.711 1.06956 1.06949 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 16.57 max_proportion 0.68 threshold 11.24 cum_ticks 15 buy_proportion 0.20
2017-03-31 16:27:54.541 1.06949 1.06945 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 15.57 max_proportion 0.76 threshold 11.78 cum_ticks 12 buy_proportion 0.00
2017-03-31 16:28:04.928 1.06942 1.06934 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.91 threshold 11.99 cum_ticks 19 buy_proportion 0.63
2017-03-31 16:28:24.922 1.06943 1.06940 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 16.43 max_proportion 0.61 threshold 10.03 cum_ticks 21 buy_proportion 0.48
2017-03-31 16:28:31.869 1.06943 1.06939 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 19.14 max_proportion 0.55 threshold 10.48 cum_ticks 16 buy_proportion 0.31
2017-03-31 16:28:50.351 1.06943 1.06937 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 17.86 max_proportion 0.60 threshold 10.63 cum_ticks 19 buy_proportion 0.42
2017-03-31 16:29:23.117 1.06937 1.06933 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 18.43 max_proportion 0.60 threshold 11.10 cum_ticks 15 buy_proportion 0.20
2017-03-31 16:29:39.690 1.06931 1.06921 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 16.29 max_proportion 0.72 threshold 11.74 cum_ticks 12 buy_proportion 0.00
2017-03-31 16:29:59.014 1.06922 1.06916 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 13.86 max_proportion 0.88 threshold 12.23 cum_ticks 18 buy_proportion 0.28
2017-03-31 16:30:17.126 1.06927 1.06920 cum_theta_buy 13.0 cum_theta_sell 1.0 diff -12.0 exp_num_ticks 15.86 max_proportion 0.81 threshold 12.89 cum_ticks 14 buy_proportion 0.93
2017-03-31 16:31:09.321 1.06931 1.06926 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 14.86 max_proportion 0.61 threshold 9.06 cum_ticks 16 buy_proportion 0.62
2017-03-31 16:31:29.434 1.06932 1.06929 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 15.71 max_proportion 0.66 threshold 10.40 cum_ticks 18 buy_proportion 0.61
2017-03-31 16:32:08.846 1.06933 1.06929 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 16.86 max_proportion 0.66 threshold 11.13 cum_ticks 20 buy_proportion 0.60
2017-03-31 16:32:18.761 1.06939 1.06931 cum_theta_buy 12.0 cum_theta_sell 3.0 diff -9.0 exp_num_ticks 18.86 max_proportion 0.61 threshold 11.44 cum_ticks 15 buy_proportion 0.80
2017-03-31 16:32:51.070 1.06943 1.06935 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 16.86 max_proportion 0.72 threshold 12.07 cum_ticks 21 buy_proportion 0.38
2017-03-31 16:33:21.769 1.06938 1.06936 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 19.14 max_proportion 0.53 threshold 10.18 cum_ticks 19 buy_proportion 0.58
2017-03-31 16:33:50.839 1.06937 1.06916 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 19.00 max_proportion 0.55 threshold 10.53 cum_ticks 14 buy_proportion 0.21
2017-03-31 16:34:00.244 1.06922 1.06914 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 16.43 max_proportion 0.66 threshold 10.81 cum_ticks 19 buy_proportion 0.58
2017-03-31 16:34:12.106 1.06917 1.06911 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 17.57 max_proportion 0.53 threshold 9.23 cum_ticks 18 buy_proportion 0.44
2017-03-31 16:34:30.033 1.06921 1.06918 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 17.71 max_proportion 0.55 threshold 9.74 cum_ticks 14 buy_proportion 0.71
2017-03-31 16:35:01.762 1.06917 1.06916 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 15.86 max_proportion 0.62 threshold 9.80 cum_ticks 15 buy_proportion 0.33
2017-03-31 16:35:14.566 1.06916 1.06911 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 15.14 max_proportion 0.54 threshold 8.21 cum_ticks 9 buy_proportion 0.00
2017-03-31 16:35:46.062 1.06919 1.06912 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 11.43 max_proportion 0.80 threshold 9.17 cum_ticks 16 buy_proportion 0.62
2017-03-31 16:36:02.627 1.06927 1.06916 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.86 max_proportion 0.60 threshold 8.25 cum_ticks 17 buy_proportion 0.53
2017-03-31 16:36:09.649 1.06933 1.06924 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 15.57 max_proportion 0.52 threshold 8.08 cum_ticks 9 buy_proportion 1.00
2017-03-31 16:36:18.096 1.06939 1.06934 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 12.29 max_proportion 0.81 threshold 9.98 cum_ticks 11 buy_proportion 0.91
2017-03-31 16:36:47.806 1.06940 1.06930 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 11.29 max_proportion 0.88 threshold 9.94 cum_ticks 16 buy_proportion 0.38
2017-03-31 16:37:28.586 1.06940 1.06929 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.62 threshold 8.37 cum_ticks 15 buy_proportion 0.60
2017-03-31 16:37:38.113 1.06941 1.06939 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.58 threshold 8.53 cum_ticks 12 buy_proportion 0.25
2017-03-31 16:38:07.740 1.06947 1.06939 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.43 max_proportion 0.63 threshold 8.49 cum_ticks 17 buy_proportion 0.53
2017-03-31 16:38:20.755 1.06950 1.06944 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 15.29 max_proportion 0.54 threshold 8.26 cum_ticks 13 buy_proportion 0.69
2017-03-31 16:38:42.728 1.06952 1.06945 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 14.00 max_proportion 0.58 threshold 8.16 cum_ticks 11 buy_proportion 0.18
2017-03-31 16:39:20.150 1.06953 1.06945 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.62 threshold 7.74 cum_ticks 12 buy_proportion 0.67
2017-03-31 16:39:25.824 1.06957 1.06952 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.31 cum_ticks 9 buy_proportion 0.78
2017-03-31 16:39:36.652 1.06963 1.06955 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.66 threshold 6.70 cum_ticks 8 buy_proportion 0.88
2017-03-31 16:39:47.353 1.06963 1.06956 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 8.86 max_proportion 0.82 threshold 7.24 cum_ticks 11 buy_proportion 0.27
2017-03-31 16:39:53.763 1.06957 1.06954 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.86 max_proportion 0.52 threshold 5.10 cum_ticks 9 buy_proportion 0.67
2017-03-31 16:40:05.610 1.06958 1.06956 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.43 max_proportion 0.58 threshold 5.51 cum_ticks 7 buy_proportion 0.86
2017-03-31 16:40:10.775 1.06959 1.06956 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.72 threshold 5.86 cum_ticks 8 buy_proportion 0.25
2017-03-31 16:40:22.341 1.06957 1.06954 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.86 max_proportion 0.52 threshold 4.06 cum_ticks 9 buy_proportion 0.56
2017-03-31 16:40:25.307 1.06957 1.06950 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.51 threshold 4.31 cum_ticks 6 buy_proportion 0.17
2017-03-31 16:40:42.514 1.06952 1.06950 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.71 threshold 5.07 cum_ticks 10 buy_proportion 0.40
2017-03-31 16:40:55.324 1.06955 1.06951 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.71 max_proportion 0.64 threshold 5.62 cum_ticks 6 buy_proportion 1.00
2017-03-31 16:41:11.357 1.06954 1.06951 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.14 max_proportion 0.71 threshold 5.07 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:41:26.655 1.06953 1.06952 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.57 max_proportion 0.66 threshold 4.32 cum_ticks 6 buy_proportion 0.83
2017-03-31 16:41:39.055 1.06953 1.06951 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.00 max_proportion 0.62 threshold 3.71 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:41:41.265 1.06958 1.06956 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.57 max_proportion 0.56 threshold 3.71 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:41:47.003 1.06961 1.06957 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.85 threshold 4.39 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:41:50.871 1.06969 1.06960 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.14 max_proportion 0.78 threshold 4.76 cum_ticks 6 buy_proportion 0.83
2017-03-31 16:41:53.046 1.06973 1.06967 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.82 threshold 4.94 cum_ticks 9 buy_proportion 0.44
2017-03-31 16:41:57.009 1.06974 1.06970 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.59 threshold 4.67 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:41:59.840 1.06974 1.06969 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.43 max_proportion 0.59 threshold 4.39 cum_ticks 9 buy_proportion 0.56
2017-03-31 16:42:04.014 1.06976 1.06973 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.54 threshold 4.53 cum_ticks 9 buy_proportion 0.56
2017-03-31 16:42:07.728 1.06977 1.06972 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.52 threshold 4.51 cum_ticks 8 buy_proportion 0.38
2017-03-31 16:42:15.441 1.06971 1.06970 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.55 threshold 4.62 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:42:19.717 1.06971 1.06968 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.54 threshold 4.43 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:42:23.444 1.06977 1.06968 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.43 max_proportion 0.60 threshold 4.49 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:42:32.343 1.06978 1.06976 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.53 threshold 4.07 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:42:38.290 1.06978 1.06973 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.62 threshold 4.50 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:42:43.556 1.06977 1.06972 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.53 threshold 4.07 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:42:57.336 1.06978 1.06976 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.29 max_proportion 0.63 threshold 4.57 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:43:10.633 1.06986 1.06977 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.14 max_proportion 0.70 threshold 5.01 cum_ticks 8 buy_proportion 0.75
2017-03-31 16:43:15.525 1.06992 1.06983 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.57 max_proportion 0.73 threshold 5.56 cum_ticks 8 buy_proportion 0.75
2017-03-31 16:43:19.319 1.06995 1.06992 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.74 threshold 5.85 cum_ticks 9 buy_proportion 0.33
2017-03-31 16:43:24.085 1.06994 1.06991 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.51 threshold 4.39 cum_ticks 8 buy_proportion 0.38
2017-03-31 16:43:28.293 1.06995 1.06993 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.29 max_proportion 0.58 threshold 4.83 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:43:32.159 1.06996 1.06992 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.57 max_proportion 0.56 threshold 4.26 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:43:39.794 1.07001 1.06993 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.14 max_proportion 0.58 threshold 4.14 cum_ticks 5 buy_proportion 1.00
2017-03-31 16:43:42.685 1.07001 1.06998 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.86 max_proportion 0.76 threshold 4.42 cum_ticks 6 buy_proportion 0.83
2017-03-31 16:43:45.581 1.07002 1.06996 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.80 threshold 4.70 cum_ticks 8 buy_proportion 0.38
2017-03-31 16:43:49.573 1.06996 1.06991 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.00 max_proportion 0.60 threshold 4.17 cum_ticks 8 buy_proportion 0.38
2017-03-31 16:43:58.204 1.06996 1.06993 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.56 threshold 4.32 cum_ticks 9 buy_proportion 0.44
2017-03-31 16:44:00.569 1.06995 1.06992 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.59 threshold 5.02 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:44:03.080 1.06991 1.06985 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.14 max_proportion 0.82 threshold 5.85 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:44:15.117 1.06991 1.06985 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.94 threshold 6.02 cum_ticks 12 buy_proportion 0.42
2017-03-31 16:44:29.000 1.06991 1.06982 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.76 threshold 7.18 cum_ticks 12 buy_proportion 0.33
2017-03-31 16:44:44.831 1.06986 1.06980 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 11.14 max_proportion 0.69 threshold 7.69 cum_ticks 14 buy_proportion 0.43
2017-03-31 16:45:05.066 1.06992 1.06986 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.14 max_proportion 0.60 threshold 7.89 cum_ticks 12 buy_proportion 0.67
2017-03-31 16:45:20.900 1.06997 1.06992 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.57 max_proportion 0.55 threshold 6.93 cum_ticks 7 buy_proportion 1.00
2017-03-31 16:45:34.172 1.07000 1.06997 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 9.43 max_proportion 0.82 threshold 7.76 cum_ticks 14 buy_proportion 0.43
2017-03-31 16:45:44.353 1.06997 1.06989 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.71 max_proportion 0.63 threshold 7.33 cum_ticks 9 buy_proportion 0.11
2017-03-31 16:46:07.846 1.06992 1.06987 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 10.14 max_proportion 0.67 threshold 6.81 cum_ticks 11 buy_proportion 0.64
2017-03-31 16:46:21.715 1.06992 1.06991 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.86 max_proportion 0.54 threshold 5.90 cum_ticks 7 buy_proportion 0.14
2017-03-31 16:46:44.081 1.06995 1.06987 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.72 threshold 6.07 cum_ticks 13 buy_proportion 0.54
2017-03-31 16:46:50.827 1.07004 1.06997 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.00 max_proportion 0.56 threshold 6.17 cum_ticks 13 buy_proportion 0.46
2017-03-31 16:46:55.551 1.06996 1.06992 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.14 max_proportion 0.56 threshold 6.82 cum_ticks 10 buy_proportion 0.30
2017-03-31 16:47:03.590 1.06996 1.06992 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.29 max_proportion 0.62 threshold 6.99 cum_ticks 13 buy_proportion 0.46
2017-03-31 16:47:13.848 1.06997 1.06996 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 12.14 max_proportion 0.58 threshold 7.10 cum_ticks 9 buy_proportion 0.89
2017-03-31 16:47:26.148 1.06998 1.06990 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 10.29 max_proportion 0.68 threshold 7.02 cum_ticks 9 buy_proportion 0.11
2017-03-31 16:47:38.482 1.06992 1.06990 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.57 max_proportion 0.62 threshold 5.90 cum_ticks 10 buy_proportion 0.60
2017-03-31 16:47:42.482 1.06992 1.06986 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 9.57 max_proportion 0.50 threshold 4.80 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:47:52.845 1.06993 1.06988 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.54 threshold 4.74 cum_ticks 8 buy_proportion 0.38
2017-03-31 16:48:00.436 1.06992 1.06992 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.52 threshold 4.32 cum_ticks 5 buy_proportion 0.00
2017-03-31 16:48:07.160 1.06991 1.06988 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.29 max_proportion 0.80 threshold 5.05 cum_ticks 7 buy_proportion 0.14
2017-03-31 16:48:14.326 1.06988 1.06986 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.57 max_proportion 0.86 threshold 5.68 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:48:25.363 1.06985 1.06980 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.14 max_proportion 0.96 threshold 5.89 cum_ticks 7 buy_proportion 0.14
2017-03-31 16:48:46.547 1.06981 1.06977 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.90 threshold 6.03 cum_ticks 12 buy_proportion 0.42
2017-03-31 16:48:58.520 1.06983 1.06975 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 9.71 max_proportion 0.72 threshold 7.00 cum_ticks 13 buy_proportion 0.62
2017-03-31 16:49:15.165 1.06983 1.06976 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.86 max_proportion 0.51 threshold 6.03 cum_ticks 9 buy_proportion 0.22
2017-03-31 16:49:29.497 1.06983 1.06977 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.57 max_proportion 0.64 threshold 6.74 cum_ticks 9 buy_proportion 0.78
2017-03-31 16:49:38.738 1.06983 1.06978 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.60 threshold 5.70 cum_ticks 8 buy_proportion 0.25
2017-03-31 16:49:47.710 1.06981 1.06979 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.60 threshold 5.08 cum_ticks 9 buy_proportion 0.33
2017-03-31 16:49:57.091 1.06979 1.06974 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.63 threshold 5.46 cum_ticks 8 buy_proportion 0.25
2017-03-31 16:50:38.712 1.06975 1.06969 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.29 max_proportion 0.73 threshold 6.02 cum_ticks 10 buy_proportion 0.30
2017-03-31 16:51:02.033 1.06976 1.06969 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.71 threshold 6.59 cum_ticks 13 buy_proportion 0.46
2017-03-31 16:51:13.688 1.06975 1.06972 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 11.43 max_proportion 0.61 threshold 7.03 cum_ticks 11 buy_proportion 0.73
2017-03-31 16:51:22.565 1.06974 1.06970 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.43 max_proportion 0.59 threshold 6.75 cum_ticks 7 buy_proportion 0.00
2017-03-31 16:51:42.992 1.06976 1.06970 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.00 max_proportion 0.73 threshold 6.54 cum_ticks 11 buy_proportion 0.36
2017-03-31 16:51:55.058 1.06970 1.06963 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.86 max_proportion 0.69 threshold 6.78 cum_ticks 8 buy_proportion 0.12
2017-03-31 16:52:00.436 1.06960 1.06956 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 8.71 max_proportion 0.82 threshold 7.19 cum_ticks 12 buy_proportion 0.33
2017-03-31 16:52:15.086 1.06965 1.06958 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.71 max_proportion 0.72 threshold 7.73 cum_ticks 10 buy_proportion 0.80
2017-03-31 16:52:21.454 1.06964 1.06962 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 10.29 max_proportion 0.57 threshold 5.87 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:52:33.516 1.06969 1.06960 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.72 threshold 5.79 cum_ticks 9 buy_proportion 0.67
2017-03-31 16:52:40.112 1.06970 1.06969 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.50 threshold 4.18 cum_ticks 5 buy_proportion 1.00
2017-03-31 16:52:46.211 1.06970 1.06965 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.29 max_proportion 0.76 threshold 4.79 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:52:54.448 1.06968 1.06963 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.54 threshold 3.65 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:52:56.738 1.06966 1.06960 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.68 threshold 3.80 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:52:59.944 1.06959 1.06955 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.73 threshold 3.44 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:53:01.992 1.06959 1.06954 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.89 threshold 3.67 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:53:06.785 1.06964 1.06960 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.62 threshold 3.18 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:53:14.859 1.06964 1.06961 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.14 max_proportion 0.65 threshold 3.33 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:53:17.445 1.06965 1.06962 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.57 threshold 3.57 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:53:24.483 1.06968 1.06965 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.69 threshold 3.87 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:53:31.334 1.06968 1.06966 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.75 threshold 3.95 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:53:33.328 1.06968 1.06967 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.53 threshold 2.97 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:53:39.856 1.06968 1.06967 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.78 threshold 3.24 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:53:46.275 1.06972 1.06970 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.71 threshold 3.67 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:53:54.861 1.06977 1.06972 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.79 threshold 3.95 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:53:56.910 1.06976 1.06972 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.29 max_proportion 0.57 threshold 3.57 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:54:00.059 1.06977 1.06975 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.14 max_proportion 0.62 threshold 3.79 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:54:01.739 1.06977 1.06972 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.14 max_proportion 0.56 threshold 3.43 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:54:08.610 1.06972 1.06970 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.56 threshold 3.71 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:54:14.726 1.06968 1.06966 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.83 threshold 4.27 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:54:24.461 1.06967 1.06964 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.14 max_proportion 0.78 threshold 4.76 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:54:34.487 1.06968 1.06966 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.56 threshold 4.01 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:54:42.267 1.06967 1.06966 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.86 max_proportion 0.58 threshold 4.53 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:54:49.886 1.06966 1.06960 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.43 max_proportion 0.68 threshold 5.02 cum_ticks 6 buy_proportion 0.00
2017-03-31 16:54:52.704 1.06962 1.06957 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.71 threshold 4.64 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:54:57.157 1.06962 1.06959 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.54 threshold 3.94 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:55:00.935 1.06962 1.06957 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.57 max_proportion 0.56 threshold 3.68 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:55:05.674 1.06959 1.06955 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.86 max_proportion 0.52 threshold 3.60 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:55:07.820 1.06952 1.06950 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.59 threshold 3.72 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:55:10.885 1.06950 1.06947 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.84 threshold 4.22 cum_ticks 9 buy_proportion 0.44
2017-03-31 16:55:12.184 1.06952 1.06943 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.70 threshold 4.99 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:55:14.580 1.06947 1.06946 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.14 max_proportion 0.54 threshold 3.82 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:55:17.004 1.06947 1.06943 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.73 threshold 4.08 cum_ticks 6 buy_proportion 0.17
2017-03-31 16:55:25.148 1.06946 1.06942 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 5.57 max_proportion 0.80 threshold 4.47 cum_ticks 9 buy_proportion 0.56
2017-03-31 16:55:28.809 1.06953 1.06947 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.43 max_proportion 0.63 threshold 4.72 cum_ticks 5 buy_proportion 1.00
2017-03-31 16:55:36.101 1.06957 1.06953 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.75 threshold 4.74 cum_ticks 7 buy_proportion 0.71
2017-03-31 16:55:37.541 1.06962 1.06957 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.71 max_proportion 0.77 threshold 5.19 cum_ticks 7 buy_proportion 0.86
2017-03-31 16:55:43.098 1.06963 1.06961 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.71 max_proportion 0.84 threshold 5.62 cum_ticks 8 buy_proportion 0.25
2017-03-31 16:55:45.940 1.06961 1.06957 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.57 max_proportion 0.51 threshold 3.86 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:55:51.415 1.06963 1.06959 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.57 max_proportion 0.81 threshold 4.49 cum_ticks 5 buy_proportion 1.00
2017-03-31 16:55:54.976 1.06963 1.06958 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.14 max_proportion 0.61 threshold 3.12 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:55:59.297 1.06957 1.06955 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:56:00.441 1.06955 1.06953 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.71 max_proportion 0.62 threshold 2.92 cum_ticks 5 buy_proportion 0.40
2017-03-31 16:56:03.484 1.06953 1.06951 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.65 threshold 3.17 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:56:07.172 1.06952 1.06951 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.43 max_proportion 0.66 threshold 3.58 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:56:07.884 1.06956 1.06951 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.43 max_proportion 0.52 threshold 3.35 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:56:11.296 1.06958 1.06956 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.59 threshold 3.72 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:56:19.959 1.06964 1.06957 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.73 threshold 4.06 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:56:24.201 1.06964 1.06963 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.68 threshold 4.67 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:56:26.410 1.06972 1.06962 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 7.00 max_proportion 0.54 threshold 3.81 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:56:29.959 1.06973 1.06968 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.00 max_proportion 0.63 threshold 3.77 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:56:37.277 1.06968 1.06968 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.86 max_proportion 0.54 threshold 3.16 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:56:45.419 1.06968 1.06966 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.79 threshold 3.73 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:56:53.048 1.06968 1.06964 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.29 max_proportion 0.95 threshold 4.08 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:56:56.652 1.06968 1.06968 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.64 threshold 4.04 cum_ticks 5 buy_proportion 1.00
2017-03-31 16:57:04.813 1.06967 1.06967 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.71 max_proportion 0.75 threshold 4.29 cum_ticks 5 buy_proportion 0.00
2017-03-31 16:57:06.821 1.06967 1.06963 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.63 threshold 3.39 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:57:09.420 1.06968 1.06966 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.86 threshold 3.80 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:57:15.553 1.06968 1.06965 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.54 threshold 2.56 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:57:16.240 1.06966 1.06963 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.63 threshold 2.69 cum_ticks 5 buy_proportion 0.60
2017-03-31 16:57:17.289 1.06968 1.06964 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.53 threshold 2.49 cum_ticks 4 buy_proportion 0.75
2017-03-31 16:57:19.996 1.06967 1.06958 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.64 threshold 2.72 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:57:21.107 1.06958 1.06958 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.57 max_proportion 0.70 threshold 2.50 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:57:23.406 1.06958 1.06957 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.14 max_proportion 0.89 threshold 2.81 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:57:27.986 1.06958 1.06954 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.00 max_proportion 1.00 threshold 3.00 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:57:31.075 1.06958 1.06955 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.29 max_proportion 0.76 threshold 3.99 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:57:36.864 1.06959 1.06955 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.43 max_proportion 0.55 threshold 3.54 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:57:37.886 1.06955 1.06950 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.53 threshold 3.71 cum_ticks 4 buy_proportion 0.00
2017-03-31 16:57:42.809 1.06951 1.06945 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.29 max_proportion 0.80 threshold 4.21 cum_ticks 9 buy_proportion 0.44
2017-03-31 16:57:47.940 1.06947 1.06944 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.29 max_proportion 0.68 threshold 4.99 cum_ticks 8 buy_proportion 0.62
2017-03-31 16:57:53.681 1.06946 1.06946 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.71 max_proportion 0.52 threshold 3.98 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:57:57.358 1.06946 1.06940 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.81 threshold 4.76 cum_ticks 7 buy_proportion 0.29
2017-03-31 16:58:01.959 1.06942 1.06940 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.54 threshold 3.38 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:58:06.838 1.06942 1.06940 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.68 threshold 3.70 cum_ticks 5 buy_proportion 0.20
2017-03-31 16:58:09.885 1.06944 1.06940 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.29 max_proportion 0.62 threshold 3.26 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:58:13.057 1.06946 1.06945 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.00 max_proportion 0.63 threshold 3.14 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:58:16.112 1.06948 1.06946 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.83 threshold 3.67 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:58:20.219 1.06946 1.06945 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.71 max_proportion 0.86 threshold 4.04 cum_ticks 5 buy_proportion 0.00
2017-03-31 16:58:26.796 1.06946 1.06944 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.86 max_proportion 0.63 threshold 3.05 cum_ticks 5 buy_proportion 0.20
2017-03-31 16:58:29.215 1.06947 1.06944 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.00 max_proportion 0.77 threshold 3.86 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:58:34.441 1.06947 1.06945 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.62 threshold 3.79 cum_ticks 5 buy_proportion 0.20
2017-03-31 16:58:41.677 1.06947 1.06943 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.57 max_proportion 0.69 threshold 3.87 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:58:42.643 1.06947 1.06941 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.62 threshold 3.96 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:58:44.526 1.06949 1.06945 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.71 max_proportion 0.52 threshold 3.51 cum_ticks 7 buy_proportion 0.57
2017-03-31 16:58:48.546 1.06949 1.06947 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.00 max_proportion 0.55 threshold 3.86 cum_ticks 7 buy_proportion 0.43
2017-03-31 16:58:51.263 1.06950 1.06947 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.51 threshold 3.57 cum_ticks 6 buy_proportion 0.67
2017-03-31 16:58:55.108 1.06951 1.06949 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.76 cum_ticks 5 buy_proportion 0.80
2017-03-31 16:58:59.790 1.06951 1.06949 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.57 max_proportion 0.71 threshold 3.95 cum_ticks 5 buy_proportion 0.20
2017-03-31 16:59:00.947 1.06956 1.06950 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.56 threshold 2.89 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:59:01.671 1.06955 1.06955 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.86 max_proportion 0.74 threshold 2.87 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:59:02.685 1.06955 1.06952 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.29 max_proportion 0.69 threshold 2.25 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:59:03.785 1.06961 1.06955 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.00 max_proportion 0.86 threshold 2.57 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:59:06.113 1.06966 1.06963 cum_theta_buy 2.0 cum_theta_sell 0 diff -2.0 exp_num_ticks 3.00 max_proportion 0.57 threshold 1.71 cum_ticks 2 buy_proportion 1.00
2017-03-31 16:59:08.268 1.06964 1.06962 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 2.43 max_proportion 0.86 threshold 2.08 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:59:08.712 1.06963 1.06961 cum_theta_buy 0 cum_theta_sell 2.0 diff 2.0 exp_num_ticks 3.29 max_proportion 0.57 threshold 1.88 cum_ticks 2 buy_proportion 0.00
2017-03-31 16:59:10.665 1.06962 1.06959 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 2.57 max_proportion 0.79 threshold 2.02 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:59:15.841 1.06960 1.06957 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.43 max_proportion 0.82 threshold 2.82 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:59:20.165 1.06960 1.06957 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 3.71 max_proportion 0.79 threshold 2.92 cum_ticks 5 buy_proportion 0.40
2017-03-31 16:59:24.132 1.06958 1.06956 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.57 max_proportion 0.66 threshold 3.04 cum_ticks 5 buy_proportion 0.20
2017-03-31 16:59:27.036 1.06958 1.06955 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.74 threshold 3.57 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:59:28.375 1.06960 1.06956 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.70 threshold 3.87 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:59:31.567 1.06959 1.06957 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.70 threshold 3.28 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:59:33.276 1.06959 1.06958 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 4 buy_proportion 0.25
2017-03-31 16:59:34.737 1.06959 1.06958 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.62 threshold 2.83 cum_ticks 4 buy_proportion 0.75
2017-03-31 16:59:35.768 1.06958 1.06957 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.55 threshold 2.35 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:59:36.940 1.06958 1.06958 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.43 max_proportion 0.75 threshold 2.57 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:59:39.498 1.06958 1.06958 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.14 max_proportion 0.68 threshold 2.13 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:59:40.694 1.06960 1.06957 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.00 max_proportion 0.86 threshold 2.57 cum_ticks 4 buy_proportion 0.75
2017-03-31 16:59:42.661 1.06960 1.06958 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 3.57 max_proportion 0.86 threshold 3.06 cum_ticks 6 buy_proportion 0.33
2017-03-31 16:59:44.095 1.06958 1.06958 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.55 threshold 2.74 cum_ticks 3 buy_proportion 0.00
2017-03-31 16:59:46.323 1.06959 1.06959 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.00 max_proportion 0.80 threshold 3.19 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:59:48.725 1.06959 1.06958 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.00 max_proportion 0.62 threshold 2.48 cum_ticks 5 buy_proportion 0.40
2017-03-31 16:59:51.275 1.06959 1.06957 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.51 threshold 2.28 cum_ticks 4 buy_proportion 0.75
2017-03-31 16:59:53.285 1.06967 1.06958 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.69 threshold 2.94 cum_ticks 5 buy_proportion 0.60
2017-03-31 16:59:54.101 1.06968 1.06967 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.71 max_proportion 0.61 threshold 2.90 cum_ticks 3 buy_proportion 1.00
2017-03-31 16:59:56.084 1.06970 1.06968 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.71 max_proportion 0.85 threshold 3.16 cum_ticks 4 buy_proportion 1.00
2017-03-31 16:59:59.367 1.06972 1.06968 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 6 buy_proportion 0.67
2017-03-31 17:00:02.998 1.06978 1.06972 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.81 threshold 4.05 cum_ticks 9 buy_proportion 0.44
2017-03-31 17:00:09.033 1.06971 1.06967 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.43 max_proportion 0.59 threshold 4.36 cum_ticks 5 buy_proportion 0.00
2017-03-31 17:00:12.249 1.06967 1.06962 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.29 max_proportion 0.78 threshold 4.89 cum_ticks 5 buy_proportion 0.00
2017-03-31 17:00:14.841 1.06959 1.06954 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 5.57 max_proportion 0.94 threshold 5.22 cum_ticks 7 buy_proportion 0.14
2017-03-31 17:00:20.735 1.06955 1.06949 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.64 cum_ticks 6 buy_proportion 0.00
2017-03-31 17:00:24.795 1.06949 1.06947 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.96 threshold 5.89 cum_ticks 9 buy_proportion 0.67
2017-03-31 17:00:27.266 1.06947 1.06943 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.60 threshold 4.70 cum_ticks 5 buy_proportion 0.00
2017-03-31 17:00:32.244 1.06952 1.06943 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.29 max_proportion 0.81 threshold 5.09 cum_ticks 10 buy_proportion 0.60
2017-03-31 17:00:37.101 1.06952 1.06943 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.74 cum_ticks 9 buy_proportion 0.44
2017-03-31 17:00:40.933 1.06945 1.06938 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.71 max_proportion 0.57 threshold 5.01 cum_ticks 9 buy_proportion 0.33
2017-03-31 17:00:47.794 1.06939 1.06933 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.14 max_proportion 0.60 threshold 5.46 cum_ticks 11 buy_proportion 0.45
2017-03-31 17:00:50.317 1.06941 1.06932 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.14 max_proportion 0.58 threshold 5.90 cum_ticks 10 buy_proportion 0.60
2017-03-31 17:00:58.403 1.06944 1.06939 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 10.14 max_proportion 0.52 threshold 5.28 cum_ticks 11 buy_proportion 0.45
2017-03-31 17:01:04.332 1.06937 1.06933 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 10.71 max_proportion 0.50 threshold 5.40 cum_ticks 8 buy_proportion 0.25
2017-03-31 17:01:13.735 1.06934 1.06931 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.64 threshold 5.87 cum_ticks 8 buy_proportion 0.25
2017-03-31 17:01:20.139 1.06936 1.06931 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.43 max_proportion 0.72 threshold 6.08 cum_ticks 11 buy_proportion 0.64
2017-03-31 17:01:35.470 1.06938 1.06934 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.53 threshold 5.14 cum_ticks 11 buy_proportion 0.45
2017-03-31 17:01:43.988 1.06935 1.06929 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.52 threshold 5.53 cum_ticks 7 buy_proportion 0.14
2017-03-31 17:01:50.128 1.06929 1.06924 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.71 max_proportion 0.70 threshold 6.08 cum_ticks 7 buy_proportion 0.00
2017-03-31 17:02:01.298 1.06929 1.06924 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.89 threshold 6.77 cum_ticks 13 buy_proportion 0.54
2017-03-31 17:02:09.654 1.06929 1.06924 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.67 threshold 7.01 cum_ticks 13 buy_proportion 0.38
2017-03-31 17:02:13.798 1.06926 1.06915 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 12.14 max_proportion 0.63 threshold 7.61 cum_ticks 9 buy_proportion 0.11
2017-03-31 17:02:18.791 1.06913 1.06909 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.71 max_proportion 0.75 threshold 8.03 cum_ticks 12 buy_proportion 0.25
2017-03-31 17:02:28.517 1.06913 1.06908 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 11.29 max_proportion 0.77 threshold 8.70 cum_ticks 14 buy_proportion 0.36
2017-03-31 17:02:44.881 1.06925 1.06911 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 12.71 max_proportion 0.71 threshold 9.01 cum_ticks 19 buy_proportion 0.47
2017-03-31 17:03:01.488 1.06927 1.06917 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 16.57 max_proportion 0.59 threshold 9.80 cum_ticks 18 buy_proportion 0.56
2017-03-31 17:03:13.558 1.06926 1.06920 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 17.71 max_proportion 0.50 threshold 8.92 cum_ticks 17 buy_proportion 0.47
2017-03-31 17:03:31.784 1.06925 1.06920 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 17.57 max_proportion 0.50 threshold 8.87 cum_ticks 13 buy_proportion 0.69
2017-03-31 17:03:57.458 1.06926 1.06923 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 14.86 max_proportion 0.61 threshold 9.05 cum_ticks 15 buy_proportion 0.67
2017-03-31 17:04:13.596 1.06922 1.06917 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 14.71 max_proportion 0.65 threshold 9.51 cum_ticks 16 buy_proportion 0.38
2017-03-31 17:04:39.641 1.06923 1.06919 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 15.29 max_proportion 0.50 threshold 7.70 cum_ticks 14 buy_proportion 0.43
2017-03-31 17:05:06.683 1.06923 1.06921 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.71 max_proportion 0.55 threshold 8.13 cum_ticks 15 buy_proportion 0.60
2017-03-31 17:05:34.626 1.06926 1.06920 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.86 max_proportion 0.52 threshold 7.71 cum_ticks 13 buy_proportion 0.38
2017-03-31 17:05:44.331 1.06925 1.06920 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 13.71 max_proportion 0.55 threshold 7.51 cum_ticks 8 buy_proportion 0.00
2017-03-31 17:06:00.230 1.06920 1.06916 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.43 max_proportion 0.80 threshold 8.39 cum_ticks 12 buy_proportion 0.25
2017-03-31 17:06:06.780 1.06917 1.06908 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.00 max_proportion 0.80 threshold 8.82 cum_ticks 11 buy_proportion 0.18
2017-03-31 17:06:26.634 1.06911 1.06906 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.82 threshold 8.95 cum_ticks 14 buy_proportion 0.36
2017-03-31 17:07:05.904 1.06911 1.06909 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 12.86 max_proportion 0.71 threshold 9.11 cum_ticks 12 buy_proportion 0.17
2017-03-31 17:07:54.185 1.06909 1.06909 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 12.43 max_proportion 0.78 threshold 9.65 cum_ticks 10 buy_proportion 0.00
2017-03-31 17:08:25.728 1.06910 1.06905 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 11.14 max_proportion 0.90 threshold 10.04 cum_ticks 14 buy_proportion 0.21
2017-03-31 17:08:47.100 1.06905 1.06901 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 12.57 max_proportion 0.85 threshold 10.73 cum_ticks 13 buy_proportion 0.15
2017-03-31 17:09:08.172 1.06906 1.06902 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 12.86 max_proportion 0.85 threshold 10.94 cum_ticks 17 buy_proportion 0.65
2017-03-31 17:09:17.796 1.06903 1.06901 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.43 max_proportion 0.56 threshold 8.57 cum_ticks 11 buy_proportion 0.18
2017-03-31 17:09:27.965 1.06906 1.06901 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.00 max_proportion 0.69 threshold 8.96 cum_ticks 15 buy_proportion 0.60
2017-03-31 17:09:41.376 1.06911 1.06903 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 14.14 max_proportion 0.51 threshold 7.25 cum_ticks 15 buy_proportion 0.47
2017-03-31 17:09:54.486 1.06909 1.06907 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 14.43 max_proportion 0.54 threshold 7.73 cum_ticks 11 buy_proportion 0.73
2017-03-31 17:10:05.688 1.06909 1.06904 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.63 threshold 8.07 cum_ticks 13 buy_proportion 0.69
2017-03-31 17:10:13.782 1.06905 1.06905 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 12.71 max_proportion 0.67 threshold 8.52 cum_ticks 9 buy_proportion 1.00
2017-03-31 17:10:22.649 1.06905 1.06905 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 10.43 max_proportion 0.87 threshold 9.11 cum_ticks 10 buy_proportion 1.00
2017-03-31 17:10:42.797 1.06906 1.06905 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 10.14 max_proportion 0.96 threshold 9.70 cum_ticks 11 buy_proportion 0.09
2017-03-31 17:11:04.788 1.06907 1.06904 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.52 threshold 5.42 cum_ticks 9 buy_proportion 0.33
2017-03-31 17:11:21.748 1.06909 1.06907 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.64 threshold 6.22 cum_ticks 9 buy_proportion 0.78
2017-03-31 17:11:50.238 1.06909 1.06905 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 9.29 max_proportion 0.55 threshold 5.13 cum_ticks 11 buy_proportion 0.55
2017-03-31 17:11:59.549 1.06907 1.06907 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.58 threshold 5.90 cum_ticks 6 buy_proportion 1.00
2017-03-31 17:12:04.831 1.06908 1.06903 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 7.86 max_proportion 0.84 threshold 6.59 cum_ticks 9 buy_proportion 0.78
2017-03-31 17:12:18.219 1.06908 1.06902 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.81 threshold 6.81 cum_ticks 13 buy_proportion 0.46
2017-03-31 17:12:35.376 1.06901 1.06898 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.63 threshold 6.83 cum_ticks 8 buy_proportion 0.12
2017-03-31 17:12:40.470 1.06895 1.06890 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.57 max_proportion 0.69 threshold 6.56 cum_ticks 7 buy_proportion 0.00
2017-03-31 17:12:44.516 1.06889 1.06885 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 8.14 max_proportion 0.90 threshold 7.32 cum_ticks 9 buy_proportion 0.11
2017-03-31 17:12:55.427 1.06891 1.06885 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.92 threshold 7.61 cum_ticks 11 buy_proportion 0.73
2017-03-31 17:13:03.159 1.06891 1.06891 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.86 max_proportion 0.55 threshold 5.45 cum_ticks 6 buy_proportion 1.00
2017-03-31 17:13:10.591 1.06896 1.06891 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 7.86 max_proportion 0.80 threshold 6.25 cum_ticks 7 buy_proportion 1.00
2017-03-31 17:13:19.281 1.06900 1.06895 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.96 threshold 7.00 cum_ticks 15 buy_proportion 0.53
2017-03-31 17:14:01.480 1.06900 1.06888 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.43 max_proportion 0.73 threshold 8.38 cum_ticks 16 buy_proportion 0.44
2017-03-31 17:14:06.307 1.06888 1.06884 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 14.43 max_proportion 0.55 threshold 7.87 cum_ticks 8 buy_proportion 0.00
2017-03-31 17:14:25.886 1.06890 1.06882 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 11.29 max_proportion 0.80 threshold 9.02 cum_ticks 17 buy_proportion 0.59
2017-03-31 17:14:37.230 1.06895 1.06891 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.29 max_proportion 0.60 threshold 8.59 cum_ticks 15 buy_proportion 0.60
2017-03-31 17:14:47.455 1.06896 1.06885 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 14.57 max_proportion 0.51 threshold 7.44 cum_ticks 9 buy_proportion 0.11
2017-03-31 17:15:01.586 1.06886 1.06883 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.68 threshold 8.08 cum_ticks 15 buy_proportion 0.40
2017-03-31 17:15:26.794 1.06888 1.06884 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 13.29 max_proportion 0.65 threshold 8.69 cum_ticks 14 buy_proportion 0.64
2017-03-31 17:15:52.391 1.06888 1.06884 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 13.57 max_proportion 0.50 threshold 6.82 cum_ticks 12 buy_proportion 0.42
2017-03-31 17:16:53.672 1.06888 1.06885 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 13.00 max_proportion 0.52 threshold 6.77 cum_ticks 11 buy_proportion 0.64
2017-03-31 17:17:14.828 1.06887 1.06881 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.71 max_proportion 0.57 threshold 6.73 cum_ticks 11 buy_proportion 0.36
2017-03-31 17:17:26.159 1.06883 1.06880 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.14 max_proportion 0.55 threshold 6.14 cum_ticks 8 buy_proportion 0.12
2017-03-31 17:17:39.506 1.06880 1.06878 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.73 threshold 6.81 cum_ticks 13 buy_proportion 0.46
2017-03-31 17:18:09.380 1.06887 1.06880 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.65 threshold 7.32 cum_ticks 12 buy_proportion 0.67
2017-03-31 17:18:31.591 1.06892 1.06886 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.53 threshold 6.22 cum_ticks 12 buy_proportion 0.58
2017-03-31 17:19:17.135 1.06891 1.06889 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.14 max_proportion 0.59 threshold 7.16 cum_ticks 15 buy_proportion 0.53
2017-03-31 17:19:30.529 1.06891 1.06887 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 13.71 max_proportion 0.57 threshold 7.77 cum_ticks 12 buy_proportion 0.67
2017-03-31 17:19:40.844 1.06891 1.06890 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 12.86 max_proportion 0.62 threshold 7.93 cum_ticks 9 buy_proportion 0.89
2017-03-31 17:19:57.458 1.06893 1.06890 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.77 threshold 8.30 cum_ticks 15 buy_proportion 0.60
2017-03-31 17:20:18.325 1.06892 1.06887 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 12.86 max_proportion 0.69 threshold 8.90 cum_ticks 17 buy_proportion 0.47
2017-03-31 17:20:37.488 1.06892 1.06886 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 15.29 max_proportion 0.57 threshold 8.67 cum_ticks 17 buy_proportion 0.47
2017-03-31 17:20:44.944 1.06885 1.06878 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 16.71 max_proportion 0.51 threshold 8.54 cum_ticks 9 buy_proportion 0.00
2017-03-31 17:21:00.817 1.06881 1.06877 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 12.43 max_proportion 0.80 threshold 9.92 cum_ticks 19 buy_proportion 0.47
2017-03-31 17:21:23.010 1.06879 1.06877 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 15.86 max_proportion 0.66 threshold 10.50 cum_ticks 14 buy_proportion 0.21
2017-03-31 17:21:59.300 1.06877 1.06872 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.74 threshold 10.92 cum_ticks 16 buy_proportion 0.31
2017-03-31 17:22:25.935 1.06873 1.06870 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.86 max_proportion 0.69 threshold 10.98 cum_ticks 16 buy_proportion 0.31
2017-03-31 17:23:06.395 1.06871 1.06865 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 15.71 max_proportion 0.70 threshold 11.02 cum_ticks 17 buy_proportion 0.29
2017-03-31 17:23:45.077 1.06867 1.06859 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 16.57 max_proportion 0.70 threshold 11.57 cum_ticks 18 buy_proportion 0.33
2017-03-31 17:24:00.701 1.06866 1.06860 cum_theta_buy 12.0 cum_theta_sell 8.0 diff -4.0 exp_num_ticks 17.43 max_proportion 0.68 threshold 11.87 cum_ticks 20 buy_proportion 0.60
2017-03-31 17:24:16.504 1.06866 1.06856 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 19.00 max_proportion 0.52 threshold 9.88 cum_ticks 15 buy_proportion 0.33
2017-03-31 17:24:42.497 1.06861 1.06856 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 16.86 max_proportion 0.59 threshold 9.95 cum_ticks 14 buy_proportion 0.29
2017-03-31 17:24:54.380 1.06856 1.06851 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 15.14 max_proportion 0.66 threshold 9.93 cum_ticks 14 buy_proportion 0.29
2017-03-31 17:25:01.768 1.06852 1.06848 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 14.14 max_proportion 0.71 threshold 10.01 cum_ticks 13 buy_proportion 0.15
2017-03-31 17:25:30.334 1.06851 1.06848 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 13.43 max_proportion 0.79 threshold 10.60 cum_ticks 19 buy_proportion 0.58
2017-03-31 17:25:46.824 1.06856 1.06849 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.57 max_proportion 0.58 threshold 9.68 cum_ticks 16 buy_proportion 0.62
2017-03-31 17:25:52.444 1.06853 1.06849 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 16.43 max_proportion 0.54 threshold 8.95 cum_ticks 12 buy_proportion 0.75
2017-03-31 17:26:10.890 1.06859 1.06853 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 14.14 max_proportion 0.69 threshold 9.76 cum_ticks 19 buy_proportion 0.47
2017-03-31 17:26:26.166 1.06860 1.06851 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 16.57 max_proportion 0.57 threshold 9.52 cum_ticks 16 buy_proportion 0.38
2017-03-31 17:26:33.291 1.06850 1.06848 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 16.29 max_proportion 0.54 threshold 8.85 cum_ticks 10 buy_proportion 0.10
2017-03-31 17:26:44.637 1.06850 1.06848 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 13.00 max_proportion 0.77 threshold 9.98 cum_ticks 16 buy_proportion 0.38
2017-03-31 17:26:58.409 1.06849 1.06845 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 14.29 max_proportion 0.70 threshold 10.05 cum_ticks 16 buy_proportion 0.31
2017-03-31 17:27:12.131 1.06851 1.06841 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 15.14 max_proportion 0.70 threshold 10.60 cum_ticks 18 buy_proportion 0.39
2017-03-31 17:27:24.368 1.06850 1.06836 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 17.14 max_proportion 0.63 threshold 10.88 cum_ticks 17 buy_proportion 0.35
2017-03-31 17:27:47.014 1.06840 1.06835 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 17.14 max_proportion 0.64 threshold 11.02 cum_ticks 22 buy_proportion 0.45
2017-03-31 17:28:01.736 1.06836 1.06830 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 20.00 max_proportion 0.58 threshold 11.68 cum_ticks 12 buy_proportion 0.00
2017-03-31 17:28:25.337 1.06834 1.06830 cum_theta_buy 11.0 cum_theta_sell 13.0 diff 2.0 exp_num_ticks 15.57 max_proportion 0.82 threshold 12.76 cum_ticks 24 buy_proportion 0.46
2017-03-31 17:28:51.025 1.06840 1.06831 cum_theta_buy 14.0 cum_theta_sell 1.0 diff -13.0 exp_num_ticks 20.29 max_proportion 0.67 threshold 13.66 cum_ticks 15 buy_proportion 0.93
2017-03-31 17:29:02.683 1.06843 1.06837 cum_theta_buy 12.0 cum_theta_sell 9.0 diff -3.0 exp_num_ticks 17.14 max_proportion 0.66 threshold 11.39 cum_ticks 21 buy_proportion 0.57
2017-03-31 17:29:12.519 1.06858 1.06846 cum_theta_buy 13.0 cum_theta_sell 0 diff -13.0 exp_num_ticks 19.71 max_proportion 0.66 threshold 12.99 cum_ticks 13 buy_proportion 1.00
2017-03-31 17:29:33.303 1.06858 1.06850 cum_theta_buy 14.0 cum_theta_sell 12.0 diff -2.0 exp_num_ticks 15.57 max_proportion 0.87 threshold 13.52 cum_ticks 26 buy_proportion 0.54
2017-03-31 17:29:54.919 1.06861 1.06855 cum_theta_buy 11.0 cum_theta_sell 15.0 diff 4.0 exp_num_ticks 21.57 max_proportion 0.68 threshold 14.56 cum_ticks 26 buy_proportion 0.42
2017-03-31 17:30:19.288 1.06855 1.06847 cum_theta_buy 11.0 cum_theta_sell 14.0 diff 3.0 exp_num_ticks 24.14 max_proportion 0.54 threshold 13.00 cum_ticks 25 buy_proportion 0.44
2017-03-31 17:30:34.286 1.06848 1.06837 cum_theta_buy 3.0 cum_theta_sell 15.0 diff 12.0 exp_num_ticks 25.43 max_proportion 0.55 threshold 14.01 cum_ticks 18 buy_proportion 0.17
2017-03-31 17:31:09.494 1.06841 1.06836 cum_theta_buy 16.0 cum_theta_sell 8.0 diff -8.0 exp_num_ticks 21.14 max_proportion 0.72 threshold 15.19 cum_ticks 24 buy_proportion 0.67
2017-03-31 17:31:34.456 1.06841 1.06836 cum_theta_buy 12.0 cum_theta_sell 11.0 diff -1.0 exp_num_ticks 22.43 max_proportion 0.51 threshold 11.41 cum_ticks 23 buy_proportion 0.52
2017-03-31 17:32:04.480 1.06842 1.06837 cum_theta_buy 12.0 cum_theta_sell 5.0 diff -7.0 exp_num_ticks 22.57 max_proportion 0.51 threshold 11.57 cum_ticks 17 buy_proportion 0.71
2017-03-31 17:33:03.712 1.06848 1.06841 cum_theta_buy 11.0 cum_theta_sell 13.0 diff 2.0 exp_num_ticks 19.71 max_proportion 0.65 threshold 12.77 cum_ticks 24 buy_proportion 0.46
2017-03-31 17:33:31.797 1.06848 1.06839 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 21.86 max_proportion 0.54 threshold 11.76 cum_ticks 23 buy_proportion 0.48
2017-03-31 17:33:53.520 1.06846 1.06841 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 22.43 max_proportion 0.51 threshold 11.33 cum_ticks 18 buy_proportion 0.33
2017-03-31 17:34:20.989 1.06847 1.06839 cum_theta_buy 13.0 cum_theta_sell 8.0 diff -5.0 exp_num_ticks 20.29 max_proportion 0.61 threshold 12.32 cum_ticks 21 buy_proportion 0.62
2017-03-31 17:34:41.951 1.06848 1.06843 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 20.43 max_proportion 0.52 threshold 10.57 cum_ticks 19 buy_proportion 0.42
2017-03-31 17:34:58.971 1.06852 1.06844 cum_theta_buy 10.0 cum_theta_sell 11.0 diff 1.0 exp_num_ticks 19.43 max_proportion 0.53 threshold 10.39 cum_ticks 21 buy_proportion 0.48
2017-03-31 17:35:16.057 1.06852 1.06849 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 20.43 max_proportion 0.52 threshold 10.61 cum_ticks 19 buy_proportion 0.42
2017-03-31 17:35:30.747 1.06851 1.06843 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 19.57 max_proportion 0.56 threshold 11.02 cum_ticks 17 buy_proportion 0.29
2017-03-31 17:36:12.265 1.06847 1.06839 cum_theta_buy 11.0 cum_theta_sell 12.0 diff 1.0 exp_num_ticks 18.14 max_proportion 0.64 threshold 11.68 cum_ticks 23 buy_proportion 0.48
2017-03-31 17:36:44.869 1.06847 1.06841 cum_theta_buy 13.0 cum_theta_sell 10.0 diff -3.0 exp_num_ticks 20.71 max_proportion 0.58 threshold 12.07 cum_ticks 23 buy_proportion 0.57
2017-03-31 17:37:30.447 1.06849 1.06845 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 22.14 max_proportion 0.50 threshold 11.11 cum_ticks 22 buy_proportion 0.45
2017-03-31 17:38:30.862 1.06845 1.06840 cum_theta_buy 4.0 cum_theta_sell 12.0 diff 8.0 exp_num_ticks 22.43 max_proportion 0.51 threshold 11.45 cum_ticks 16 buy_proportion 0.25
2017-03-31 17:39:29.120 1.06848 1.06841 cum_theta_buy 13.0 cum_theta_sell 9.0 diff -4.0 exp_num_ticks 18.71 max_proportion 0.65 threshold 12.10 cum_ticks 22 buy_proportion 0.59
2017-03-31 17:40:22.334 1.06848 1.06836 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 20.29 max_proportion 0.53 threshold 10.67 cum_ticks 18 buy_proportion 0.39
2017-03-31 17:40:47.113 1.06846 1.06837 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 18.86 max_proportion 0.57 threshold 10.81 cum_ticks 14 buy_proportion 0.79
2017-03-31 17:41:11.169 1.06846 1.06842 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 16.29 max_proportion 0.64 threshold 10.50 cum_ticks 20 buy_proportion 0.55
2017-03-31 17:41:38.248 1.06845 1.06842 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 18.00 max_proportion 0.59 threshold 10.70 cum_ticks 16 buy_proportion 0.31
2017-03-31 17:42:04.044 1.06849 1.06841 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 16.86 max_proportion 0.55 threshold 9.31 cum_ticks 15 buy_proportion 0.67
2017-03-31 17:42:19.831 1.06848 1.06846 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 16.00 max_proportion 0.55 threshold 8.78 cum_ticks 9 buy_proportion 0.00
2017-03-31 17:43:07.553 1.06848 1.06843 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.76 threshold 8.96 cum_ticks 12 buy_proportion 0.25
2017-03-31 17:43:59.467 1.06852 1.06843 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 11.57 max_proportion 0.76 threshold 8.82 cum_ticks 16 buy_proportion 0.44
2017-03-31 17:44:41.386 1.06856 1.06851 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 13.86 max_proportion 0.68 threshold 9.40 cum_ticks 19 buy_proportion 0.53
2017-03-31 17:44:55.394 1.06866 1.06856 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 17.14 max_proportion 0.54 threshold 9.23 cum_ticks 12 buy_proportion 0.83
2017-03-31 17:45:01.146 1.06875 1.06867 cum_theta_buy 11.0 cum_theta_sell 1.0 diff -10.0 exp_num_ticks 14.57 max_proportion 0.69 threshold 10.04 cum_ticks 12 buy_proportion 0.92
2017-03-31 17:45:19.664 1.06879 1.06876 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.84 threshold 10.88 cum_ticks 18 buy_proportion 0.61
2017-03-31 17:45:39.081 1.06883 1.06878 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 15.43 max_proportion 0.73 threshold 11.27 cum_ticks 16 buy_proportion 0.75
2017-03-31 17:45:52.448 1.06882 1.06873 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 16.00 max_proportion 0.73 threshold 11.75 cum_ticks 17 buy_proportion 0.29
2017-03-31 17:46:18.896 1.06880 1.06873 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 16.86 max_proportion 0.53 threshold 8.94 cum_ticks 14 buy_proportion 0.64
2017-03-31 17:46:25.089 1.06880 1.06878 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.14 max_proportion 0.56 threshold 8.46 cum_ticks 11 buy_proportion 0.18
2017-03-31 17:46:50.158 1.06878 1.06873 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 12.71 max_proportion 0.67 threshold 8.52 cum_ticks 9 buy_proportion 0.00
2017-03-31 17:47:26.350 1.06879 1.06874 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 10.29 max_proportion 0.86 threshold 8.81 cum_ticks 17 buy_proportion 0.47
2017-03-31 17:47:49.310 1.06878 1.06876 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 13.86 max_proportion 0.71 threshold 9.77 cum_ticks 10 buy_proportion 1.00
2017-03-31 17:48:23.174 1.06882 1.06876 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.86 max_proportion 0.71 threshold 8.37 cum_ticks 17 buy_proportion 0.53
2017-03-31 17:48:35.267 1.06882 1.06876 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.00 max_proportion 0.66 threshold 9.83 cum_ticks 17 buy_proportion 0.41
2017-03-31 17:49:11.870 1.06878 1.06875 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.00 max_proportion 0.53 threshold 8.47 cum_ticks 15 buy_proportion 0.60
2017-03-31 17:49:22.183 1.06878 1.06874 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 15.86 max_proportion 0.54 threshold 8.50 cum_ticks 12 buy_proportion 0.75
2017-03-31 17:49:37.235 1.06878 1.06874 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.57 max_proportion 0.66 threshold 8.94 cum_ticks 16 buy_proportion 0.56
2017-03-31 17:49:45.113 1.06875 1.06868 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.62 threshold 9.14 cum_ticks 14 buy_proportion 0.29
2017-03-31 17:49:48.442 1.06866 1.06855 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.29 max_proportion 0.57 threshold 8.13 cum_ticks 10 buy_proportion 0.10
2017-03-31 17:50:01.959 1.06856 1.06848 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.78 threshold 9.37 cum_ticks 17 buy_proportion 0.41
2017-03-31 17:50:10.841 1.06861 1.06849 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 14.57 max_proportion 0.70 threshold 10.13 cum_ticks 18 buy_proportion 0.61
2017-03-31 17:51:01.156 1.06862 1.06858 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.57 max_proportion 0.52 threshold 8.60 cum_ticks 14 buy_proportion 0.36
2017-03-31 17:51:20.282 1.06859 1.06852 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.76 cum_ticks 10 buy_proportion 0.10
2017-03-31 17:51:48.665 1.06862 1.06852 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 12.29 max_proportion 0.75 threshold 9.26 cum_ticks 13 buy_proportion 0.77
2017-03-31 17:52:06.461 1.06865 1.06861 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.29 max_proportion 0.52 threshold 6.38 cum_ticks 8 buy_proportion 0.88
2017-03-31 17:52:18.008 1.06865 1.06865 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.71 max_proportion 0.73 threshold 7.13 cum_ticks 8 buy_proportion 1.00
2017-03-31 17:52:32.086 1.06869 1.06862 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.93 threshold 8.12 cum_ticks 16 buy_proportion 0.44
2017-03-31 17:52:51.958 1.06868 1.06866 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 12.57 max_proportion 0.66 threshold 8.31 cum_ticks 16 buy_proportion 0.56
2017-03-31 17:53:04.237 1.06868 1.06863 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 14.86 max_proportion 0.59 threshold 8.76 cum_ticks 16 buy_proportion 0.44
2017-03-31 17:53:19.104 1.06868 1.06865 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 16.00 max_proportion 0.53 threshold 8.43 cum_ticks 11 buy_proportion 0.82
2017-03-31 17:53:26.776 1.06867 1.06866 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 13.14 max_proportion 0.67 threshold 8.84 cum_ticks 9 buy_proportion 0.00
2017-03-31 17:53:36.099 1.06872 1.06866 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.57 max_proportion 0.70 threshold 7.44 cum_ticks 12 buy_proportion 0.67
2017-03-31 17:53:49.218 1.06875 1.06874 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 11.00 max_proportion 0.50 threshold 5.52 cum_ticks 7 buy_proportion 0.86
2017-03-31 17:53:53.585 1.06875 1.06875 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.71 max_proportion 0.68 threshold 5.93 cum_ticks 6 buy_proportion 1.00
2017-03-31 17:54:20.756 1.06875 1.06872 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.14 max_proportion 0.91 threshold 6.51 cum_ticks 12 buy_proportion 0.58
2017-03-31 17:54:39.954 1.06875 1.06871 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.74 threshold 7.10 cum_ticks 12 buy_proportion 0.33
2017-03-31 17:55:00.533 1.06871 1.06868 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 11.14 max_proportion 0.50 threshold 5.57 cum_ticks 8 buy_proportion 0.25
2017-03-31 17:55:16.406 1.06871 1.06868 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.71 max_proportion 0.68 threshold 6.59 cum_ticks 13 buy_proportion 0.46
2017-03-31 17:55:34.526 1.06877 1.06870 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 11.43 max_proportion 0.62 threshold 7.05 cum_ticks 10 buy_proportion 0.80
2017-03-31 17:56:01.598 1.06881 1.06875 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.57 max_proportion 0.62 threshold 6.60 cum_ticks 13 buy_proportion 0.46
2017-03-31 17:56:14.759 1.06879 1.06876 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.14 max_proportion 0.56 threshold 6.78 cum_ticks 8 buy_proportion 0.12
2017-03-31 17:56:21.620 1.06876 1.06873 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.71 max_proportion 0.68 threshold 6.63 cum_ticks 7 buy_proportion 0.00
2017-03-31 17:56:36.971 1.06877 1.06872 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.90 threshold 7.32 cum_ticks 14 buy_proportion 0.43
2017-03-31 17:56:43.273 1.06873 1.06871 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.14 max_proportion 0.74 threshold 8.22 cum_ticks 11 buy_proportion 0.18
2017-03-31 17:56:51.776 1.06871 1.06869 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.29 max_proportion 0.77 threshold 8.73 cum_ticks 13 buy_proportion 0.31
2017-03-31 17:57:02.722 1.06872 1.06869 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 12.57 max_proportion 0.71 threshold 8.94 cum_ticks 14 buy_proportion 0.64
2017-03-31 17:57:07.480 1.06875 1.06870 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 13.29 max_proportion 0.52 threshold 6.89 cum_ticks 9 buy_proportion 0.22
2017-03-31 17:57:15.383 1.06870 1.06857 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.00 max_proportion 0.65 threshold 7.10 cum_ticks 12 buy_proportion 0.33
2017-03-31 17:57:31.855 1.06857 1.06855 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 11.43 max_proportion 0.65 threshold 7.48 cum_ticks 14 buy_proportion 0.43
2017-03-31 17:57:39.039 1.06856 1.06851 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.71 max_proportion 0.63 threshold 7.99 cum_ticks 10 buy_proportion 0.20
2017-03-31 17:57:48.657 1.06854 1.06847 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.43 max_proportion 0.72 threshold 8.18 cum_ticks 12 buy_proportion 0.25
2017-03-31 17:58:01.680 1.06847 1.06845 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.74 threshold 8.65 cum_ticks 12 buy_proportion 0.25
2017-03-31 17:58:16.697 1.06850 1.06841 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.76 threshold 8.87 cum_ticks 16 buy_proportion 0.56
2017-03-31 17:58:30.560 1.06853 1.06848 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 14.29 max_proportion 0.57 threshold 8.16 cum_ticks 13 buy_proportion 0.31
2017-03-31 17:58:43.984 1.06850 1.06845 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 13.71 max_proportion 0.63 threshold 8.61 cum_ticks 16 buy_proportion 0.44
2017-03-31 17:59:08.271 1.06849 1.06845 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.14 max_proportion 0.58 threshold 8.81 cum_ticks 16 buy_proportion 0.56
2017-03-31 17:59:17.692 1.06852 1.06845 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 15.57 max_proportion 0.51 threshold 7.94 cum_ticks 12 buy_proportion 0.33
2017-03-31 17:59:29.817 1.06849 1.06841 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 13.71 max_proportion 0.59 threshold 8.04 cum_ticks 10 buy_proportion 0.10
2017-03-31 17:59:35.867 1.06841 1.06834 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.43 max_proportion 0.77 threshold 8.77 cum_ticks 11 buy_proportion 0.18
2017-03-31 17:59:50.458 1.06837 1.06834 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.82 threshold 8.90 cum_ticks 16 buy_proportion 0.44
2017-03-31 18:00:00.422 1.06837 1.06831 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 13.71 max_proportion 0.68 threshold 9.38 cum_ticks 19 buy_proportion 0.47
2017-03-31 18:00:15.446 1.06836 1.06834 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 17.00 max_proportion 0.58 threshold 9.83 cum_ticks 12 buy_proportion 0.83
2017-03-31 18:00:34.839 1.06835 1.06834 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 14.57 max_proportion 0.67 threshold 9.82 cum_ticks 19 buy_proportion 0.53
2017-03-31 18:00:50.518 1.06835 1.06829 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 17.00 max_proportion 0.61 threshold 10.31 cum_ticks 18 buy_proportion 0.39
2017-03-31 18:00:54.412 1.06829 1.06821 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 17.43 max_proportion 0.51 threshold 8.86 cum_ticks 11 buy_proportion 0.18
2017-03-31 18:01:06.537 1.06820 1.06814 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 14.14 max_proportion 0.71 threshold 10.04 cum_ticks 13 buy_proportion 0.15
2017-03-31 18:01:11.166 1.06814 1.06792 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 13.14 max_proportion 0.80 threshold 10.57 cum_ticks 14 buy_proportion 0.21
2017-03-31 18:01:18.136 1.06794 1.06790 cum_theta_buy 2.0 cum_theta_sell 11.0 diff 9.0 exp_num_ticks 13.29 max_proportion 0.81 threshold 10.73 cum_ticks 13 buy_proportion 0.15
2017-03-31 18:01:29.403 1.06790 1.06784 cum_theta_buy 6.0 cum_theta_sell 12.0 diff 6.0 exp_num_ticks 13.29 max_proportion 0.83 threshold 11.01 cum_ticks 18 buy_proportion 0.33
2017-03-31 18:01:40.549 1.06791 1.06785 cum_theta_buy 10.0 cum_theta_sell 12.0 diff 2.0 exp_num_ticks 16.00 max_proportion 0.73 threshold 11.76 cum_ticks 22 buy_proportion 0.45
2017-03-31 18:01:51.570 1.06794 1.06790 cum_theta_buy 5.0 cum_theta_sell 13.0 diff 8.0 exp_num_ticks 19.57 max_proportion 0.62 threshold 12.19 cum_ticks 18 buy_proportion 0.28
2017-03-31 18:01:59.161 1.06795 1.06787 cum_theta_buy 13.0 cum_theta_sell 6.0 diff -7.0 exp_num_ticks 19.14 max_proportion 0.66 threshold 12.71 cum_ticks 19 buy_proportion 0.68
2017-03-31 18:02:09.515 1.06796 1.06789 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 19.14 max_proportion 0.54 threshold 10.25 cum_ticks 20 buy_proportion 0.45
2017-03-31 18:02:21.316 1.06794 1.06789 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 19.43 max_proportion 0.51 threshold 9.86 cum_ticks 13 buy_proportion 0.23
2017-03-31 18:02:57.861 1.06788 1.06784 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 15.86 max_proportion 0.64 threshold 10.18 cum_ticks 20 buy_proportion 0.55
2017-03-31 18:03:26.688 1.06790 1.06785 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 18.00 max_proportion 0.56 threshold 10.00 cum_ticks 18 buy_proportion 0.56
2017-03-31 18:03:58.941 1.06797 1.06789 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 17.86 max_proportion 0.51 threshold 9.06 cum_ticks 14 buy_proportion 0.71
2017-03-31 18:04:58.755 1.06802 1.06795 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 16.00 max_proportion 0.65 threshold 10.33 cum_ticks 20 buy_proportion 0.45
2017-03-31 18:05:15.853 1.06812 1.06796 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 18.00 max_proportion 0.54 threshold 9.73 cum_ticks 15 buy_proportion 0.33
2017-03-31 18:05:23.948 1.06798 1.06790 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 16.29 max_proportion 0.58 threshold 9.43 cum_ticks 14 buy_proportion 0.29
2017-03-31 18:05:35.224 1.06796 1.06788 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 15.14 max_proportion 0.68 threshold 10.25 cum_ticks 15 buy_proportion 0.73
2017-03-31 18:05:50.751 1.06800 1.06795 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 14.71 max_proportion 0.55 threshold 8.07 cum_ticks 16 buy_proportion 0.56
2017-03-31 18:06:03.937 1.06801 1.06798 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 15.43 max_proportion 0.57 threshold 8.82 cum_ticks 14 buy_proportion 0.36
2017-03-31 18:06:26.103 1.06802 1.06800 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 14.71 max_proportion 0.53 threshold 7.81 cum_ticks 10 buy_proportion 0.20
2017-03-31 18:06:45.392 1.06807 1.06800 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 12.00 max_proportion 0.70 threshold 8.44 cum_ticks 14 buy_proportion 0.64
2017-03-31 18:06:48.076 1.06806 1.06802 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.86 max_proportion 0.52 threshold 6.74 cum_ticks 9 buy_proportion 0.22
2017-03-31 18:06:55.254 1.06805 1.06802 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.66 threshold 6.99 cum_ticks 9 buy_proportion 0.22
2017-03-31 18:07:01.520 1.06806 1.06800 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.72 threshold 6.97 cum_ticks 9 buy_proportion 0.78
2017-03-31 18:07:13.890 1.06806 1.06802 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 9.00 max_proportion 0.54 threshold 4.86 cum_ticks 9 buy_proportion 0.44
2017-03-31 18:07:19.709 1.06805 1.06804 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 9.00 max_proportion 0.51 threshold 4.57 cum_ticks 5 buy_proportion 0.00
2017-03-31 18:07:26.352 1.06806 1.06804 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.71 max_proportion 0.76 threshold 5.12 cum_ticks 8 buy_proportion 0.25
2017-03-31 18:07:36.709 1.06805 1.06805 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.29 max_proportion 0.79 threshold 5.78 cum_ticks 6 buy_proportion 0.00
2017-03-31 18:07:46.185 1.06806 1.06804 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.43 max_proportion 0.93 threshold 5.97 cum_ticks 7 buy_proportion 0.86
2017-03-31 18:07:54.376 1.06807 1.06804 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.86 max_proportion 0.53 threshold 3.60 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:07:58.957 1.06806 1.06803 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.55 cum_ticks 7 buy_proportion 0.57
2017-03-31 18:08:03.286 1.06806 1.06806 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.71 max_proportion 0.54 threshold 3.65 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:08:15.874 1.06807 1.06805 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.78 threshold 4.02 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:08:21.853 1.06812 1.06805 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.53 threshold 3.26 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:08:24.046 1.06811 1.06811 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.68 threshold 3.70 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:08:29.673 1.06814 1.06811 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.73 threshold 3.44 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:08:49.014 1.06814 1.06811 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.70 threshold 3.67 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:09:16.854 1.06812 1.06811 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.71 max_proportion 0.71 threshold 4.08 cum_ticks 8 buy_proportion 0.38
2017-03-31 18:09:21.695 1.06817 1.06811 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.14 max_proportion 0.64 threshold 4.59 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:09:36.578 1.06817 1.06816 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.63 threshold 4.15 cum_ticks 6 buy_proportion 0.17
2017-03-31 18:09:50.721 1.06816 1.06814 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.61 threshold 3.85 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:10:02.790 1.06816 1.06812 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.86 max_proportion 0.83 threshold 4.05 cum_ticks 8 buy_proportion 0.62
2017-03-31 18:10:26.201 1.06821 1.06815 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.57 max_proportion 0.62 threshold 4.07 cum_ticks 7 buy_proportion 0.71
2017-03-31 18:10:33.204 1.06822 1.06820 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.86 max_proportion 0.59 threshold 4.02 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:10:40.933 1.06821 1.06819 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.29 max_proportion 0.61 threshold 5.06 cum_ticks 8 buy_proportion 0.75
2017-03-31 18:10:55.422 1.06822 1.06820 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.69 threshold 5.61 cum_ticks 8 buy_proportion 0.25
2017-03-31 18:11:17.160 1.06821 1.06817 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.56 threshold 4.59 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:11:23.457 1.06822 1.06817 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.43 max_proportion 0.66 threshold 4.89 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:11:43.726 1.06825 1.06821 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.59 threshold 3.90 cum_ticks 6 buy_proportion 0.67
2017-03-31 18:11:47.750 1.06827 1.06825 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.14 max_proportion 0.66 threshold 4.05 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:11:53.510 1.06830 1.06826 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.88 threshold 4.78 cum_ticks 9 buy_proportion 0.44
2017-03-31 18:11:57.691 1.06831 1.06826 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.43 max_proportion 0.63 threshold 4.72 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:12:01.527 1.06835 1.06831 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.71 max_proportion 0.75 threshold 5.01 cum_ticks 9 buy_proportion 0.67
2017-03-31 18:12:07.210 1.06840 1.06836 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.14 max_proportion 0.68 threshold 5.56 cum_ticks 11 buy_proportion 0.45
2017-03-31 18:12:10.856 1.06837 1.06832 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.57 threshold 5.53 cum_ticks 8 buy_proportion 0.25
2017-03-31 18:12:14.271 1.06835 1.06832 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.00 max_proportion 0.63 threshold 5.69 cum_ticks 8 buy_proportion 0.75
2017-03-31 18:12:23.675 1.06836 1.06830 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.56 threshold 4.76 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:12:24.744 1.06841 1.06839 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.57 max_proportion 0.57 threshold 4.86 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:12:28.760 1.06842 1.06837 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.57 max_proportion 0.84 threshold 5.50 cum_ticks 9 buy_proportion 0.67
2017-03-31 18:12:33.767 1.06841 1.06837 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.86 max_proportion 0.75 threshold 5.86 cum_ticks 8 buy_proportion 0.25
2017-03-31 18:12:37.985 1.06836 1.06835 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.52 threshold 4.12 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:12:41.227 1.06843 1.06836 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.57 max_proportion 0.67 threshold 5.07 cum_ticks 8 buy_proportion 0.75
2017-03-31 18:12:44.397 1.06846 1.06841 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.71 max_proportion 0.55 threshold 4.21 cum_ticks 7 buy_proportion 0.71
2017-03-31 18:12:49.920 1.06846 1.06846 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.66 threshold 4.83 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:12:55.034 1.06846 1.06841 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.00 max_proportion 0.88 threshold 5.30 cum_ticks 7 buy_proportion 0.14
2017-03-31 18:12:57.529 1.06839 1.06837 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.43 max_proportion 0.53 threshold 3.41 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:13:01.302 1.06841 1.06839 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.00 max_proportion 0.82 threshold 4.08 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:13:02.724 1.06840 1.06840 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.59 threshold 2.96 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:13:04.120 1.06841 1.06836 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.71 max_proportion 0.71 threshold 2.65 cum_ticks 5 buy_proportion 0.60
2017-03-31 18:13:15.578 1.06841 1.06841 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.51 threshold 2.28 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:13:18.101 1.06841 1.06841 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.57 max_proportion 0.74 threshold 2.65 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:13:21.028 1.06846 1.06843 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 3.29 max_proportion 0.94 threshold 3.10 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:13:24.094 1.06847 1.06842 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.14 max_proportion 0.89 threshold 3.67 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:13:29.574 1.06843 1.06843 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.29 max_proportion 0.56 threshold 2.97 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:13:33.726 1.06848 1.06845 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.14 max_proportion 0.78 threshold 3.24 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:13:37.203 1.06847 1.06846 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.00 max_proportion 0.90 threshold 3.62 cum_ticks 5 buy_proportion 0.20
2017-03-31 18:13:43.835 1.06849 1.06847 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.43 max_proportion 0.54 threshold 2.40 cum_ticks 5 buy_proportion 0.40
2017-03-31 18:13:47.017 1.06848 1.06848 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.86 max_proportion 0.57 threshold 2.78 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:13:49.674 1.06848 1.06844 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.86 max_proportion 0.71 threshold 2.76 cum_ticks 5 buy_proportion 0.60
2017-03-31 18:13:52.360 1.06847 1.06845 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.69 threshold 3.04 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:13:54.679 1.06847 1.06843 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.77 threshold 3.64 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:13:56.327 1.06843 1.06843 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.57 max_proportion 0.50 threshold 2.81 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:14:00.504 1.06843 1.06842 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.79 threshold 3.27 cum_ticks 6 buy_proportion 0.67
2017-03-31 18:14:03.108 1.06846 1.06843 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 5.14 max_proportion 0.57 threshold 2.94 cum_ticks 4 buy_proportion 0.75
2017-03-31 18:14:07.742 1.06848 1.06846 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.62 threshold 2.74 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:14:26.618 1.06848 1.06847 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 3.71 max_proportion 0.88 threshold 3.27 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:14:30.131 1.06847 1.06844 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.86 max_proportion 0.58 threshold 2.83 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:14:35.926 1.06845 1.06845 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.86 max_proportion 0.76 threshold 2.94 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:14:51.823 1.06845 1.06843 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.43 max_proportion 0.62 threshold 2.12 cum_ticks 4 buy_proportion 0.25
2017-03-31 18:14:53.538 1.06843 1.06843 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.57 max_proportion 0.57 threshold 2.04 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:15:04.537 1.06845 1.06842 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 3.29 max_proportion 0.79 threshold 2.58 cum_ticks 5 buy_proportion 0.60
2017-03-31 18:15:05.956 1.06847 1.06847 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.29 max_proportion 0.62 threshold 2.66 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:15:16.634 1.06853 1.06848 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.57 max_proportion 0.74 threshold 2.65 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:15:19.209 1.06853 1.06853 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.29 max_proportion 0.94 threshold 3.10 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:15:22.957 1.06857 1.06855 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.57 max_proportion 1.00 threshold 3.57 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:15:25.292 1.06855 1.06853 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:15:29.115 1.06853 1.06853 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.00 max_proportion 0.57 threshold 2.29 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:15:32.622 1.06853 1.06852 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.43 max_proportion 0.86 threshold 2.94 cum_ticks 4 buy_proportion 0.25
2017-03-31 18:15:40.994 1.06855 1.06852 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 3.71 max_proportion 0.86 threshold 3.18 cum_ticks 6 buy_proportion 0.67
2017-03-31 18:15:50.011 1.06859 1.06858 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 5.00 max_proportion 0.55 threshold 2.74 cum_ticks 4 buy_proportion 0.25
2017-03-31 18:15:51.699 1.06860 1.06857 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.57 max_proportion 0.63 threshold 2.88 cum_ticks 5 buy_proportion 0.40
2017-03-31 18:15:58.012 1.06858 1.06856 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.86 max_proportion 0.60 threshold 2.94 cum_ticks 4 buy_proportion 0.75
2017-03-31 18:16:01.510 1.06860 1.06857 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.29 max_proportion 0.58 threshold 2.48 cum_ticks 5 buy_proportion 0.40
2017-03-31 18:16:03.738 1.06859 1.06856 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.71 max_proportion 0.50 threshold 2.36 cum_ticks 5 buy_proportion 0.60
2017-03-31 18:16:11.619 1.06857 1.06856 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.56 threshold 2.74 cum_ticks 4 buy_proportion 0.25
2017-03-31 18:16:20.787 1.06859 1.06856 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.63 threshold 2.78 cum_ticks 4 buy_proportion 0.75
2017-03-31 18:16:25.259 1.06860 1.06859 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.59 threshold 2.43 cum_ticks 5 buy_proportion 0.40
2017-03-31 18:16:27.443 1.06858 1.06857 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.57 max_proportion 0.52 threshold 2.38 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:16:29.815 1.06857 1.06857 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.71 max_proportion 0.78 threshold 2.89 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:16:33.570 1.06862 1.06859 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 3.29 max_proportion 0.94 threshold 3.10 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:16:53.441 1.06862 1.06861 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.57 max_proportion 0.57 threshold 2.04 cum_ticks 4 buy_proportion 0.75
2017-03-31 18:17:02.551 1.06862 1.06854 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 3.86 max_proportion 0.71 threshold 2.76 cum_ticks 4 buy_proportion 0.25
2017-03-31 18:17:03.784 1.06852 1.06852 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.00 max_proportion 0.50 threshold 2.00 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:17:06.724 1.06853 1.06852 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 3.43 max_proportion 0.82 threshold 2.82 cum_ticks 5 buy_proportion 0.40
2017-03-31 18:17:09.281 1.06856 1.06854 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.29 max_proportion 0.74 threshold 3.15 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:17:28.205 1.06859 1.06859 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.71 max_proportion 0.57 threshold 2.69 cum_ticks 3 buy_proportion 1.00
2017-03-31 18:17:37.941 1.06860 1.06859 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 3.86 max_proportion 0.86 threshold 3.31 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:17:49.728 1.06862 1.06861 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.86 threshold 3.80 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:17:55.072 1.06861 1.06861 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.83 threshold 3.91 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:18:00.384 1.06861 1.06861 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.43 max_proportion 0.66 threshold 2.91 cum_ticks 3 buy_proportion 0.00
2017-03-31 18:18:33.867 1.06866 1.06859 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 3.57 max_proportion 0.89 threshold 3.16 cum_ticks 7 buy_proportion 0.57
2017-03-31 18:18:46.455 1.06867 1.06863 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.67 threshold 3.66 cum_ticks 7 buy_proportion 0.43
2017-03-31 18:18:51.918 1.06866 1.06862 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.80 cum_ticks 6 buy_proportion 0.67
2017-03-31 18:19:04.073 1.06867 1.06865 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.43 max_proportion 0.59 threshold 3.76 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:19:09.452 1.06867 1.06867 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.71 threshold 3.95 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:19:30.624 1.06867 1.06867 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.57 max_proportion 0.90 threshold 4.09 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:19:44.690 1.06869 1.06867 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 4.71 max_proportion 0.97 threshold 4.58 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:19:55.487 1.06877 1.06867 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.43 max_proportion 0.90 threshold 4.91 cum_ticks 8 buy_proportion 0.62
2017-03-31 18:20:09.432 1.06877 1.06874 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 7.00 max_proportion 0.74 threshold 5.17 cum_ticks 8 buy_proportion 0.75
2017-03-31 18:20:18.201 1.06877 1.06874 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.71 max_proportion 0.73 threshold 5.60 cum_ticks 9 buy_proportion 0.33
2017-03-31 18:20:21.627 1.06881 1.06873 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.57 max_proportion 0.51 threshold 4.34 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:20:31.970 1.06884 1.06876 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.14 max_proportion 0.68 threshold 4.85 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:20:36.353 1.06882 1.06881 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.91 cum_ticks 5 buy_proportion 0.00
2017-03-31 18:20:55.578 1.06880 1.06875 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.29 max_proportion 0.72 threshold 4.54 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:21:15.230 1.06882 1.06877 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.86 max_proportion 0.60 threshold 4.74 cum_ticks 8 buy_proportion 0.62
2017-03-31 18:21:24.266 1.06890 1.06883 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.86 max_proportion 0.52 threshold 4.05 cum_ticks 6 buy_proportion 0.83
2017-03-31 18:21:27.850 1.06894 1.06891 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.00 max_proportion 0.73 threshold 5.14 cum_ticks 7 buy_proportion 0.86
2017-03-31 18:21:48.648 1.06895 1.06887 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 6.86 max_proportion 0.82 threshold 5.60 cum_ticks 9 buy_proportion 0.33
2017-03-31 18:21:51.845 1.06890 1.06886 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.55 threshold 4.44 cum_ticks 7 buy_proportion 0.71
2017-03-31 18:21:53.913 1.06892 1.06889 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.63 threshold 4.74 cum_ticks 7 buy_proportion 0.71
2017-03-31 18:22:02.179 1.06897 1.06892 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.29 max_proportion 0.66 threshold 4.81 cum_ticks 9 buy_proportion 0.44
2017-03-31 18:22:16.566 1.06895 1.06891 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.56 threshold 4.56 cum_ticks 8 buy_proportion 0.62
2017-03-31 18:22:24.379 1.06896 1.06892 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.59 threshold 4.77 cum_ticks 6 buy_proportion 0.17
2017-03-31 18:22:48.682 1.06897 1.06891 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.66 threshold 4.64 cum_ticks 8 buy_proportion 0.62
2017-03-31 18:22:59.768 1.06896 1.06895 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 7.43 max_proportion 0.51 threshold 3.76 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:23:05.721 1.06899 1.06897 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.00 max_proportion 0.66 threshold 3.96 cum_ticks 5 buy_proportion 0.80
2017-03-31 18:23:09.967 1.06902 1.06895 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.78 threshold 4.21 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:23:12.530 1.06892 1.06888 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.51 threshold 3.11 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:23:21.566 1.06890 1.06887 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.80 threshold 4.02 cum_ticks 9 buy_proportion 0.44
2017-03-31 18:23:26.628 1.06894 1.06889 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.29 max_proportion 0.71 threshold 5.14 cum_ticks 7 buy_proportion 0.86
2017-03-31 18:23:33.805 1.06893 1.06892 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.62 threshold 4.41 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:23:44.309 1.06892 1.06887 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.29 max_proportion 0.53 threshold 3.85 cum_ticks 5 buy_proportion 0.20
2017-03-31 18:23:50.418 1.06893 1.06887 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.86 max_proportion 0.68 threshold 3.99 cum_ticks 7 buy_proportion 0.43
2017-03-31 18:24:03.410 1.06893 1.06889 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.66 threshold 4.22 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:24:15.706 1.06893 1.06888 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.53 threshold 4.18 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:24:19.873 1.06891 1.06887 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.62 threshold 4.67 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:24:28.817 1.06893 1.06889 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.52 threshold 4.40 cum_ticks 8 buy_proportion 0.38
2017-03-31 18:24:36.469 1.06891 1.06888 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.59 threshold 4.77 cum_ticks 8 buy_proportion 0.38
2017-03-31 18:24:48.242 1.06888 1.06886 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.88 cum_ticks 8 buy_proportion 0.38
2017-03-31 18:24:51.091 1.06886 1.06883 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.63 threshold 5.00 cum_ticks 7 buy_proportion 0.14
2017-03-31 18:25:26.698 1.06886 1.06884 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 7.43 max_proportion 0.76 threshold 5.63 cum_ticks 7 buy_proportion 0.86
2017-03-31 18:25:44.951 1.06885 1.06881 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.14 max_proportion 0.58 threshold 4.17 cum_ticks 6 buy_proportion 0.17
2017-03-31 18:25:55.577 1.06884 1.06881 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.64 threshold 4.11 cum_ticks 8 buy_proportion 0.38
2017-03-31 18:26:08.666 1.06885 1.06882 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.29 max_proportion 0.62 threshold 4.49 cum_ticks 9 buy_proportion 0.56
2017-03-31 18:26:19.925 1.06885 1.06885 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.29 max_proportion 0.55 threshold 4.57 cum_ticks 5 buy_proportion 1.00
2017-03-31 18:26:31.849 1.06886 1.06881 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 6.57 max_proportion 0.78 threshold 5.15 cum_ticks 8 buy_proportion 0.25
2017-03-31 18:26:44.786 1.06882 1.06881 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 7.29 max_proportion 0.51 threshold 3.70 cum_ticks 6 buy_proportion 0.33
2017-03-31 18:26:47.608 1.06883 1.06882 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.43 max_proportion 0.60 threshold 3.83 cum_ticks 4 buy_proportion 1.00
2017-03-31 18:26:54.215 1.06885 1.06883 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.14 max_proportion 0.70 threshold 3.61 cum_ticks 6 buy_proportion 0.67
2017-03-31 18:26:57.751 1.06883 1.06882 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.71 threshold 3.88 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:27:17.335 1.06881 1.06881 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.57 max_proportion 0.67 threshold 3.05 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:27:20.889 1.06880 1.06876 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.29 max_proportion 0.90 threshold 3.88 cum_ticks 4 buy_proportion 0.00
2017-03-31 18:27:28.100 1.06883 1.06876 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 4.00 max_proportion 1.00 threshold 4.00 cum_ticks 7 buy_proportion 0.29
2017-03-31 18:27:32.203 1.06874 1.06874 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.71 max_proportion 0.84 threshold 4.78 cum_ticks 5 buy_proportion 0.00
2017-03-31 18:27:36.040 1.06874 1.06871 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.43 max_proportion 0.92 threshold 4.99 cum_ticks 5 buy_proportion 0.00
2017-03-31 18:27:41.404 1.06872 1.06864 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 5.29 max_proportion 0.96 threshold 5.07 cum_ticks 11 buy_proportion 0.45
2017-03-31 18:27:44.277 1.06869 1.06864 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.43 max_proportion 0.74 threshold 6.24 cum_ticks 7 buy_proportion 0.00
2017-03-31 18:27:51.144 1.06875 1.06861 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 7.86 max_proportion 0.87 threshold 6.84 cum_ticks 12 buy_proportion 0.58
2017-03-31 18:27:55.948 1.06875 1.06863 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.60 threshold 6.28 cum_ticks 12 buy_proportion 0.42
2017-03-31 18:28:01.230 1.06864 1.06861 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.29 max_proportion 0.60 threshold 6.72 cum_ticks 8 buy_proportion 0.12
2017-03-31 18:28:06.419 1.06861 1.06849 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.73 threshold 7.05 cum_ticks 12 buy_proportion 0.33
2017-03-31 18:28:17.380 1.06856 1.06845 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.71 threshold 7.76 cum_ticks 14 buy_proportion 0.43
2017-03-31 18:28:30.970 1.06855 1.06846 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 12.57 max_proportion 0.64 threshold 8.07 cum_ticks 13 buy_proportion 0.31
2017-03-31 18:28:58.041 1.06850 1.06845 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.14 max_proportion 0.65 threshold 8.60 cum_ticks 14 buy_proportion 0.36
2017-03-31 18:29:22.787 1.06851 1.06846 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 13.71 max_proportion 0.65 threshold 8.87 cum_ticks 12 buy_proportion 0.25
2017-03-31 18:29:48.720 1.06851 1.06846 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 12.71 max_proportion 0.71 threshold 9.04 cum_ticks 16 buy_proportion 0.38
2017-03-31 18:30:23.576 1.06856 1.06847 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 14.57 max_proportion 0.66 threshold 9.66 cum_ticks 19 buy_proportion 0.47
2017-03-31 18:31:18.712 1.06856 1.06845 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 17.14 max_proportion 0.59 threshold 10.05 cum_ticks 18 buy_proportion 0.61
2017-03-31 18:32:21.479 1.06848 1.06844 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.00 max_proportion 0.54 threshold 9.69 cum_ticks 18 buy_proportion 0.44
2017-03-31 18:32:42.137 1.06849 1.06844 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 18.14 max_proportion 0.50 threshold 9.14 cum_ticks 17 buy_proportion 0.41
2017-03-31 18:33:27.106 1.06848 1.06845 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 17.43 max_proportion 0.55 threshold 9.59 cum_ticks 17 buy_proportion 0.59
2017-03-31 18:34:38.977 1.06850 1.06846 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 17.14 max_proportion 0.52 threshold 8.87 cum_ticks 16 buy_proportion 0.44
2017-03-31 18:34:56.805 1.06849 1.06847 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 16.43 max_proportion 0.52 threshold 8.59 cum_ticks 12 buy_proportion 0.25
2017-03-31 18:35:07.087 1.06846 1.06842 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 13.86 max_proportion 0.65 threshold 8.98 cum_ticks 12 buy_proportion 0.75
2017-03-31 18:35:52.999 1.06850 1.06846 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.57 max_proportion 0.56 threshold 7.07 cum_ticks 11 buy_proportion 0.73
2017-03-31 18:36:07.066 1.06857 1.06851 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 11.43 max_proportion 0.67 threshold 7.61 cum_ticks 15 buy_proportion 0.53
2017-03-31 18:36:39.235 1.06863 1.06857 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 13.43 max_proportion 0.62 threshold 8.32 cum_ticks 10 buy_proportion 0.90
2017-03-31 18:36:58.865 1.06867 1.06862 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 11.57 max_proportion 0.77 threshold 8.92 cum_ticks 13 buy_proportion 0.31
2017-03-31 18:37:50.887 1.06863 1.06859 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.51 threshold 6.33 cum_ticks 8 buy_proportion 0.12
2017-03-31 18:38:15.194 1.06857 1.06855 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 9.71 max_proportion 0.71 threshold 6.92 cum_ticks 8 buy_proportion 0.12
2017-03-31 18:38:36.850 1.06856 1.06851 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.71 max_proportion 0.85 threshold 7.40 cum_ticks 14 buy_proportion 0.43
2017-03-31 18:38:45.531 1.06851 1.06846 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 11.43 max_proportion 0.70 threshold 8.02 cum_ticks 10 buy_proportion 0.10
2017-03-31 18:39:21.214 1.06848 1.06841 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.80 threshold 8.71 cum_ticks 16 buy_proportion 0.44
2017-03-31 18:40:06.235 1.06847 1.06836 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 14.00 max_proportion 0.66 threshold 9.24 cum_ticks 17 buy_proportion 0.59
2017-03-31 18:40:21.638 1.06838 1.06831 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.71 max_proportion 0.52 threshold 8.24 cum_ticks 11 buy_proportion 0.18
2017-03-31 18:40:39.051 1.06832 1.06831 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 13.43 max_proportion 0.67 threshold 8.94 cum_ticks 15 buy_proportion 0.40
2017-03-31 18:40:50.665 1.06831 1.06826 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 14.14 max_proportion 0.64 threshold 8.99 cum_ticks 12 buy_proportion 0.25
2017-03-31 18:41:10.356 1.06827 1.06821 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 12.71 max_proportion 0.72 threshold 9.11 cum_ticks 16 buy_proportion 0.38
2017-03-31 18:41:18.707 1.06822 1.06809 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 14.71 max_proportion 0.66 threshold 9.67 cum_ticks 15 buy_proportion 0.33
2017-03-31 18:41:29.287 1.06815 1.06806 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 14.86 max_proportion 0.67 threshold 9.90 cum_ticks 15 buy_proportion 0.33
2017-03-31 18:41:45.918 1.06822 1.06806 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 15.14 max_proportion 0.66 threshold 10.01 cum_ticks 13 buy_proportion 0.85
2017-03-31 18:42:03.004 1.06825 1.06822 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 13.86 max_proportion 0.63 threshold 8.68 cum_ticks 13 buy_proportion 0.69
2017-03-31 18:42:18.994 1.06826 1.06824 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 13.29 max_proportion 0.68 threshold 9.10 cum_ticks 13 buy_proportion 0.77
2017-03-31 18:42:29.757 1.06824 1.06817 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 13.00 max_proportion 0.76 threshold 9.86 cum_ticks 11 buy_proportion 0.09
2017-03-31 18:42:54.451 1.06819 1.06816 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.63 threshold 7.46 cum_ticks 14 buy_proportion 0.43
2017-03-31 18:43:01.989 1.06822 1.06817 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.00 max_proportion 0.62 threshold 8.05 cum_ticks 15 buy_proportion 0.60
2017-03-31 18:43:20.182 1.06817 1.06816 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.14 max_proportion 0.52 threshold 7.38 cum_ticks 12 buy_proportion 0.67
2017-03-31 18:43:43.343 1.06817 1.06816 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 13.14 max_proportion 0.61 threshold 8.06 cum_ticks 10 buy_proportion 0.10
2017-03-31 18:43:57.229 1.06820 1.06816 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 11.29 max_proportion 0.67 threshold 7.52 cum_ticks 11 buy_proportion 0.27
2017-03-31 18:44:06.766 1.06817 1.06816 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 10.86 max_proportion 0.72 threshold 7.82 cum_ticks 9 buy_proportion 0.11
2017-03-31 18:44:18.902 1.06816 1.06813 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 9.71 max_proportion 0.84 threshold 8.20 cum_ticks 10 buy_proportion 0.10
2017-03-31 18:44:31.227 1.06813 1.06811 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 9.86 max_proportion 0.87 threshold 8.60 cum_ticks 13 buy_proportion 0.69
2017-03-31 18:44:38.802 1.06813 1.06811 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.57 max_proportion 0.56 threshold 6.48 cum_ticks 10 buy_proportion 0.70
2017-03-31 18:44:44.523 1.06812 1.06804 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.61 threshold 6.65 cum_ticks 10 buy_proportion 0.30
2017-03-31 18:45:09.358 1.06806 1.06803 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.53 threshold 5.52 cum_ticks 10 buy_proportion 0.40
2017-03-31 18:45:13.814 1.06802 1.06800 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.00 max_proportion 0.59 threshold 5.86 cum_ticks 7 buy_proportion 0.14
2017-03-31 18:45:20.402 1.06806 1.06799 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 8.29 max_proportion 0.76 threshold 6.31 cum_ticks 13 buy_proportion 0.46
2017-03-31 18:45:42.903 1.06799 1.06795 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.64 threshold 6.93 cum_ticks 12 buy_proportion 0.42
2017-03-31 18:45:48.867 1.06795 1.06790 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 11.57 max_proportion 0.61 threshold 7.05 cum_ticks 9 buy_proportion 0.11
2017-03-31 18:45:52.608 1.06792 1.06787 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.43 max_proportion 0.75 threshold 7.84 cum_ticks 11 buy_proportion 0.27
2017-03-31 18:45:59.161 1.06788 1.06781 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.57 max_proportion 0.75 threshold 7.96 cum_ticks 15 buy_proportion 0.47
2017-03-31 18:46:14.097 1.06791 1.06783 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.64 threshold 8.31 cum_ticks 14 buy_proportion 0.64
2017-03-31 18:46:23.906 1.06792 1.06788 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 13.86 max_proportion 0.54 threshold 7.48 cum_ticks 13 buy_proportion 0.62
2017-03-31 18:46:48.619 1.06791 1.06785 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 13.57 max_proportion 0.60 threshold 8.17 cum_ticks 11 buy_proportion 0.18
2017-03-31 18:46:54.645 1.06785 1.06782 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 12.00 max_proportion 0.63 threshold 7.54 cum_ticks 10 buy_proportion 0.20
2017-03-31 18:47:19.008 1.06787 1.06780 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.71 max_proportion 0.75 threshold 7.99 cum_ticks 15 buy_proportion 0.47
2017-03-31 18:47:40.846 1.06782 1.06777 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.00 max_proportion 0.65 threshold 8.45 cum_ticks 14 buy_proportion 0.36
2017-03-31 18:47:54.308 1.06781 1.06776 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.63 threshold 8.70 cum_ticks 14 buy_proportion 0.36
2017-03-31 18:48:12.401 1.06779 1.06774 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.14 max_proportion 0.63 threshold 8.87 cum_ticks 15 buy_proportion 0.40
2017-03-31 18:48:20.056 1.06775 1.06771 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 14.57 max_proportion 0.62 threshold 9.01 cum_ticks 13 buy_proportion 0.23
2017-03-31 18:48:28.644 1.06770 1.06766 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.71 max_proportion 0.70 threshold 9.64 cum_ticks 14 buy_proportion 0.29
2017-03-31 18:48:40.234 1.06775 1.06761 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.86 max_proportion 0.71 threshold 9.89 cum_ticks 18 buy_proportion 0.44
2017-03-31 18:48:49.440 1.06777 1.06761 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 16.14 max_proportion 0.63 threshold 10.19 cum_ticks 19 buy_proportion 0.42
2017-03-31 18:49:16.302 1.06775 1.06772 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 18.00 max_proportion 0.59 threshold 10.65 cum_ticks 14 buy_proportion 0.21
2017-03-31 18:49:44.955 1.06783 1.06772 cum_theta_buy 12.0 cum_theta_sell 5.0 diff -7.0 exp_num_ticks 16.00 max_proportion 0.69 threshold 11.10 cum_ticks 17 buy_proportion 0.71
2017-03-31 18:49:52.371 1.06787 1.06782 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 16.43 max_proportion 0.52 threshold 8.62 cum_ticks 9 buy_proportion 1.00
2017-03-31 18:50:05.516 1.06792 1.06787 cum_theta_buy 10.0 cum_theta_sell 1.0 diff -9.0 exp_num_ticks 12.00 max_proportion 0.80 threshold 9.64 cum_ticks 11 buy_proportion 0.91
2017-03-31 18:51:16.213 1.06794 1.06790 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 11.29 max_proportion 0.91 threshold 10.23 cum_ticks 20 buy_proportion 0.45
2017-03-31 18:51:58.090 1.06793 1.06788 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 15.86 max_proportion 0.66 threshold 10.46 cum_ticks 18 buy_proportion 0.39
2017-03-31 18:52:14.857 1.06801 1.06792 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 17.57 max_proportion 0.52 threshold 9.13 cum_ticks 17 buy_proportion 0.59
2017-03-31 18:53:03.669 1.06800 1.06794 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 17.71 max_proportion 0.51 threshold 9.06 cum_ticks 18 buy_proportion 0.44
2017-03-31 18:53:23.473 1.06804 1.06797 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 17.71 max_proportion 0.52 threshold 9.25 cum_ticks 16 buy_proportion 0.62
2017-03-31 18:53:51.760 1.06812 1.06803 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.71 max_proportion 0.57 threshold 9.50 cum_ticks 16 buy_proportion 0.62
2017-03-31 18:54:03.393 1.06817 1.06811 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 16.29 max_proportion 0.60 threshold 9.76 cum_ticks 14 buy_proportion 0.71
2017-03-31 18:54:43.933 1.06818 1.06811 cum_theta_buy 8.0 cum_theta_sell 11.0 diff 3.0 exp_num_ticks 14.86 max_proportion 0.68 threshold 10.04 cum_ticks 19 buy_proportion 0.42
2017-03-31 18:55:04.952 1.06813 1.06809 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.14 max_proportion 0.53 threshold 9.15 cum_ticks 17 buy_proportion 0.41
2017-03-31 18:55:24.319 1.06810 1.06807 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 17.14 max_proportion 0.54 threshold 9.30 cum_ticks 16 buy_proportion 0.38
2017-03-31 18:55:36.073 1.06811 1.06807 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 16.71 max_proportion 0.61 threshold 10.16 cum_ticks 15 buy_proportion 0.27
2017-03-31 18:56:10.824 1.06813 1.06807 cum_theta_buy 11.0 cum_theta_sell 6.0 diff -5.0 exp_num_ticks 15.57 max_proportion 0.68 threshold 10.61 cum_ticks 17 buy_proportion 0.65
2017-03-31 18:56:43.233 1.06814 1.06810 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 16.29 max_proportion 0.50 threshold 8.15 cum_ticks 16 buy_proportion 0.44
2017-03-31 18:56:52.695 1.06813 1.06808 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 16.14 max_proportion 0.53 threshold 8.51 cum_ticks 12 buy_proportion 0.25
2017-03-31 18:57:22.314 1.06817 1.06807 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 13.86 max_proportion 0.64 threshold 8.86 cum_ticks 17 buy_proportion 0.53
2017-03-31 18:57:31.671 1.06815 1.06811 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.43 max_proportion 0.56 threshold 8.69 cum_ticks 13 buy_proportion 0.31
2017-03-31 18:57:44.403 1.06817 1.06814 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 14.00 max_proportion 0.64 threshold 8.92 cum_ticks 17 buy_proportion 0.47
2017-03-31 18:57:56.710 1.06826 1.06816 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.86 max_proportion 0.57 threshold 9.00 cum_ticks 16 buy_proportion 0.56
2017-03-31 18:58:03.644 1.06830 1.06822 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 15.86 max_proportion 0.50 threshold 7.93 cum_ticks 14 buy_proportion 0.57
2017-03-31 18:58:20.682 1.06844 1.06833 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 15.00 max_proportion 0.55 threshold 8.32 cum_ticks 11 buy_proportion 0.82
2017-03-31 18:58:29.367 1.06849 1.06842 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 12.57 max_proportion 0.71 threshold 8.94 cum_ticks 13 buy_proportion 0.31
2017-03-31 18:58:43.585 1.06847 1.06841 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.57 max_proportion 0.51 threshold 6.40 cum_ticks 11 buy_proportion 0.36
2017-03-31 18:58:48.426 1.06852 1.06842 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.57 max_proportion 0.59 threshold 6.80 cum_ticks 13 buy_proportion 0.54
2017-03-31 18:58:52.258 1.06853 1.06851 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 12.43 max_proportion 0.54 threshold 6.77 cum_ticks 10 buy_proportion 0.30
2017-03-31 18:58:57.909 1.06852 1.06846 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.00 max_proportion 0.62 threshold 6.85 cum_ticks 7 buy_proportion 0.00
2017-03-31 18:59:04.037 1.06854 1.06850 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.84 threshold 7.30 cum_ticks 14 buy_proportion 0.57
2017-03-31 18:59:16.580 1.06855 1.06850 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.43 max_proportion 0.63 threshold 7.21 cum_ticks 12 buy_proportion 0.67
2017-03-31 18:59:22.303 1.06862 1.06856 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.86 max_proportion 0.54 threshold 6.45 cum_ticks 10 buy_proportion 0.70
2017-03-31 18:59:25.935 1.06865 1.06856 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 11.14 max_proportion 0.67 threshold 7.49 cum_ticks 13 buy_proportion 0.38
2017-03-31 18:59:29.350 1.06855 1.06851 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.00 max_proportion 0.52 threshold 6.18 cum_ticks 7 buy_proportion 0.00
2017-03-31 18:59:34.305 1.06852 1.06844 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.79 threshold 7.22 cum_ticks 12 buy_proportion 0.33
2017-03-31 18:59:42.552 1.06848 1.06841 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.75 threshold 8.08 cum_ticks 16 buy_proportion 0.44
2017-03-31 18:59:47.003 1.06847 1.06841 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 13.57 max_proportion 0.65 threshold 8.89 cum_ticks 13 buy_proportion 0.31
2017-03-31 18:59:52.093 1.06842 1.06826 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 13.71 max_proportion 0.65 threshold 8.94 cum_ticks 16 buy_proportion 0.56
2017-03-31 18:59:55.902 1.06837 1.06832 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 15.14 max_proportion 0.53 threshold 8.00 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:00:00.184 1.06838 1.06829 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 13.86 max_proportion 0.58 threshold 7.98 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:00:06.717 1.06833 1.06827 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.43 max_proportion 0.59 threshold 7.92 cum_ticks 11 buy_proportion 0.73
2017-03-31 19:00:11.408 1.06837 1.06833 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.86 max_proportion 0.58 threshold 6.88 cum_ticks 7 buy_proportion 1.00
2017-03-31 19:00:18.095 1.06840 1.06837 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.83 threshold 7.51 cum_ticks 12 buy_proportion 0.33
2017-03-31 19:00:22.533 1.06841 1.06837 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.58 threshold 6.05 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:00:25.156 1.06839 1.06835 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.59 threshold 5.99 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:00:29.812 1.06835 1.06831 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.57 max_proportion 0.79 threshold 6.73 cum_ticks 10 buy_proportion 0.70
2017-03-31 19:00:37.798 1.06834 1.06831 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 9.14 max_proportion 0.52 threshold 4.72 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:00:42.353 1.06838 1.06831 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.43 max_proportion 0.57 threshold 4.76 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:00:46.498 1.06844 1.06838 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.29 max_proportion 0.56 threshold 4.68 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:00:53.104 1.06849 1.06843 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.57 max_proportion 0.55 threshold 4.71 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:00:58.384 1.06849 1.06847 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.86 max_proportion 0.50 threshold 4.45 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:01:02.269 1.06850 1.06847 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 9.00 max_proportion 0.52 threshold 4.71 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:01:05.506 1.06852 1.06848 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.58 threshold 4.88 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:01:08.034 1.06848 1.06839 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.14 max_proportion 0.53 threshold 4.30 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:01:10.257 1.06838 1.06834 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.29 max_proportion 0.80 threshold 5.05 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:01:21.247 1.06834 1.06829 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.00 max_proportion 0.95 threshold 5.68 cum_ticks 11 buy_proportion 0.55
2017-03-31 19:01:25.443 1.06831 1.06829 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.71 max_proportion 0.69 threshold 6.00 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:01:33.163 1.06830 1.06825 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.76 threshold 6.10 cum_ticks 11 buy_proportion 0.64
2017-03-31 19:01:35.423 1.06834 1.06832 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.86 max_proportion 0.52 threshold 5.10 cum_ticks 6 buy_proportion 1.00
2017-03-31 19:01:38.893 1.06836 1.06834 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.57 max_proportion 0.77 threshold 5.86 cum_ticks 6 buy_proportion 1.00
2017-03-31 19:01:44.682 1.06838 1.06831 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.95 threshold 6.37 cum_ticks 12 buy_proportion 0.58
2017-03-31 19:01:50.686 1.06833 1.06829 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 9.43 max_proportion 0.76 threshold 7.18 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:02:00.049 1.06830 1.06827 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.71 max_proportion 0.53 threshold 6.20 cum_ticks 13 buy_proportion 0.54
2017-03-31 19:02:07.820 1.06833 1.06830 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.86 max_proportion 0.50 threshold 6.44 cum_ticks 8 buy_proportion 0.88
2017-03-31 19:02:14.117 1.06833 1.06830 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.71 threshold 7.19 cum_ticks 11 buy_proportion 0.27
2017-03-31 19:02:21.001 1.06831 1.06827 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.43 max_proportion 0.52 threshold 5.39 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:02:29.755 1.06830 1.06827 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.29 max_proportion 0.72 threshold 5.93 cum_ticks 10 buy_proportion 0.60
2017-03-31 19:02:39.835 1.06831 1.06827 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 9.29 max_proportion 0.58 threshold 5.36 cum_ticks 11 buy_proportion 0.45
2017-03-31 19:02:45.847 1.06830 1.06826 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.55 threshold 5.56 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:02:58.053 1.06828 1.06826 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 8.57 max_proportion 0.70 threshold 6.02 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:03:09.307 1.06823 1.06819 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.43 max_proportion 0.66 threshold 6.84 cum_ticks 11 buy_proportion 0.36
2017-03-31 19:03:52.214 1.06821 1.06808 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.71 max_proportion 0.65 threshold 6.99 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:04:10.711 1.06811 1.06806 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 11.71 max_proportion 0.60 threshold 7.01 cum_ticks 15 buy_proportion 0.53
2017-03-31 19:04:25.699 1.06810 1.06804 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.57 max_proportion 0.52 threshold 7.11 cum_ticks 11 buy_proportion 0.73
2017-03-31 19:04:33.189 1.06806 1.06800 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.63 threshold 7.71 cum_ticks 13 buy_proportion 0.62
2017-03-31 19:04:44.443 1.06805 1.06800 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.71 max_proportion 0.64 threshold 8.08 cum_ticks 12 buy_proportion 0.25
2017-03-31 19:04:55.125 1.06800 1.06795 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.58 threshold 7.01 cum_ticks 11 buy_proportion 0.27
2017-03-31 19:05:22.436 1.06800 1.06796 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 11.57 max_proportion 0.68 threshold 7.92 cum_ticks 13 buy_proportion 0.62
2017-03-31 19:05:42.431 1.06800 1.06799 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.29 max_proportion 0.53 threshold 6.57 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:05:57.190 1.06799 1.06795 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.43 max_proportion 0.66 threshold 6.86 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:06:09.032 1.06803 1.06796 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.29 max_proportion 0.61 threshold 6.89 cum_ticks 10 buy_proportion 0.70
2017-03-31 19:06:22.495 1.06805 1.06802 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.74 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:06:33.741 1.06804 1.06800 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.66 threshold 5.65 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:07:14.907 1.06800 1.06798 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.00 max_proportion 0.72 threshold 5.73 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:07:21.165 1.06797 1.06795 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 6.71 max_proportion 0.91 threshold 6.10 cum_ticks 13 buy_proportion 0.46
2017-03-31 19:07:34.171 1.06805 1.06795 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 10.29 max_proportion 0.70 threshold 7.21 cum_ticks 12 buy_proportion 0.67
2017-03-31 19:07:41.303 1.06803 1.06800 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 11.43 max_proportion 0.51 threshold 5.86 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:07:48.982 1.06799 1.06796 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.71 max_proportion 0.74 threshold 6.48 cum_ticks 8 buy_proportion 0.12
2017-03-31 19:08:04.287 1.06796 1.06795 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.00 max_proportion 0.83 threshold 6.67 cum_ticks 8 buy_proportion 0.12
2017-03-31 19:08:15.880 1.06799 1.06794 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 7.71 max_proportion 0.89 threshold 6.89 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:08:47.647 1.06797 1.06794 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.14 max_proportion 0.78 threshold 7.09 cum_ticks 15 buy_proportion 0.47
2017-03-31 19:09:10.228 1.06798 1.06795 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 12.57 max_proportion 0.63 threshold 7.92 cum_ticks 10 buy_proportion 0.80
2017-03-31 19:09:19.366 1.06799 1.06794 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 11.43 max_proportion 0.63 threshold 7.24 cum_ticks 10 buy_proportion 0.20
2017-03-31 19:09:24.213 1.06793 1.06790 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.71 max_proportion 0.59 threshold 6.33 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:10:00.528 1.06792 1.06790 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 10.00 max_proportion 0.66 threshold 6.57 cum_ticks 10 buy_proportion 0.70
2017-03-31 19:10:11.227 1.06795 1.06792 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.51 threshold 5.14 cum_ticks 7 buy_proportion 0.86
2017-03-31 19:10:24.368 1.06794 1.06791 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 8.29 max_proportion 0.73 threshold 6.07 cum_ticks 8 buy_proportion 0.12
2017-03-31 19:10:44.401 1.06794 1.06790 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.00 max_proportion 0.58 threshold 4.67 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:10:58.606 1.06795 1.06789 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.43 max_proportion 0.52 threshold 4.42 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:11:12.683 1.06789 1.06786 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.86 max_proportion 0.57 threshold 5.04 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:11:22.693 1.06796 1.06786 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 9.00 max_proportion 0.60 threshold 5.43 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:11:29.285 1.06797 1.06795 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.54 threshold 4.86 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:12:00.618 1.06796 1.06795 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.29 max_proportion 0.67 threshold 4.86 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:12:20.403 1.06797 1.06795 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.43 max_proportion 0.76 threshold 4.90 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:12:39.406 1.06797 1.06795 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.71 max_proportion 0.61 threshold 4.71 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:12:53.288 1.06797 1.06794 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.56 threshold 4.83 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:12:58.620 1.06794 1.06790 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.70 threshold 5.09 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:13:16.314 1.06790 1.06785 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.81 threshold 5.65 cum_ticks 11 buy_proportion 0.55
2017-03-31 19:13:24.182 1.06792 1.06788 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 9.14 max_proportion 0.62 threshold 5.70 cum_ticks 7 buy_proportion 0.86
2017-03-31 19:13:31.874 1.06791 1.06789 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.67 threshold 5.42 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:13:47.571 1.06792 1.06790 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 8.71 max_proportion 0.70 threshold 6.13 cum_ticks 10 buy_proportion 0.70
2017-03-31 19:13:55.079 1.06794 1.06789 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 9.29 max_proportion 0.71 threshold 6.62 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:14:07.842 1.06789 1.06789 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.29 max_proportion 0.58 threshold 5.37 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:14:18.418 1.06791 1.06787 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 7.43 max_proportion 0.84 threshold 6.21 cum_ticks 8 buy_proportion 0.12
2017-03-31 19:14:32.139 1.06790 1.06787 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.90 threshold 6.79 cum_ticks 13 buy_proportion 0.54
2017-03-31 19:14:35.547 1.06787 1.06785 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.57 max_proportion 0.66 threshold 6.94 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:14:58.998 1.06785 1.06783 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 8.86 max_proportion 0.83 threshold 7.34 cum_ticks 8 buy_proportion 0.00
2017-03-31 19:15:05.488 1.06786 1.06779 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.92 threshold 7.78 cum_ticks 14 buy_proportion 0.43
2017-03-31 19:15:13.037 1.06779 1.06779 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 11.29 max_proportion 0.76 threshold 8.52 cum_ticks 9 buy_proportion 0.00
2017-03-31 19:15:31.240 1.06779 1.06775 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 10.29 max_proportion 0.88 threshold 9.03 cum_ticks 10 buy_proportion 0.00
2017-03-31 19:15:53.493 1.06776 1.06769 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 10.29 max_proportion 0.94 threshold 9.66 cum_ticks 12 buy_proportion 0.17
2017-03-31 19:16:04.456 1.06778 1.06766 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.90 threshold 9.95 cum_ticks 18 buy_proportion 0.44
2017-03-31 19:16:16.834 1.06777 1.06775 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.14 max_proportion 0.70 threshold 10.58 cum_ticks 16 buy_proportion 0.31
2017-03-31 19:16:37.820 1.06775 1.06774 cum_theta_buy 0 cum_theta_sell 11.0 diff 11.0 exp_num_ticks 16.00 max_proportion 0.67 threshold 10.73 cum_ticks 11 buy_proportion 0.00
2017-03-31 19:16:45.327 1.06774 1.06764 cum_theta_buy 2.0 cum_theta_sell 12.0 diff 10.0 exp_num_ticks 13.43 max_proportion 0.85 threshold 11.38 cum_ticks 14 buy_proportion 0.14
2017-03-31 19:17:13.394 1.06767 1.06760 cum_theta_buy 12.0 cum_theta_sell 7.0 diff -5.0 exp_num_ticks 13.43 max_proportion 0.87 threshold 11.73 cum_ticks 19 buy_proportion 0.63
2017-03-31 19:17:22.993 1.06760 1.06749 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 16.43 max_proportion 0.60 threshold 9.83 cum_ticks 12 buy_proportion 0.17
2017-03-31 19:17:41.384 1.06751 1.06748 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 14.29 max_proportion 0.70 threshold 10.06 cum_ticks 21 buy_proportion 0.52
2017-03-31 19:18:31.844 1.06752 1.06750 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 18.14 max_proportion 0.56 threshold 10.21 cum_ticks 15 buy_proportion 0.27
2017-03-31 19:18:45.190 1.06755 1.06751 cum_theta_buy 11.0 cum_theta_sell 2.0 diff -9.0 exp_num_ticks 16.29 max_proportion 0.67 threshold 10.98 cum_ticks 13 buy_proportion 0.85
2017-03-31 19:19:00.556 1.06754 1.06746 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 14.71 max_proportion 0.63 threshold 9.34 cum_ticks 11 buy_proportion 0.09
2017-03-31 19:19:10.039 1.06750 1.06745 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.14 max_proportion 0.67 threshold 8.11 cum_ticks 12 buy_proportion 0.25
2017-03-31 19:19:36.024 1.06746 1.06741 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.71 threshold 8.42 cum_ticks 15 buy_proportion 0.40
2017-03-31 19:19:56.175 1.06745 1.06740 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 13.57 max_proportion 0.69 threshold 9.32 cum_ticks 13 buy_proportion 0.23
2017-03-31 19:20:14.818 1.06746 1.06740 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 13.43 max_proportion 0.72 threshold 9.64 cum_ticks 19 buy_proportion 0.53
2017-03-31 19:20:40.013 1.06747 1.06742 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 16.71 max_proportion 0.58 threshold 9.63 cum_ticks 14 buy_proportion 0.71
2017-03-31 19:20:58.289 1.06749 1.06742 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 15.29 max_proportion 0.59 threshold 9.04 cum_ticks 12 buy_proportion 0.83
2017-03-31 19:21:29.682 1.06750 1.06747 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 13.57 max_proportion 0.76 threshold 10.25 cum_ticks 17 buy_proportion 0.35
2017-03-31 19:21:36.439 1.06749 1.06742 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 15.14 max_proportion 0.54 threshold 8.20 cum_ticks 15 buy_proportion 0.60
2017-03-31 19:21:45.897 1.06745 1.06743 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.14 max_proportion 0.56 threshold 8.52 cum_ticks 13 buy_proportion 0.31
2017-03-31 19:22:01.881 1.06743 1.06737 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 14.14 max_proportion 0.60 threshold 8.52 cum_ticks 11 buy_proportion 0.18
2017-03-31 19:22:14.657 1.06740 1.06735 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 12.14 max_proportion 0.72 threshold 8.77 cum_ticks 14 buy_proportion 0.36
2017-03-31 19:22:23.003 1.06735 1.06730 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 13.00 max_proportion 0.70 threshold 9.10 cum_ticks 14 buy_proportion 0.29
2017-03-31 19:22:45.346 1.06735 1.06731 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 13.57 max_proportion 0.71 threshold 9.62 cum_ticks 17 buy_proportion 0.59
2017-03-31 19:22:51.346 1.06734 1.06731 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 15.71 max_proportion 0.53 threshold 8.35 cum_ticks 11 buy_proportion 0.18
2017-03-31 19:23:06.227 1.06735 1.06730 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 13.14 max_proportion 0.69 threshold 9.03 cum_ticks 15 buy_proportion 0.67
2017-03-31 19:23:24.552 1.06736 1.06733 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.14 max_proportion 0.52 threshold 7.31 cum_ticks 12 buy_proportion 0.67
2017-03-31 19:23:31.555 1.06739 1.06735 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.71 max_proportion 0.60 threshold 7.60 cum_ticks 11 buy_proportion 0.27
2017-03-31 19:23:43.153 1.06736 1.06735 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.86 max_proportion 0.56 threshold 6.62 cum_ticks 8 buy_proportion 0.88
2017-03-31 19:23:54.732 1.06736 1.06733 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.67 threshold 6.35 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:24:02.905 1.06733 1.06730 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.54 threshold 5.16 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:24:20.738 1.06731 1.06730 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.65 threshold 5.54 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:24:34.546 1.06731 1.06729 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.74 threshold 6.16 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:24:47.596 1.06730 1.06729 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 8.57 max_proportion 0.77 threshold 6.56 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:24:57.544 1.06729 1.06729 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 8.86 max_proportion 0.77 threshold 6.85 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:25:02.644 1.06729 1.06724 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 7.86 max_proportion 0.90 threshold 7.11 cum_ticks 9 buy_proportion 0.11
2017-03-31 19:25:18.093 1.06727 1.06712 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.90 threshold 7.63 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:25:19.899 1.06728 1.06712 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 11.00 max_proportion 0.75 threshold 8.23 cum_ticks 10 buy_proportion 0.90
2017-03-31 19:25:26.924 1.06729 1.06721 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.71 max_proportion 0.64 threshold 6.86 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:25:42.409 1.06725 1.06720 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.86 max_proportion 0.56 threshold 5.53 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:25:46.929 1.06724 1.06723 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 9.71 max_proportion 0.58 threshold 5.63 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:26:00.942 1.06721 1.06716 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.86 max_proportion 0.63 threshold 6.16 cum_ticks 13 buy_proportion 0.46
2017-03-31 19:26:12.092 1.06721 1.06717 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.62 cum_ticks 8 buy_proportion 0.12
2017-03-31 19:26:22.989 1.06719 1.06715 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.74 threshold 7.18 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:26:38.618 1.06717 1.06714 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.14 max_proportion 0.57 threshold 6.94 cum_ticks 13 buy_proportion 0.54
2017-03-31 19:26:52.412 1.06716 1.06710 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.57 max_proportion 0.51 threshold 6.43 cum_ticks 11 buy_proportion 0.36
2017-03-31 19:27:01.107 1.06714 1.06708 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 12.00 max_proportion 0.56 threshold 6.68 cum_ticks 12 buy_proportion 0.58
2017-03-31 19:27:16.334 1.06720 1.06715 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.86 max_proportion 0.51 threshold 6.10 cum_ticks 7 buy_proportion 1.00
2017-03-31 19:27:23.187 1.06726 1.06720 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.00 max_proportion 0.79 threshold 7.11 cum_ticks 8 buy_proportion 1.00
2017-03-31 19:27:32.205 1.06735 1.06725 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 8.29 max_proportion 0.94 threshold 7.79 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:27:36.892 1.06745 1.06736 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 11.29 max_proportion 0.76 threshold 8.52 cum_ticks 9 buy_proportion 1.00
2017-03-31 19:27:59.483 1.06748 1.06743 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 10.29 max_proportion 0.88 threshold 9.03 cum_ticks 17 buy_proportion 0.41
2017-03-31 19:28:04.237 1.06742 1.06735 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 14.29 max_proportion 0.60 threshold 8.61 cum_ticks 11 buy_proportion 0.18
2017-03-31 19:28:06.199 1.06732 1.06728 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.43 max_proportion 0.64 threshold 7.90 cum_ticks 8 buy_proportion 0.00
2017-03-31 19:28:18.729 1.06732 1.06726 cum_theta_buy 4.0 cum_theta_sell 10.0 diff 6.0 exp_num_ticks 10.14 max_proportion 0.89 threshold 9.02 cum_ticks 14 buy_proportion 0.29
2017-03-31 19:28:34.695 1.06734 1.06727 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 11.86 max_proportion 0.81 threshold 9.61 cum_ticks 19 buy_proportion 0.47
2017-03-31 19:28:52.228 1.06727 1.06720 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 16.00 max_proportion 0.65 threshold 10.36 cum_ticks 14 buy_proportion 0.21
2017-03-31 19:29:22.568 1.06725 1.06710 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.43 max_proportion 0.70 threshold 10.82 cum_ticks 16 buy_proportion 0.31
2017-03-31 19:29:50.091 1.06718 1.06710 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 15.86 max_proportion 0.69 threshold 10.98 cum_ticks 18 buy_proportion 0.61
2017-03-31 19:29:58.552 1.06722 1.06715 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 16.86 max_proportion 0.53 threshold 8.95 cum_ticks 15 buy_proportion 0.40
2017-03-31 19:30:14.020 1.06726 1.06718 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.00 max_proportion 0.55 threshold 8.83 cum_ticks 14 buy_proportion 0.36
2017-03-31 19:30:25.787 1.06726 1.06722 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 14.86 max_proportion 0.59 threshold 8.83 cum_ticks 11 buy_proportion 0.82
2017-03-31 19:31:05.352 1.06727 1.06726 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.79 cum_ticks 12 buy_proportion 0.67
2017-03-31 19:31:51.040 1.06732 1.06726 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.00 max_proportion 0.67 threshold 7.99 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:33:05.851 1.06731 1.06725 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.43 max_proportion 0.53 threshold 6.55 cum_ticks 13 buy_proportion 0.46
2017-03-31 19:33:19.830 1.06725 1.06725 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 12.86 max_proportion 0.53 threshold 6.83 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:33:33.216 1.06726 1.06725 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 9.57 max_proportion 0.81 threshold 7.78 cum_ticks 9 buy_proportion 0.11
2017-03-31 19:33:47.243 1.06724 1.06715 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 9.00 max_proportion 0.87 threshold 7.84 cum_ticks 8 buy_proportion 0.00
2017-03-31 19:34:02.216 1.06723 1.06715 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.97 threshold 7.88 cum_ticks 13 buy_proportion 0.62
2017-03-31 19:34:07.685 1.06720 1.06714 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.00 max_proportion 0.63 threshold 6.96 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:34:19.754 1.06723 1.06714 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 8.86 max_proportion 0.82 threshold 7.30 cum_ticks 9 buy_proportion 0.89
2017-03-31 19:34:26.733 1.06726 1.06723 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 9.00 max_proportion 0.60 threshold 5.36 cum_ticks 6 buy_proportion 1.00
2017-03-31 19:34:46.059 1.06726 1.06725 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.83 threshold 5.78 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:34:54.506 1.06725 1.06725 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.91 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:35:09.239 1.06726 1.06725 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.76 threshold 4.79 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:35:14.098 1.06726 1.06725 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.52 threshold 3.22 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:35:18.454 1.06727 1.06727 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.29 max_proportion 0.70 threshold 3.67 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:35:21.096 1.06734 1.06730 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 4.57 max_proportion 0.92 threshold 4.20 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:35:25.559 1.06734 1.06729 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.97 threshold 4.58 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:35:26.814 1.06726 1.06726 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:35:37.590 1.06728 1.06726 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.81 threshold 3.35 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:35:49.682 1.06726 1.06725 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.71 max_proportion 0.73 threshold 4.18 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:35:52.851 1.06726 1.06726 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 7.00 max_proportion 0.52 threshold 3.64 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:36:13.795 1.06727 1.06725 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.81 threshold 4.52 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:36:17.311 1.06736 1.06726 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.71 max_proportion 0.53 threshold 3.03 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:36:19.445 1.06740 1.06736 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.14 max_proportion 0.65 threshold 3.33 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:36:25.753 1.06741 1.06740 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.57 max_proportion 0.82 threshold 3.77 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:36:34.600 1.06741 1.06732 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.97 threshold 4.02 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:36:40.205 1.06732 1.06730 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.86 max_proportion 0.68 threshold 4.68 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:36:47.155 1.06732 1.06730 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 6.57 max_proportion 0.63 threshold 4.17 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:36:49.341 1.06732 1.06730 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 7.57 max_proportion 0.53 threshold 4.03 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:37:03.072 1.06732 1.06730 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.57 max_proportion 0.70 threshold 4.62 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:37:08.464 1.06730 1.06730 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.00 max_proportion 0.61 threshold 4.87 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:37:20.811 1.06730 1.06720 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.29 max_proportion 0.85 threshold 5.34 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:37:27.029 1.06720 1.06715 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.14 max_proportion 0.94 threshold 5.75 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:37:31.250 1.06720 1.06714 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 5.86 max_proportion 1.00 threshold 5.86 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:37:36.428 1.06721 1.06719 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.71 max_proportion 0.62 threshold 4.78 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:37:43.910 1.06720 1.06717 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.57 max_proportion 0.51 threshold 4.35 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:37:51.524 1.06719 1.06714 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.00 max_proportion 0.57 threshold 5.14 cum_ticks 10 buy_proportion 0.60
2017-03-31 19:37:56.914 1.06716 1.06715 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.58 threshold 5.56 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:37:59.807 1.06715 1.06715 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.71 max_proportion 0.61 threshold 5.28 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:38:07.199 1.06715 1.06709 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 7.14 max_proportion 0.84 threshold 6.02 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:38:18.495 1.06710 1.06704 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 6.86 max_proportion 0.96 threshold 6.61 cum_ticks 11 buy_proportion 0.64
2017-03-31 19:38:28.526 1.06710 1.06701 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.14 max_proportion 0.64 threshold 5.82 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:38:33.548 1.06703 1.06700 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.68 threshold 5.88 cum_ticks 7 buy_proportion 0.86
2017-03-31 19:38:38.292 1.06702 1.06700 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.65 threshold 5.12 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:38:43.543 1.06700 1.06698 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.64 threshold 4.56 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:38:48.579 1.06706 1.06699 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.62 threshold 4.71 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:38:57.442 1.06705 1.06700 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.55 threshold 4.68 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:39:02.373 1.06702 1.06699 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 7.14 max_proportion 0.69 threshold 4.92 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:39:06.065 1.06700 1.06699 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 7.57 max_proportion 0.53 threshold 4.03 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:39:12.170 1.06700 1.06697 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.61 threshold 4.36 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:39:14.586 1.06702 1.06699 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.29 max_proportion 0.61 threshold 5.06 cum_ticks 6 buy_proportion 1.00
2017-03-31 19:39:20.079 1.06703 1.06699 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.74 threshold 5.17 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:39:26.701 1.06700 1.06699 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 7.57 max_proportion 0.51 threshold 3.85 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:39:32.192 1.06700 1.06698 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.60 threshold 3.91 cum_ticks 6 buy_proportion 0.33
2017-03-31 19:39:35.604 1.06698 1.06697 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.58 threshold 3.67 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:39:37.435 1.06701 1.06698 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.86 max_proportion 0.81 threshold 3.93 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:39:45.638 1.06701 1.06699 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.29 max_proportion 0.62 threshold 2.65 cum_ticks 5 buy_proportion 0.40
2017-03-31 19:39:52.497 1.06702 1.06700 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.57 max_proportion 0.51 threshold 2.35 cum_ticks 4 buy_proportion 0.75
2017-03-31 19:39:58.953 1.06706 1.06701 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.69 threshold 2.94 cum_ticks 5 buy_proportion 0.60
2017-03-31 19:40:00.480 1.06706 1.06701 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.61 threshold 2.90 cum_ticks 4 buy_proportion 0.25
2017-03-31 19:40:01.869 1.06702 1.06701 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.29 max_proportion 0.58 threshold 2.48 cum_ticks 4 buy_proportion 0.25
2017-03-31 19:40:07.138 1.06701 1.06700 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.14 max_proportion 0.70 threshold 2.90 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:40:12.243 1.06699 1.06694 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.43 max_proportion 0.89 threshold 3.06 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:40:15.555 1.06692 1.06690 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.71 max_proportion 0.96 threshold 3.58 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:40:16.146 1.06688 1.06681 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:40:18.453 1.06685 1.06679 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 4.00 max_proportion 1.00 threshold 4.00 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:40:22.272 1.06686 1.06682 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.29 max_proportion 0.79 threshold 4.94 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:40:23.470 1.06680 1.06674 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.64 threshold 5.11 cum_ticks 8 buy_proportion 0.25
2017-03-31 19:40:25.938 1.06679 1.06672 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.29 max_proportion 0.68 threshold 5.61 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:40:27.865 1.06679 1.06673 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.71 max_proportion 0.52 threshold 4.50 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:40:31.552 1.06679 1.06674 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.71 max_proportion 0.61 threshold 4.71 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:40:36.368 1.06682 1.06679 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.14 max_proportion 0.75 threshold 4.60 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:40:37.390 1.06690 1.06685 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 7.57 max_proportion 0.64 threshold 4.88 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:40:41.755 1.06690 1.06688 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.78 threshold 5.22 cum_ticks 10 buy_proportion 0.60
2017-03-31 19:40:48.126 1.06690 1.06686 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.71 max_proportion 0.66 threshold 5.75 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:40:52.941 1.06693 1.06689 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.86 max_proportion 0.67 threshold 5.95 cum_ticks 10 buy_proportion 0.60
2017-03-31 19:40:57.259 1.06696 1.06692 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 9.71 max_proportion 0.62 threshold 6.01 cum_ticks 7 buy_proportion 1.00
2017-03-31 19:41:04.854 1.06704 1.06694 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.14 max_proportion 0.84 threshold 6.82 cum_ticks 13 buy_proportion 0.54
2017-03-31 19:41:09.061 1.06704 1.06695 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 10.86 max_proportion 0.68 threshold 7.37 cum_ticks 10 buy_proportion 0.20
2017-03-31 19:41:16.933 1.06695 1.06690 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.43 max_proportion 0.59 threshold 6.14 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:41:20.869 1.06690 1.06685 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 8.71 max_proportion 0.87 threshold 7.55 cum_ticks 9 buy_proportion 0.11
2017-03-31 19:41:24.683 1.06684 1.06680 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 8.57 max_proportion 0.91 threshold 7.78 cum_ticks 9 buy_proportion 0.11
2017-03-31 19:41:34.495 1.06680 1.06677 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 8.71 max_proportion 0.90 threshold 7.88 cum_ticks 12 buy_proportion 0.67
2017-03-31 19:41:36.694 1.06680 1.06677 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 10.71 max_proportion 0.57 threshold 6.12 cum_ticks 11 buy_proportion 0.36
2017-03-31 19:41:44.261 1.06679 1.06668 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 11.00 max_proportion 0.59 threshold 6.44 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:41:47.693 1.06670 1.06666 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.57 max_proportion 0.63 threshold 6.65 cum_ticks 9 buy_proportion 0.78
2017-03-31 19:41:52.686 1.06669 1.06669 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 9.57 max_proportion 0.58 threshold 5.57 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:41:58.510 1.06673 1.06669 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.43 max_proportion 0.73 threshold 5.46 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:42:01.668 1.06675 1.06673 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.14 max_proportion 0.51 threshold 4.14 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:42:08.823 1.06675 1.06669 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.29 max_proportion 0.76 threshold 4.79 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:42:14.856 1.06669 1.06660 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.52 threshold 3.22 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:42:18.595 1.06665 1.06660 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.81 threshold 3.82 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:42:21.346 1.06665 1.06665 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.43 max_proportion 0.60 threshold 3.23 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:42:23.420 1.06665 1.06662 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.57 max_proportion 0.76 threshold 3.48 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:42:27.044 1.06662 1.06660 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 4.86 max_proportion 0.50 threshold 2.45 cum_ticks 5 buy_proportion 0.40
2017-03-31 19:42:29.675 1.06660 1.06658 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.86 max_proportion 0.57 threshold 2.78 cum_ticks 5 buy_proportion 0.60
2017-03-31 19:42:32.528 1.06662 1.06660 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 5.00 max_proportion 0.51 threshold 2.57 cum_ticks 5 buy_proportion 0.40
2017-03-31 19:42:34.649 1.06661 1.06658 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.00 max_proportion 0.54 threshold 2.71 cum_ticks 5 buy_proportion 0.60
2017-03-31 19:42:36.273 1.06660 1.06659 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.54 threshold 2.71 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:42:37.404 1.06660 1.06660 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.86 max_proportion 0.77 threshold 2.98 cum_ticks 3 buy_proportion 1.00
2017-03-31 19:42:42.304 1.06660 1.06659 cum_theta_buy 2.0 cum_theta_sell 3.0 diff 1.0 exp_num_ticks 3.29 max_proportion 0.66 threshold 2.16 cum_ticks 5 buy_proportion 0.40
2017-03-31 19:42:44.756 1.06660 1.06659 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.14 max_proportion 0.51 threshold 2.13 cum_ticks 4 buy_proportion 0.25
2017-03-31 19:42:46.903 1.06661 1.06659 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.14 max_proportion 0.60 threshold 2.49 cum_ticks 4 buy_proportion 0.25
2017-03-31 19:42:50.518 1.06661 1.06655 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.14 max_proportion 0.73 threshold 3.02 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:42:53.453 1.06660 1.06655 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.71 max_proportion 0.57 threshold 3.24 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:42:57.202 1.06661 1.06660 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.57 max_proportion 0.53 threshold 3.45 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:42:59.410 1.06660 1.06656 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.29 max_proportion 0.82 threshold 4.31 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:43:03.475 1.06655 1.06654 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.00 max_proportion 0.63 threshold 3.16 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:43:08.826 1.06655 1.06655 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 3 buy_proportion 1.00
2017-03-31 19:43:16.506 1.06665 1.06654 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.76 threshold 3.16 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:43:20.012 1.06674 1.06664 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.76 threshold 3.92 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:43:21.359 1.06675 1.06674 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.00 max_proportion 0.79 threshold 3.95 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:43:25.853 1.06674 1.06672 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 4.57 max_proportion 0.90 threshold 4.09 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:43:27.033 1.06671 1.06670 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.60 threshold 2.83 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:43:30.508 1.06670 1.06665 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 3.71 max_proportion 0.86 threshold 3.18 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:43:34.833 1.06666 1.06665 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 3.86 max_proportion 1.00 threshold 3.86 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:43:37.564 1.06669 1.06665 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.89 threshold 3.92 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:43:40.551 1.06672 1.06665 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.43 max_proportion 0.56 threshold 3.05 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:43:49.299 1.06667 1.06665 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 6.43 max_proportion 0.54 threshold 3.45 cum_ticks 6 buy_proportion 0.33
2017-03-31 19:43:50.385 1.06670 1.06667 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.59 threshold 3.72 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:43:57.923 1.06673 1.06670 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.00 max_proportion 0.73 threshold 3.64 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:44:01.128 1.06674 1.06670 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.29 max_proportion 0.90 threshold 3.88 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:44:01.788 1.06669 1.06665 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 4.57 max_proportion 0.54 threshold 2.48 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:44:03.587 1.06665 1.06665 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 3.71 max_proportion 0.80 threshold 2.97 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:44:11.341 1.06666 1.06665 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 3.29 max_proportion 0.97 threshold 3.19 cum_ticks 6 buy_proportion 0.33
2017-03-31 19:44:20.818 1.06666 1.06664 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.81 threshold 3.82 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:44:26.740 1.06666 1.06662 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.79 threshold 3.95 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:44:31.872 1.06662 1.06659 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.14 max_proportion 0.78 threshold 4.02 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:44:33.628 1.06660 1.06654 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 6.14 max_proportion 0.75 threshold 4.61 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:44:43.283 1.06661 1.06654 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.79 threshold 4.88 cum_ticks 7 buy_proportion 0.71
2017-03-31 19:44:45.342 1.06664 1.06661 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.71 max_proportion 0.50 threshold 3.38 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:44:48.322 1.06667 1.06663 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.14 max_proportion 0.80 threshold 4.11 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:44:53.391 1.06668 1.06666 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.86 threshold 4.81 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:44:58.002 1.06670 1.06665 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 5.71 max_proportion 0.86 threshold 4.90 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:45:03.343 1.06668 1.06662 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.14 max_proportion 0.71 threshold 5.10 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:45:04.461 1.06661 1.06656 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.29 max_proportion 0.51 threshold 4.24 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:45:07.764 1.06664 1.06656 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 6.57 max_proportion 0.82 threshold 5.36 cum_ticks 7 buy_proportion 0.86
2017-03-31 19:45:17.152 1.06664 1.06662 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.71 max_proportion 0.54 threshold 3.61 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:45:29.092 1.06664 1.06661 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.63 threshold 3.84 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:45:33.120 1.06665 1.06661 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.57 max_proportion 0.57 threshold 3.19 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:45:39.279 1.06665 1.06663 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.71 max_proportion 0.53 threshold 3.05 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:45:40.625 1.06661 1.06658 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.43 max_proportion 0.54 threshold 3.45 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:45:44.388 1.06660 1.06660 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.71 max_proportion 0.67 threshold 3.82 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:45:49.660 1.06658 1.06654 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 4.71 max_proportion 0.69 threshold 3.25 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:46:00.175 1.06655 1.06654 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 4.71 max_proportion 0.57 threshold 2.69 cum_ticks 4 buy_proportion 0.75
2017-03-31 19:46:01.328 1.06655 1.06655 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.29 max_proportion 0.63 threshold 2.69 cum_ticks 3 buy_proportion 1.00
2017-03-31 19:46:04.856 1.06656 1.06656 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 3.57 max_proportion 0.81 threshold 2.91 cum_ticks 3 buy_proportion 1.00
2017-03-31 19:46:13.213 1.06660 1.06654 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.14 max_proportion 0.96 threshold 3.03 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:46:21.094 1.06655 1.06654 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.29 max_proportion 0.67 threshold 3.56 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:46:21.673 1.06654 1.06650 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.86 max_proportion 0.65 threshold 3.79 cum_ticks 5 buy_proportion 0.20
2017-03-31 19:46:23.987 1.06652 1.06650 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.63 threshold 3.53 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:46:25.748 1.06655 1.06652 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.61 threshold 3.13 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:46:26.988 1.06654 1.06652 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 5.00 max_proportion 0.71 threshold 3.57 cum_ticks 5 buy_proportion 0.80
2017-03-31 19:46:30.342 1.06654 1.06652 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.00 max_proportion 0.80 threshold 4.00 cum_ticks 7 buy_proportion 0.71
2017-03-31 19:46:34.499 1.06654 1.06650 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.75 threshold 4.61 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:46:36.537 1.06653 1.06651 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.71 max_proportion 0.52 threshold 3.48 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:46:42.065 1.06654 1.06652 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 5.29 max_proportion 0.76 threshold 3.99 cum_ticks 6 buy_proportion 0.33
2017-03-31 19:46:43.954 1.06651 1.06650 cum_theta_buy 0 cum_theta_sell 3.0 diff 3.0 exp_num_ticks 5.57 max_proportion 0.52 threshold 2.88 cum_ticks 3 buy_proportion 0.00
2017-03-31 19:46:47.985 1.06650 1.06644 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.00 max_proportion 0.76 threshold 3.05 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:46:50.076 1.06654 1.06651 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.71 max_proportion 0.63 threshold 3.58 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:46:52.787 1.06655 1.06652 cum_theta_buy 2.0 cum_theta_sell 4.0 diff 2.0 exp_num_ticks 4.71 max_proportion 0.73 threshold 3.46 cum_ticks 6 buy_proportion 0.33
2017-03-31 19:46:55.304 1.06651 1.06647 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.57 max_proportion 0.56 threshold 3.11 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:46:58.723 1.06650 1.06649 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 6.29 max_proportion 0.56 threshold 3.55 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:47:02.034 1.06651 1.06650 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.59 threshold 3.72 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:47:05.936 1.06651 1.06646 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.84 threshold 4.22 cum_ticks 6 buy_proportion 0.17
2017-03-31 19:47:12.587 1.06652 1.06645 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 5.43 max_proportion 0.52 threshold 2.84 cum_ticks 5 buy_proportion 0.60
2017-03-31 19:47:16.051 1.06652 1.06652 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 5.14 max_proportion 0.53 threshold 2.74 cum_ticks 3 buy_proportion 1.00
2017-03-31 19:47:17.918 1.06655 1.06652 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.00 max_proportion 0.77 threshold 3.07 cum_ticks 4 buy_proportion 1.00
2017-03-31 19:47:22.978 1.06655 1.06653 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 3.86 max_proportion 0.94 threshold 3.64 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:47:26.892 1.06654 1.06653 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 5.57 max_proportion 0.76 threshold 4.21 cum_ticks 7 buy_proportion 0.71
2017-03-31 19:47:31.952 1.06655 1.06645 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 6.57 max_proportion 0.71 threshold 4.69 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:47:34.694 1.06650 1.06645 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.14 max_proportion 0.54 threshold 4.39 cum_ticks 6 buy_proportion 0.83
2017-03-31 19:47:43.589 1.06653 1.06650 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.00 max_proportion 0.71 threshold 4.94 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:47:50.209 1.06653 1.06649 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 5.86 max_proportion 0.87 threshold 5.11 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:47:59.163 1.06656 1.06649 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 8.00 max_proportion 0.63 threshold 5.07 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:48:18.004 1.06662 1.06656 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 8.71 max_proportion 0.64 threshold 5.56 cum_ticks 8 buy_proportion 0.75
2017-03-31 19:48:28.190 1.06663 1.06657 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 8.57 max_proportion 0.68 threshold 5.80 cum_ticks 7 buy_proportion 0.14
2017-03-31 19:48:36.215 1.06661 1.06656 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.57 max_proportion 0.61 threshold 4.61 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:48:42.052 1.06667 1.06660 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.29 max_proportion 0.53 threshold 4.43 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:48:45.545 1.06672 1.06668 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.57 threshold 4.94 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:48:50.654 1.06679 1.06672 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 6.71 max_proportion 0.78 threshold 5.22 cum_ticks 6 buy_proportion 1.00
2017-03-31 19:48:55.684 1.06685 1.06677 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.66 cum_ticks 11 buy_proportion 0.55
2017-03-31 19:49:02.915 1.06691 1.06687 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.71 max_proportion 0.74 threshold 6.45 cum_ticks 13 buy_proportion 0.54
2017-03-31 19:49:13.278 1.06687 1.06680 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.43 max_proportion 0.61 threshold 6.93 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:49:20.339 1.06681 1.06677 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.43 max_proportion 0.64 threshold 6.69 cum_ticks 10 buy_proportion 0.30
2017-03-31 19:49:30.430 1.06682 1.06677 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 10.14 max_proportion 0.69 threshold 6.98 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:49:35.735 1.06680 1.06676 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 11.00 max_proportion 0.64 threshold 7.09 cum_ticks 14 buy_proportion 0.43
2017-03-31 19:49:49.229 1.06681 1.06676 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.86 max_proportion 0.59 threshold 7.63 cum_ticks 15 buy_proportion 0.47
2017-03-31 19:49:59.616 1.06683 1.06676 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 14.29 max_proportion 0.55 threshold 7.88 cum_ticks 11 buy_proportion 0.27
2017-03-31 19:50:26.352 1.06683 1.06676 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 12.57 max_proportion 0.65 threshold 8.17 cum_ticks 16 buy_proportion 0.44
2017-03-31 19:50:34.489 1.06689 1.06683 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 14.43 max_proportion 0.61 threshold 8.74 cum_ticks 10 buy_proportion 0.90
2017-03-31 19:50:47.847 1.06694 1.06690 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 11.86 max_proportion 0.68 threshold 8.04 cum_ticks 12 buy_proportion 0.75
2017-03-31 19:50:56.863 1.06694 1.06690 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 12.00 max_proportion 0.75 threshold 8.98 cum_ticks 11 buy_proportion 0.18
2017-03-31 19:51:07.567 1.06690 1.06690 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.14 max_proportion 0.55 threshold 6.16 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:51:51.984 1.06690 1.06688 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 8.86 max_proportion 0.84 threshold 7.45 cum_ticks 8 buy_proportion 0.00
2017-03-31 19:52:04.540 1.06688 1.06682 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.97 threshold 7.93 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:52:32.022 1.06685 1.06680 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 11.29 max_proportion 0.67 threshold 7.60 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:52:42.502 1.06687 1.06685 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 13.14 max_proportion 0.51 threshold 6.71 cum_ticks 7 buy_proportion 1.00
2017-03-31 19:53:22.151 1.06692 1.06685 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 10.00 max_proportion 0.82 threshold 8.16 cum_ticks 17 buy_proportion 0.47
2017-03-31 19:53:48.436 1.06690 1.06685 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 13.71 max_proportion 0.64 threshold 8.73 cum_ticks 14 buy_proportion 0.36
2017-03-31 19:54:15.510 1.06690 1.06685 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.86 max_proportion 0.52 threshold 7.19 cum_ticks 11 buy_proportion 0.73
2017-03-31 19:54:28.607 1.06692 1.06689 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 12.71 max_proportion 0.58 threshold 7.44 cum_ticks 13 buy_proportion 0.38
2017-03-31 19:54:35.974 1.06697 1.06690 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 12.57 max_proportion 0.52 threshold 6.55 cum_ticks 9 buy_proportion 0.78
2017-03-31 19:54:46.244 1.06701 1.06697 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 10.43 max_proportion 0.66 threshold 6.86 cum_ticks 9 buy_proportion 0.78
2017-03-31 19:54:53.093 1.06695 1.06690 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 9.57 max_proportion 0.72 threshold 6.91 cum_ticks 7 buy_proportion 0.00
2017-03-31 19:55:00.102 1.06696 1.06690 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 7.86 max_proportion 0.67 threshold 5.24 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:55:15.473 1.06695 1.06694 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 8.43 max_proportion 0.51 threshold 4.28 cum_ticks 8 buy_proportion 0.38
2017-03-31 19:55:22.343 1.06695 1.06691 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.85 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:55:27.703 1.06694 1.06691 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.57 max_proportion 0.63 threshold 4.80 cum_ticks 7 buy_proportion 0.71
2017-03-31 19:55:34.089 1.06696 1.06691 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 7.14 max_proportion 0.54 threshold 3.88 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:55:39.458 1.06691 1.06689 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 7.00 max_proportion 0.51 threshold 3.57 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:55:44.291 1.06693 1.06692 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 5.29 max_proportion 0.78 threshold 4.10 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:55:53.895 1.06692 1.06689 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.00 max_proportion 0.63 threshold 3.16 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:56:01.477 1.06689 1.06687 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 4.29 max_proportion 0.71 threshold 3.06 cum_ticks 7 buy_proportion 0.57
2017-03-31 19:56:07.997 1.06689 1.06687 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.53 threshold 3.11 cum_ticks 6 buy_proportion 0.67
2017-03-31 19:56:15.651 1.06692 1.06691 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 6.00 max_proportion 0.54 threshold 3.27 cum_ticks 7 buy_proportion 0.43
2017-03-31 19:56:22.248 1.06690 1.06686 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.71 max_proportion 0.52 threshold 3.47 cum_ticks 4 buy_proportion 0.00
2017-03-31 19:56:30.788 1.06686 1.06685 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.14 max_proportion 0.78 threshold 4.02 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:56:36.963 1.06686 1.06680 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.94 threshold 4.69 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:56:39.440 1.06677 1.06668 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 6.00 max_proportion 0.84 threshold 5.02 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:56:54.470 1.06668 1.06666 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 6.14 max_proportion 0.92 threshold 5.64 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:57:02.922 1.06671 1.06666 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 7.86 max_proportion 0.77 threshold 6.04 cum_ticks 9 buy_proportion 0.78
2017-03-31 19:57:05.467 1.06673 1.06671 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.57 max_proportion 0.54 threshold 4.63 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:57:10.752 1.06674 1.06671 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 6.71 max_proportion 0.84 threshold 5.65 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:57:18.614 1.06673 1.06671 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.43 max_proportion 0.63 threshold 5.27 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:57:21.816 1.06677 1.06672 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 8.71 max_proportion 0.55 threshold 4.81 cum_ticks 5 buy_proportion 1.00
2017-03-31 19:57:25.343 1.06682 1.06676 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 6.86 max_proportion 0.72 threshold 4.96 cum_ticks 9 buy_proportion 0.56
2017-03-31 19:57:29.901 1.06687 1.06681 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.65 threshold 5.11 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:57:38.661 1.06682 1.06681 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 9.00 max_proportion 0.53 threshold 4.77 cum_ticks 8 buy_proportion 0.62
2017-03-31 19:57:42.684 1.06682 1.06680 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.71 max_proportion 0.55 threshold 4.80 cum_ticks 9 buy_proportion 0.44
2017-03-31 19:57:45.327 1.06681 1.06680 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 8.86 max_proportion 0.51 threshold 4.52 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:57:50.005 1.06685 1.06681 cum_theta_buy 6.0 cum_theta_sell 3.0 diff -3.0 exp_num_ticks 6.57 max_proportion 0.78 threshold 5.15 cum_ticks 9 buy_proportion 0.67
2017-03-31 19:57:53.568 1.06683 1.06681 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.56 threshold 4.37 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:57:55.354 1.06681 1.06681 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.14 max_proportion 0.81 threshold 4.97 cum_ticks 5 buy_proportion 0.00
2017-03-31 19:58:05.110 1.06682 1.06677 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 5.57 max_proportion 0.90 threshold 5.04 cum_ticks 10 buy_proportion 0.40
2017-03-31 19:58:13.802 1.06678 1.06673 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.86 max_proportion 0.77 threshold 6.06 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:58:20.918 1.06675 1.06671 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 10.43 max_proportion 0.65 threshold 6.75 cum_ticks 10 buy_proportion 0.70
2017-03-31 19:58:29.116 1.06677 1.06675 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.57 max_proportion 0.58 threshold 6.09 cum_ticks 9 buy_proportion 0.22
2017-03-31 19:58:37.333 1.06683 1.06676 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.71 max_proportion 0.61 threshold 5.96 cum_ticks 10 buy_proportion 0.60
2017-03-31 19:58:40.130 1.06684 1.06682 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 9.71 max_proportion 0.51 threshold 4.92 cum_ticks 7 buy_proportion 0.29
2017-03-31 19:58:43.107 1.06682 1.06671 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.14 max_proportion 0.63 threshold 5.16 cum_ticks 9 buy_proportion 0.33
2017-03-31 19:58:45.575 1.06671 1.06670 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 8.57 max_proportion 0.64 threshold 5.50 cum_ticks 6 buy_proportion 0.00
2017-03-31 19:58:51.395 1.06671 1.06663 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 7.00 max_proportion 0.86 threshold 6.05 cum_ticks 12 buy_proportion 0.42
2017-03-31 19:59:00.284 1.06669 1.06664 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 9.86 max_proportion 0.71 threshold 7.04 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:59:03.874 1.06673 1.06671 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 12.29 max_proportion 0.55 threshold 6.81 cum_ticks 8 buy_proportion 0.88
2017-03-31 19:59:16.077 1.06676 1.06668 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 10.29 max_proportion 0.72 threshold 7.43 cum_ticks 14 buy_proportion 0.57
2017-03-31 19:59:19.567 1.06674 1.06670 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 12.29 max_proportion 0.66 threshold 8.09 cum_ticks 12 buy_proportion 0.75
2017-03-31 19:59:24.283 1.06675 1.06671 cum_theta_buy 9.0 cum_theta_sell 3.0 diff -6.0 exp_num_ticks 12.00 max_proportion 0.72 threshold 8.60 cum_ticks 12 buy_proportion 0.75
2017-03-31 19:59:30.121 1.06680 1.06675 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 12.29 max_proportion 0.72 threshold 8.90 cum_ticks 11 buy_proportion 0.82
2017-03-31 19:59:38.937 1.06688 1.06682 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 11.43 max_proportion 0.79 threshold 9.02 cum_ticks 19 buy_proportion 0.47
2017-03-31 19:59:47.209 1.06693 1.06684 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 15.71 max_proportion 0.61 threshold 9.61 cum_ticks 13 buy_proportion 0.77
2017-03-31 19:59:57.219 1.06694 1.06690 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 14.43 max_proportion 0.69 threshold 9.98 cum_ticks 13 buy_proportion 0.77
2017-03-31 20:00:05.319 1.06695 1.06683 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 13.86 max_proportion 0.73 threshold 10.07 cum_ticks 18 buy_proportion 0.61
2017-03-31 20:00:12.852 1.06699 1.06688 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 15.86 max_proportion 0.68 threshold 10.77 cum_ticks 18 buy_proportion 0.61
2017-03-31 20:00:15.700 1.06697 1.06683 cum_theta_buy 0 cum_theta_sell 11.0 diff 11.0 exp_num_ticks 17.29 max_proportion 0.63 threshold 10.95 cum_ticks 11 buy_proportion 0.00
2017-03-31 20:00:22.899 1.06690 1.06677 cum_theta_buy 11.0 cum_theta_sell 10.0 diff -1.0 exp_num_ticks 14.00 max_proportion 0.74 threshold 10.33 cum_ticks 21 buy_proportion 0.52
2017-03-31 20:00:35.027 1.06687 1.06681 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 17.71 max_proportion 0.61 threshold 10.87 cum_ticks 19 buy_proportion 0.58
2017-03-31 20:00:47.964 1.06683 1.06676 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 18.43 max_proportion 0.52 threshold 9.57 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:00:55.789 1.06679 1.06673 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 19.29 max_proportion 0.51 threshold 9.85 cum_ticks 16 buy_proportion 0.38
2017-03-31 20:01:06.908 1.06678 1.06674 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 17.29 max_proportion 0.57 threshold 9.81 cum_ticks 18 buy_proportion 0.56
2017-03-31 20:01:26.099 1.06679 1.06676 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 17.57 max_proportion 0.51 threshold 8.92 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:01:38.054 1.06686 1.06677 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 16.00 max_proportion 0.56 threshold 8.95 cum_ticks 14 buy_proportion 0.36
2017-03-31 20:01:43.307 1.06692 1.06683 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 14.86 max_proportion 0.60 threshold 8.95 cum_ticks 13 buy_proportion 0.69
2017-03-31 20:01:52.536 1.06696 1.06693 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 13.57 max_proportion 0.55 threshold 7.53 cum_ticks 8 buy_proportion 1.00
2017-03-31 20:02:00.503 1.06698 1.06694 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 10.29 max_proportion 0.82 threshold 8.44 cum_ticks 14 buy_proportion 0.64
2017-03-31 20:02:06.355 1.06704 1.06696 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 12.14 max_proportion 0.75 threshold 9.13 cum_ticks 15 buy_proportion 0.67
2017-03-31 20:02:31.115 1.06709 1.06704 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 13.71 max_proportion 0.71 threshold 9.70 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:02:44.325 1.06711 1.06707 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 16.00 max_proportion 0.62 threshold 9.90 cum_ticks 15 buy_proportion 0.33
2017-03-31 20:03:06.423 1.06713 1.06710 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 15.57 max_proportion 0.55 threshold 8.51 cum_ticks 10 buy_proportion 0.90
2017-03-31 20:03:13.944 1.06716 1.06711 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 12.43 max_proportion 0.69 threshold 8.62 cum_ticks 13 buy_proportion 0.69
2017-03-31 20:03:30.570 1.06716 1.06708 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 12.43 max_proportion 0.70 threshold 8.70 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:03:34.965 1.06708 1.06698 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 13.71 max_proportion 0.55 threshold 7.61 cum_ticks 8 buy_proportion 0.00
2017-03-31 20:03:50.745 1.06702 1.06695 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 10.71 max_proportion 0.79 threshold 8.43 cum_ticks 17 buy_proportion 0.47
2017-03-31 20:04:03.659 1.06698 1.06692 cum_theta_buy 10.0 cum_theta_sell 3.0 diff -7.0 exp_num_ticks 14.14 max_proportion 0.67 threshold 9.53 cum_ticks 13 buy_proportion 0.77
2017-03-31 20:04:31.177 1.06696 1.06694 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.43 max_proportion 0.57 threshold 7.71 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:04:43.928 1.06695 1.06691 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 14.71 max_proportion 0.55 threshold 8.15 cum_ticks 10 buy_proportion 0.10
2017-03-31 20:04:54.231 1.06694 1.06689 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.70 threshold 8.30 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:05:01.386 1.06691 1.06681 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 13.57 max_proportion 0.68 threshold 9.18 cum_ticks 18 buy_proportion 0.44
2017-03-31 20:05:15.964 1.06687 1.06685 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 16.00 max_proportion 0.62 threshold 9.88 cum_ticks 16 buy_proportion 0.62
2017-03-31 20:05:26.820 1.06685 1.06667 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 16.43 max_proportion 0.54 threshold 8.89 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:05:41.044 1.06671 1.06664 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 15.71 max_proportion 0.53 threshold 8.32 cum_ticks 12 buy_proportion 0.25
2017-03-31 20:05:48.014 1.06662 1.06659 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 13.43 max_proportion 0.65 threshold 8.78 cum_ticks 13 buy_proportion 0.69
2017-03-31 20:05:55.360 1.06666 1.06659 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 13.00 max_proportion 0.52 threshold 6.81 cum_ticks 11 buy_proportion 0.36
2017-03-31 20:05:58.695 1.06673 1.06660 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.54 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:06:02.553 1.06676 1.06671 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.77 threshold 6.97 cum_ticks 10 buy_proportion 0.30
2017-03-31 20:06:08.602 1.06674 1.06670 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 9.29 max_proportion 0.51 threshold 4.73 cum_ticks 7 buy_proportion 0.71
2017-03-31 20:06:18.530 1.06673 1.06671 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.86 max_proportion 0.64 threshold 5.00 cum_ticks 9 buy_proportion 0.33
2017-03-31 20:06:26.522 1.06673 1.06672 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.57 max_proportion 0.56 threshold 4.82 cum_ticks 6 buy_proportion 0.83
2017-03-31 20:06:40.815 1.06673 1.06665 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.67 threshold 4.71 cum_ticks 9 buy_proportion 0.56
2017-03-31 20:06:43.084 1.06660 1.06656 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.91 cum_ticks 7 buy_proportion 0.71
2017-03-31 20:06:56.108 1.06665 1.06656 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.43 max_proportion 0.69 threshold 5.10 cum_ticks 9 buy_proportion 0.33
2017-03-31 20:06:59.945 1.06660 1.06656 cum_theta_buy 5.0 cum_theta_sell 1.0 diff -4.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.43 cum_ticks 6 buy_proportion 0.83
2017-03-31 20:07:02.966 1.06663 1.06660 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 7.00 max_proportion 0.67 threshold 4.71 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:07:07.450 1.06666 1.06663 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 7.57 max_proportion 0.64 threshold 4.87 cum_ticks 5 buy_proportion 1.00
2017-03-31 20:07:17.640 1.06666 1.06663 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 6.00 max_proportion 0.87 threshold 5.21 cum_ticks 7 buy_proportion 0.14
2017-03-31 20:07:19.264 1.06668 1.06665 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.57 max_proportion 0.54 threshold 3.57 cum_ticks 5 buy_proportion 0.80
2017-03-31 20:07:21.855 1.06669 1.06667 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.64 threshold 3.57 cum_ticks 4 buy_proportion 1.00
2017-03-31 20:07:25.194 1.06672 1.06669 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.71 max_proportion 0.82 threshold 3.87 cum_ticks 7 buy_proportion 0.43
2017-03-31 20:07:34.200 1.06671 1.06669 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 5.86 max_proportion 0.64 threshold 3.78 cum_ticks 7 buy_proportion 0.43
2017-03-31 20:07:37.914 1.06671 1.06670 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.57 max_proportion 0.51 threshold 3.35 cum_ticks 5 buy_proportion 0.20
2017-03-31 20:07:42.631 1.06670 1.06667 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.86 max_proportion 0.70 threshold 4.11 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:07:50.083 1.06672 1.06666 cum_theta_buy 2.0 cum_theta_sell 5.0 diff 3.0 exp_num_ticks 5.29 max_proportion 0.88 threshold 4.66 cum_ticks 7 buy_proportion 0.29
2017-03-31 20:07:51.801 1.06669 1.06664 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 6.14 max_proportion 0.81 threshold 4.96 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:08:06.432 1.06666 1.06661 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 5.57 max_proportion 0.92 threshold 5.12 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:08:20.986 1.06662 1.06659 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 7.00 max_proportion 0.82 threshold 5.71 cum_ticks 7 buy_proportion 0.14
2017-03-31 20:08:29.541 1.06659 1.06658 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.00 max_proportion 0.85 threshold 5.93 cum_ticks 6 buy_proportion 0.00
2017-03-31 20:08:53.690 1.06665 1.06657 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 6.57 max_proportion 0.92 threshold 6.07 cum_ticks 12 buy_proportion 0.42
2017-03-31 20:09:00.824 1.06673 1.06662 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 9.57 max_proportion 0.74 threshold 7.10 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:09:08.373 1.06674 1.06671 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 11.14 max_proportion 0.50 threshold 5.57 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:09:10.623 1.06672 1.06662 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 10.86 max_proportion 0.59 threshold 6.44 cum_ticks 7 buy_proportion 0.00
2017-03-31 20:09:16.059 1.06669 1.06663 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.57 max_proportion 0.73 threshold 6.29 cum_ticks 10 buy_proportion 0.30
2017-03-31 20:09:30.786 1.06666 1.06665 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.74 threshold 6.79 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:09:43.818 1.06671 1.06666 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.58 threshold 6.22 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:09:48.798 1.06676 1.06671 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 12.29 max_proportion 0.52 threshold 6.35 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:09:54.329 1.06675 1.06668 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.71 max_proportion 0.60 threshold 7.04 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:10:17.649 1.06669 1.06664 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 11.86 max_proportion 0.64 threshold 7.58 cum_ticks 13 buy_proportion 0.62
2017-03-31 20:10:26.555 1.06664 1.06662 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.87 cum_ticks 9 buy_proportion 0.11
2017-03-31 20:10:37.255 1.06669 1.06661 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.57 max_proportion 0.67 threshold 7.03 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:10:42.108 1.06668 1.06665 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 13.00 max_proportion 0.58 threshold 7.48 cum_ticks 10 buy_proportion 0.80
2017-03-31 20:10:51.822 1.06668 1.06661 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 11.29 max_proportion 0.63 threshold 7.06 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:11:07.990 1.06663 1.06661 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 11.86 max_proportion 0.50 threshold 5.99 cum_ticks 8 buy_proportion 0.75
2017-03-31 20:11:25.570 1.06664 1.06661 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.43 max_proportion 0.64 threshold 6.02 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:11:36.449 1.06665 1.06661 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.43 max_proportion 0.53 threshold 6.01 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:11:42.095 1.06663 1.06660 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 11.71 max_proportion 0.57 threshold 6.70 cum_ticks 11 buy_proportion 0.36
2017-03-31 20:11:46.850 1.06665 1.06660 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.57 max_proportion 0.56 threshold 6.48 cum_ticks 9 buy_proportion 0.22
2017-03-31 20:11:53.030 1.06663 1.06658 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 10.00 max_proportion 0.69 threshold 6.86 cum_ticks 10 buy_proportion 0.30
2017-03-31 20:12:08.680 1.06662 1.06659 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 9.86 max_proportion 0.71 threshold 7.03 cum_ticks 11 buy_proportion 0.27
2017-03-31 20:12:22.208 1.06660 1.06656 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 10.43 max_proportion 0.73 threshold 7.58 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:12:37.880 1.06662 1.06659 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 13.14 max_proportion 0.57 threshold 7.55 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:12:46.669 1.06660 1.06656 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 12.71 max_proportion 0.62 threshold 7.86 cum_ticks 11 buy_proportion 0.73
2017-03-31 20:12:59.588 1.06665 1.06660 cum_theta_buy 5.0 cum_theta_sell 7.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.59 threshold 6.96 cum_ticks 12 buy_proportion 0.42
2017-03-31 20:13:11.796 1.06660 1.06658 cum_theta_buy 4.0 cum_theta_sell 6.0 diff 2.0 exp_num_ticks 11.71 max_proportion 0.51 threshold 5.93 cum_ticks 10 buy_proportion 0.40
2017-03-31 20:13:39.072 1.06662 1.06657 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.71 max_proportion 0.55 threshold 5.88 cum_ticks 11 buy_proportion 0.55
2017-03-31 20:13:43.377 1.06662 1.06654 cum_theta_buy 1.0 cum_theta_sell 6.0 diff 5.0 exp_num_ticks 10.86 max_proportion 0.51 threshold 5.59 cum_ticks 7 buy_proportion 0.14
2017-03-31 20:13:52.234 1.06657 1.06645 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.57 max_proportion 0.71 threshold 6.05 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:13:54.643 1.06660 1.06645 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 10.43 max_proportion 0.55 threshold 5.71 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:13:59.017 1.06650 1.06646 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.53 threshold 5.38 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:14:06.636 1.06650 1.06648 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 8.00 max_proportion 0.83 threshold 6.61 cum_ticks 11 buy_proportion 0.36
2017-03-31 20:14:07.988 1.06640 1.06633 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 9.43 max_proportion 0.58 threshold 5.46 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:14:12.682 1.06637 1.06633 cum_theta_buy 5.0 cum_theta_sell 6.0 diff 1.0 exp_num_ticks 8.57 max_proportion 0.61 threshold 5.23 cum_ticks 11 buy_proportion 0.45
2017-03-31 20:14:19.515 1.06634 1.06630 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 10.14 max_proportion 0.62 threshold 6.26 cum_ticks 8 buy_proportion 0.12
2017-03-31 20:14:23.404 1.06631 1.06626 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 8.86 max_proportion 0.76 threshold 6.76 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:14:30.094 1.06634 1.06631 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 11.29 max_proportion 0.59 threshold 6.68 cum_ticks 8 buy_proportion 0.88
2017-03-31 20:14:36.274 1.06643 1.06634 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 9.43 max_proportion 0.67 threshold 6.33 cum_ticks 10 buy_proportion 0.70
2017-03-31 20:14:41.164 1.06643 1.06638 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.86 max_proportion 0.73 threshold 7.17 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:15:01.996 1.06643 1.06636 cum_theta_buy 6.0 cum_theta_sell 5.0 diff -1.0 exp_num_ticks 10.86 max_proportion 0.52 threshold 5.60 cum_ticks 11 buy_proportion 0.55
2017-03-31 20:15:04.222 1.06642 1.06632 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 11.14 max_proportion 0.51 threshold 5.65 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:15:11.352 1.06634 1.06630 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 9.43 max_proportion 0.65 threshold 6.16 cum_ticks 11 buy_proportion 0.36
2017-03-31 20:15:16.128 1.06633 1.06629 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.64 threshold 6.52 cum_ticks 9 buy_proportion 0.22
2017-03-31 20:15:23.364 1.06632 1.06621 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 9.43 max_proportion 0.73 threshold 6.91 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:15:33.002 1.06623 1.06621 cum_theta_buy 8.0 cum_theta_sell 1.0 diff -7.0 exp_num_ticks 11.57 max_proportion 0.62 threshold 7.18 cum_ticks 9 buy_proportion 0.89
2017-03-31 20:15:43.265 1.06624 1.06620 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.14 max_proportion 0.67 threshold 6.81 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:15:55.346 1.06621 1.06619 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 11.86 max_proportion 0.58 threshold 6.92 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:16:03.391 1.06620 1.06619 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.43 max_proportion 0.52 threshold 6.50 cum_ticks 8 buy_proportion 0.12
2017-03-31 20:16:15.916 1.06624 1.06616 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 10.14 max_proportion 0.73 threshold 7.41 cum_ticks 13 buy_proportion 0.38
2017-03-31 20:16:21.965 1.06624 1.06617 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 11.57 max_proportion 0.68 threshold 7.85 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:16:27.050 1.06622 1.06617 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 11.71 max_proportion 0.51 threshold 5.96 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:16:31.296 1.06620 1.06618 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.00 max_proportion 0.59 threshold 6.47 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:16:38.881 1.06619 1.06614 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.00 max_proportion 0.57 threshold 6.89 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:16:44.473 1.06613 1.06609 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 12.57 max_proportion 0.50 threshold 6.33 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:16:51.130 1.06609 1.06606 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 13.00 max_proportion 0.52 threshold 6.71 cum_ticks 10 buy_proportion 0.70
2017-03-31 20:16:56.854 1.06612 1.06606 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.29 max_proportion 0.62 threshold 6.99 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:17:15.661 1.06608 1.06604 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.14 max_proportion 0.58 threshold 7.10 cum_ticks 8 buy_proportion 0.00
2017-03-31 20:17:27.423 1.06604 1.06597 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.71 max_proportion 0.75 threshold 7.25 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:17:37.993 1.06595 1.06582 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 11.00 max_proportion 0.73 threshold 8.06 cum_ticks 17 buy_proportion 0.53
2017-03-31 20:17:41.080 1.06589 1.06585 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 14.29 max_proportion 0.60 threshold 8.60 cum_ticks 9 buy_proportion 1.00
2017-03-31 20:17:44.295 1.06588 1.06585 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 11.71 max_proportion 0.77 threshold 9.02 cum_ticks 11 buy_proportion 0.09
2017-03-31 20:17:47.705 1.06585 1.06585 cum_theta_buy 0 cum_theta_sell 7.0 diff 7.0 exp_num_ticks 11.29 max_proportion 0.59 threshold 6.62 cum_ticks 7 buy_proportion 0.00
2017-03-31 20:18:01.785 1.06590 1.06584 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 8.43 max_proportion 0.83 threshold 7.01 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:18:19.050 1.06587 1.06580 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 12.14 max_proportion 0.68 threshold 8.28 cum_ticks 9 buy_proportion 0.00
2017-03-31 20:18:30.339 1.06581 1.06574 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 10.43 max_proportion 0.85 threshold 8.84 cum_ticks 12 buy_proportion 0.25
2017-03-31 20:18:41.723 1.06580 1.06569 cum_theta_buy 10.0 cum_theta_sell 6.0 diff -4.0 exp_num_ticks 11.57 max_proportion 0.78 threshold 9.04 cum_ticks 16 buy_proportion 0.62
2017-03-31 20:18:53.607 1.06581 1.06574 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.57 threshold 7.92 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:18:58.842 1.06575 1.06561 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 14.86 max_proportion 0.52 threshold 7.71 cum_ticks 9 buy_proportion 0.11
2017-03-31 20:19:05.328 1.06579 1.06561 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 11.71 max_proportion 0.71 threshold 8.36 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:19:10.187 1.06577 1.06567 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 13.29 max_proportion 0.56 threshold 7.42 cum_ticks 8 buy_proportion 1.00
2017-03-31 20:19:32.706 1.06578 1.06574 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 10.14 max_proportion 0.76 threshold 7.70 cum_ticks 11 buy_proportion 0.73
2017-03-31 20:19:41.771 1.06581 1.06574 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 10.71 max_proportion 0.79 threshold 8.43 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:19:50.243 1.06597 1.06584 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 12.86 max_proportion 0.69 threshold 8.92 cum_ticks 10 buy_proportion 0.90
2017-03-31 20:19:52.931 1.06614 1.06598 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 11.57 max_proportion 0.79 threshold 9.14 cum_ticks 10 buy_proportion 1.00
2017-03-31 20:19:56.347 1.06625 1.06614 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 10.71 max_proportion 0.91 threshold 9.80 cum_ticks 10 buy_proportion 1.00
2017-03-31 20:20:00.190 1.06627 1.06596 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 10.00 max_proportion 0.99 threshold 9.86 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:20:04.612 1.06596 1.06595 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.71 max_proportion 0.56 threshold 6.57 cum_ticks 10 buy_proportion 0.70
2017-03-31 20:20:10.424 1.06605 1.06594 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 10.86 max_proportion 0.61 threshold 6.61 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:20:17.067 1.06604 1.06603 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 12.14 max_proportion 0.50 threshold 6.11 cum_ticks 8 buy_proportion 0.12
2017-03-31 20:20:23.663 1.06609 1.06604 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.71 max_proportion 0.70 threshold 6.77 cum_ticks 8 buy_proportion 0.88
2017-03-31 20:20:34.751 1.06608 1.06603 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 8.71 max_proportion 0.60 threshold 5.24 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:20:42.435 1.06612 1.06608 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 9.14 max_proportion 0.61 threshold 5.58 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:20:47.181 1.06615 1.06610 cum_theta_buy 7.0 cum_theta_sell 2.0 diff -5.0 exp_num_ticks 9.71 max_proportion 0.64 threshold 6.21 cum_ticks 9 buy_proportion 0.78
2017-03-31 20:20:52.761 1.06619 1.06614 cum_theta_buy 7.0 cum_theta_sell 1.0 diff -6.0 exp_num_ticks 9.43 max_proportion 0.70 threshold 6.61 cum_ticks 8 buy_proportion 0.88
2017-03-31 20:21:00.613 1.06624 1.06615 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 8.57 max_proportion 0.81 threshold 6.93 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:21:06.256 1.06618 1.06614 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 9.86 max_proportion 0.72 threshold 7.14 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:21:13.066 1.06617 1.06607 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.86 max_proportion 0.57 threshold 7.37 cum_ticks 11 buy_proportion 0.27
2017-03-31 20:21:28.270 1.06608 1.06604 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.14 max_proportion 0.62 threshold 7.53 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:21:48.538 1.06604 1.06593 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 13.29 max_proportion 0.61 threshold 8.11 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:21:59.903 1.06603 1.06594 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 14.14 max_proportion 0.61 threshold 8.63 cum_ticks 10 buy_proportion 0.90
2017-03-31 20:22:08.074 1.06603 1.06586 cum_theta_buy 3.0 cum_theta_sell 9.0 diff 6.0 exp_num_ticks 12.00 max_proportion 0.69 threshold 8.28 cum_ticks 12 buy_proportion 0.25
2017-03-31 20:22:32.617 1.06589 1.06586 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.54 threshold 6.44 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:23:01.633 1.06592 1.06588 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.71 max_proportion 0.53 threshold 6.25 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:23:10.422 1.06595 1.06590 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.57 max_proportion 0.51 threshold 6.41 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:23:18.460 1.06600 1.06595 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 9.43 max_proportion 0.81 threshold 7.62 cum_ticks 11 buy_proportion 0.73
2017-03-31 20:23:31.468 1.06599 1.06594 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 10.14 max_proportion 0.78 threshold 7.89 cum_ticks 11 buy_proportion 0.27
2017-03-31 20:23:34.480 1.06594 1.06586 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 10.43 max_proportion 0.51 threshold 5.28 cum_ticks 6 buy_proportion 0.00
2017-03-31 20:23:46.034 1.06591 1.06585 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.82 threshold 6.66 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:23:50.267 1.06592 1.06591 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 10.14 max_proportion 0.63 threshold 6.37 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:23:59.427 1.06594 1.06591 cum_theta_buy 3.0 cum_theta_sell 7.0 diff 4.0 exp_num_ticks 8.29 max_proportion 0.74 threshold 6.12 cum_ticks 10 buy_proportion 0.30
2017-03-31 20:24:11.814 1.06591 1.06590 cum_theta_buy 6.0 cum_theta_sell 2.0 diff -4.0 exp_num_ticks 9.43 max_proportion 0.54 threshold 5.10 cum_ticks 8 buy_proportion 0.75
2017-03-31 20:24:12.627 1.06591 1.06591 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.43 max_proportion 0.66 threshold 5.54 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:24:13.404 1.06591 1.06591 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.14 max_proportion 0.83 threshold 5.92 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:24:17.676 1.06595 1.06591 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 6.29 max_proportion 0.96 threshold 6.06 cum_ticks 10 buy_proportion 0.70
2017-03-31 20:24:29.089 1.06596 1.06593 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 8.29 max_proportion 0.83 threshold 6.87 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:24:44.875 1.06600 1.06594 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 7.71 max_proportion 0.91 threshold 7.05 cum_ticks 14 buy_proportion 0.57
2017-03-31 20:24:58.817 1.06600 1.06595 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.43 max_proportion 0.71 threshold 8.14 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:25:16.002 1.06599 1.06595 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 13.57 max_proportion 0.53 threshold 7.26 cum_ticks 9 buy_proportion 0.11
2017-03-31 20:25:44.155 1.06597 1.06594 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 11.43 max_proportion 0.74 threshold 8.46 cum_ticks 11 buy_proportion 0.18
2017-03-31 20:25:53.052 1.06594 1.06594 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 11.00 max_proportion 0.81 threshold 8.88 cum_ticks 9 buy_proportion 0.00
2017-03-31 20:26:43.761 1.06594 1.06586 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 9.57 max_proportion 0.93 threshold 8.92 cum_ticks 9 buy_proportion 0.00
2017-03-31 20:27:04.510 1.06587 1.06582 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 9.29 max_proportion 0.97 threshold 9.04 cum_ticks 11 buy_proportion 0.09
2017-03-31 20:27:12.789 1.06582 1.06574 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 10.14 max_proportion 0.95 threshold 9.62 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:27:27.532 1.06572 1.06569 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 11.86 max_proportion 0.84 threshold 9.99 cum_ticks 18 buy_proportion 0.44
2017-03-31 20:27:38.135 1.06571 1.06568 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 15.57 max_proportion 0.67 threshold 10.39 cum_ticks 15 buy_proportion 0.27
2017-03-31 20:27:51.076 1.06570 1.06565 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 15.57 max_proportion 0.69 threshold 10.71 cum_ticks 16 buy_proportion 0.31
2017-03-31 20:28:35.517 1.06566 1.06560 cum_theta_buy 11.0 cum_theta_sell 8.0 diff -3.0 exp_num_ticks 16.00 max_proportion 0.68 threshold 10.91 cum_ticks 19 buy_proportion 0.58
2017-03-31 20:29:01.958 1.06569 1.06561 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 17.57 max_proportion 0.54 threshold 9.52 cum_ticks 18 buy_proportion 0.56
2017-03-31 20:29:21.883 1.06570 1.06568 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 18.00 max_proportion 0.53 threshold 9.50 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:29:32.720 1.06569 1.06560 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 17.57 max_proportion 0.58 threshold 10.15 cum_ticks 14 buy_proportion 0.21
2017-03-31 20:29:39.275 1.06595 1.06556 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 15.43 max_proportion 0.63 threshold 9.72 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:29:55.652 1.06585 1.06574 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 17.29 max_proportion 0.58 threshold 10.10 cum_ticks 18 buy_proportion 0.39
2017-03-31 20:30:10.298 1.06581 1.06572 cum_theta_buy 11.0 cum_theta_sell 7.0 diff -4.0 exp_num_ticks 17.71 max_proportion 0.61 threshold 10.84 cum_ticks 18 buy_proportion 0.61
2017-03-31 20:30:18.451 1.06584 1.06575 cum_theta_buy 10.0 cum_theta_sell 8.0 diff -2.0 exp_num_ticks 18.14 max_proportion 0.53 threshold 9.58 cum_ticks 18 buy_proportion 0.56
2017-03-31 20:30:23.239 1.06584 1.06572 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 18.00 max_proportion 0.55 threshold 9.86 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:30:57.611 1.06580 1.06572 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 15.14 max_proportion 0.62 threshold 9.42 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:31:04.784 1.06577 1.06573 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 13.71 max_proportion 0.72 threshold 9.91 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:31:22.950 1.06576 1.06571 cum_theta_buy 5.0 cum_theta_sell 10.0 diff 5.0 exp_num_ticks 13.00 max_proportion 0.77 threshold 10.00 cum_ticks 15 buy_proportion 0.33
2017-03-31 20:31:42.065 1.06576 1.06567 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 14.14 max_proportion 0.71 threshold 10.05 cum_ticks 15 buy_proportion 0.27
2017-03-31 20:32:22.269 1.06586 1.06569 cum_theta_buy 7.0 cum_theta_sell 11.0 diff 4.0 exp_num_ticks 14.71 max_proportion 0.72 threshold 10.59 cum_ticks 18 buy_proportion 0.39
2017-03-31 20:32:45.274 1.06586 1.06581 cum_theta_buy 4.0 cum_theta_sell 11.0 diff 7.0 exp_num_ticks 16.71 max_proportion 0.65 threshold 10.93 cum_ticks 15 buy_proportion 0.27
2017-03-31 20:33:22.189 1.06582 1.06580 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 15.86 max_proportion 0.70 threshold 11.07 cum_ticks 12 buy_proportion 0.00
2017-03-31 20:33:51.577 1.06580 1.06573 cum_theta_buy 0 cum_theta_sell 12.0 diff 12.0 exp_num_ticks 13.71 max_proportion 0.87 threshold 11.91 cum_ticks 12 buy_proportion 0.00
2017-03-31 20:34:12.457 1.06573 1.06567 cum_theta_buy 5.0 cum_theta_sell 12.0 diff 7.0 exp_num_ticks 12.43 max_proportion 0.96 threshold 11.96 cum_ticks 17 buy_proportion 0.29
2017-03-31 20:34:40.556 1.06567 1.06563 cum_theta_buy 8.0 cum_theta_sell 13.0 diff 5.0 exp_num_ticks 14.86 max_proportion 0.83 threshold 12.36 cum_ticks 21 buy_proportion 0.38
2017-03-31 20:35:24.935 1.06574 1.06561 cum_theta_buy 13.0 cum_theta_sell 8.0 diff -5.0 exp_num_ticks 18.57 max_proportion 0.70 threshold 12.97 cum_ticks 21 buy_proportion 0.62
2017-03-31 20:35:55.520 1.06574 1.06569 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 20.43 max_proportion 0.50 threshold 10.31 cum_ticks 16 buy_proportion 0.31
2017-03-31 20:36:36.935 1.06571 1.06569 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 18.14 max_proportion 0.59 threshold 10.71 cum_ticks 17 buy_proportion 0.35
2017-03-31 20:36:56.572 1.06575 1.06569 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 17.29 max_proportion 0.62 threshold 10.73 cum_ticks 17 buy_proportion 0.35
2017-03-31 20:37:24.760 1.06571 1.06568 cum_theta_buy 3.0 cum_theta_sell 12.0 diff 9.0 exp_num_ticks 16.86 max_proportion 0.65 threshold 11.00 cum_ticks 15 buy_proportion 0.20
2017-03-31 20:38:00.174 1.06581 1.06568 cum_theta_buy 12.0 cum_theta_sell 4.0 diff -8.0 exp_num_ticks 15.86 max_proportion 0.73 threshold 11.65 cum_ticks 16 buy_proportion 0.75
2017-03-31 20:38:11.829 1.06587 1.06571 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 15.86 max_proportion 0.54 threshold 8.50 cum_ticks 17 buy_proportion 0.53
2017-03-31 20:38:49.594 1.06575 1.06571 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 16.43 max_proportion 0.55 threshold 8.96 cum_ticks 16 buy_proportion 0.44
2017-03-31 20:39:02.187 1.06569 1.06566 cum_theta_buy 0 cum_theta_sell 9.0 diff 9.0 exp_num_ticks 16.29 max_proportion 0.51 threshold 8.28 cum_ticks 9 buy_proportion 0.00
2017-03-31 20:39:29.879 1.06571 1.06565 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 12.14 max_proportion 0.80 threshold 9.71 cum_ticks 17 buy_proportion 0.41
2017-03-31 20:40:10.180 1.06569 1.06565 cum_theta_buy 11.0 cum_theta_sell 9.0 diff -2.0 exp_num_ticks 14.57 max_proportion 0.70 threshold 10.23 cum_ticks 20 buy_proportion 0.55
2017-03-31 20:41:06.102 1.06569 1.06566 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 17.57 max_proportion 0.57 threshold 9.98 cum_ticks 17 buy_proportion 0.41
2017-03-31 20:41:17.931 1.06566 1.06553 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 17.86 max_proportion 0.55 threshold 9.80 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:41:27.692 1.06558 1.06553 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 18.57 max_proportion 0.53 threshold 9.90 cum_ticks 12 buy_proportion 0.17
2017-03-31 20:41:34.698 1.06553 1.06543 cum_theta_buy 3.0 cum_theta_sell 11.0 diff 8.0 exp_num_ticks 14.71 max_proportion 0.71 threshold 10.46 cum_ticks 14 buy_proportion 0.21
2017-03-31 20:41:40.532 1.06547 1.06543 cum_theta_buy 11.0 cum_theta_sell 3.0 diff -8.0 exp_num_ticks 14.14 max_proportion 0.76 threshold 10.78 cum_ticks 14 buy_proportion 0.79
2017-03-31 20:41:48.015 1.06547 1.06544 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 13.71 max_proportion 0.53 threshold 7.32 cum_ticks 11 buy_proportion 0.27
2017-03-31 20:42:02.112 1.06545 1.06534 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.29 max_proportion 0.59 threshold 7.24 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:42:26.287 1.06536 1.06534 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 13.71 max_proportion 0.51 threshold 6.93 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:42:32.428 1.06537 1.06528 cum_theta_buy 6.0 cum_theta_sell 7.0 diff 1.0 exp_num_ticks 12.14 max_proportion 0.55 threshold 6.74 cum_ticks 13 buy_proportion 0.46
2017-03-31 20:42:46.727 1.06531 1.06525 cum_theta_buy 4.0 cum_theta_sell 7.0 diff 3.0 exp_num_ticks 12.71 max_proportion 0.52 threshold 6.63 cum_ticks 11 buy_proportion 0.36
2017-03-31 20:43:01.807 1.06527 1.06525 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 11.57 max_proportion 0.57 threshold 6.59 cum_ticks 9 buy_proportion 0.22
2017-03-31 20:43:10.869 1.06526 1.06524 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 10.14 max_proportion 0.70 threshold 7.13 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:43:20.752 1.06523 1.06515 cum_theta_buy 3.0 cum_theta_sell 8.0 diff 5.0 exp_num_ticks 12.71 max_proportion 0.62 threshold 7.86 cum_ticks 11 buy_proportion 0.27
2017-03-31 20:43:32.124 1.06525 1.06515 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 11.86 max_proportion 0.68 threshold 8.05 cum_ticks 13 buy_proportion 0.69
2017-03-31 20:43:37.613 1.06525 1.06525 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 12.71 max_proportion 0.54 threshold 6.87 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:43:48.448 1.06528 1.06521 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 9.29 max_proportion 0.81 threshold 7.50 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:44:03.818 1.06521 1.06518 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 10.71 max_proportion 0.58 threshold 6.16 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:44:05.610 1.06525 1.06521 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 11.29 max_proportion 0.57 threshold 6.45 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:44:09.816 1.06526 1.06525 cum_theta_buy 8.0 cum_theta_sell 0 diff -8.0 exp_num_ticks 9.14 max_proportion 0.79 threshold 7.18 cum_ticks 8 buy_proportion 1.00
2017-03-31 20:44:22.264 1.06535 1.06524 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 8.29 max_proportion 0.94 threshold 7.79 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:44:32.693 1.06532 1.06526 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.70 threshold 8.24 cum_ticks 16 buy_proportion 0.56
2017-03-31 20:45:01.191 1.06529 1.06524 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 14.57 max_proportion 0.60 threshold 8.71 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:45:10.544 1.06529 1.06527 cum_theta_buy 9.0 cum_theta_sell 0 diff -9.0 exp_num_ticks 15.29 max_proportion 0.57 threshold 8.72 cum_ticks 9 buy_proportion 1.00
2017-03-31 20:45:25.655 1.06529 1.06524 cum_theta_buy 10.0 cum_theta_sell 2.0 diff -8.0 exp_num_ticks 11.71 max_proportion 0.82 threshold 9.64 cum_ticks 12 buy_proportion 0.83
2017-03-31 20:45:45.268 1.06528 1.06522 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 11.57 max_proportion 0.85 threshold 9.81 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:46:06.792 1.06523 1.06521 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 12.14 max_proportion 0.51 threshold 6.23 cum_ticks 9 buy_proportion 0.22
2017-03-31 20:46:49.044 1.06529 1.06522 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 10.57 max_proportion 0.69 threshold 7.27 cum_ticks 13 buy_proportion 0.62
2017-03-31 20:46:58.941 1.06530 1.06526 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.86 max_proportion 0.55 threshold 6.54 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:47:04.274 1.06528 1.06527 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.29 max_proportion 0.57 threshold 6.45 cum_ticks 8 buy_proportion 0.12
2017-03-31 20:47:10.204 1.06528 1.06525 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.57 max_proportion 0.66 threshold 6.31 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:47:14.940 1.06529 1.06528 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 10.14 max_proportion 0.51 threshold 5.17 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:47:18.153 1.06534 1.06529 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 7.71 max_proportion 0.77 threshold 5.95 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:47:27.283 1.06535 1.06530 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 6.71 max_proportion 0.95 threshold 6.37 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:47:37.554 1.06540 1.06534 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 10.00 max_proportion 0.74 threshold 7.36 cum_ticks 11 buy_proportion 0.73
2017-03-31 20:47:47.862 1.06543 1.06539 cum_theta_buy 4.0 cum_theta_sell 8.0 diff 4.0 exp_num_ticks 10.86 max_proportion 0.71 threshold 7.73 cum_ticks 12 buy_proportion 0.33
2017-03-31 20:47:58.596 1.06541 1.06539 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 11.86 max_proportion 0.52 threshold 6.22 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:48:08.332 1.06541 1.06539 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.31 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:48:14.892 1.06542 1.06540 cum_theta_buy 7.0 cum_theta_sell 3.0 diff -4.0 exp_num_ticks 11.43 max_proportion 0.58 threshold 6.60 cum_ticks 10 buy_proportion 0.70
2017-03-31 20:48:20.062 1.06544 1.06541 cum_theta_buy 8.0 cum_theta_sell 2.0 diff -6.0 exp_num_ticks 10.57 max_proportion 0.67 threshold 7.03 cum_ticks 10 buy_proportion 0.80
2017-03-31 20:48:34.622 1.06542 1.06536 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.14 max_proportion 0.75 threshold 7.59 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:48:40.572 1.06549 1.06536 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.29 max_proportion 0.57 threshold 7.05 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:48:46.951 1.06549 1.06541 cum_theta_buy 5.0 cum_theta_sell 8.0 diff 3.0 exp_num_ticks 14.00 max_proportion 0.54 threshold 7.58 cum_ticks 13 buy_proportion 0.38
2017-03-31 20:48:55.284 1.06543 1.06537 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.71 max_proportion 0.57 threshold 7.77 cum_ticks 14 buy_proportion 0.57
2017-03-31 20:49:03.425 1.06550 1.06538 cum_theta_buy 8.0 cum_theta_sell 3.0 diff -5.0 exp_num_ticks 13.86 max_proportion 0.51 threshold 7.10 cum_ticks 11 buy_proportion 0.73
2017-03-31 20:49:12.426 1.06553 1.06549 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.63 threshold 7.70 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:49:18.350 1.06559 1.06555 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 12.00 max_proportion 0.67 threshold 8.04 cum_ticks 16 buy_proportion 0.44
2017-03-31 20:49:30.925 1.06558 1.06554 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 14.14 max_proportion 0.54 threshold 7.70 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:49:35.299 1.06559 1.06550 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 14.29 max_proportion 0.53 threshold 7.64 cum_ticks 14 buy_proportion 0.57
2017-03-31 20:49:42.482 1.06568 1.06558 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 14.29 max_proportion 0.51 threshold 7.31 cum_ticks 13 buy_proportion 0.62
2017-03-31 20:49:48.338 1.06571 1.06562 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.43 max_proportion 0.58 threshold 7.74 cum_ticks 14 buy_proportion 0.57
2017-03-31 20:49:55.071 1.06564 1.06557 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 13.71 max_proportion 0.58 threshold 8.01 cum_ticks 14 buy_proportion 0.64
2017-03-31 20:50:01.541 1.06565 1.06560 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 13.86 max_proportion 0.62 threshold 8.57 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:50:08.465 1.06568 1.06562 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 14.57 max_proportion 0.61 threshold 8.86 cum_ticks 11 buy_proportion 0.82
2017-03-31 20:50:15.963 1.06579 1.06571 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 12.57 max_proportion 0.73 threshold 9.19 cum_ticks 19 buy_proportion 0.53
2017-03-31 20:50:22.350 1.06586 1.06583 cum_theta_buy 9.0 cum_theta_sell 11.0 diff 2.0 exp_num_ticks 16.14 max_proportion 0.62 threshold 10.01 cum_ticks 20 buy_proportion 0.45
2017-03-31 20:50:28.009 1.06591 1.06574 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 18.43 max_proportion 0.52 threshold 9.66 cum_ticks 18 buy_proportion 0.44
2017-03-31 20:50:36.323 1.06575 1.06570 cum_theta_buy 6.0 cum_theta_sell 11.0 diff 5.0 exp_num_ticks 18.71 max_proportion 0.54 threshold 10.15 cum_ticks 17 buy_proportion 0.35
2017-03-31 20:50:45.655 1.06582 1.06573 cum_theta_buy 11.0 cum_theta_sell 4.0 diff -7.0 exp_num_ticks 17.71 max_proportion 0.61 threshold 10.75 cum_ticks 15 buy_proportion 0.73
2017-03-31 20:50:50.839 1.06581 1.06562 cum_theta_buy 10.0 cum_theta_sell 5.0 diff -5.0 exp_num_ticks 16.00 max_proportion 0.58 threshold 9.33 cum_ticks 15 buy_proportion 0.67
2017-03-31 20:50:57.296 1.06565 1.06560 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 15.29 max_proportion 0.64 threshold 9.80 cum_ticks 18 buy_proportion 0.44
2017-03-31 20:51:05.378 1.06564 1.06560 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 16.71 max_proportion 0.55 threshold 9.18 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:51:17.521 1.06571 1.06560 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 17.00 max_proportion 0.56 threshold 9.49 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:51:23.167 1.06566 1.06564 cum_theta_buy 2.0 cum_theta_sell 10.0 diff 8.0 exp_num_ticks 18.29 max_proportion 0.50 threshold 9.18 cum_ticks 12 buy_proportion 0.17
2017-03-31 20:51:27.895 1.06566 1.06565 cum_theta_buy 11.0 cum_theta_sell 0 diff -11.0 exp_num_ticks 14.71 max_proportion 0.69 threshold 10.09 cum_ticks 11 buy_proportion 1.00
2017-03-31 20:51:31.454 1.06569 1.06566 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 12.43 max_proportion 0.69 threshold 8.53 cum_ticks 10 buy_proportion 0.90
2017-03-31 20:51:36.744 1.06571 1.06569 cum_theta_buy 9.0 cum_theta_sell 1.0 diff -8.0 exp_num_ticks 10.57 max_proportion 0.82 threshold 8.71 cum_ticks 10 buy_proportion 0.90
2017-03-31 20:51:40.525 1.06573 1.06571 cum_theta_buy 10.0 cum_theta_sell 0 diff -10.0 exp_num_ticks 10.14 max_proportion 0.91 threshold 9.27 cum_ticks 10 buy_proportion 1.00
2017-03-31 20:51:51.144 1.06574 1.06572 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 10.00 max_proportion 0.96 threshold 9.57 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:51:56.950 1.06574 1.06564 cum_theta_buy 5.0 cum_theta_sell 11.0 diff 6.0 exp_num_ticks 14.00 max_proportion 0.75 threshold 10.51 cum_ticks 16 buy_proportion 0.31
2017-03-31 20:52:05.894 1.06565 1.06562 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 15.43 max_proportion 0.51 threshold 7.88 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:52:15.710 1.06565 1.06560 cum_theta_buy 4.0 cum_theta_sell 9.0 diff 5.0 exp_num_ticks 15.57 max_proportion 0.56 threshold 8.72 cum_ticks 13 buy_proportion 0.31
2017-03-31 20:52:27.655 1.06561 1.06557 cum_theta_buy 10.0 cum_theta_sell 9.0 diff -1.0 exp_num_ticks 14.00 max_proportion 0.65 threshold 9.05 cum_ticks 19 buy_proportion 0.53
2017-03-31 20:52:37.098 1.06562 1.06559 cum_theta_buy 6.0 cum_theta_sell 10.0 diff 4.0 exp_num_ticks 16.71 max_proportion 0.54 threshold 9.10 cum_ticks 16 buy_proportion 0.38
2017-03-31 20:52:44.506 1.06564 1.06557 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 16.43 max_proportion 0.59 threshold 9.72 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:52:51.425 1.06561 1.06555 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 17.00 max_proportion 0.52 threshold 8.81 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:53:02.523 1.06559 1.06555 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.71 max_proportion 0.56 threshold 8.87 cum_ticks 16 buy_proportion 0.56
2017-03-31 20:53:08.653 1.06573 1.06555 cum_theta_buy 8.0 cum_theta_sell 10.0 diff 2.0 exp_num_ticks 15.86 max_proportion 0.58 threshold 9.15 cum_ticks 18 buy_proportion 0.44
2017-03-31 20:53:16.297 1.06574 1.06568 cum_theta_buy 9.0 cum_theta_sell 4.0 diff -5.0 exp_num_ticks 17.00 max_proportion 0.50 threshold 8.51 cum_ticks 13 buy_proportion 0.69
2017-03-31 20:53:23.968 1.06574 1.06572 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 14.86 max_proportion 0.60 threshold 8.96 cum_ticks 11 buy_proportion 0.82
2017-03-31 20:53:30.754 1.06585 1.06572 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 12.57 max_proportion 0.73 threshold 9.16 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:53:36.818 1.06582 1.06574 cum_theta_buy 7.0 cum_theta_sell 10.0 diff 3.0 exp_num_ticks 15.86 max_proportion 0.60 threshold 9.57 cum_ticks 17 buy_proportion 0.41
2017-03-31 20:53:40.059 1.06586 1.06580 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 16.71 max_proportion 0.51 threshold 8.57 cum_ticks 11 buy_proportion 0.82
2017-03-31 20:53:47.471 1.06592 1.06577 cum_theta_buy 9.0 cum_theta_sell 10.0 diff 1.0 exp_num_ticks 13.86 max_proportion 0.65 threshold 9.05 cum_ticks 19 buy_proportion 0.47
2017-03-31 20:53:51.379 1.06587 1.06582 cum_theta_buy 1.0 cum_theta_sell 10.0 diff 9.0 exp_num_ticks 16.43 max_proportion 0.56 threshold 9.25 cum_ticks 11 buy_proportion 0.09
2017-03-31 20:53:59.075 1.06589 1.06579 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 13.29 max_proportion 0.70 threshold 9.24 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:54:01.753 1.06588 1.06572 cum_theta_buy 1.0 cum_theta_sell 9.0 diff 8.0 exp_num_ticks 15.57 max_proportion 0.57 threshold 8.88 cum_ticks 10 buy_proportion 0.10
2017-03-31 20:54:07.684 1.06564 1.06553 cum_theta_buy 3.0 cum_theta_sell 10.0 diff 7.0 exp_num_ticks 12.14 max_proportion 0.76 threshold 9.25 cum_ticks 13 buy_proportion 0.23
2017-03-31 20:54:12.321 1.06560 1.06554 cum_theta_buy 10.0 cum_theta_sell 7.0 diff -3.0 exp_num_ticks 12.71 max_proportion 0.76 threshold 9.61 cum_ticks 17 buy_proportion 0.59
2017-03-31 20:54:17.582 1.06565 1.06560 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 14.86 max_proportion 0.58 threshold 8.67 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:54:24.500 1.06563 1.06558 cum_theta_buy 8.0 cum_theta_sell 9.0 diff 1.0 exp_num_ticks 15.29 max_proportion 0.57 threshold 8.72 cum_ticks 17 buy_proportion 0.47
2017-03-31 20:54:32.188 1.06568 1.06560 cum_theta_buy 9.0 cum_theta_sell 8.0 diff -1.0 exp_num_ticks 16.43 max_proportion 0.53 threshold 8.75 cum_ticks 17 buy_proportion 0.53
2017-03-31 20:54:42.310 1.06575 1.06562 cum_theta_buy 9.0 cum_theta_sell 6.0 diff -3.0 exp_num_ticks 16.71 max_proportion 0.51 threshold 8.46 cum_ticks 15 buy_proportion 0.60
2017-03-31 20:54:49.623 1.06583 1.06563 cum_theta_buy 9.0 cum_theta_sell 7.0 diff -2.0 exp_num_ticks 15.86 max_proportion 0.56 threshold 8.90 cum_ticks 16 buy_proportion 0.56
2017-03-31 20:54:55.287 1.06584 1.06580 cum_theta_buy 10.0 cum_theta_sell 4.0 diff -6.0 exp_num_ticks 15.86 max_proportion 0.57 threshold 9.01 cum_ticks 14 buy_proportion 0.71
2017-03-31 20:54:57.253 1.06581 1.06580 cum_theta_buy 0 cum_theta_sell 10.0 diff 10.0 exp_num_ticks 14.71 max_proportion 0.65 threshold 9.63 cum_ticks 10 buy_proportion 0.00
2017-03-31 20:55:00.840 1.06578 1.06573 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 12.00 max_proportion 0.72 threshold 8.59 cum_ticks 11 buy_proportion 0.18
2017-03-31 20:55:02.863 1.06588 1.06576 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.14 max_proportion 0.79 threshold 8.85 cum_ticks 14 buy_proportion 0.64
2017-03-31 20:55:07.817 1.06591 1.06582 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 12.57 max_proportion 0.58 threshold 7.30 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:55:09.155 1.06585 1.06574 cum_theta_buy 2.0 cum_theta_sell 8.0 diff 6.0 exp_num_ticks 14.14 max_proportion 0.51 threshold 7.28 cum_ticks 10 buy_proportion 0.20
2017-03-31 20:55:11.900 1.06572 1.06572 cum_theta_buy 0 cum_theta_sell 8.0 diff 8.0 exp_num_ticks 12.00 max_proportion 0.64 threshold 7.70 cum_ticks 8 buy_proportion 0.00
2017-03-31 20:55:18.149 1.06580 1.06572 cum_theta_buy 5.0 cum_theta_sell 9.0 diff 4.0 exp_num_ticks 9.57 max_proportion 0.87 threshold 8.30 cum_ticks 14 buy_proportion 0.36
2017-03-31 20:55:20.710 1.06581 1.06574 cum_theta_buy 9.0 cum_theta_sell 5.0 diff -4.0 exp_num_ticks 11.71 max_proportion 0.77 threshold 8.99 cum_ticks 14 buy_proportion 0.64
2017-03-31 20:55:22.852 1.06581 1.06576 cum_theta_buy 7.0 cum_theta_sell 0 diff -7.0 exp_num_ticks 13.14 max_proportion 0.53 threshold 6.97 cum_ticks 7 buy_proportion 1.00
2017-03-31 20:55:29.251 1.06581 1.06576 cum_theta_buy 7.0 cum_theta_sell 9.0 diff 2.0 exp_num_ticks 10.00 max_proportion 0.81 threshold 8.06 cum_ticks 16 buy_proportion 0.44
2017-03-31 20:55:33.140 1.06583 1.06577 cum_theta_buy 9.0 cum_theta_sell 2.0 diff -7.0 exp_num_ticks 13.14 max_proportion 0.63 threshold 8.25 cum_ticks 11 buy_proportion 0.82
2017-03-31 20:55:37.570 1.06584 1.06579 cum_theta_buy 6.0 cum_theta_sell 9.0 diff 3.0 exp_num_ticks 11.86 max_proportion 0.74 threshold 8.72 cum_ticks 15 buy_proportion 0.40
2017-03-31 20:55:41.239 1.06584 1.06580 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.00 max_proportion 0.52 threshold 7.35 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:55:45.640 1.06591 1.06580 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.71 max_proportion 0.61 threshold 7.78 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:55:48.564 1.06590 1.06583 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.43 max_proportion 0.63 threshold 7.81 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:55:50.559 1.06586 1.06580 cum_theta_buy 2.0 cum_theta_sell 7.0 diff 5.0 exp_num_ticks 13.14 max_proportion 0.53 threshold 6.97 cum_ticks 9 buy_proportion 0.22
2017-03-31 20:55:53.987 1.06581 1.06572 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 10.86 max_proportion 0.66 threshold 7.11 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:56:00.832 1.06578 1.06572 cum_theta_buy 6.0 cum_theta_sell 8.0 diff 2.0 exp_num_ticks 12.57 max_proportion 0.63 threshold 7.92 cum_ticks 14 buy_proportion 0.43
2017-03-31 20:56:04.059 1.06583 1.06561 cum_theta_buy 8.0 cum_theta_sell 6.0 diff -2.0 exp_num_ticks 13.29 max_proportion 0.60 threshold 7.98 cum_ticks 14 buy_proportion 0.57
2017-03-31 20:56:06.106 1.06577 1.06566 cum_theta_buy 1.0 cum_theta_sell 8.0 diff 7.0 exp_num_ticks 14.00 max_proportion 0.51 threshold 7.14 cum_ticks 9 buy_proportion 0.11
2017-03-31 20:56:09.574 1.06582 1.06565 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 11.14 max_proportion 0.71 threshold 7.93 cum_ticks 13 buy_proportion 0.62
2017-03-31 20:56:14.595 1.06579 1.06570 cum_theta_buy 7.0 cum_theta_sell 5.0 diff -2.0 exp_num_ticks 12.00 max_proportion 0.53 threshold 6.42 cum_ticks 12 buy_proportion 0.58
2017-03-31 20:56:18.906 1.06582 1.06572 cum_theta_buy 7.0 cum_theta_sell 6.0 diff -1.0 exp_num_ticks 11.86 max_proportion 0.53 threshold 6.23 cum_ticks 13 buy_proportion 0.54
2017-03-31 20:56:27.049 1.06577 1.06563 cum_theta_buy 7.0 cum_theta_sell 8.0 diff 1.0 exp_num_ticks 12.71 max_proportion 0.56 threshold 7.15 cum_ticks 15 buy_proportion 0.47
2017-03-31 20:56:29.179 1.06574 1.06564 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 14.00 max_proportion 0.50 threshold 7.05 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:56:31.393 1.06579 1.06560 cum_theta_buy 8.0 cum_theta_sell 7.0 diff -1.0 exp_num_ticks 13.00 max_proportion 0.59 threshold 7.69 cum_ticks 15 buy_proportion 0.53
2017-03-31 20:56:34.300 1.06589 1.06570 cum_theta_buy 8.0 cum_theta_sell 5.0 diff -3.0 exp_num_ticks 14.14 max_proportion 0.56 threshold 7.95 cum_ticks 13 buy_proportion 0.62
2017-03-31 20:56:38.584 1.06589 1.06574 cum_theta_buy 2.0 cum_theta_sell 9.0 diff 7.0 exp_num_ticks 13.43 max_proportion 0.60 threshold 8.05 cum_ticks 11 buy_proportion 0.18
2017-03-31 20:56:40.754 1.06586 1.06567 cum_theta_buy 8.0 cum_theta_sell 4.0 diff -4.0 exp_num_ticks 12.14 max_proportion 0.64 threshold 7.82 cum_ticks 12 buy_proportion 0.67
2017-03-31 20:56:42.311 1.06575 1.06569 cum_theta_buy 1.0 cum_theta_sell 7.0 diff 6.0 exp_num_ticks 11.86 max_proportion 0.52 threshold 6.18 cum_ticks 8 buy_proportion 0.12
2017-03-31 20:56:46.408 1.06577 1.06565 cum_theta_buy 7.0 cum_theta_sell 4.0 diff -3.0 exp_num_ticks 9.57 max_proportion 0.71 threshold 6.82 cum_ticks 11 buy_proportion 0.64
2017-03-31 20:56:51.417 1.06579 1.06574 cum_theta_buy 6.0 cum_theta_sell 1.0 diff -5.0 exp_num_ticks 10.29 max_proportion 0.51 threshold 5.20 cum_ticks 7 buy_proportion 0.86
2017-03-31 20:56:55.056 1.06578 1.06575 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.29 max_proportion 0.69 threshold 5.71 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:56:59.352 1.06579 1.06576 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.52 threshold 4.25 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:57:00.652 1.06578 1.06571 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.86 max_proportion 0.55 threshold 4.33 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:57:03.451 1.06572 1.06567 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.79 threshold 4.94 cum_ticks 7 buy_proportion 0.71
2017-03-31 20:57:07.467 1.06572 1.06569 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.57 max_proportion 0.50 threshold 3.30 cum_ticks 7 buy_proportion 0.57
2017-03-31 20:57:10.754 1.06572 1.06567 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 6.71 max_proportion 0.53 threshold 3.56 cum_ticks 7 buy_proportion 0.57
2017-03-31 20:57:13.732 1.06571 1.06566 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.00 max_proportion 0.59 threshold 4.14 cum_ticks 7 buy_proportion 0.71
2017-03-31 20:57:16.472 1.06574 1.06564 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.65 threshold 4.57 cum_ticks 9 buy_proportion 0.56
2017-03-31 20:57:18.261 1.06568 1.06552 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.14 max_proportion 0.60 threshold 4.91 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:57:19.648 1.06569 1.06566 cum_theta_buy 6.0 cum_theta_sell 0 diff -6.0 exp_num_ticks 8.14 max_proportion 0.62 threshold 5.03 cum_ticks 6 buy_proportion 1.00
2017-03-31 20:57:20.461 1.06567 1.06565 cum_theta_buy 0 cum_theta_sell 6.0 diff 6.0 exp_num_ticks 7.00 max_proportion 0.83 threshold 5.81 cum_ticks 6 buy_proportion 0.00
2017-03-31 20:57:23.016 1.06566 1.06565 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.29 max_proportion 0.62 threshold 3.93 cum_ticks 5 buy_proportion 0.80
2017-03-31 20:57:24.832 1.06564 1.06562 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.43 max_proportion 0.60 threshold 3.26 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:57:31.131 1.06565 1.06563 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 4.57 max_proportion 0.77 threshold 3.53 cum_ticks 5 buy_proportion 0.80
2017-03-31 20:57:32.787 1.06568 1.06563 cum_theta_buy 3.0 cum_theta_sell 2.0 diff -1.0 exp_num_ticks 4.71 max_proportion 0.57 threshold 2.69 cum_ticks 5 buy_proportion 0.60
2017-03-31 20:57:33.629 1.06567 1.06566 cum_theta_buy 1.0 cum_theta_sell 3.0 diff 2.0 exp_num_ticks 4.86 max_proportion 0.57 threshold 2.78 cum_ticks 4 buy_proportion 0.25
2017-03-31 20:57:34.484 1.06568 1.06567 cum_theta_buy 3.0 cum_theta_sell 0 diff -3.0 exp_num_ticks 4.43 max_proportion 0.57 threshold 2.53 cum_ticks 3 buy_proportion 1.00
2017-03-31 20:57:35.432 1.06568 1.06566 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.57 max_proportion 0.73 threshold 2.60 cum_ticks 4 buy_proportion 0.75
2017-03-31 20:57:37.227 1.06572 1.06571 cum_theta_buy 3.0 cum_theta_sell 1.0 diff -2.0 exp_num_ticks 3.71 max_proportion 0.75 threshold 2.79 cum_ticks 4 buy_proportion 0.75
2017-03-31 20:57:41.126 1.06573 1.06565 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 3.86 max_proportion 0.79 threshold 3.03 cum_ticks 7 buy_proportion 0.43
2017-03-31 20:57:42.103 1.06574 1.06564 cum_theta_buy 4.0 cum_theta_sell 2.0 diff -2.0 exp_num_ticks 5.71 max_proportion 0.57 threshold 3.24 cum_ticks 6 buy_proportion 0.67
2017-03-31 20:57:43.639 1.06568 1.06564 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.61 threshold 3.66 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:57:45.378 1.06565 1.06564 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 5.00 max_proportion 0.75 threshold 3.74 cum_ticks 5 buy_proportion 0.20
2017-03-31 20:57:45.853 1.06564 1.06564 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.86 max_proportion 0.79 threshold 3.84 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:57:48.125 1.06575 1.06564 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.29 max_proportion 0.94 threshold 4.04 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:57:51.160 1.06575 1.06571 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 6.43 max_proportion 0.61 threshold 3.95 cum_ticks 5 buy_proportion 0.20
2017-03-31 20:57:53.653 1.06571 1.06564 cum_theta_buy 3.0 cum_theta_sell 5.0 diff 2.0 exp_num_ticks 5.71 max_proportion 0.71 threshold 4.04 cum_ticks 8 buy_proportion 0.38
2017-03-31 20:57:58.281 1.06582 1.06564 cum_theta_buy 5.0 cum_theta_sell 2.0 diff -3.0 exp_num_ticks 7.14 max_proportion 0.64 threshold 4.57 cum_ticks 7 buy_proportion 0.71
2017-03-31 20:58:00.087 1.06579 1.06572 cum_theta_buy 1.0 cum_theta_sell 4.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.54 threshold 3.81 cum_ticks 5 buy_proportion 0.20
2017-03-31 20:58:00.642 1.06572 1.06565 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 6.00 max_proportion 0.63 threshold 3.77 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:58:04.084 1.06565 1.06564 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.71 max_proportion 0.84 threshold 3.96 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:58:10.387 1.06584 1.06563 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.14 max_proportion 0.97 threshold 4.02 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:58:11.843 1.06581 1.06564 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.64 threshold 4.04 cum_ticks 5 buy_proportion 1.00
2017-03-31 20:58:13.190 1.06579 1.06557 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.71 max_proportion 0.75 threshold 4.29 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:58:15.524 1.06564 1.06558 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.43 max_proportion 0.63 threshold 3.39 cum_ticks 4 buy_proportion 1.00
2017-03-31 20:58:16.912 1.06564 1.06564 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 4.43 max_proportion 0.71 threshold 3.16 cum_ticks 4 buy_proportion 1.00
2017-03-31 20:58:21.160 1.06567 1.06564 cum_theta_buy 3.0 cum_theta_sell 4.0 diff 1.0 exp_num_ticks 4.14 max_proportion 0.86 threshold 3.55 cum_ticks 7 buy_proportion 0.43
2017-03-31 20:58:22.022 1.06564 1.06564 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 5.71 max_proportion 0.67 threshold 3.85 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:58:22.971 1.06564 1.06564 cum_theta_buy 0 cum_theta_sell 4.0 diff 4.0 exp_num_ticks 4.86 max_proportion 0.73 threshold 3.57 cum_ticks 4 buy_proportion 0.00
2017-03-31 20:58:25.007 1.06564 1.06557 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 4.43 max_proportion 0.94 threshold 4.16 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:58:27.927 1.06561 1.06560 cum_theta_buy 5.0 cum_theta_sell 0 diff -5.0 exp_num_ticks 6.29 max_proportion 0.64 threshold 4.04 cum_ticks 5 buy_proportion 1.00
2017-03-31 20:58:30.553 1.06558 1.06558 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 5.71 max_proportion 0.75 threshold 4.29 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:58:34.189 1.06562 1.06552 cum_theta_buy 4.0 cum_theta_sell 3.0 diff -1.0 exp_num_ticks 5.43 max_proportion 0.63 threshold 3.39 cum_ticks 7 buy_proportion 0.57
2017-03-31 20:58:38.654 1.06562 1.06552 cum_theta_buy 4.0 cum_theta_sell 1.0 diff -3.0 exp_num_ticks 6.14 max_proportion 0.53 threshold 3.26 cum_ticks 5 buy_proportion 0.80
2017-03-31 20:58:40.580 1.06559 1.06558 cum_theta_buy 4.0 cum_theta_sell 0 diff -4.0 exp_num_ticks 5.57 max_proportion 0.62 threshold 3.46 cum_ticks 4 buy_proportion 1.00
2017-03-31 20:58:42.611 1.06563 1.06515 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 4.71 max_proportion 0.88 threshold 4.16 cum_ticks 9 buy_proportion 0.56
2017-03-31 20:58:44.014 1.06536 1.06514 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 7.00 max_proportion 0.72 threshold 5.02 cum_ticks 9 buy_proportion 0.33
2017-03-31 20:58:46.946 1.06521 1.06508 cum_theta_buy 5.0 cum_theta_sell 3.0 diff -2.0 exp_num_ticks 8.29 max_proportion 0.51 threshold 4.21 cum_ticks 8 buy_proportion 0.62
2017-03-31 20:58:50.960 1.06522 1.06508 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 8.43 max_proportion 0.53 threshold 4.48 cum_ticks 6 buy_proportion 0.17
2017-03-31 20:58:59.380 1.06535 1.06508 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 7.00 max_proportion 0.68 threshold 4.75 cum_ticks 9 buy_proportion 0.56
2017-03-31 20:59:06.880 1.06536 1.06533 cum_theta_buy 4.0 cum_theta_sell 5.0 diff 1.0 exp_num_ticks 8.00 max_proportion 0.55 threshold 4.37 cum_ticks 9 buy_proportion 0.44
2017-03-31 20:59:20.667 1.06545 1.06531 cum_theta_buy 5.0 cum_theta_sell 4.0 diff -1.0 exp_num_ticks 8.57 max_proportion 0.56 threshold 4.83 cum_ticks 9 buy_proportion 0.56
2017-03-31 20:59:25.313 1.06537 1.06528 cum_theta_buy 1.0 cum_theta_sell 5.0 diff 4.0 exp_num_ticks 9.00 max_proportion 0.52 threshold 4.71 cum_ticks 6 buy_proportion 0.17
2017-03-31 20:59:36.058 1.06528 1.06528 cum_theta_buy 0 cum_theta_sell 5.0 diff 5.0 exp_num_ticks 7.29 max_proportion 0.68 threshold 4.97 cum_ticks 5 buy_proportion 0.00
2017-03-31 20:59:43.172 1.06552 1.06528 cum_theta_buy 6.0 cum_theta_sell 4.0 diff -2.0 exp_num_ticks 5.86 max_proportion 0.87 threshold 5.11 cum_ticks 10 buy_proportion 0.60
2017-03-31 20:59:47.314 1.06552 1.06528 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.00 max_proportion 0.63 threshold 5.07 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:59:52.682 1.06550 1.06528 cum_theta_buy 2.0 cum_theta_sell 6.0 diff 4.0 exp_num_ticks 8.14 max_proportion 0.69 threshold 5.58 cum_ticks 8 buy_proportion 0.25
2017-03-31 20:59:56.707 1.06552 1.06528 cum_theta_buy 3.0 cum_theta_sell 6.0 diff 3.0 exp_num_ticks 8.29 max_proportion 0.70 threshold 5.80 cum_ticks 9 buy_proportion 0.33
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