From 228e49d152d4fa3f21612eebaef84374e00a7dde Mon Sep 17 00:00:00 2001 From: Kevin Darby Date: Wed, 18 Dec 2019 18:28:39 -0500 Subject: [PATCH] taking this home --- .../FillModel/FIFOFillModel.cs | 57 ++++++++++------ .../roll_query-checkpoint.ipynb | 65 ++++++++++++------- .../Notebooks/roll_query.ipynb | 62 +++++++++++------- src/client/spark_historical/Query/Query.cs | 28 ++++---- 4 files changed, 135 insertions(+), 77 deletions(-) diff --git a/src/client/spark_historical/FillModel/FIFOFillModel.cs b/src/client/spark_historical/FillModel/FIFOFillModel.cs index 346f61488..4ffe17b95 100644 --- a/src/client/spark_historical/FillModel/FIFOFillModel.cs +++ b/src/client/spark_historical/FillModel/FIFOFillModel.cs @@ -47,7 +47,7 @@ namespace bts.history { if(_disqual.ContainsKey(stat.order.order_id)) { - Log.Testing.error("new status for disqualified error, not recording"); + Log.Testing.error($"new status for disqualified error, not recording"); } else if(!check_cross(stat)) { @@ -89,11 +89,22 @@ namespace bts.history var market_operations = operations.OrderBy(x => x.TransactTime, HistoricalExtensions.timestamp_comparer).ToList(); var market_operation_index = find_first_greater_or_equal(market_operations, transact_time, x=>x.TransactTime, HistoricalExtensions.timestamp_comparer); - if(market_operation_index == 0) //transact_time is before first market operation on this order, they get filled not us + if(market_operation_index == 0) //transact_time is before first market operation we saw, on this order, they get filled not us return ; + //this is the latest market operation for the filled order at the time of fill var curr_market_operation = market_operations[market_operation_index-1]; + //now we slide backwards to find the first operation that kept priority at the time of fill + for (int i = market_operation_index - 2; i >= 0; i--) + { + if(market_operations[i].MdOrderPriority == curr_market_operation.MdOrderPriority) + { + curr_market_operation = market_operations[i]; + } + } + Log.assert(curr_market_operation.OrderUpdateAction != MDUpdateAction.Delete); //a deleted order should not get filled + //now we find the first operation for our order greater or equal to the earliest market operation int our_operation_index = find_first_greater_or_equal(_myorders, transact_time, HistoricalExtensions.timestamp_comparer); if(our_operation_index == 0) //transact_time before I'm in the market, they get filled not us return ; @@ -103,39 +114,37 @@ namespace bts.history api.Side market_side = Utils.same_side(curr_market_operation.MdEntryType); List fills = new List(); uint fill_qty = trade.Size; + Dictionary latest_state = new Dictionary(); for(int i = our_operation_index - 1; i >= 0; i--) { //the closest operation to this trade time OrderStatus curr_operation = _myorders.Values[i]; - if(!curr_operation.TransactTime.less_or_equal(curr_market_operation.TransactTime)) - { - Log.Testing.warn("should be sorted"); - break; - } if(curr_operation.order.security_desc != market_secdesc) continue; if(curr_operation.order.side != market_side) continue; - if(_disqual.TryGetValue(curr_operation.order.order_id, out uint spent_value)) + if(_disqual.ContainsKey(curr_operation.order.order_id)) continue; + if (curr_operation.is_terminal()) + { + _disqual[curr_operation.order.order_id] = 0; //this order is completely spent + continue; + } + if(latest_state.ContainsKey(curr_operation.order.order_id)) //we have seen the latest of this order before in this search + continue; + latest_state[curr_operation.order.order_id] = 0; + if (!curr_operation.TransactTime.less_or_equal(curr_market_operation.TransactTime)) + continue; + //here we have the latest status of an order on the right side of the market for the right security and the right price if (( market_side == api.Side.Buy && curr_operation.state.Price >= market_price || //fill us if we are better? market_side == api.Side.Sell && curr_operation.state.Price <= market_price) ) - { - //here we have an order on the right side of the market for the right security and the right price - //if the latest state of this order is terminal, disqualify the order - if (curr_operation.is_terminal()) - { - _disqual[curr_operation.order.order_id] = int.MaxValue; //this order is completely spent - continue; - } - uint size = Math.Min(fill_qty, curr_operation.state.Quantity - spent_value); + { + uint size = Math.Min(fill_qty, curr_operation.state.Quantity); if (size > 0) { FillEntry f = generate_fill(transact_time, curr_operation, curr_operation.state.Price, size); f.fill_id = trade.OrderId; fills.Add(f); - if(f.fully_filled) - _disqual[curr_operation.order.order_id] = int.MaxValue; //this order is completely spent fill_qty -= size; } if (fill_qty <= 0) @@ -199,7 +208,7 @@ namespace bts.history { var fills = check_my_cross(status); if (fills.Count > 0) - return fills.Last().fully_filled; + return fills.Any( x => x.fully_filled); return false; } @@ -255,7 +264,8 @@ namespace bts.history f.ask = book?.ask_at(0) ?? 0; f.asksize = book?.asksize_at(0) ?? 0; f.tag = tag; - Log.assert(qty <= status.order.size && qty <= status.state.Quantity); + if(qty > status.state.Quantity) + throw new InvalidOperationException($"too much fill {qty} working quantity {status.state.Quantity}"); status.state.Quantity -= qty; if (status.state.Quantity == 0) { @@ -271,7 +281,12 @@ namespace bts.history status.state.FilledQuantity += (uint)f.size; status.state.AvgPrice /= status.state.FilledQuantity; if (f.fully_filled) + { status.state.Status = api.orderman.OrderStatus.Completed; + _disqual[status.order.order_id] = int.MaxValue; + if(string.IsNullOrEmpty(f.tag)) + f.tag = $"{f.order.order_id} FULLFILL"; + } if (this.on_status_due_to_fill != null) this.on_status_due_to_fill(status.clone()); if (this.on_fill != null) diff --git a/src/client/spark_historical/Notebooks/.ipynb_checkpoints/roll_query-checkpoint.ipynb b/src/client/spark_historical/Notebooks/.ipynb_checkpoints/roll_query-checkpoint.ipynb index 357501730..473770d7f 100644 --- a/src/client/spark_historical/Notebooks/.ipynb_checkpoints/roll_query-checkpoint.ipynb +++ b/src/client/spark_historical/Notebooks/.ipynb_checkpoints/roll_query-checkpoint.ipynb @@ -165,7 +165,7 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": null, "metadata": {}, "outputs": [], "source": [] @@ -179,48 +179,56 @@ }, { "cell_type": "code", - "execution_count": 14, + "execution_count": 34, "metadata": { "scrolled": true }, "outputs": [], "source": [ - "var security_list = new [] {\"ZNZ9\",\"ZNH0\"};\n", "//quotes the last leg\n", "var algo_type = typeof(Spreader);\n", - "var algo_params = \"size=10;tick_size=0.015625,0.015625;hedge_factors=1,-1;profit_ticks=0\";\n", "\n", - "var latency_ns = 150_000u;\n", - "var transact_latency = new Bucket(latency_ns, latency_ns+1);\n", - "var transmit_latency = new Bucket(latency_ns, latency_ns+1);\n", - "var sink = new LatencyOrderSink(transact_latency, transmit_latency);\n", - "var fill_model = new FIFOFillModel(transmit_latency);\n", + "var latency_in = 50_000u;\n", + "var latency_out = 150_000u;\n", + "var latency_iceberg = 6_000_000u;\n", + "var incoming_latency = new Bucket(latency_in, latency_in+1);\n", + "var outgoing_latency = new Bucket(latency_out, latency_out+1);\n", + "var sink = new LatencyOrderSink(incoming_latency, outgoing_latency);\n", + "var fill_model = new FIFOFillModel(outgoing_latency);\n", + "\n", + "//var security_list = new [] {\"ZNZ9\",\"ZNH0\"};\n", + "//var algo_params = \"size=10;tick_size=0.015625,0.015625;hedge_factors=1,-1;profit_ticks=0\";\n", + "var security_list = new [] {\"ZNZ9\",\"ZNZ9-ZNH0\", \"ZNH0\"};\n", + "var algo_params = \"size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,-1,-1;profit_ticks=1\";\n", "var algo_orders = algo_orders(sink, fill_model, \n", " algo_type, algo_params, \n", - " bts.api.Side.Sell, -0.046875, 10, \n", + " bts.api.Side.Undefined, 0.0, 10, \n", + "// bts.api.Side.Sell, -0.046875, 10, \n", " security_list, //must match below\n", - " new[] {z9f, h0f});" + " new[] {z9f, spdf, h0f}, latency_iceberg);\n", + "// new[] {z9f, h0f}, latency_iceberg);" ] }, { "cell_type": "code", - "execution_count": 15, + "execution_count": 35, "metadata": {}, "outputs": [], "source": [ - "var algo_orders_cached = algo_orders.ToArray();\n", + "var algo_orders_cached = algo_orders.ToArray().OrderBy(x => x.order?.TransactTime ?? x.fill.TransactTime, \n", + " HistoricalExtensions.timestamp_comparer);\n", "//var first_pass_fills = algo_orders.Where(x => x.fill != null).Select(x => x.fill);" ] }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 38, "metadata": {}, "outputs": [ { "data": { "text/html": [ - "254" + "60" ] }, "metadata": {}, @@ -229,7 +237,16 @@ { "data": { "text/html": [ - "
indexorderfill
0{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:00.045321Z", our_order_transacttime: "2019-11-25T13:30:00.045171Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
1{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.423607500Z", our_order_transacttime: "2019-11-25T13:30:15.423457500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
2{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
3{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 9, our_order_filled: 1 }<null>
4<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.549788300Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846783978493, tag: <null>, best_bid: 0, best_ask: 0 }
5{ bts.history.Display+OrderDisplay: order_id: 1000829, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.550088300Z", our_order_transacttime: "2019-11-25T13:31:08.549938300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
6{ bts.history.Display+OrderDisplay: order_id: 1000829, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.550088300Z", our_order_transacttime: "2019-11-25T13:31:08.549938300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
7<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.549938300Z", order_id: 1000829, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 518, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
8{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.554532600Z", our_order_transacttime: "2019-11-25T13:31:08.554382600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 1 }<null>
9{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.554532600Z", our_order_transacttime: "2019-11-25T13:31:08.554382600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 11 }<null>
10<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.554382600Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 519, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
11{ bts.history.Display+OrderDisplay: order_id: 1000831, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.554682600Z", our_order_transacttime: "2019-11-25T13:31:08.554532600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
12{ bts.history.Display+OrderDisplay: order_id: 1000831, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.554682600Z", our_order_transacttime: "2019-11-25T13:31:08.554532600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
13<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.554532600Z", order_id: 1000831, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 520, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
14{ bts.history.Display+OrderDisplay: order_id: 1000833, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556822700Z", our_order_transacttime: "2019-11-25T13:31:08.556672700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
15{ bts.history.Display+OrderDisplay: order_id: 1000833, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556822700Z", our_order_transacttime: "2019-11-25T13:31:08.556672700Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
16<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556672700Z", order_id: 1000833, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 521, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
17{ bts.history.Display+OrderDisplay: order_id: 1000835, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.556972700Z", our_order_transacttime: "2019-11-25T13:31:08.556822700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
18{ bts.history.Display+OrderDisplay: order_id: 1000835, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.556972700Z", our_order_transacttime: "2019-11-25T13:31:08.556822700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
19<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556822700Z", order_id: 1000835, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 522, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
20{ bts.history.Display+OrderDisplay: order_id: 1000837, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556952500Z", our_order_transacttime: "2019-11-25T13:31:08.556802500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
21{ bts.history.Display+OrderDisplay: order_id: 1000837, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556952500Z", our_order_transacttime: "2019-11-25T13:31:08.556802500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
22<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556802500Z", order_id: 1000837, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 523, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
23{ bts.history.Display+OrderDisplay: order_id: 1000839, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557102500Z", our_order_transacttime: "2019-11-25T13:31:08.556952500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
24{ bts.history.Display+OrderDisplay: order_id: 1000839, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557102500Z", our_order_transacttime: "2019-11-25T13:31:08.556952500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
25<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556952500Z", order_id: 1000839, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 524, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
26{ bts.history.Display+OrderDisplay: order_id: 1000841, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557124Z", our_order_transacttime: "2019-11-25T13:31:08.556974Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
27{ bts.history.Display+OrderDisplay: order_id: 1000841, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557124Z", our_order_transacttime: "2019-11-25T13:31:08.556974Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
28<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556974Z", order_id: 1000841, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 525, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
29{ bts.history.Display+OrderDisplay: order_id: 1000843, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557274Z", our_order_transacttime: "2019-11-25T13:31:08.557124Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
30{ bts.history.Display+OrderDisplay: order_id: 1000843, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557274Z", our_order_transacttime: "2019-11-25T13:31:08.557124Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
31<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557124Z", order_id: 1000843, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 526, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
32{ bts.history.Display+OrderDisplay: order_id: 1000845, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557548200Z", our_order_transacttime: "2019-11-25T13:31:08.557398200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
33{ bts.history.Display+OrderDisplay: order_id: 1000845, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557548200Z", our_order_transacttime: "2019-11-25T13:31:08.557398200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
34<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557398200Z", order_id: 1000845, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 527, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
35{ bts.history.Display+OrderDisplay: order_id: 1000847, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557698200Z", our_order_transacttime: "2019-11-25T13:31:08.557548200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
36{ bts.history.Display+OrderDisplay: order_id: 1000847, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557698200Z", our_order_transacttime: "2019-11-25T13:31:08.557548200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
37<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557548200Z", order_id: 1000847, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 528, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
38{ bts.history.Display+OrderDisplay: order_id: 1000849, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557709400Z", our_order_transacttime: "2019-11-25T13:31:08.557559400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
39{ bts.history.Display+OrderDisplay: order_id: 1000849, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557709400Z", our_order_transacttime: "2019-11-25T13:31:08.557559400Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
40<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557559400Z", order_id: 1000849, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 529, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
41{ bts.history.Display+OrderDisplay: order_id: 1000851, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557859400Z", our_order_transacttime: "2019-11-25T13:31:08.557709400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
42{ bts.history.Display+OrderDisplay: order_id: 1000851, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557859400Z", our_order_transacttime: "2019-11-25T13:31:08.557709400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
43<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557709400Z", order_id: 1000851, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 530, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
44{ bts.history.Display+OrderDisplay: order_id: 1000853, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557740500Z", our_order_transacttime: "2019-11-25T13:31:08.557590500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
45{ bts.history.Display+OrderDisplay: order_id: 1000853, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557740500Z", our_order_transacttime: "2019-11-25T13:31:08.557590500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
46<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557590500Z", order_id: 1000853, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 531, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
47{ bts.history.Display+OrderDisplay: order_id: 1000855, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557890500Z", our_order_transacttime: "2019-11-25T13:31:08.557740500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
48{ bts.history.Display+OrderDisplay: order_id: 1000855, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557890500Z", our_order_transacttime: "2019-11-25T13:31:08.557740500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
49<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557740500Z", order_id: 1000855, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 532, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
50{ bts.history.Display+OrderDisplay: order_id: 1000857, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557915600Z", our_order_transacttime: "2019-11-25T13:31:08.557765600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
51{ bts.history.Display+OrderDisplay: order_id: 1000857, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557915600Z", our_order_transacttime: "2019-11-25T13:31:08.557765600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
52<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557765600Z", order_id: 1000857, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 533, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
53{ bts.history.Display+OrderDisplay: order_id: 1000859, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558065600Z", our_order_transacttime: "2019-11-25T13:31:08.557915600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
54{ bts.history.Display+OrderDisplay: order_id: 1000859, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558065600Z", our_order_transacttime: "2019-11-25T13:31:08.557915600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
55<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557915600Z", order_id: 1000859, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 534, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
56{ bts.history.Display+OrderDisplay: order_id: 1000861, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.558592Z", our_order_transacttime: "2019-11-25T13:31:08.558442Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
57{ bts.history.Display+OrderDisplay: order_id: 1000861, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.558592Z", our_order_transacttime: "2019-11-25T13:31:08.558442Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
58<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.558442Z", order_id: 1000861, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 535, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
59{ bts.history.Display+OrderDisplay: order_id: 1000863, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558742Z", our_order_transacttime: "2019-11-25T13:31:08.558592Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
60{ bts.history.Display+OrderDisplay: order_id: 1000863, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558742Z", our_order_transacttime: "2019-11-25T13:31:08.558592Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
61<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.558592Z", order_id: 1000863, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 536, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
62{ bts.history.Display+OrderDisplay: order_id: 1000865, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560138200Z", our_order_transacttime: "2019-11-25T13:31:08.559988200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
63{ bts.history.Display+OrderDisplay: order_id: 1000865, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560138200Z", our_order_transacttime: "2019-11-25T13:31:08.559988200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
64<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.559988200Z", order_id: 1000865, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 537, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
65{ bts.history.Display+OrderDisplay: order_id: 1000867, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560288200Z", our_order_transacttime: "2019-11-25T13:31:08.560138200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
66{ bts.history.Display+OrderDisplay: order_id: 1000867, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560288200Z", our_order_transacttime: "2019-11-25T13:31:08.560138200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
67<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560138200Z", order_id: 1000867, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 538, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
68{ bts.history.Display+OrderDisplay: order_id: 1000869, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560283200Z", our_order_transacttime: "2019-11-25T13:31:08.560133200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
69{ bts.history.Display+OrderDisplay: order_id: 1000869, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560283200Z", our_order_transacttime: "2019-11-25T13:31:08.560133200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
70<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560133200Z", order_id: 1000869, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 539, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
71{ bts.history.Display+OrderDisplay: order_id: 1000871, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560433200Z", our_order_transacttime: "2019-11-25T13:31:08.560283200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
72{ bts.history.Display+OrderDisplay: order_id: 1000871, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560433200Z", our_order_transacttime: "2019-11-25T13:31:08.560283200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
73<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560283200Z", order_id: 1000871, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 540, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
74{ bts.history.Display+OrderDisplay: order_id: 1000873, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562216600Z", our_order_transacttime: "2019-11-25T13:31:08.562066600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
75{ bts.history.Display+OrderDisplay: order_id: 1000873, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562216600Z", our_order_transacttime: "2019-11-25T13:31:08.562066600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
76<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562066600Z", order_id: 1000873, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 541, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
77{ bts.history.Display+OrderDisplay: order_id: 1000875, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562366600Z", our_order_transacttime: "2019-11-25T13:31:08.562216600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
78{ bts.history.Display+OrderDisplay: order_id: 1000875, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562366600Z", our_order_transacttime: "2019-11-25T13:31:08.562216600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
79<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562216600Z", order_id: 1000875, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 542, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
80{ bts.history.Display+OrderDisplay: order_id: 1000877, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562289300Z", our_order_transacttime: "2019-11-25T13:31:08.562139300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
81{ bts.history.Display+OrderDisplay: order_id: 1000877, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562289300Z", our_order_transacttime: "2019-11-25T13:31:08.562139300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
82<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562139300Z", order_id: 1000877, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 543, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
83{ bts.history.Display+OrderDisplay: order_id: 1000879, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562439300Z", our_order_transacttime: "2019-11-25T13:31:08.562289300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
84{ bts.history.Display+OrderDisplay: order_id: 1000879, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562439300Z", our_order_transacttime: "2019-11-25T13:31:08.562289300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
85<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562289300Z", order_id: 1000879, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 544, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
86{ bts.history.Display+OrderDisplay: order_id: 1000881, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562461100Z", our_order_transacttime: "2019-11-25T13:31:08.562311100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
87{ bts.history.Display+OrderDisplay: order_id: 1000881, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562461100Z", our_order_transacttime: "2019-11-25T13:31:08.562311100Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
88<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562311100Z", order_id: 1000881, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 545, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
89{ bts.history.Display+OrderDisplay: order_id: 1000883, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562611100Z", our_order_transacttime: "2019-11-25T13:31:08.562461100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
90{ bts.history.Display+OrderDisplay: order_id: 1000883, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562611100Z", our_order_transacttime: "2019-11-25T13:31:08.562461100Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
91<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562461100Z", order_id: 1000883, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 546, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
92{ bts.history.Display+OrderDisplay: order_id: 1000885, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562491300Z", our_order_transacttime: "2019-11-25T13:31:08.562341300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
93{ bts.history.Display+OrderDisplay: order_id: 1000885, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562491300Z", our_order_transacttime: "2019-11-25T13:31:08.562341300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
94<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562341300Z", order_id: 1000885, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 547, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
95{ bts.history.Display+OrderDisplay: order_id: 1000887, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562641300Z", our_order_transacttime: "2019-11-25T13:31:08.562491300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
96{ bts.history.Display+OrderDisplay: order_id: 1000887, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562641300Z", our_order_transacttime: "2019-11-25T13:31:08.562491300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
97<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562491300Z", order_id: 1000887, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 548, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
98{ bts.history.Display+OrderDisplay: order_id: 1000889, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562753200Z", our_order_transacttime: "2019-11-25T13:31:08.562603200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
99{ bts.history.Display+OrderDisplay: order_id: 1000889, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562753200Z", our_order_transacttime: "2019-11-25T13:31:08.562603200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
100<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562603200Z", order_id: 1000889, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 549, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
101{ bts.history.Display+OrderDisplay: order_id: 1000891, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562903200Z", our_order_transacttime: "2019-11-25T13:31:08.562753200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
102{ bts.history.Display+OrderDisplay: order_id: 1000891, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562903200Z", our_order_transacttime: "2019-11-25T13:31:08.562753200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
103<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562753200Z", order_id: 1000891, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 550, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
104{ bts.history.Display+OrderDisplay: order_id: 1000893, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562813200Z", our_order_transacttime: "2019-11-25T13:31:08.562663200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
105{ bts.history.Display+OrderDisplay: order_id: 1000893, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562813200Z", our_order_transacttime: "2019-11-25T13:31:08.562663200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
106<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562663200Z", order_id: 1000893, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 551, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
107{ bts.history.Display+OrderDisplay: order_id: 1000895, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562963200Z", our_order_transacttime: "2019-11-25T13:31:08.562813200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
108{ bts.history.Display+OrderDisplay: order_id: 1000895, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562963200Z", our_order_transacttime: "2019-11-25T13:31:08.562813200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
109<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562813200Z", order_id: 1000895, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 552, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
110{ bts.history.Display+OrderDisplay: order_id: 1000897, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563105200Z", our_order_transacttime: "2019-11-25T13:31:08.562955200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
111{ bts.history.Display+OrderDisplay: order_id: 1000897, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563105200Z", our_order_transacttime: "2019-11-25T13:31:08.562955200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
112<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562955200Z", order_id: 1000897, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 553, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
113{ bts.history.Display+OrderDisplay: order_id: 1000899, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563255200Z", our_order_transacttime: "2019-11-25T13:31:08.563105200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
114{ bts.history.Display+OrderDisplay: order_id: 1000899, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563255200Z", our_order_transacttime: "2019-11-25T13:31:08.563105200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
115<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563105200Z", order_id: 1000899, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 554, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
116{ bts.history.Display+OrderDisplay: order_id: 1000901, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563394300Z", our_order_transacttime: "2019-11-25T13:31:08.563244300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
117{ bts.history.Display+OrderDisplay: order_id: 1000901, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563394300Z", our_order_transacttime: "2019-11-25T13:31:08.563244300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
118<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563244300Z", order_id: 1000901, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 555, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
119{ bts.history.Display+OrderDisplay: order_id: 1000903, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563544300Z", our_order_transacttime: "2019-11-25T13:31:08.563394300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
120{ bts.history.Display+OrderDisplay: order_id: 1000903, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563544300Z", our_order_transacttime: "2019-11-25T13:31:08.563394300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
121<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563394300Z", order_id: 1000903, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 556, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
122{ bts.history.Display+OrderDisplay: order_id: 1000905, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563540200Z", our_order_transacttime: "2019-11-25T13:31:08.563390200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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124<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563390200Z", order_id: 1000905, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 557, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
125{ bts.history.Display+OrderDisplay: order_id: 1000907, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563690200Z", our_order_transacttime: "2019-11-25T13:31:08.563540200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
126{ bts.history.Display+OrderDisplay: order_id: 1000907, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563690200Z", our_order_transacttime: "2019-11-25T13:31:08.563540200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
127<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563540200Z", order_id: 1000907, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 558, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
128{ bts.history.Display+OrderDisplay: order_id: 1000909, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564362700Z", our_order_transacttime: "2019-11-25T13:31:08.564212700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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130<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564212700Z", order_id: 1000909, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 559, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
131{ bts.history.Display+OrderDisplay: order_id: 1000911, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564512700Z", our_order_transacttime: "2019-11-25T13:31:08.564362700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
132{ bts.history.Display+OrderDisplay: order_id: 1000911, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564512700Z", our_order_transacttime: "2019-11-25T13:31:08.564362700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
133<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564362700Z", order_id: 1000911, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 560, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
134{ bts.history.Display+OrderDisplay: order_id: 1000913, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564401Z", our_order_transacttime: "2019-11-25T13:31:08.564251Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
135{ bts.history.Display+OrderDisplay: order_id: 1000913, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564401Z", our_order_transacttime: "2019-11-25T13:31:08.564251Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
136<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564251Z", order_id: 1000913, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 561, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
137{ bts.history.Display+OrderDisplay: order_id: 1000915, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564551Z", our_order_transacttime: "2019-11-25T13:31:08.564401Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
138{ bts.history.Display+OrderDisplay: order_id: 1000915, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564551Z", our_order_transacttime: "2019-11-25T13:31:08.564401Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
139<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564401Z", order_id: 1000915, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 562, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
140{ bts.history.Display+OrderDisplay: order_id: 1000917, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564622500Z", our_order_transacttime: "2019-11-25T13:31:08.564472500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
141{ bts.history.Display+OrderDisplay: order_id: 1000917, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564622500Z", our_order_transacttime: "2019-11-25T13:31:08.564472500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
142<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564472500Z", order_id: 1000917, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 563, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
143{ bts.history.Display+OrderDisplay: order_id: 1000919, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564772500Z", our_order_transacttime: "2019-11-25T13:31:08.564622500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
144{ bts.history.Display+OrderDisplay: order_id: 1000919, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564772500Z", our_order_transacttime: "2019-11-25T13:31:08.564622500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
145<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564622500Z", order_id: 1000919, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 564, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
146{ bts.history.Display+OrderDisplay: order_id: 1000921, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564866Z", our_order_transacttime: "2019-11-25T13:31:08.564716Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
147{ bts.history.Display+OrderDisplay: order_id: 1000921, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564866Z", our_order_transacttime: "2019-11-25T13:31:08.564716Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
148<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564716Z", order_id: 1000921, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 565, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
149{ bts.history.Display+OrderDisplay: order_id: 1000923, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565016Z", our_order_transacttime: "2019-11-25T13:31:08.564866Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
150{ bts.history.Display+OrderDisplay: order_id: 1000923, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565016Z", our_order_transacttime: "2019-11-25T13:31:08.564866Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
151<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564866Z", order_id: 1000923, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 566, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
152{ bts.history.Display+OrderDisplay: order_id: 1000925, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564885700Z", our_order_transacttime: "2019-11-25T13:31:08.564735700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
153{ bts.history.Display+OrderDisplay: order_id: 1000925, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564885700Z", our_order_transacttime: "2019-11-25T13:31:08.564735700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 3, our_order_filled: 7 }<null>
154<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564735700Z", order_id: 1000925, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 7, fill_id: 567, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
155{ bts.history.Display+OrderDisplay: order_id: 1000927, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565035700Z", our_order_transacttime: "2019-11-25T13:31:08.564885700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 7, our_order_filled: 0 }<null>
156{ bts.history.Display+OrderDisplay: order_id: 1000927, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565035700Z", our_order_transacttime: "2019-11-25T13:31:08.564885700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 7 }<null>
157<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564885700Z", order_id: 1000927, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 7, fill_id: 568, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
158{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 8, our_order_filled: 2 }<null>
159<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.553629600Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846782872232, tag: <null>, best_bid: 0, best_ask: 0 }
160{ bts.history.Display+OrderDisplay: order_id: 1000929, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.553929600Z", our_order_transacttime: "2019-11-25T13:31:08.553779600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
161{ bts.history.Display+OrderDisplay: order_id: 1000929, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.553929600Z", our_order_transacttime: "2019-11-25T13:31:08.553779600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 1 }<null>
162<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.553779600Z", order_id: 1000929, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 1, fill_id: 570, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
163{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
164<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.553691900Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 8, fill_id: 846784119686, tag: <null>, best_bid: 0, best_ask: 0 }
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229{ bts.history.Display+OrderDisplay: order_id: 1000951, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:48.324337400Z", our_order_transacttime: "2019-11-25T13:31:48.324187400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 2 }<null>
230<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:48.324187400Z", order_id: 1000951, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 2, fill_id: 586, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
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232<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:32:10.044902100Z", order_id: 1000947, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 2, fill_id: 846784097136, tag: <null>, best_bid: 0, best_ask: 0 }
233{ bts.history.Display+OrderDisplay: order_id: 1000953, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:32:10.045202100Z", our_order_transacttime: "2019-11-25T13:32:10.045052100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 2, our_order_filled: 0 }<null>
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241{ bts.history.Display+OrderDisplay: order_id: 1000957, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:32:13.675612800Z", our_order_transacttime: "2019-11-25T13:32:13.675462800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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264{ bts.history.Display+OrderDisplay: order_id: 1000965, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:35:05.583566200Z", our_order_transacttime: "2019-11-25T13:35:05.583416200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 5, our_order_filled: 0 }<null>
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269{ bts.history.Display+OrderDisplay: order_id: 1000967, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:35:09.453435400Z", our_order_transacttime: "2019-11-25T13:35:09.453285400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 5, our_order_filled: 0 }<null>
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288{ bts.history.Display+OrderDisplay: order_id: 1000977, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:35:50.636383400Z", our_order_transacttime: "2019-11-25T13:35:50.636233400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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418{ bts.history.Display+OrderDisplay: order_id: 1001033, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:25.048209800Z", our_order_transacttime: "2019-11-25T13:42:25.048059800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 3, our_order_filled: 0 }<null>
419{ bts.history.Display+OrderDisplay: order_id: 1001033, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:25.048209800Z", our_order_transacttime: "2019-11-25T13:42:25.048059800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 3 }<null>
420<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:25.048059800Z", order_id: 1001033, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 3, fill_id: 646, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
421{ bts.history.Display+OrderDisplay: order_id: 1001031, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:25.048792600Z", our_order_transacttime: "2019-11-25T13:42:25.048642600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 5, our_order_filled: 3 }<null>
422{ bts.history.Display+OrderDisplay: order_id: 1001031, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:24.574648200Z", our_order_transacttime: "2019-11-25T13:42:24.574498200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 1, our_order_filled: 4 }<null>
423<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:25.056232500Z", order_id: 1001031, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846784099287, tag: <null>, best_bid: 0, best_ask: 0 }
424{ bts.history.Display+OrderDisplay: order_id: 1001035, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:25.056532500Z", our_order_transacttime: "2019-11-25T13:42:25.056382500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 1, our_order_filled: 0 }<null>
425{ bts.history.Display+OrderDisplay: order_id: 1001035, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:25.056532500Z", our_order_transacttime: "2019-11-25T13:42:25.056382500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 1 }<null>
426<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:25.056382500Z", order_id: 1001035, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 1, fill_id: 648, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
427{ bts.history.Display+OrderDisplay: order_id: 1001031, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:25.056866200Z", our_order_transacttime: "2019-11-25T13:42:25.056716200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 5, our_order_filled: 4 }<null>
428{ bts.history.Display+OrderDisplay: order_id: 1001031, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:25.056866200Z", our_order_transacttime: "2019-11-25T13:42:25.056716200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 9 }<null>
429<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:26.519649500Z", order_id: 1001031, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.359375, our_fill_size: 5, fill_id: 846784171906, tag: <null>, best_bid: 0, best_ask: 0 }
430{ bts.history.Display+OrderDisplay: order_id: 1001037, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:26.519949500Z", our_order_transacttime: "2019-11-25T13:42:26.519799500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
431{ bts.history.Display+OrderDisplay: order_id: 1001037, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:26.519949500Z", our_order_transacttime: "2019-11-25T13:42:26.519799500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 5 }<null>
432<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:26.519799500Z", order_id: 1001037, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 650, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
433{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:26.520300600Z", our_order_transacttime: "2019-11-25T13:42:26.520150600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
434{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:40.804635Z", our_order_transacttime: "2019-11-25T13:42:40.804485Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
435{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:40.814760100Z", our_order_transacttime: "2019-11-25T13:42:40.814610100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
436{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:40.804635Z", our_order_transacttime: "2019-11-25T13:42:40.804485Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 6, our_order_filled: 4 }<null>
437<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:42.850860700Z", order_id: 1001039, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 4, fill_id: 846784222027, tag: <null>, best_bid: 0, best_ask: 0 }
438{ bts.history.Display+OrderDisplay: order_id: 1001041, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:42.851160700Z", our_order_transacttime: "2019-11-25T13:42:42.851010700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 4, our_order_filled: 0 }<null>
439{ bts.history.Display+OrderDisplay: order_id: 1001041, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:42.851160700Z", our_order_transacttime: "2019-11-25T13:42:42.851010700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 4 }<null>
440<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:42.851010700Z", order_id: 1001041, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 4, fill_id: 652, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
441{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:40.804635Z", our_order_transacttime: "2019-11-25T13:42:40.804485Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
442<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:42.850860700Z", order_id: 1001039, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 6, fill_id: 846784222040, tag: <null>, best_bid: 0, best_ask: 0 }
443{ bts.history.Display+OrderDisplay: order_id: 1001043, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:42.851160700Z", our_order_transacttime: "2019-11-25T13:42:42.851010700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 6, our_order_filled: 0 }<null>
444{ bts.history.Display+OrderDisplay: order_id: 1001043, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:42:42.851160700Z", our_order_transacttime: "2019-11-25T13:42:42.851010700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 6 }<null>
445<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:42.851010700Z", order_id: 1001043, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 6, fill_id: 654, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
446{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851693600Z", our_order_transacttime: "2019-11-25T13:42:42.851543600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
447{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851693600Z", our_order_transacttime: "2019-11-25T13:42:42.851543600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 5, our_order_filled: 5 }<null>
448<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:08.588330700Z", order_id: 1001045, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.359375, our_fill_size: 5, fill_id: 846784163587, tag: <null>, best_bid: 0, best_ask: 0 }
449{ bts.history.Display+OrderDisplay: order_id: 1001047, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:08.588630700Z", our_order_transacttime: "2019-11-25T13:43:08.588480700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
450{ bts.history.Display+OrderDisplay: order_id: 1001047, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:08.588630700Z", our_order_transacttime: "2019-11-25T13:43:08.588480700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 5 }<null>
451<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:08.588480700Z", order_id: 1001047, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 656, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
452{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851693600Z", our_order_transacttime: "2019-11-25T13:42:42.851543600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 3, our_order_filled: 7 }<null>
453<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:10.657662500Z", order_id: 1001045, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.359375, our_fill_size: 2, fill_id: 846784127676, tag: <null>, best_bid: 0, best_ask: 0 }
454{ bts.history.Display+OrderDisplay: order_id: 1001049, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:10.657962500Z", our_order_transacttime: "2019-11-25T13:43:10.657812500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 2, our_order_filled: 0 }<null>
455{ bts.history.Display+OrderDisplay: order_id: 1001049, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:10.657962500Z", our_order_transacttime: "2019-11-25T13:43:10.657812500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 2 }<null>
456<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:10.657812500Z", order_id: 1001049, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 2, fill_id: 658, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
457{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.109093Z", our_order_transacttime: "2019-11-25T13:43:30.108943Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 7 }<null>
458{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.109093Z", our_order_transacttime: "2019-11-25T13:43:30.108943Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 17 }<null>
459<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.108943Z", order_id: 1001045, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 659, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
460{ bts.history.Display+OrderDisplay: order_id: 1001051, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.109243Z", our_order_transacttime: "2019-11-25T13:43:30.109093Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
461{ bts.history.Display+OrderDisplay: order_id: 1001051, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.109243Z", our_order_transacttime: "2019-11-25T13:43:30.109093Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
462<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.109093Z", order_id: 1001051, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 660, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
463{ bts.history.Display+OrderDisplay: order_id: 1001053, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.111625800Z", our_order_transacttime: "2019-11-25T13:43:30.111475800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
464{ bts.history.Display+OrderDisplay: order_id: 1001053, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.111625800Z", our_order_transacttime: "2019-11-25T13:43:30.111475800Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
465<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.111475800Z", order_id: 1001053, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 661, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
466{ bts.history.Display+OrderDisplay: order_id: 1001055, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.111775800Z", our_order_transacttime: "2019-11-25T13:43:30.111625800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
467{ bts.history.Display+OrderDisplay: order_id: 1001055, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.111775800Z", our_order_transacttime: "2019-11-25T13:43:30.111625800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
468<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.111625800Z", order_id: 1001055, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 662, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
469{ bts.history.Display+OrderDisplay: order_id: 1001057, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112243500Z", our_order_transacttime: "2019-11-25T13:43:30.112093500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
470{ bts.history.Display+OrderDisplay: order_id: 1001057, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112243500Z", our_order_transacttime: "2019-11-25T13:43:30.112093500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
471<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112093500Z", order_id: 1001057, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 663, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
472{ bts.history.Display+OrderDisplay: order_id: 1001059, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112393500Z", our_order_transacttime: "2019-11-25T13:43:30.112243500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
473{ bts.history.Display+OrderDisplay: order_id: 1001059, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112393500Z", our_order_transacttime: "2019-11-25T13:43:30.112243500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
474<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112243500Z", order_id: 1001059, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 664, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
475{ bts.history.Display+OrderDisplay: order_id: 1001061, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112564800Z", our_order_transacttime: "2019-11-25T13:43:30.112414800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
476{ bts.history.Display+OrderDisplay: order_id: 1001061, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112564800Z", our_order_transacttime: "2019-11-25T13:43:30.112414800Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
477<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112414800Z", order_id: 1001061, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 665, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
478{ bts.history.Display+OrderDisplay: order_id: 1001063, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112714800Z", our_order_transacttime: "2019-11-25T13:43:30.112564800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
479{ bts.history.Display+OrderDisplay: order_id: 1001063, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112714800Z", our_order_transacttime: "2019-11-25T13:43:30.112564800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
480<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112564800Z", order_id: 1001063, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 666, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
481{ bts.history.Display+OrderDisplay: order_id: 1001065, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114108300Z", our_order_transacttime: "2019-11-25T13:43:30.113958300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
482{ bts.history.Display+OrderDisplay: order_id: 1001065, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114108300Z", our_order_transacttime: "2019-11-25T13:43:30.113958300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
483<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.113958300Z", order_id: 1001065, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 667, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
484{ bts.history.Display+OrderDisplay: order_id: 1001067, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114258300Z", our_order_transacttime: "2019-11-25T13:43:30.114108300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
485{ bts.history.Display+OrderDisplay: order_id: 1001067, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114258300Z", our_order_transacttime: "2019-11-25T13:43:30.114108300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
486<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114108300Z", order_id: 1001067, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 668, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
487{ bts.history.Display+OrderDisplay: order_id: 1001069, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114493200Z", our_order_transacttime: "2019-11-25T13:43:30.114343200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
488{ bts.history.Display+OrderDisplay: order_id: 1001069, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114493200Z", our_order_transacttime: "2019-11-25T13:43:30.114343200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
489<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114343200Z", order_id: 1001069, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 669, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
490{ bts.history.Display+OrderDisplay: order_id: 1001071, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114643200Z", our_order_transacttime: "2019-11-25T13:43:30.114493200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
491{ bts.history.Display+OrderDisplay: order_id: 1001071, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114643200Z", our_order_transacttime: "2019-11-25T13:43:30.114493200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
492<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114493200Z", order_id: 1001071, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 670, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
493{ bts.history.Display+OrderDisplay: order_id: 1001073, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114997Z", our_order_transacttime: "2019-11-25T13:43:30.114847Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
494{ bts.history.Display+OrderDisplay: order_id: 1001073, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114997Z", our_order_transacttime: "2019-11-25T13:43:30.114847Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
495<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114847Z", order_id: 1001073, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 671, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
496{ bts.history.Display+OrderDisplay: order_id: 1001075, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.115147Z", our_order_transacttime: "2019-11-25T13:43:30.114997Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
497{ bts.history.Display+OrderDisplay: order_id: 1001075, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.115147Z", our_order_transacttime: "2019-11-25T13:43:30.114997Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
498<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114997Z", order_id: 1001075, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 672, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
499{ bts.history.Display+OrderDisplay: order_id: 1001077, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.116597300Z", our_order_transacttime: "2019-11-25T13:43:30.116447300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
500{ bts.history.Display+OrderDisplay: order_id: 1001077, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.116597300Z", our_order_transacttime: "2019-11-25T13:43:30.116447300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
501<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.116447300Z", order_id: 1001077, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 673, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
502{ bts.history.Display+OrderDisplay: order_id: 1001079, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.116747300Z", our_order_transacttime: "2019-11-25T13:43:30.116597300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
503{ bts.history.Display+OrderDisplay: order_id: 1001079, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.116747300Z", our_order_transacttime: "2019-11-25T13:43:30.116597300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
504<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.116597300Z", order_id: 1001079, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 674, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
505{ bts.history.Display+OrderDisplay: order_id: 1001081, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.117829500Z", our_order_transacttime: "2019-11-25T13:43:30.117679500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
506{ bts.history.Display+OrderDisplay: order_id: 1001081, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.117829500Z", our_order_transacttime: "2019-11-25T13:43:30.117679500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
507<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117679500Z", order_id: 1001081, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 675, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
508{ bts.history.Display+OrderDisplay: order_id: 1001083, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.117979500Z", our_order_transacttime: "2019-11-25T13:43:30.117829500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
509{ bts.history.Display+OrderDisplay: order_id: 1001083, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.117979500Z", our_order_transacttime: "2019-11-25T13:43:30.117829500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
510<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117829500Z", order_id: 1001083, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 676, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
511{ bts.history.Display+OrderDisplay: order_id: 1001085, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118075600Z", our_order_transacttime: "2019-11-25T13:43:30.117925600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
512{ bts.history.Display+OrderDisplay: order_id: 1001085, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118075600Z", our_order_transacttime: "2019-11-25T13:43:30.117925600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
513<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117925600Z", order_id: 1001085, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 677, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
514{ bts.history.Display+OrderDisplay: order_id: 1001087, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118225600Z", our_order_transacttime: "2019-11-25T13:43:30.118075600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
515{ bts.history.Display+OrderDisplay: order_id: 1001087, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118225600Z", our_order_transacttime: "2019-11-25T13:43:30.118075600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
516<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.118075600Z", order_id: 1001087, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 678, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
517{ bts.history.Display+OrderDisplay: order_id: 1001089, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118202800Z", our_order_transacttime: "2019-11-25T13:43:30.118052800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
518{ bts.history.Display+OrderDisplay: order_id: 1001089, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118202800Z", our_order_transacttime: "2019-11-25T13:43:30.118052800Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
519<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.118052800Z", order_id: 1001089, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 679, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
520{ bts.history.Display+OrderDisplay: order_id: 1001091, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118352800Z", our_order_transacttime: "2019-11-25T13:43:30.118202800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
521{ bts.history.Display+OrderDisplay: order_id: 1001091, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118352800Z", our_order_transacttime: "2019-11-25T13:43:30.118202800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
522<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.118202800Z", order_id: 1001091, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 680, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
523{ bts.history.Display+OrderDisplay: order_id: 1001093, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118463100Z", our_order_transacttime: "2019-11-25T13:43:30.118313100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
524{ bts.history.Display+OrderDisplay: order_id: 1001093, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.204745800Z", our_order_transacttime: "2019-11-25T13:43:30.204595800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
525{ bts.history.Display+OrderDisplay: order_id: 1001093, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118463100Z", our_order_transacttime: "2019-11-25T13:43:30.118313100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 5, our_order_filled: 5 }<null>
526<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.783951400Z", order_id: 1001093, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 5, fill_id: 846784230131, tag: <null>, best_bid: 0, best_ask: 0 }
527{ bts.history.Display+OrderDisplay: order_id: 1001095, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784251400Z", our_order_transacttime: "2019-11-25T13:43:32.784101400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
528{ bts.history.Display+OrderDisplay: order_id: 1001095, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784251400Z", our_order_transacttime: "2019-11-25T13:43:32.784101400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 5 }<null>
529<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.784101400Z", order_id: 1001095, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 682, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
530{ bts.history.Display+OrderDisplay: order_id: 1001093, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:32.787029800Z", our_order_transacttime: "2019-11-25T13:43:32.786879800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 5 }<null>
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532<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.784620500Z", order_id: 1001093, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 5, fill_id: 846784230131, tag: <null>, best_bid: 0, best_ask: 0 }
533{ bts.history.Display+OrderDisplay: order_id: 1001097, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784920500Z", our_order_transacttime: "2019-11-25T13:43:32.784770500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
534{ bts.history.Display+OrderDisplay: order_id: 1001097, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784920500Z", our_order_transacttime: "2019-11-25T13:43:32.784770500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 5 }<null>
535<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.784770500Z", order_id: 1001097, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 684, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
536{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:32.789111700Z", our_order_transacttime: "2019-11-25T13:43:32.788961700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
537{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:37.331721900Z", our_order_transacttime: "2019-11-25T13:43:37.331571900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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539{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:37.564389Z", our_order_transacttime: "2019-11-25T13:43:37.564239Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
540{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:37.564535900Z", our_order_transacttime: "2019-11-25T13:43:37.564385900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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670{ bts.history.Display+OrderDisplay: order_id: 1001151, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:50:20.493056900Z", our_order_transacttime: "2019-11-25T13:50:20.492906900Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
671<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:50:20.492906900Z", order_id: 1001151, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 724, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
672{ bts.history.Display+OrderDisplay: order_id: 1001143, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:49:08.427531700Z", our_order_transacttime: "2019-11-25T13:49:08.427381700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 4, our_order_filled: 13 }<null>
673<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:50:40.516668500Z", order_id: 1001143, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846784275060, tag: <null>, best_bid: 0, best_ask: 0 }
674{ bts.history.Display+OrderDisplay: order_id: 1001153, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:50:40.516968500Z", our_order_transacttime: "2019-11-25T13:50:40.516818500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
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676<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:50:40.516818500Z", order_id: 1001153, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 726, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
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678<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:01.500057600Z", order_id: 1001143, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846784275060, tag: <null>, best_bid: 0, best_ask: 0 }
679{ bts.history.Display+OrderDisplay: order_id: 1001155, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:51:01.500357600Z", our_order_transacttime: "2019-11-25T13:51:01.500207600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
680{ bts.history.Display+OrderDisplay: order_id: 1001155, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:51:01.500357600Z", our_order_transacttime: "2019-11-25T13:51:01.500207600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
681<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:01.500207600Z", order_id: 1001155, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 728, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
682{ bts.history.Display+OrderDisplay: order_id: 1001143, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:51:24.778098400Z", our_order_transacttime: "2019-11-25T13:51:24.777948400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 14 }<null>
683{ bts.history.Display+OrderDisplay: order_id: 1001143, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:49:08.427531700Z", our_order_transacttime: "2019-11-25T13:49:08.427381700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 2, our_order_filled: 15 }<null>
684<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:24.795031100Z", order_id: 1001143, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846784274822, tag: <null>, best_bid: 0, best_ask: 0 }
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686{ bts.history.Display+OrderDisplay: order_id: 1001157, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:51:24.795331100Z", our_order_transacttime: "2019-11-25T13:51:24.795181100Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 1 }<null>
687<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:24.795181100Z", order_id: 1001157, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 1, fill_id: 730, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
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690<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:24.841151500Z", order_id: 1001143, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 2, fill_id: 846784286569, tag: <null>, best_bid: 0, best_ask: 0 }
691{ bts.history.Display+OrderDisplay: order_id: 1001159, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:51:24.841451500Z", our_order_transacttime: "2019-11-25T13:51:24.841301500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 2, our_order_filled: 0 }<null>
692{ bts.history.Display+OrderDisplay: order_id: 1001159, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:51:24.841451500Z", our_order_transacttime: "2019-11-25T13:51:24.841301500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 2 }<null>
693<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:51:24.841301500Z", order_id: 1001159, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 2, fill_id: 732, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
694{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:51:24.843778900Z", our_order_transacttime: "2019-11-25T13:51:24.843628900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
695{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:51:45.491319800Z", our_order_transacttime: "2019-11-25T13:51:45.491169800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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697{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:51:46.124288400Z", our_order_transacttime: "2019-11-25T13:51:46.124138400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
698{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:54:31.041641100Z", our_order_transacttime: "2019-11-25T13:54:31.041491100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
699{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:54:41.263502500Z", our_order_transacttime: "2019-11-25T13:54:41.263352500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
700{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:55:52.738223100Z", our_order_transacttime: "2019-11-25T13:55:52.738073100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
701{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:55:52.957981600Z", our_order_transacttime: "2019-11-25T13:55:52.957831600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
702{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:55:52.971360900Z", our_order_transacttime: "2019-11-25T13:55:52.971210900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
703{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.739726400Z", our_order_transacttime: "2019-11-25T13:56:21.739576400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
704{ bts.history.Display+OrderDisplay: order_id: 1001161, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.739726400Z", our_order_transacttime: "2019-11-25T13:56:21.739576400Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.40625, our_order_size: 0, our_order_filled: 10 }<null>
705<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.739576400Z", order_id: 1001161, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.40625, our_fill_size: 10, fill_id: 733, tag: CROSS, best_bid: 129.390625, best_ask: 129.40625 }
706{ bts.history.Display+OrderDisplay: order_id: 1001163, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.739876400Z", our_order_transacttime: "2019-11-25T13:56:21.739726400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
707{ bts.history.Display+OrderDisplay: order_id: 1001163, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.739876400Z", our_order_transacttime: "2019-11-25T13:56:21.739726400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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709{ bts.history.Display+OrderDisplay: order_id: 1001165, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.740030700Z", our_order_transacttime: "2019-11-25T13:56:21.739880700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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711<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.739880700Z", order_id: 1001165, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.40625, our_fill_size: 10, fill_id: 735, tag: CROSS, best_bid: 129.390625, best_ask: 129.40625 }
712{ bts.history.Display+OrderDisplay: order_id: 1001167, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.740180700Z", our_order_transacttime: "2019-11-25T13:56:21.740030700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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715{ bts.history.Display+OrderDisplay: order_id: 1001169, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.740311500Z", our_order_transacttime: "2019-11-25T13:56:21.740161500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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728{ bts.history.Display+OrderDisplay: order_id: 1001177, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741228100Z", our_order_transacttime: "2019-11-25T13:56:21.741078100Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.40625, our_order_size: 0, our_order_filled: 10 }<null>
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730{ bts.history.Display+OrderDisplay: order_id: 1001179, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741378100Z", our_order_transacttime: "2019-11-25T13:56:21.741228100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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732<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.741228100Z", order_id: 1001179, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.359375, our_fill_size: 10, fill_id: 742, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
733{ bts.history.Display+OrderDisplay: order_id: 1001181, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741369500Z", our_order_transacttime: "2019-11-25T13:56:21.741219500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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739{ bts.history.Display+OrderDisplay: order_id: 1001185, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741502Z", our_order_transacttime: "2019-11-25T13:56:21.741352Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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745{ bts.history.Display+OrderDisplay: order_id: 1001189, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741781600Z", our_order_transacttime: "2019-11-25T13:56:21.741631600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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751{ bts.history.Display+OrderDisplay: order_id: 1001193, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.742136300Z", our_order_transacttime: "2019-11-25T13:56:21.741986300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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754{ bts.history.Display+OrderDisplay: order_id: 1001195, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.742286300Z", our_order_transacttime: "2019-11-25T13:56:21.742136300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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757{ bts.history.Display+OrderDisplay: order_id: 1001197, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.742522400Z", our_order_transacttime: "2019-11-25T13:56:21.742372400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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760{ bts.history.Display+OrderDisplay: order_id: 1001199, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.769370700Z", our_order_transacttime: "2019-11-25T13:56:21.769220700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
761{ bts.history.Display+OrderDisplay: order_id: 1001199, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.769370700Z", our_order_transacttime: "2019-11-25T13:56:21.769220700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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763{ bts.history.Display+OrderDisplay: order_id: 1001201, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.770189700Z", our_order_transacttime: "2019-11-25T13:56:21.770039700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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766{ bts.history.Display+OrderDisplay: order_id: 1001203, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.790510300Z", our_order_transacttime: "2019-11-25T13:56:21.790360300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
767{ bts.history.Display+OrderDisplay: order_id: 1001203, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.790510300Z", our_order_transacttime: "2019-11-25T13:56:21.790360300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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769{ bts.history.Display+OrderDisplay: order_id: 1001205, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.791263600Z", our_order_transacttime: "2019-11-25T13:56:21.791113600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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773{ bts.history.Display+OrderDisplay: order_id: 1001207, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.791735300Z", our_order_transacttime: "2019-11-25T13:56:21.791585300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
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776{ bts.history.Display+OrderDisplay: order_id: 1001209, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.794027Z", our_order_transacttime: "2019-11-25T13:56:21.793877Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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779{ bts.history.Display+OrderDisplay: order_id: 1001211, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.812754600Z", our_order_transacttime: "2019-11-25T13:56:21.812604600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 3, our_order_filled: 0 }<null>
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782{ bts.history.Display+OrderDisplay: order_id: 1001209, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:22.950638200Z", our_order_transacttime: "2019-11-25T13:56:22.950488200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 3 }<null>
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785{ bts.history.Display+OrderDisplay: order_id: 1001213, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:22.950788200Z", our_order_transacttime: "2019-11-25T13:56:22.950638200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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788{ bts.history.Display+OrderDisplay: order_id: 1001215, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:22.950954800Z", our_order_transacttime: "2019-11-25T13:56:22.950804800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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791{ bts.history.Display+OrderDisplay: order_id: 1001217, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:22.951104800Z", our_order_transacttime: "2019-11-25T13:56:22.950954800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
792{ bts.history.Display+OrderDisplay: order_id: 1001217, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:22.951104800Z", our_order_transacttime: "2019-11-25T13:56:22.950954800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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170{ bts.history.Display+OrderDisplay: order_id: 1000363, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:41:33.772182Z", our_order_transacttime: "2019-11-25T13:41:33.772032Z", our_order_side: Buy, our_order_status: Canceled, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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212{ bts.history.Display+OrderDisplay: order_id: 1000381, security_desc: ZNZ9-ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851759600Z", our_order_transacttime: "2019-11-25T13:42:42.851609600Z", our_order_side: Buy, our_order_status: Working, our_order_price: -0.046875, our_order_size: 3, our_order_filled: 0 }<null>
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222{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:43.130414400Z", our_order_transacttime: "2019-11-25T13:42:43.130264400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
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224{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.108993Z", our_order_transacttime: "2019-11-25T13:43:30.108843Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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282{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:49:08.427431700Z", our_order_transacttime: "2019-11-25T13:49:08.427281700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 1 }<null>
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406{ bts.history.Display+OrderDisplay: order_id: 1000387, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.932182500Z", our_order_transacttime: "2019-11-25T13:59:14.932032500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
407{ bts.history.Display+OrderDisplay: order_id: 1000387, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.936563900Z", our_order_transacttime: "2019-11-25T13:59:14.936413900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
408{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.936957500Z", our_order_transacttime: "2019-11-25T13:59:14.936807500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 4 }<null>
409{ bts.history.Display+OrderDisplay: order_id: 1000387, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:55.035491900Z", our_order_transacttime: "2019-11-25T13:59:55.035341900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.484375, our_order_size: 10, our_order_filled: 0 }<null>
410{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:55.035491900Z", our_order_transacttime: "2019-11-25T13:59:55.035341900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.421875, our_order_size: 10, our_order_filled: 4 }<null>
411{ bts.history.Display+OrderDisplay: order_id: 1000387, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:58.963437Z", our_order_transacttime: "2019-11-25T13:59:58.963287Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
412{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:58.963437Z", our_order_transacttime: "2019-11-25T13:59:58.963287Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 4 }<null>
413{ bts.history.Display+OrderDisplay: order_id: 1000387, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:59.940300400Z", our_order_transacttime: "2019-11-25T13:59:59.940150400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.484375, our_order_size: 10, our_order_filled: 0 }<null>
414{ bts.history.Display+OrderDisplay: order_id: 1000388, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:59.940300400Z", our_order_transacttime: "2019-11-25T13:59:59.940150400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.421875, our_order_size: 10, our_order_filled: 4 }<null>
" ] }, "metadata": {}, @@ -237,7 +254,8 @@ } ], "source": [ - "display(algo_orders.Where(x => x.fill != null).Count());\n", + "display(algo_orders_cached.Where(x => x.fill != null).Sum(x => (int)x.fill.size) / 3.0);\n", + "display(algo_orders_cached.Where(x => x.fill != null).Count() / 3.0);\n", "display(algo_orders_cached.Select(x => new Display(x)).Take(1000));" ] }, @@ -250,7 +268,7 @@ }, { "cell_type": "code", - "execution_count": null, + "execution_count": 10, "metadata": {}, "outputs": [], "source": [ @@ -259,13 +277,13 @@ }, { "cell_type": "code", - "execution_count": 24, + "execution_count": 18, "metadata": {}, "outputs": [ { "data": { "text/html": [ - "
indexOrderUpdateActionOrderIdSecurityIdSecurityDescMdOrderPriorityMdEntryPxMdPriceLevelMdDisplayQtyLastQtyMdEntryTypeReferenceIdTradeDateMsgSeqNumSendingTimeTransactTimeMdEntryOrderEntry
0{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.3751100{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4730321{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689722, Nanos: 406289900 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689722, Nanos: 400046700 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 501661, MdEntryPx: 129.375, MdEntrySize: 247, NumberOfOrders: 41, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 10 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 10, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 48 }, ReferenceId: 1, LastQty: 0 }
1{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375090{ bts.history.MDEntryType: value__: 48 }0{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4734764{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689737, Nanos: 372592200 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689737, Nanos: 372317400 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 0, MdEntryPx: 129.375, MdEntrySize: 0, NumberOfOrders: 0, MdPriceLevel: 0, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 9 }<null>
2{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375170{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4744325{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689757, Nanos: 675288100 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689757, Nanos: 675018600 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 502622, MdEntryPx: 129.375, MdEntrySize: 1183, NumberOfOrders: 97, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 7 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 7, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
3{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375150{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4751448{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689779, Nanos: 671983500 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689779, Nanos: 671732500 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503018, MdEntryPx: 129.375, MdEntrySize: 1169, NumberOfOrders: 95, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 5 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 5, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
4{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375130{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4756115{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689800, Nanos: 378105200 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689800, Nanos: 377818600 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503264, MdEntryPx: 129.375, MdEntrySize: 1169, NumberOfOrders: 97, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 3 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 3, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
5{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375120{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4759399{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689820, Nanos: 493025700 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689820, Nanos: 492756900 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503526, MdEntryPx: 129.375, MdEntrySize: 1196, NumberOfOrders: 106, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 2 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 2, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
6{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375110{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4761635{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689840, Nanos: 516947000 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689840, Nanos: 516668500 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503635, MdEntryPx: 129.375, MdEntrySize: 1190, NumberOfOrders: 105, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 1 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 1, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
7{ bts.history.MDUpdateAction: value__: 49 }846784275060771691ZNH012365464626129.375110{ bts.history.MDEntryType: value__: 48 }1{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574640000, Nanos: 0 }4769082{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689861, Nanos: 500396000 }{ Google.Protobuf.WellKnownTypes.Timestamp: Seconds: 1574689861, Nanos: 500057600 }{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 504140, MdEntryPx: 129.375, MdEntrySize: 1187, NumberOfOrders: 107, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 1 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 1, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 50 }, ReferenceId: 1, LastQty: 0 }
" + "
indexOrderUpdateActionOrderIdSecurityDescMdOrderPriorityMdEntryPxMdPriceLevelMdDisplayQtyLastQtyMdEntryTypeTradeDateMsgSeqNumSendingTimeTransactTimeMdEntryOrderEntry
0New846784119686ZNH012365190692129.359375280Bid"2019-11-25T00:00:00Z"4361037"2019-11-25T13:30:20.470246800Z""2019-11-25T13:30:20.470147Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 463670, MdEntryPx: 129.359375, MdEntrySize: 1590, NumberOfOrders: 105, MdPriceLevel: 2, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784119686, MdOrderPriority: 12365190692, MdDisplayQty: 8 }{ bts.history.OrderIDEntry: OrderId: 846784119686, MdDisplayQty: 8, MdOrderPriority: 12365190692, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 48 }, ReferenceId: 1, LastQty: 0 }
1Delete846784119686ZNH012365190692129.359375280Bid"2019-11-25T00:00:00Z"4374305"2019-11-25T13:31:08.565352Z""2019-11-25T13:31:08.553691900Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 464774, MdEntryPx: 129.359375, MdEntrySize: 1816, NumberOfOrders: 105, MdPriceLevel: 2, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784119686, MdOrderPriority: 12365190692, MdDisplayQty: 8 }{ bts.history.OrderIDEntry: OrderId: 846784119686, MdDisplayQty: 8, MdOrderPriority: 12365190692, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 50 }, ReferenceId: 1, LastQty: 0 }
" ] }, "metadata": {}, @@ -291,13 +309,16 @@ " public uint LastQty =>_res.LastQty;\n", " public string MdEntryType => _res.MdEntryType.ToString(); \n", " public string TradeDate => _res.TradeDate.ToString();\n", + " public uint MsgSeqNum => _res.MsgSeqNum;\n", " public string SendingTime => _res.SendingTime.ToString();\n", " public string TransactTime => _res.TransactTime.ToString();\n", " \n", + " public MDEntry MdEntry => _res.MdEntry;\n", + " public OrderIDEntry OrderEntry => _res.OrderEntry;\n", " \n", " }\n", "//display(exchange_orders.Skip(20000).Take(100));\n", - "display(exchange_orders.Where(x => x.OrderId == 846784275060)) //.Select(x => new MBODisplay(x)));" + "display(exchange_orders.Where(x => x.OrderId == 846784119686).Select(x => new MBODisplay(x)));" ] }, { @@ -355,7 +376,7 @@ "metadata": {}, "outputs": [], "source": [ - "//var h0trades = h0f.Where(x => x.Trade != null && x.sending_time > new DateTime(2019, 11, 25, 13, 30, 0 , 0));" + "var h0trades = h0f.Where(x => x.Trade != null && x.sending_time > new DateTime(2019, 11, 25, 13, 30, 0 , 0));" ] }, { diff --git a/src/client/spark_historical/Notebooks/roll_query.ipynb b/src/client/spark_historical/Notebooks/roll_query.ipynb index 64f53b2b1..60b95225b 100644 --- a/src/client/spark_historical/Notebooks/roll_query.ipynb +++ b/src/client/spark_historical/Notebooks/roll_query.ipynb @@ -165,7 +165,7 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": null, "metadata": {}, "outputs": [], "source": [] @@ -179,48 +179,56 @@ }, { "cell_type": "code", - "execution_count": 14, + "execution_count": 21, "metadata": { "scrolled": true }, "outputs": [], "source": [ - "var security_list = new [] {\"ZNZ9\",\"ZNH0\"};\n", "//quotes the last leg\n", "var algo_type = typeof(Spreader);\n", - "var algo_params = \"size=10;tick_size=0.015625,0.015625;hedge_factors=1,-1;profit_ticks=0\";\n", "\n", - "var latency_ns = 150_000u;\n", - "var transact_latency = new Bucket(latency_ns, latency_ns+1);\n", - "var transmit_latency = new Bucket(latency_ns, latency_ns+1);\n", - "var sink = new LatencyOrderSink(transact_latency, transmit_latency);\n", - "var fill_model = new FIFOFillModel(transmit_latency);\n", + "var latency_in = 10_000u;\n", + "var latency_out = 50_000u;\n", + "var latency_iceberg = 6_000_000u;\n", + "var incoming_latency = new Bucket(latency_in, latency_in+1);\n", + "var outgoing_latency = new Bucket(latency_out, latency_out+1);\n", + "var sink = new LatencyOrderSink(incoming_latency, outgoing_latency);\n", + "var fill_model = new FIFOFillModel(outgoing_latency);\n", + "\n", + "//var security_list = new [] {\"ZNZ9\",\"ZNH0\"};\n", + "//var algo_params = \"size=10;tick_size=0.015625,0.015625;hedge_factors=1,-1;profit_ticks=0\";\n", + "var security_list = new [] {\"ZNZ9\",\"ZNZ9-ZNH0\", \"ZNH0\"};\n", + "var algo_params = \"size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,-1,-1;profit_ticks=1\";\n", "var algo_orders = algo_orders(sink, fill_model, \n", " algo_type, algo_params, \n", - " bts.api.Side.Sell, -0.046875, 10, \n", + " bts.api.Side.Undefined, 0.0, 10, \n", + "// bts.api.Side.Sell, -0.046875, 10, \n", " security_list, //must match below\n", - " new[] {z9f, h0f});" + " new[] {z9f, spdf, h0f}, latency_iceberg);\n", + "// new[] {z9f, h0f}, latency_iceberg);" ] }, { "cell_type": "code", - "execution_count": 15, + "execution_count": 22, "metadata": {}, "outputs": [], "source": [ - "var algo_orders_cached = algo_orders.ToArray();\n", + "var algo_orders_cached = algo_orders.ToArray().OrderBy(x => x.order?.TransactTime ?? x.fill.TransactTime, \n", + " HistoricalExtensions.timestamp_comparer);\n", "//var first_pass_fills = algo_orders.Where(x => x.fill != null).Select(x => x.fill);" ] }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 23, "metadata": {}, "outputs": [ { "data": { "text/html": [ - "254" + "63" ] }, "metadata": {}, @@ -229,7 +237,16 @@ { "data": { "text/html": [ - "
indexorderfill
0{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:00.045321Z", our_order_transacttime: "2019-11-25T13:30:00.045171Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
1{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.423607500Z", our_order_transacttime: "2019-11-25T13:30:15.423457500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
2{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
3{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:30:15.433081500Z", our_order_transacttime: "2019-11-25T13:30:15.432931500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 9, our_order_filled: 1 }<null>
4<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.549788300Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 1, fill_id: 846783978493, tag: <null>, best_bid: 0, best_ask: 0 }
5{ bts.history.Display+OrderDisplay: order_id: 1000829, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.550088300Z", our_order_transacttime: "2019-11-25T13:31:08.549938300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
6{ bts.history.Display+OrderDisplay: order_id: 1000829, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.550088300Z", our_order_transacttime: "2019-11-25T13:31:08.549938300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
7<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.549938300Z", order_id: 1000829, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 518, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
8{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.554532600Z", our_order_transacttime: "2019-11-25T13:31:08.554382600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 1 }<null>
9{ bts.history.Display+OrderDisplay: order_id: 1000827, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.554532600Z", our_order_transacttime: "2019-11-25T13:31:08.554382600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 11 }<null>
10<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.554382600Z", order_id: 1000827, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 519, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
11{ bts.history.Display+OrderDisplay: order_id: 1000831, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.554682600Z", our_order_transacttime: "2019-11-25T13:31:08.554532600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
12{ bts.history.Display+OrderDisplay: order_id: 1000831, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.554682600Z", our_order_transacttime: "2019-11-25T13:31:08.554532600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
13<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.554532600Z", order_id: 1000831, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 520, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
14{ bts.history.Display+OrderDisplay: order_id: 1000833, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556822700Z", our_order_transacttime: "2019-11-25T13:31:08.556672700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
15{ bts.history.Display+OrderDisplay: order_id: 1000833, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556822700Z", our_order_transacttime: "2019-11-25T13:31:08.556672700Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
16<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556672700Z", order_id: 1000833, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 521, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
17{ bts.history.Display+OrderDisplay: order_id: 1000835, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.556972700Z", our_order_transacttime: "2019-11-25T13:31:08.556822700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
18{ bts.history.Display+OrderDisplay: order_id: 1000835, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.556972700Z", our_order_transacttime: "2019-11-25T13:31:08.556822700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
19<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556822700Z", order_id: 1000835, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 522, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
20{ bts.history.Display+OrderDisplay: order_id: 1000837, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556952500Z", our_order_transacttime: "2019-11-25T13:31:08.556802500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
21{ bts.history.Display+OrderDisplay: order_id: 1000837, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.556952500Z", our_order_transacttime: "2019-11-25T13:31:08.556802500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
22<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556802500Z", order_id: 1000837, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 523, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
23{ bts.history.Display+OrderDisplay: order_id: 1000839, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557102500Z", our_order_transacttime: "2019-11-25T13:31:08.556952500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
24{ bts.history.Display+OrderDisplay: order_id: 1000839, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557102500Z", our_order_transacttime: "2019-11-25T13:31:08.556952500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
25<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556952500Z", order_id: 1000839, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 524, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
26{ bts.history.Display+OrderDisplay: order_id: 1000841, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557124Z", our_order_transacttime: "2019-11-25T13:31:08.556974Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
27{ bts.history.Display+OrderDisplay: order_id: 1000841, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557124Z", our_order_transacttime: "2019-11-25T13:31:08.556974Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
28<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.556974Z", order_id: 1000841, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 525, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
29{ bts.history.Display+OrderDisplay: order_id: 1000843, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557274Z", our_order_transacttime: "2019-11-25T13:31:08.557124Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
30{ bts.history.Display+OrderDisplay: order_id: 1000843, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557274Z", our_order_transacttime: "2019-11-25T13:31:08.557124Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
31<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557124Z", order_id: 1000843, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 526, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
32{ bts.history.Display+OrderDisplay: order_id: 1000845, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557548200Z", our_order_transacttime: "2019-11-25T13:31:08.557398200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
33{ bts.history.Display+OrderDisplay: order_id: 1000845, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557548200Z", our_order_transacttime: "2019-11-25T13:31:08.557398200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
34<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557398200Z", order_id: 1000845, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 527, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
35{ bts.history.Display+OrderDisplay: order_id: 1000847, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557698200Z", our_order_transacttime: "2019-11-25T13:31:08.557548200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
36{ bts.history.Display+OrderDisplay: order_id: 1000847, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557698200Z", our_order_transacttime: "2019-11-25T13:31:08.557548200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
37<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557548200Z", order_id: 1000847, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 528, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
38{ bts.history.Display+OrderDisplay: order_id: 1000849, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557709400Z", our_order_transacttime: "2019-11-25T13:31:08.557559400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
39{ bts.history.Display+OrderDisplay: order_id: 1000849, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557709400Z", our_order_transacttime: "2019-11-25T13:31:08.557559400Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
40<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557559400Z", order_id: 1000849, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 529, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
41{ bts.history.Display+OrderDisplay: order_id: 1000851, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557859400Z", our_order_transacttime: "2019-11-25T13:31:08.557709400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
42{ bts.history.Display+OrderDisplay: order_id: 1000851, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557859400Z", our_order_transacttime: "2019-11-25T13:31:08.557709400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
43<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557709400Z", order_id: 1000851, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 530, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
44{ bts.history.Display+OrderDisplay: order_id: 1000853, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557740500Z", our_order_transacttime: "2019-11-25T13:31:08.557590500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
45{ bts.history.Display+OrderDisplay: order_id: 1000853, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557740500Z", our_order_transacttime: "2019-11-25T13:31:08.557590500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
46<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557590500Z", order_id: 1000853, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 531, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
47{ bts.history.Display+OrderDisplay: order_id: 1000855, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557890500Z", our_order_transacttime: "2019-11-25T13:31:08.557740500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
48{ bts.history.Display+OrderDisplay: order_id: 1000855, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.557890500Z", our_order_transacttime: "2019-11-25T13:31:08.557740500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
49<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557740500Z", order_id: 1000855, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 532, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
50{ bts.history.Display+OrderDisplay: order_id: 1000857, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557915600Z", our_order_transacttime: "2019-11-25T13:31:08.557765600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
51{ bts.history.Display+OrderDisplay: order_id: 1000857, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.557915600Z", our_order_transacttime: "2019-11-25T13:31:08.557765600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
52<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557765600Z", order_id: 1000857, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 533, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
53{ bts.history.Display+OrderDisplay: order_id: 1000859, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558065600Z", our_order_transacttime: "2019-11-25T13:31:08.557915600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
54{ bts.history.Display+OrderDisplay: order_id: 1000859, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558065600Z", our_order_transacttime: "2019-11-25T13:31:08.557915600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
55<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.557915600Z", order_id: 1000859, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 534, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
56{ bts.history.Display+OrderDisplay: order_id: 1000861, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.558592Z", our_order_transacttime: "2019-11-25T13:31:08.558442Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
57{ bts.history.Display+OrderDisplay: order_id: 1000861, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.558592Z", our_order_transacttime: "2019-11-25T13:31:08.558442Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
58<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.558442Z", order_id: 1000861, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 535, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
59{ bts.history.Display+OrderDisplay: order_id: 1000863, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558742Z", our_order_transacttime: "2019-11-25T13:31:08.558592Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
60{ bts.history.Display+OrderDisplay: order_id: 1000863, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.558742Z", our_order_transacttime: "2019-11-25T13:31:08.558592Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
61<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.558592Z", order_id: 1000863, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 536, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
62{ bts.history.Display+OrderDisplay: order_id: 1000865, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560138200Z", our_order_transacttime: "2019-11-25T13:31:08.559988200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
63{ bts.history.Display+OrderDisplay: order_id: 1000865, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560138200Z", our_order_transacttime: "2019-11-25T13:31:08.559988200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
64<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.559988200Z", order_id: 1000865, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 537, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
65{ bts.history.Display+OrderDisplay: order_id: 1000867, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560288200Z", our_order_transacttime: "2019-11-25T13:31:08.560138200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
66{ bts.history.Display+OrderDisplay: order_id: 1000867, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560288200Z", our_order_transacttime: "2019-11-25T13:31:08.560138200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
67<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560138200Z", order_id: 1000867, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 538, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
68{ bts.history.Display+OrderDisplay: order_id: 1000869, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560283200Z", our_order_transacttime: "2019-11-25T13:31:08.560133200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
69{ bts.history.Display+OrderDisplay: order_id: 1000869, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.560283200Z", our_order_transacttime: "2019-11-25T13:31:08.560133200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
70<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560133200Z", order_id: 1000869, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 539, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
71{ bts.history.Display+OrderDisplay: order_id: 1000871, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560433200Z", our_order_transacttime: "2019-11-25T13:31:08.560283200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
72{ bts.history.Display+OrderDisplay: order_id: 1000871, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.560433200Z", our_order_transacttime: "2019-11-25T13:31:08.560283200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
73<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.560283200Z", order_id: 1000871, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 540, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
74{ bts.history.Display+OrderDisplay: order_id: 1000873, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562216600Z", our_order_transacttime: "2019-11-25T13:31:08.562066600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
75{ bts.history.Display+OrderDisplay: order_id: 1000873, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562216600Z", our_order_transacttime: "2019-11-25T13:31:08.562066600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
76<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562066600Z", order_id: 1000873, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 541, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
77{ bts.history.Display+OrderDisplay: order_id: 1000875, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562366600Z", our_order_transacttime: "2019-11-25T13:31:08.562216600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
78{ bts.history.Display+OrderDisplay: order_id: 1000875, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562366600Z", our_order_transacttime: "2019-11-25T13:31:08.562216600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
79<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562216600Z", order_id: 1000875, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 542, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
80{ bts.history.Display+OrderDisplay: order_id: 1000877, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562289300Z", our_order_transacttime: "2019-11-25T13:31:08.562139300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
81{ bts.history.Display+OrderDisplay: order_id: 1000877, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562289300Z", our_order_transacttime: "2019-11-25T13:31:08.562139300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
82<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562139300Z", order_id: 1000877, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 543, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
83{ bts.history.Display+OrderDisplay: order_id: 1000879, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562439300Z", our_order_transacttime: "2019-11-25T13:31:08.562289300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
84{ bts.history.Display+OrderDisplay: order_id: 1000879, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562439300Z", our_order_transacttime: "2019-11-25T13:31:08.562289300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
85<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562289300Z", order_id: 1000879, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 544, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
86{ bts.history.Display+OrderDisplay: order_id: 1000881, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562461100Z", our_order_transacttime: "2019-11-25T13:31:08.562311100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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89{ bts.history.Display+OrderDisplay: order_id: 1000883, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562611100Z", our_order_transacttime: "2019-11-25T13:31:08.562461100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
90{ bts.history.Display+OrderDisplay: order_id: 1000883, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562611100Z", our_order_transacttime: "2019-11-25T13:31:08.562461100Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
91<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562461100Z", order_id: 1000883, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 546, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
92{ bts.history.Display+OrderDisplay: order_id: 1000885, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562491300Z", our_order_transacttime: "2019-11-25T13:31:08.562341300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
93{ bts.history.Display+OrderDisplay: order_id: 1000885, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562491300Z", our_order_transacttime: "2019-11-25T13:31:08.562341300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
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95{ bts.history.Display+OrderDisplay: order_id: 1000887, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562641300Z", our_order_transacttime: "2019-11-25T13:31:08.562491300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
96{ bts.history.Display+OrderDisplay: order_id: 1000887, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562641300Z", our_order_transacttime: "2019-11-25T13:31:08.562491300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
97<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562491300Z", order_id: 1000887, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 548, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
98{ bts.history.Display+OrderDisplay: order_id: 1000889, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562753200Z", our_order_transacttime: "2019-11-25T13:31:08.562603200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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100<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562603200Z", order_id: 1000889, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 549, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
101{ bts.history.Display+OrderDisplay: order_id: 1000891, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562903200Z", our_order_transacttime: "2019-11-25T13:31:08.562753200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
102{ bts.history.Display+OrderDisplay: order_id: 1000891, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562903200Z", our_order_transacttime: "2019-11-25T13:31:08.562753200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
103<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562753200Z", order_id: 1000891, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 550, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
104{ bts.history.Display+OrderDisplay: order_id: 1000893, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562813200Z", our_order_transacttime: "2019-11-25T13:31:08.562663200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
105{ bts.history.Display+OrderDisplay: order_id: 1000893, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.562813200Z", our_order_transacttime: "2019-11-25T13:31:08.562663200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
106<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562663200Z", order_id: 1000893, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 551, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
107{ bts.history.Display+OrderDisplay: order_id: 1000895, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562963200Z", our_order_transacttime: "2019-11-25T13:31:08.562813200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
108{ bts.history.Display+OrderDisplay: order_id: 1000895, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.562963200Z", our_order_transacttime: "2019-11-25T13:31:08.562813200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
109<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562813200Z", order_id: 1000895, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 552, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
110{ bts.history.Display+OrderDisplay: order_id: 1000897, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563105200Z", our_order_transacttime: "2019-11-25T13:31:08.562955200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
111{ bts.history.Display+OrderDisplay: order_id: 1000897, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563105200Z", our_order_transacttime: "2019-11-25T13:31:08.562955200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
112<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.562955200Z", order_id: 1000897, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 553, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
113{ bts.history.Display+OrderDisplay: order_id: 1000899, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563255200Z", our_order_transacttime: "2019-11-25T13:31:08.563105200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
114{ bts.history.Display+OrderDisplay: order_id: 1000899, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563255200Z", our_order_transacttime: "2019-11-25T13:31:08.563105200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
115<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563105200Z", order_id: 1000899, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 554, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
116{ bts.history.Display+OrderDisplay: order_id: 1000901, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563394300Z", our_order_transacttime: "2019-11-25T13:31:08.563244300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
117{ bts.history.Display+OrderDisplay: order_id: 1000901, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563394300Z", our_order_transacttime: "2019-11-25T13:31:08.563244300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
118<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563244300Z", order_id: 1000901, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 555, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
119{ bts.history.Display+OrderDisplay: order_id: 1000903, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563544300Z", our_order_transacttime: "2019-11-25T13:31:08.563394300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
120{ bts.history.Display+OrderDisplay: order_id: 1000903, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563544300Z", our_order_transacttime: "2019-11-25T13:31:08.563394300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
121<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563394300Z", order_id: 1000903, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 556, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
122{ bts.history.Display+OrderDisplay: order_id: 1000905, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563540200Z", our_order_transacttime: "2019-11-25T13:31:08.563390200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
123{ bts.history.Display+OrderDisplay: order_id: 1000905, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.563540200Z", our_order_transacttime: "2019-11-25T13:31:08.563390200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
124<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563390200Z", order_id: 1000905, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 557, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
125{ bts.history.Display+OrderDisplay: order_id: 1000907, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563690200Z", our_order_transacttime: "2019-11-25T13:31:08.563540200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
126{ bts.history.Display+OrderDisplay: order_id: 1000907, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.563690200Z", our_order_transacttime: "2019-11-25T13:31:08.563540200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
127<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.563540200Z", order_id: 1000907, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 558, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
128{ bts.history.Display+OrderDisplay: order_id: 1000909, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564362700Z", our_order_transacttime: "2019-11-25T13:31:08.564212700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
129{ bts.history.Display+OrderDisplay: order_id: 1000909, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564362700Z", our_order_transacttime: "2019-11-25T13:31:08.564212700Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
130<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564212700Z", order_id: 1000909, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 559, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
131{ bts.history.Display+OrderDisplay: order_id: 1000911, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564512700Z", our_order_transacttime: "2019-11-25T13:31:08.564362700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
132{ bts.history.Display+OrderDisplay: order_id: 1000911, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564512700Z", our_order_transacttime: "2019-11-25T13:31:08.564362700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
133<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564362700Z", order_id: 1000911, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 560, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
134{ bts.history.Display+OrderDisplay: order_id: 1000913, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564401Z", our_order_transacttime: "2019-11-25T13:31:08.564251Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
135{ bts.history.Display+OrderDisplay: order_id: 1000913, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564401Z", our_order_transacttime: "2019-11-25T13:31:08.564251Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.390625, our_order_size: 0, our_order_filled: 10 }<null>
136<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564251Z", order_id: 1000913, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 10, fill_id: 561, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
137{ bts.history.Display+OrderDisplay: order_id: 1000915, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564551Z", our_order_transacttime: "2019-11-25T13:31:08.564401Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
138{ bts.history.Display+OrderDisplay: order_id: 1000915, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564551Z", our_order_transacttime: "2019-11-25T13:31:08.564401Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
139<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564401Z", order_id: 1000915, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 10, fill_id: 562, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
140{ bts.history.Display+OrderDisplay: order_id: 1000917, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564622500Z", our_order_transacttime: "2019-11-25T13:31:08.564472500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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143{ bts.history.Display+OrderDisplay: order_id: 1000919, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564772500Z", our_order_transacttime: "2019-11-25T13:31:08.564622500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
144{ bts.history.Display+OrderDisplay: order_id: 1000919, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.564772500Z", our_order_transacttime: "2019-11-25T13:31:08.564622500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 10 }<null>
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146{ bts.history.Display+OrderDisplay: order_id: 1000921, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564866Z", our_order_transacttime: "2019-11-25T13:31:08.564716Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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149{ bts.history.Display+OrderDisplay: order_id: 1000923, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565016Z", our_order_transacttime: "2019-11-25T13:31:08.564866Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 10, our_order_filled: 0 }<null>
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152{ bts.history.Display+OrderDisplay: order_id: 1000925, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.564885700Z", our_order_transacttime: "2019-11-25T13:31:08.564735700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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154<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564735700Z", order_id: 1000925, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 7, fill_id: 567, tag: CROSS, best_bid: 129.375, best_ask: 129.390625 }
155{ bts.history.Display+OrderDisplay: order_id: 1000927, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.565035700Z", our_order_transacttime: "2019-11-25T13:31:08.564885700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 7, our_order_filled: 0 }<null>
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157<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.564885700Z", order_id: 1000927, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 7, fill_id: 568, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
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160{ bts.history.Display+OrderDisplay: order_id: 1000929, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.553929600Z", our_order_transacttime: "2019-11-25T13:31:08.553779600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
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165{ bts.history.Display+OrderDisplay: order_id: 1000931, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.553991900Z", our_order_transacttime: "2019-11-25T13:31:08.553841900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 8, our_order_filled: 0 }<null>
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171{ bts.history.Display+OrderDisplay: order_id: 1000933, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.572428700Z", our_order_transacttime: "2019-11-25T13:31:08.572278700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 3, our_order_filled: 0 }<null>
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173<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:31:08.572278700Z", order_id: 1000933, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 3, fill_id: 574, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
174{ bts.history.Display+OrderDisplay: order_id: 1000935, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.602265Z", our_order_transacttime: "2019-11-25T13:31:08.602115Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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180{ bts.history.Display+OrderDisplay: order_id: 1000937, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.712125Z", our_order_transacttime: "2019-11-25T13:31:08.711975Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
181{ bts.history.Display+OrderDisplay: order_id: 1000937, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.712125Z", our_order_transacttime: "2019-11-25T13:31:08.711975Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 1 }<null>
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185{ bts.history.Display+OrderDisplay: order_id: 1000939, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.712125Z", our_order_transacttime: "2019-11-25T13:31:08.711975Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 4, our_order_filled: 0 }<null>
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190{ bts.history.Display+OrderDisplay: order_id: 1000941, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:31:08.712125Z", our_order_transacttime: "2019-11-25T13:31:08.711975Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 5, our_order_filled: 0 }<null>
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193{ bts.history.Display+OrderDisplay: order_id: 1000943, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:31:08.713647600Z", our_order_transacttime: "2019-11-25T13:31:08.713497600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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327<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:15.438248200Z", order_id: 1000989, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 2, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
328{ bts.history.Display+OrderDisplay: order_id: 1000993, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:38:15.438548200Z", our_order_transacttime: "2019-11-25T13:38:15.438398200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 2, our_order_filled: 0 }<null>
329{ bts.history.Display+OrderDisplay: order_id: 1000993, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:38:15.438548200Z", our_order_transacttime: "2019-11-25T13:38:15.438398200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 2 }<null>
330<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:15.438398200Z", order_id: 1000993, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 2, fill_id: 618, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
331{ bts.history.Display+OrderDisplay: order_id: 1000989, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:37:13.251669600Z", our_order_transacttime: "2019-11-25T13:37:13.251519600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 3, our_order_filled: 7 }<null>
332<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:36.222985Z", order_id: 1000989, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 2, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
333{ bts.history.Display+OrderDisplay: order_id: 1000995, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:38:36.223285Z", our_order_transacttime: "2019-11-25T13:38:36.223135Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 2, our_order_filled: 0 }<null>
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335<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:36.223135Z", order_id: 1000995, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 2, fill_id: 620, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
336{ bts.history.Display+OrderDisplay: order_id: 1000989, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:37:13.251669600Z", our_order_transacttime: "2019-11-25T13:37:13.251519600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 1, our_order_filled: 9 }<null>
337<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:58.202357800Z", order_id: 1000989, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 2, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
338{ bts.history.Display+OrderDisplay: order_id: 1000997, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:38:58.202657800Z", our_order_transacttime: "2019-11-25T13:38:58.202507800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 2, our_order_filled: 0 }<null>
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340<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:38:58.202507800Z", order_id: 1000997, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 2, fill_id: 622, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
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342<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:39:19.589225200Z", order_id: 1000989, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 1, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
343{ bts.history.Display+OrderDisplay: order_id: 1000999, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:39:19.589525200Z", our_order_transacttime: "2019-11-25T13:39:19.589375200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
344{ bts.history.Display+OrderDisplay: order_id: 1000999, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:39:19.589525200Z", our_order_transacttime: "2019-11-25T13:39:19.589375200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 1 }<null>
345<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:39:19.589375200Z", order_id: 1000999, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 1, fill_id: 624, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
346{ bts.history.Display+OrderDisplay: order_id: 1001001, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:39:20.763403900Z", our_order_transacttime: "2019-11-25T13:39:20.763253900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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348<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:02.204885700Z", order_id: 1001001, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 1, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
349{ bts.history.Display+OrderDisplay: order_id: 1001003, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:02.205185700Z", our_order_transacttime: "2019-11-25T13:40:02.205035700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
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351<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:02.205035700Z", order_id: 1001003, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 1, fill_id: 626, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
352{ bts.history.Display+OrderDisplay: order_id: 1001001, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:39:20.763403900Z", our_order_transacttime: "2019-11-25T13:39:20.763253900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 8, our_order_filled: 2 }<null>
353<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:03.949810Z", order_id: 1001001, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 1, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
354{ bts.history.Display+OrderDisplay: order_id: 1001005, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:03.950110Z", our_order_transacttime: "2019-11-25T13:40:03.949960Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
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356<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:03.949960Z", order_id: 1001005, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 1, fill_id: 628, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
357{ bts.history.Display+OrderDisplay: order_id: 1001001, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:16.246963400Z", our_order_transacttime: "2019-11-25T13:40:16.246813400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 2 }<null>
358{ bts.history.Display+OrderDisplay: order_id: 1001001, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:16.256277800Z", our_order_transacttime: "2019-11-25T13:40:16.256127800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 1, our_order_filled: 2 }<null>
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360<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:26.221574100Z", order_id: 1001001, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.390625, our_fill_size: 1, fill_id: 846784119730, tag: <null>, best_bid: 0, best_ask: 0 }
361{ bts.history.Display+OrderDisplay: order_id: 1001007, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:26.221874100Z", our_order_transacttime: "2019-11-25T13:40:26.221724100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
362{ bts.history.Display+OrderDisplay: order_id: 1001007, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:26.221874100Z", our_order_transacttime: "2019-11-25T13:40:26.221724100Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.34375, our_order_size: 0, our_order_filled: 1 }<null>
363<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:26.221724100Z", order_id: 1001007, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 1, fill_id: 630, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
364{ bts.history.Display+OrderDisplay: order_id: 1001009, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:26.478904700Z", our_order_transacttime: "2019-11-25T13:40:26.478754700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
365{ bts.history.Display+OrderDisplay: order_id: 1001009, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:31.008776900Z", our_order_transacttime: "2019-11-25T13:40:31.008626900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
366{ bts.history.Display+OrderDisplay: order_id: 1001009, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:33.833915900Z", our_order_transacttime: "2019-11-25T13:40:33.833765900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 1, our_order_filled: 0 }<null>
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370{ bts.history.Display+OrderDisplay: order_id: 1001011, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:44.483670800Z", our_order_transacttime: "2019-11-25T13:40:44.483520800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
371{ bts.history.Display+OrderDisplay: order_id: 1001011, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:40:44.483670800Z", our_order_transacttime: "2019-11-25T13:40:44.483520800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
372<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:40:44.483520800Z", order_id: 1001011, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 1, fill_id: 632, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
373{ bts.history.Display+OrderDisplay: order_id: 1001013, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:45.483604300Z", our_order_transacttime: "2019-11-25T13:40:45.483454300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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377{ bts.history.Display+OrderDisplay: order_id: 1001015, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:41:25.285641100Z", our_order_transacttime: "2019-11-25T13:41:25.285491100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
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382{ bts.history.Display+OrderDisplay: order_id: 1001017, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:41:31.068084Z", our_order_transacttime: "2019-11-25T13:41:31.067934Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 1, our_order_filled: 0 }<null>
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387{ bts.history.Display+OrderDisplay: order_id: 1001019, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:41:31.930373800Z", our_order_transacttime: "2019-11-25T13:41:31.930223800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.34375, our_order_size: 8, our_order_filled: 0 }<null>
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389<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:41:31.930223800Z", order_id: 1001019, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.34375, our_fill_size: 8, fill_id: 638, tag: CROSS, best_bid: 129.34375, best_ask: 129.359375 }
390{ bts.history.Display+OrderDisplay: order_id: 1001021, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:41:32.310565700Z", our_order_transacttime: "2019-11-25T13:41:32.310415700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 0 }<null>
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393{ bts.history.Display+OrderDisplay: order_id: 1001021, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:41:32.796737500Z", our_order_transacttime: "2019-11-25T13:41:32.796587500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 1, our_order_filled: 0 }<null>
394{ bts.history.Display+OrderDisplay: order_id: 1001021, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:41:33.084548300Z", our_order_transacttime: "2019-11-25T13:41:33.084398300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 1, our_order_filled: 0 }<null>
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398{ bts.history.Display+OrderDisplay: order_id: 1001023, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:41:53.851711700Z", our_order_transacttime: "2019-11-25T13:41:53.851561700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 1, our_order_filled: 0 }<null>
399{ bts.history.Display+OrderDisplay: order_id: 1001023, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:41:53.851711700Z", our_order_transacttime: "2019-11-25T13:41:53.851561700Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 1 }<null>
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401{ bts.history.Display+OrderDisplay: order_id: 1001025, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:41:53.855685700Z", our_order_transacttime: "2019-11-25T13:41:53.855535700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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412{ bts.history.Display+OrderDisplay: order_id: 1001031, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:03.319399200Z", our_order_transacttime: "2019-11-25T13:42:03.319249200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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420<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:42:25.048059800Z", order_id: 1001033, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 3, fill_id: 646, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
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433{ bts.history.Display+OrderDisplay: order_id: 1001039, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:26.520300600Z", our_order_transacttime: "2019-11-25T13:42:26.520150600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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446{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851693600Z", our_order_transacttime: "2019-11-25T13:42:42.851543600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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451<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:08.588480700Z", order_id: 1001047, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 656, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
452{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:42:42.851693600Z", our_order_transacttime: "2019-11-25T13:42:42.851543600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 3, our_order_filled: 7 }<null>
453<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:10.657662500Z", order_id: 1001045, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.359375, our_fill_size: 2, fill_id: 846784127676, tag: <null>, best_bid: 0, best_ask: 0 }
454{ bts.history.Display+OrderDisplay: order_id: 1001049, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:10.657962500Z", our_order_transacttime: "2019-11-25T13:43:10.657812500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 2, our_order_filled: 0 }<null>
455{ bts.history.Display+OrderDisplay: order_id: 1001049, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:10.657962500Z", our_order_transacttime: "2019-11-25T13:43:10.657812500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 2 }<null>
456<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:10.657812500Z", order_id: 1001049, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 2, fill_id: 658, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
457{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.109093Z", our_order_transacttime: "2019-11-25T13:43:30.108943Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 7 }<null>
458{ bts.history.Display+OrderDisplay: order_id: 1001045, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.109093Z", our_order_transacttime: "2019-11-25T13:43:30.108943Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 17 }<null>
459<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.108943Z", order_id: 1001045, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 659, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
460{ bts.history.Display+OrderDisplay: order_id: 1001051, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.109243Z", our_order_transacttime: "2019-11-25T13:43:30.109093Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
461{ bts.history.Display+OrderDisplay: order_id: 1001051, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.109243Z", our_order_transacttime: "2019-11-25T13:43:30.109093Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
462<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.109093Z", order_id: 1001051, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 660, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
463{ bts.history.Display+OrderDisplay: order_id: 1001053, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.111625800Z", our_order_transacttime: "2019-11-25T13:43:30.111475800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
464{ bts.history.Display+OrderDisplay: order_id: 1001053, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.111625800Z", our_order_transacttime: "2019-11-25T13:43:30.111475800Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
465<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.111475800Z", order_id: 1001053, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 661, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
466{ bts.history.Display+OrderDisplay: order_id: 1001055, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.111775800Z", our_order_transacttime: "2019-11-25T13:43:30.111625800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
467{ bts.history.Display+OrderDisplay: order_id: 1001055, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.111775800Z", our_order_transacttime: "2019-11-25T13:43:30.111625800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
468<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.111625800Z", order_id: 1001055, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 662, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
469{ bts.history.Display+OrderDisplay: order_id: 1001057, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112243500Z", our_order_transacttime: "2019-11-25T13:43:30.112093500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
470{ bts.history.Display+OrderDisplay: order_id: 1001057, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112243500Z", our_order_transacttime: "2019-11-25T13:43:30.112093500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
471<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112093500Z", order_id: 1001057, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 663, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
472{ bts.history.Display+OrderDisplay: order_id: 1001059, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112393500Z", our_order_transacttime: "2019-11-25T13:43:30.112243500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
473{ bts.history.Display+OrderDisplay: order_id: 1001059, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112393500Z", our_order_transacttime: "2019-11-25T13:43:30.112243500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
474<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112243500Z", order_id: 1001059, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 664, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
475{ bts.history.Display+OrderDisplay: order_id: 1001061, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112564800Z", our_order_transacttime: "2019-11-25T13:43:30.112414800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
476{ bts.history.Display+OrderDisplay: order_id: 1001061, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.112564800Z", our_order_transacttime: "2019-11-25T13:43:30.112414800Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
477<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112414800Z", order_id: 1001061, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 665, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
478{ bts.history.Display+OrderDisplay: order_id: 1001063, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112714800Z", our_order_transacttime: "2019-11-25T13:43:30.112564800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
479{ bts.history.Display+OrderDisplay: order_id: 1001063, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.112714800Z", our_order_transacttime: "2019-11-25T13:43:30.112564800Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
480<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.112564800Z", order_id: 1001063, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 666, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
481{ bts.history.Display+OrderDisplay: order_id: 1001065, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114108300Z", our_order_transacttime: "2019-11-25T13:43:30.113958300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
482{ bts.history.Display+OrderDisplay: order_id: 1001065, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114108300Z", our_order_transacttime: "2019-11-25T13:43:30.113958300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
483<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.113958300Z", order_id: 1001065, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 667, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
484{ bts.history.Display+OrderDisplay: order_id: 1001067, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114258300Z", our_order_transacttime: "2019-11-25T13:43:30.114108300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
485{ bts.history.Display+OrderDisplay: order_id: 1001067, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114258300Z", our_order_transacttime: "2019-11-25T13:43:30.114108300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
486<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114108300Z", order_id: 1001067, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 668, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
487{ bts.history.Display+OrderDisplay: order_id: 1001069, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114493200Z", our_order_transacttime: "2019-11-25T13:43:30.114343200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
488{ bts.history.Display+OrderDisplay: order_id: 1001069, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114493200Z", our_order_transacttime: "2019-11-25T13:43:30.114343200Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
489<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114343200Z", order_id: 1001069, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 669, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
490{ bts.history.Display+OrderDisplay: order_id: 1001071, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114643200Z", our_order_transacttime: "2019-11-25T13:43:30.114493200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
491{ bts.history.Display+OrderDisplay: order_id: 1001071, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.114643200Z", our_order_transacttime: "2019-11-25T13:43:30.114493200Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
492<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114493200Z", order_id: 1001071, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 670, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
493{ bts.history.Display+OrderDisplay: order_id: 1001073, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114997Z", our_order_transacttime: "2019-11-25T13:43:30.114847Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
494{ bts.history.Display+OrderDisplay: order_id: 1001073, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.114997Z", our_order_transacttime: "2019-11-25T13:43:30.114847Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
495<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114847Z", order_id: 1001073, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 671, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
496{ bts.history.Display+OrderDisplay: order_id: 1001075, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.115147Z", our_order_transacttime: "2019-11-25T13:43:30.114997Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
497{ bts.history.Display+OrderDisplay: order_id: 1001075, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.115147Z", our_order_transacttime: "2019-11-25T13:43:30.114997Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
498<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.114997Z", order_id: 1001075, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 672, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
499{ bts.history.Display+OrderDisplay: order_id: 1001077, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.116597300Z", our_order_transacttime: "2019-11-25T13:43:30.116447300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
500{ bts.history.Display+OrderDisplay: order_id: 1001077, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.116597300Z", our_order_transacttime: "2019-11-25T13:43:30.116447300Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
501<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.116447300Z", order_id: 1001077, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 673, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
502{ bts.history.Display+OrderDisplay: order_id: 1001079, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.116747300Z", our_order_transacttime: "2019-11-25T13:43:30.116597300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
503{ bts.history.Display+OrderDisplay: order_id: 1001079, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.116747300Z", our_order_transacttime: "2019-11-25T13:43:30.116597300Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
504<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.116597300Z", order_id: 1001079, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 674, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
505{ bts.history.Display+OrderDisplay: order_id: 1001081, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.117829500Z", our_order_transacttime: "2019-11-25T13:43:30.117679500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
506{ bts.history.Display+OrderDisplay: order_id: 1001081, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.117829500Z", our_order_transacttime: "2019-11-25T13:43:30.117679500Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
507<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117679500Z", order_id: 1001081, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 675, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
508{ bts.history.Display+OrderDisplay: order_id: 1001083, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.117979500Z", our_order_transacttime: "2019-11-25T13:43:30.117829500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
509{ bts.history.Display+OrderDisplay: order_id: 1001083, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.117979500Z", our_order_transacttime: "2019-11-25T13:43:30.117829500Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
510<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117829500Z", order_id: 1001083, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 676, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
511{ bts.history.Display+OrderDisplay: order_id: 1001085, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118075600Z", our_order_transacttime: "2019-11-25T13:43:30.117925600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
512{ bts.history.Display+OrderDisplay: order_id: 1001085, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118075600Z", our_order_transacttime: "2019-11-25T13:43:30.117925600Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.375, our_order_size: 0, our_order_filled: 10 }<null>
513<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.117925600Z", order_id: 1001085, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 677, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
514{ bts.history.Display+OrderDisplay: order_id: 1001087, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118225600Z", our_order_transacttime: "2019-11-25T13:43:30.118075600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
515{ bts.history.Display+OrderDisplay: order_id: 1001087, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118225600Z", our_order_transacttime: "2019-11-25T13:43:30.118075600Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.328125, our_order_size: 0, our_order_filled: 10 }<null>
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517{ bts.history.Display+OrderDisplay: order_id: 1001089, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118202800Z", our_order_transacttime: "2019-11-25T13:43:30.118052800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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519<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.118052800Z", order_id: 1001089, security_desc: ZNH0, our_fill_side: Buy, our_fill_price: 129.375, our_fill_size: 10, fill_id: 679, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
520{ bts.history.Display+OrderDisplay: order_id: 1001091, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:30.118352800Z", our_order_transacttime: "2019-11-25T13:43:30.118202800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.328125, our_order_size: 10, our_order_filled: 0 }<null>
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522<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:30.118202800Z", order_id: 1001091, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.328125, our_fill_size: 10, fill_id: 680, tag: CROSS, best_bid: 129.328125, best_ask: 129.34375 }
523{ bts.history.Display+OrderDisplay: order_id: 1001093, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:30.118463100Z", our_order_transacttime: "2019-11-25T13:43:30.118313100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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527{ bts.history.Display+OrderDisplay: order_id: 1001095, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784251400Z", our_order_transacttime: "2019-11-25T13:43:32.784101400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
528{ bts.history.Display+OrderDisplay: order_id: 1001095, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784251400Z", our_order_transacttime: "2019-11-25T13:43:32.784101400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.3125, our_order_size: 0, our_order_filled: 5 }<null>
529<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.784101400Z", order_id: 1001095, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 682, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
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533{ bts.history.Display+OrderDisplay: order_id: 1001097, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:32.784920500Z", our_order_transacttime: "2019-11-25T13:43:32.784770500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 5, our_order_filled: 0 }<null>
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535<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:32.784770500Z", order_id: 1001097, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 5, fill_id: 684, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
536{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:32.789111700Z", our_order_transacttime: "2019-11-25T13:43:32.788961700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
537{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:37.331721900Z", our_order_transacttime: "2019-11-25T13:43:37.331571900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.375, our_order_size: 10, our_order_filled: 0 }<null>
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542{ bts.history.Display+OrderDisplay: order_id: 1001099, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:44.981277100Z", our_order_transacttime: "2019-11-25T13:43:44.981127100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 4, our_order_filled: 0 }<null>
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545{ bts.history.Display+OrderDisplay: order_id: 1001101, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:43:45.085351800Z", our_order_transacttime: "2019-11-25T13:43:45.085201800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 1, our_order_filled: 0 }<null>
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547<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:45.085201800Z", order_id: 1001101, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 1, fill_id: 686, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
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552<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:43:45.085201800Z", order_id: 1001103, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 3, fill_id: 688, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
553{ bts.history.Display+OrderDisplay: order_id: 1001105, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:45.086475700Z", our_order_transacttime: "2019-11-25T13:43:45.086325700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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556{ bts.history.Display+OrderDisplay: order_id: 1001107, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:44:08.550362500Z", our_order_transacttime: "2019-11-25T13:44:08.550212500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 6, our_order_filled: 0 }<null>
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573<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:44:54.787350600Z", order_id: 1001113, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 1, fill_id: 696, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
574{ bts.history.Display+OrderDisplay: order_id: 1001105, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:43:45.086475700Z", our_order_transacttime: "2019-11-25T13:43:45.086325700Z", our_order_side: Buy, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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576{ bts.history.Display+OrderDisplay: order_id: 1001115, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:45:14.405360200Z", our_order_transacttime: "2019-11-25T13:45:14.405210200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.3125, our_order_size: 1, our_order_filled: 0 }<null>
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578<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:45:14.405210200Z", order_id: 1001115, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.3125, our_fill_size: 1, fill_id: 698, tag: CROSS, best_bid: 129.3125, best_ask: 129.328125 }
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706{ bts.history.Display+OrderDisplay: order_id: 1001163, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.739876400Z", our_order_transacttime: "2019-11-25T13:56:21.739726400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
707{ bts.history.Display+OrderDisplay: order_id: 1001163, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.739876400Z", our_order_transacttime: "2019-11-25T13:56:21.739726400Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
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715{ bts.history.Display+OrderDisplay: order_id: 1001169, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.740311500Z", our_order_transacttime: "2019-11-25T13:56:21.740161500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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727{ bts.history.Display+OrderDisplay: order_id: 1001177, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741228100Z", our_order_transacttime: "2019-11-25T13:56:21.741078100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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730{ bts.history.Display+OrderDisplay: order_id: 1001179, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741378100Z", our_order_transacttime: "2019-11-25T13:56:21.741228100Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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732<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.741228100Z", order_id: 1001179, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.359375, our_fill_size: 10, fill_id: 742, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
733{ bts.history.Display+OrderDisplay: order_id: 1001181, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741369500Z", our_order_transacttime: "2019-11-25T13:56:21.741219500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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736{ bts.history.Display+OrderDisplay: order_id: 1001183, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741519500Z", our_order_transacttime: "2019-11-25T13:56:21.741369500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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739{ bts.history.Display+OrderDisplay: order_id: 1001185, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741502Z", our_order_transacttime: "2019-11-25T13:56:21.741352Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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742{ bts.history.Display+OrderDisplay: order_id: 1001187, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741652Z", our_order_transacttime: "2019-11-25T13:56:21.741502Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
743{ bts.history.Display+OrderDisplay: order_id: 1001187, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741652Z", our_order_transacttime: "2019-11-25T13:56:21.741502Z", our_order_side: Sell, our_order_status: Completed, our_order_price: 129.359375, our_order_size: 0, our_order_filled: 10 }<null>
744<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.741502Z", order_id: 1001187, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.359375, our_fill_size: 10, fill_id: 746, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
745{ bts.history.Display+OrderDisplay: order_id: 1001189, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.741781600Z", our_order_transacttime: "2019-11-25T13:56:21.741631600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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748{ bts.history.Display+OrderDisplay: order_id: 1001191, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.741931600Z", our_order_transacttime: "2019-11-25T13:56:21.741781600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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751{ bts.history.Display+OrderDisplay: order_id: 1001193, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.742136300Z", our_order_transacttime: "2019-11-25T13:56:21.741986300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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754{ bts.history.Display+OrderDisplay: order_id: 1001195, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.742286300Z", our_order_transacttime: "2019-11-25T13:56:21.742136300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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757{ bts.history.Display+OrderDisplay: order_id: 1001197, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.742522400Z", our_order_transacttime: "2019-11-25T13:56:21.742372400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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760{ bts.history.Display+OrderDisplay: order_id: 1001199, security_desc: ZNZ9, our_order_sendingtime: "2019-11-25T13:56:21.769370700Z", our_order_transacttime: "2019-11-25T13:56:21.769220700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 0 }<null>
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762<null>{ bts.history.Display+FillDisplay: our_fill_time: "2019-11-25T13:56:21.769220700Z", order_id: 1001199, security_desc: ZNZ9, our_fill_side: Sell, our_fill_price: 129.359375, our_fill_size: 10, fill_id: 752, tag: CROSS, best_bid: 129.359375, best_ask: 129.375 }
763{ bts.history.Display+OrderDisplay: order_id: 1001201, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:56:21.770189700Z", our_order_transacttime: "2019-11-25T13:56:21.770039700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 0 }<null>
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140{ bts.history.Display+OrderDisplay: order_id: 1000112, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:40:31.008536900Z", our_order_transacttime: "2019-11-25T13:40:31.008486900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.359375, our_order_size: 10, our_order_filled: 16 }<null>
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386{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.570671200Z", our_order_transacttime: "2019-11-25T13:57:04.570621200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
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388{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.604632200Z", our_order_transacttime: "2019-11-25T13:57:04.604582200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
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393{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.649358300Z", our_order_transacttime: "2019-11-25T13:57:04.649308300Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
394{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.649358300Z", our_order_transacttime: "2019-11-25T13:57:04.649308300Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
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396{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.806889100Z", our_order_transacttime: "2019-11-25T13:57:04.806839100Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
397{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.819385200Z", our_order_transacttime: "2019-11-25T13:57:04.819335200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
398{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.819385200Z", our_order_transacttime: "2019-11-25T13:57:04.819335200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
399{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.850462800Z", our_order_transacttime: "2019-11-25T13:57:04.850412800Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
400{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:04.850462800Z", our_order_transacttime: "2019-11-25T13:57:04.850412800Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
401{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:53.791556600Z", our_order_transacttime: "2019-11-25T13:57:53.791506600Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
402{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:53.791556600Z", our_order_transacttime: "2019-11-25T13:57:53.791506600Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
403{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:57.758691900Z", our_order_transacttime: "2019-11-25T13:57:57.758641900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
404{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:57:57.758691900Z", our_order_transacttime: "2019-11-25T13:57:57.758641900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
405{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:37.311597200Z", our_order_transacttime: "2019-11-25T13:58:37.311547200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
406{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:37.311597200Z", our_order_transacttime: "2019-11-25T13:58:37.311547200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
407{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:38.332908700Z", our_order_transacttime: "2019-11-25T13:58:38.332858700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
408{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:38.332908700Z", our_order_transacttime: "2019-11-25T13:58:38.332858700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
409{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:56.951476200Z", our_order_transacttime: "2019-11-25T13:58:56.951426200Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
410{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:58:56.951476200Z", our_order_transacttime: "2019-11-25T13:58:56.951426200Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
411{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.928759700Z", our_order_transacttime: "2019-11-25T13:59:14.928709700Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
412{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.928759700Z", our_order_transacttime: "2019-11-25T13:59:14.928709700Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.390625, our_order_size: 10, our_order_filled: 7 }<null>
413{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.931939400Z", our_order_transacttime: "2019-11-25T13:59:14.931889400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
414{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.932042500Z", our_order_transacttime: "2019-11-25T13:59:14.931992500Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.453125, our_order_size: 10, our_order_filled: 0 }<null>
415{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.936423900Z", our_order_transacttime: "2019-11-25T13:59:14.936373900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
416{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:14.936817500Z", our_order_transacttime: "2019-11-25T13:59:14.936767500Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
417{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:55.035351900Z", our_order_transacttime: "2019-11-25T13:59:55.035301900Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.484375, our_order_size: 10, our_order_filled: 0 }<null>
418{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:55.035351900Z", our_order_transacttime: "2019-11-25T13:59:55.035301900Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.421875, our_order_size: 10, our_order_filled: 7 }<null>
419{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:58.963297Z", our_order_transacttime: "2019-11-25T13:59:58.963247Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.46875, our_order_size: 10, our_order_filled: 0 }<null>
420{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:58.963297Z", our_order_transacttime: "2019-11-25T13:59:58.963247Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.40625, our_order_size: 10, our_order_filled: 7 }<null>
421{ bts.history.Display+OrderDisplay: order_id: 1000155, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:59.940160400Z", our_order_transacttime: "2019-11-25T13:59:59.940110400Z", our_order_side: Sell, our_order_status: Working, our_order_price: 129.484375, our_order_size: 10, our_order_filled: 0 }<null>
422{ bts.history.Display+OrderDisplay: order_id: 1000156, security_desc: ZNH0, our_order_sendingtime: "2019-11-25T13:59:59.940160400Z", our_order_transacttime: "2019-11-25T13:59:59.940110400Z", our_order_side: Buy, our_order_status: Working, our_order_price: 129.421875, our_order_size: 10, our_order_filled: 7 }<null>
" ] }, "metadata": {}, @@ -237,7 +254,8 @@ } ], "source": [ - "display(algo_orders.Where(x => x.fill != null).Count());\n", + "display(algo_orders_cached.Where(x => x.fill != null).Sum(x => (int)x.fill.size) / 3.0);\n", + "display(algo_orders_cached.Where(x => x.fill != null).Count() / 3.0);\n", "display(algo_orders_cached.Select(x => new Display(x)).Take(1000));" ] }, @@ -250,7 +268,7 @@ }, { "cell_type": "code", - "execution_count": null, + "execution_count": 10, "metadata": {}, "outputs": [], "source": [ @@ -259,13 +277,13 @@ }, { "cell_type": "code", - "execution_count": 29, + "execution_count": 24, "metadata": {}, "outputs": [ { "data": { "text/html": [ - "
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4Change846784275060ZNH012365464626129.375130Bid"2019-11-25T00:00:00Z"4756115"2019-11-25T13:50:00.378105200Z""2019-11-25T13:50:00.377818600Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503264, MdEntryPx: 129.375, MdEntrySize: 1169, NumberOfOrders: 97, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 3 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 3, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
5Change846784275060ZNH012365464626129.375120Bid"2019-11-25T00:00:00Z"4759399"2019-11-25T13:50:20.493025700Z""2019-11-25T13:50:20.492756900Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503526, MdEntryPx: 129.375, MdEntrySize: 1196, NumberOfOrders: 106, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 2 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 2, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
6Change846784275060ZNH012365464626129.375110Bid"2019-11-25T00:00:00Z"4761635"2019-11-25T13:50:40.516947Z""2019-11-25T13:50:40.516668500Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 503635, MdEntryPx: 129.375, MdEntrySize: 1190, NumberOfOrders: 105, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 1 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 1, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
7Change846784275060ZNH012365464626129.375110Bid"2019-11-25T00:00:00Z"4769082"2019-11-25T13:51:01.500396Z""2019-11-25T13:51:01.500057600Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 504140, MdEntryPx: 129.375, MdEntrySize: 1187, NumberOfOrders: 107, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784275060, MdOrderPriority: 12365464626, MdDisplayQty: 1 }{ bts.history.OrderIDEntry: OrderId: 846784275060, MdDisplayQty: 1, MdOrderPriority: 12365464626, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 50 }, ReferenceId: 1, LastQty: 0 }
" + "
indexOrderUpdateActionOrderIdSecurityDescMdOrderPriorityMdEntryPxMdPriceLevelMdDisplayQtyLastQtyMdEntryTypeTradeDateMsgSeqNumSendingTimeTransactTimeMdEntryOrderEntry
0New846784134213ZNH012365219588129.359375240Bid"2019-11-25T00:00:00Z"4398462"2019-11-25T13:31:12.407490100Z""2019-11-25T13:31:12.407373900Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 470121, MdEntryPx: 129.359375, MdEntrySize: 1868, NumberOfOrders: 107, MdPriceLevel: 2, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 1, LastQty: 0, OrderId: 846784134213, MdOrderPriority: 12365219588, MdDisplayQty: 4 }{ bts.history.OrderIDEntry: OrderId: 846784134213, MdDisplayQty: 4, MdOrderPriority: 12365219588, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 48 }, ReferenceId: 1, LastQty: 0 }
1Change846784134213ZNH012365260989129.40625140Bid"2019-11-25T00:00:00Z"4456781"2019-11-25T13:35:09.480072100Z""2019-11-25T13:35:09.477932900Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 474892, MdEntryPx: 129.40625, MdEntrySize: 366, NumberOfOrders: 31, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 0, MdOrderPriority: 0, MdDisplayQty: 0 }{ bts.history.OrderIDEntry: OrderId: 846784134213, MdDisplayQty: 4, MdOrderPriority: 12365260989, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
2Change846784134213ZNH012365261294129.359375440Bid"2019-11-25T00:00:00Z"4457227"2019-11-25T13:35:09.486761100Z""2019-11-25T13:35:09.485128500Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 474927, MdEntryPx: 129.359375, MdEntrySize: 1966, NumberOfOrders: 110, MdPriceLevel: 4, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 0, MdOrderPriority: 0, MdDisplayQty: 0 }{ bts.history.OrderIDEntry: OrderId: 846784134213, MdDisplayQty: 4, MdOrderPriority: 12365261294, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 2, LastQty: 0 }
3Change846784134213ZNH012365261314129.40625140Bid"2019-11-25T00:00:00Z"4457255"2019-11-25T13:35:09.487150800Z""2019-11-25T13:35:09.486093200Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 474934, MdEntryPx: 129.40625, MdEntrySize: 297, NumberOfOrders: 26, MdPriceLevel: 1, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 0, MdOrderPriority: 0, MdDisplayQty: 0 }{ bts.history.OrderIDEntry: OrderId: 846784134213, MdDisplayQty: 4, MdOrderPriority: 12365261314, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 1, LastQty: 0 }
4Change846784134213ZNH012365261322129.359375440Bid"2019-11-25T00:00:00Z"4457268"2019-11-25T13:35:09.487368300Z""2019-11-25T13:35:09.486581600Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 474940, MdEntryPx: 129.359375, MdEntrySize: 1966, NumberOfOrders: 110, MdPriceLevel: 4, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 0, MdOrderPriority: 0, MdDisplayQty: 0 }{ bts.history.OrderIDEntry: OrderId: 846784134213, MdDisplayQty: 4, MdOrderPriority: 12365261322, OrderUpdateAction: { bts.history.MDUpdateAction: value__: 49 }, ReferenceId: 2, LastQty: 0 }
5Delete846784134213ZNH012365261322129.359375040Bid"2019-11-25T00:00:00Z"4458794"2019-11-25T13:35:09.531741100Z""2019-11-25T13:35:09.531353200Z"{ bts.history.MDEntry: MdUpdateAction: { bts.history.MDUpdateAction: value__: 50 }, MdEntryType: { bts.history.MDEntryType: value__: 48 }, SecurityId: 771691, Symbol: ZNH0, Rptseq: 0, MdEntryPx: 129.359375, MdEntrySize: 0, NumberOfOrders: 0, MdPriceLevel: 0, OpenCloseSettleFlag: 0, SettlePriceType: , AggressorSide: 0, MdTradeEntryId: , ReferenceId: 0, LastQty: 0, OrderId: 846784134213, MdOrderPriority: 12365261322, MdDisplayQty: 4 }<null>
" ] }, "metadata": {}, @@ -300,7 +318,7 @@ " \n", " }\n", "//display(exchange_orders.Skip(20000).Take(100));\n", - "display(exchange_orders.Where(x => x.OrderId == 846784275060).Select(x => new MBODisplay(x)));" + "display(exchange_orders.Where(x => x.OrderId == 846784134213).Select(x => new MBODisplay(x)));" ] }, { @@ -369,7 +387,7 @@ }, "outputs": [], "source": [ - "display(h0trades.Take(1000));" + "//display(h0trades.Take(1000));" ] }, { diff --git a/src/client/spark_historical/Query/Query.cs b/src/client/spark_historical/Query/Query.cs index 25f49e81b..a39a0da60 100644 --- a/src/client/spark_historical/Query/Query.cs +++ b/src/client/spark_historical/Query/Query.cs @@ -257,7 +257,7 @@ namespace bts.history System.Type algo_type, string algo_params, api.Side side, double price, uint size, string[] security_list, IEnumerable[] datastream, - bool allow_fills = true, int framelimit = int.MaxValue) + uint iceberg_latency_ns, bool allow_fills = true, int framelimit = int.MaxValue) where T : class, IHasBook, IHasTrade, IHasTimestamp, IHasMBO { var q = new List(); @@ -281,22 +281,26 @@ namespace bts.history fill_model.on_fill += (f => f.order.on_fill(f)); } + Timestamp last_iceberg = null; var ienum = stream_data(datastream, (T[] valcache, int min) => { q.Clear(); - if(count == 0 || - algo.is_completed()) //spreader case will never complete - { - algo = AlgoFactory.algo_factory(algo_type, sink, security_list, algo_params); - var algobase = (AlgoBase)algo; - AlgoBase.activate_self(algobase, side, price, size, Timestamp.FromDateTime(DateTime.UtcNow), - (h, f) => q.Add(new OrderOrFill(f)), - (h, s) => q.Add(new OrderOrFill(s)) ); - } if (count++ > framelimit) - throw new System.IO.EndOfStreamException(); + throw new System.IO.EndOfStreamException(); + T curr = (T)valcache[min]; + if(algo == null || algo.is_completed()) + { + if(last_iceberg == null || last_iceberg.add_nanos((int)iceberg_latency_ns).less(curr.SendingTime)) + { + algo = AlgoFactory.algo_factory(algo_type, sink, security_list, algo_params); + AlgoBase.activate_self((AlgoBase)algo, side, price, size, Timestamp.FromDateTime(DateTime.UtcNow), + (h, f) => q.Add(new OrderOrFill(f)), + (h, s) => q.Add(new OrderOrFill(s)) ); + last_iceberg = curr.SendingTime; + } + } + var secdesc = security_list[min]; - T curr = (T)valcache[min]; List mbo = MBOUtils.extract_mbo(curr.Md, curr.MdEntry, curr.EntryIndex, curr.Orders); if(curr.MdEntry.MdEntryType == MDEntryType.Bid || curr.MdEntry.MdEntryType == MDEntryType.Offer) {