ExSan backtesting monitors tick-by-tick market activity for hundreds of contracts.
Previous Post | Next Post |
---|
ExSan is already plugged into Interactive Brokers C++ API to perform live market data analysis.
2 |ExSan| C++ |ExSan| MSVSC2019_V16_11.19@09.14
3 Fri Oct 28 18:35:29 2022
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft3529
8 GLUTo Mon May 15, 2023
9 License Grant for: 165 days more StockCounterDB Number of files: 364
10
11 Read From File myInvestment: 1931 Savings: 12
12
13 pp_lastIN 0 ppnt_time 1 ppnt_data 2
14 stockCounterDB: 364 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
15 ******************
16 <--------e-x-s-a-n---------->--------e-x-s-a-n---------->
17 Generate Exsan ( 365 , 366 )
18
19 Total Number of assets allocated: 364
20
21 |<--------e-x-s-a-n---hft------->|--------e-x-s-a-n---hft------->
22
23 :4440: Normal exit geNSTOCKS:-> 0
24 This run Exsan's screened Data Market Activity at tick by tick level of 363 stocks
25 Data Market up loaded to ExSan pp: 9
26
27 WORKSHEET 9 I[364, 8] FLOAT
28 A B C D E F G H
29 >--------------------------------------------------------<
30 48554 0.00 MOCQ 1: 53.01 54.12 47.26 49.89 47.29 51.02 51.25 53.73
31 51782 0.00 CBPO 2: 96.88 94.11 94.47 95.97 93.17 89.69 98.68 99.84
32 31278 0.00 NFFD 3: 17.25 23.70 23.40 23.25 26.25 24.15 12.00 15.00
33 53636 0.00 MON 4: 37.48 37.79 37.47 37.60 37.86 37.82 37.96 37.51
34 49749 0.00 OCC 5: 6.17 5.82 5.61 5.58 5.67 5.78 5.75 5.96
35 50675 0.00 PTIE 6: 10.19 10.29 10.18 9.78 9.98 10.05 10.25 10.17
36 55229 0.00 LPAA 7: 66.06 66.14 64.95 62.00 60.29 66.48 67.36 66.64
37 54563 0.00 XIV 8: 16.47 16.30 17.66 19.55 18.05 18.59 17.58 17.01
38 53386 0.00 XTNG 9: 15.19 15.46 15.23 15.02 14.96 14.91 15.13 15.06
39 38418 0.00 NRMA 10: 8.37 8.12 9.43 9.04 9.32 9.47 9.15 9.20
40 54196 0.00 ABMD 11: 18.70 18.61 18.58 18.00 18.38 19.80 19.14 19.08
41 53395 0.00 UM 12: 8.50 8.66 8.69 9.10 9.08 9.00 8.71 8.52
42 27347 0.00 YRT 13: 2.03 2.03 2.05 2.07 2.05 2.06 2.02 2.03
43 50810 0.00 CGEN 14: 5.19 5.13 5.28 5.20 5.01 5.16 5.18 5.08
44 52381 0.00 F0 15: 12.19 13.27 13.29 13.12 13.13 11.45 11.97 12.14
45 54029 0.00 COMP 16: 35.89 35.89 35.89 35.86 35.86 35.90 35.89 35.89
46 54063 0.00 EC 17: 32.07 31.82 31.82 31.64 32.12 31.86 30.84 32.05
47 38380 0.00 PATK 18: 62.35 59.80 60.15 59.55 59.90 60.60 62.75 63.60
48 54952 0.00 GOGO 19: 56.23 55.54 55.69 55.39 56.41 56.39 56.66 54.02
49 54205 0.00 JNJ0 20: 38.62 38.40 38.26 38.42 37.52 37.77 38.03 38.52
50 38934 0.00 AMRN 21: 2.26 2.25 2.07 2.05 2.08 2.00 2.39 2.31
51 53942 0.00 FL 22: 9.11 8.77 9.06 9.61 9.57 9.95 8.98 9.23
52 52750 0.00 MPW 23:222.21 216.97 218.25 214.30 214.69 214.49 224.39 223.50
53 54860 0.00 IXIC 24: 21.46 21.76 21.69 21.76 21.98 22.04 21.93 21.57
54 45126 0.00 CLFi 25: 93.72 93.66 93.71 93.72 93.75 93.68 93.70 93.67
55 47203 0.00 MCDR 26: 11.40 10.20 12.50 8.40 8.50 6.50 10.00 9.20
56 54637 0.00 OGOG 27: 29.39 29.84 30.28 29.85 29.84 28.83 29.40 29.42
57 52723 0.00 BAC 28: 6.95 7.15 7.16 6.59 6.78 7.29 7.08 7.22
58 41647 0.00 MHH 29: 17.29 16.77 16.92 17.05 16.88 17.41 17.15 17.00
59 37445 0.00 CLRB 30: 19.86 19.94 19.98 20.00 19.96 19.90 19.96 20.00
60 54257 0.00 JWH 31: 50.40 51.04 51.88 51.35 51.23 51.60 50.79 50.74
61 51346 0.00 SRPT 32: 4.56 4.50 4.98 4.56 4.92 4.74 5.04 4.62
62 54021 0.00 LAA 33: 41.82 41.76 40.90 41.33 40.66 42.04 42.05 42.43
63 34096 0.00 NVAX 34: 2.16 2.39 2.35 2.36 2.27 2.19 2.18 2.15
64 38568 0.00 JCTCF 35: 9.73 9.67 9.59 9.48 9.58 9.99 9.93 10.50
65 49640 0.00 TSXN 36: 4.30 4.07 4.09 4.12 3.98 4.16 4.63 4.55
66 53734 0.00 DMBA 37: 21.06 21.13 21.15 20.83 21.12 21.87 20.78 20.81
67 51069 0.00 HK 38: 8.31 7.69 7.83 7.64 7.55 8.81 8.50 7.94
68 26556 0.00 AVXL 39: 3.33 3.41 3.47 3.49 3.28 3.23 3.39 3.35
69 46350 0.00 EDUC 40: 3.39 3.45 3.43 3.45 3.46 3.43 3.43 3.38
70 54298 0.00 XVC 41: 54.49 54.44 56.20 55.99 56.36 56.20 55.50 54.87
71 50841 0.00 KH 42: 7.64 8.76 8.17 7.94 7.61 7.55 7.69 7.66
72 48149 0.00 MGPI 43: 3.33 3.35 3.31 3.34 3.35 3.48 3.52 3.39
73 35229 0.00 APTO 44: 2.66 2.96 3.08 2.75 2.86 2.66 2.69 2.70
74 54486 0.00 ATLU 45: 25.56 24.84 24.26 24.41 22.15 21.66 25.89 25.51
75 50113 0.00 SNBR 46: 30.60 31.01 31.44 31.71 31.73 31.19 30.64 30.29
76 54243 0.00 T 47: 30.87 30.88 30.81 30.84 30.67 30.68 31.28 31.49
77 53680 0.00 BOOM 48: 14.78 15.08 15.57 15.62 16.61 16.32 16.02 16.22
78 53810 0.00 MRK 49: 23.28 22.73 23.92 23.36 23.51 23.17 23.26 24.06
79 47705 0.00 SPIV 50: 21.47 19.70 20.26 20.20 19.99 20.25 21.23 21.60
80 42682 0.00 NOVi 51: 19.00 19.01 19.03 19.06 18.99 19.00 19.01 19.03
81 46596 0.00 CUDE 52: 4.71 4.41 4.56 4.60 4.66 4.70 4.53 4.62
82 53499 0.00 VLX 53: 30.46 30.09 30.04 29.95 30.12 29.97 30.08 30.31
83 52081 0.00 PGYi 54: 9.35 9.27 9.22 9.24 9.22 9.16 9.22 9.21
84 53389 0.00 SKA 55: 5.03 5.35 4.89 4.99 4.90 5.21 5.12 5.08
85 49674 0.00 NXST 56: 39.02 40.22 37.60 37.11 39.16 38.18 37.43 37.69
86 53300 0.00 UNG 57:266.56 267.20 264.32 262.08 278.40 272.96 274.56 276.80
87 50973 0.00 NO 58: 8.72 8.58 8.47 8.40 8.75 8.91 8.65 8.81
88 52271 0.00 CAR 59: 31.51 31.33 31.48 31.06 31.87 32.33 32.51 31.00
89 53878 0.00 ARAC 60: 9.94 10.00 10.01 9.98 9.85 9.99 9.54 9.73
90 46789 0.00 RDCM 61: 4.80 4.20 4.40 5.00 5.20 5.50 5.40 5.00
91 53768 0.00 OIL 62: 70.46 70.72 69.31 70.87 71.06 68.94 68.72 67.12
92 54313 0.00 SROK 63: 53.95 52.80 52.30 54.50 57.35 52.49 52.52 52.60
93 51125 0.00 GFSi 64: 46.74 46.75 46.73 46.67 46.65 46.82 46.81 46.81
94 53060 0.00 SPUU 65: 27.76 27.96 27.84 27.74 27.80 28.07 27.91 27.82
95 38788 0.00 UTTA 66: 4.64 5.08 5.20 5.12 4.76 4.44 4.60 4.56
96 50343 0.00 OPBC 67: 89.97 89.30 90.00 90.72 92.40 91.51 91.17 91.24
97 54317 0.00 MOX 68: 62.98 62.20 62.75 62.06 61.64 61.75 62.22 62.93
98 54131 0.00 EPE 69: 93.69 94.77 94.99 93.81 96.01 96.85 95.24 93.86
99 53761 0.00 JCP 70: 9.44 9.57 9.55 9.25 9.22 9.01 8.99 9.37
100 53982 0.00 ASCMA 71: 25.66 26.11 25.97 25.64 25.91 26.51 25.70 25.00
101 53851 0.00 XTKM 72: 8.13 8.36 7.88 9.03 8.57 8.42 8.39 8.93
102 53945 0.00 ELAV 73: 5.52 6.13 5.55 5.54 5.68 5.84 5.60 5.36
103 50398 0.00 ARNA 74: 58.30 59.20 60.60 63.70 66.20 68.20 58.90 58.50
104 33007 0.00 FTIi 75: 8.59 8.59 8.60 8.60 8.58 8.57 8.55 8.60
105 53313 0.00 EERT 76: 12.55 14.96 13.02 13.54 13.64 13.62 13.52 13.31
106 39157 0.00 DYNT 77: 3.05 2.90 2.85 2.80 2.70 2.85 3.15 3.25
107 43421 0.00 YBN 78: 22.00 22.50 23.00 22.00 25.00 22.50 22.75 23.00
108 54176 0.00 UPE 79: 26.33 26.20 25.88 26.38 26.39 26.50 26.92 27.02
109 52706 0.00 JNS 80: 14.19 13.69 14.49 14.62 14.28 14.37 14.34 14.40
110 34325 0.00 UONE 81: 2.00 2.40 2.33 2.39 2.38 2.25 2.23 2.15
111 55065 0.00 ULTA 82:202.29 201.99 206.14 221.88 215.60 215.63 213.00 207.36
112 52701 0.00 CAB 83: 14.98 15.09 15.50 15.17 15.34 15.01 15.17 15.20
113 54864 0.00 CIXI 84: 21.05 20.56 20.57 20.49 20.45 20.98 20.60 21.16
114 17315 0.00 MHRC 85: 2.03 2.08 2.00 2.24 2.11 2.22 2.12 2.05
115 54349 0.00 VIX 86: 24.76 26.01 29.15 28.90 27.10 24.92 24.95 24.68
116 43626 0.00KIGRYi 87: 11.22 11.22 11.27 11.30 11.24 11.25 11.23 11.19
117 45989 0.00 PRAN 88: 14.58 14.22 14.94 15.00 14.28 13.32 13.14 13.98
118 53385 0.00 DAL 89: 10.58 10.16 10.49 10.50 10.42 10.85 10.98 10.71
119 46609 0.00 AKSH 90: 13.73 13.00 12.91 13.05 13.33 13.54 13.63 13.97
120 47342 0.00CGEMYi 91: 38.49 38.47 38.48 38.41 38.45 38.42 38.41 38.49
121 50649 0.00 IDXG 92: 8.23 8.11 9.21 9.41 9.36 9.19 8.95 8.48
122 53642 0.00 CARA 93: 18.15 19.09 15.27 16.17 15.58 16.09 16.69 16.76
123 53333 0.00 UUPS 94: 44.39 44.16 43.07 42.58 43.97 46.29 46.16 44.36
124 24394 0.00 VVIX 95: 13.65 13.64 13.71 13.69 13.70 13.68 13.69 13.67
125 54061 0.00 LAH 96: 27.27 26.80 26.51 25.60 27.85 28.43 27.79 27.57
126 33192 0.00 TCX 97: 2.84 3.04 3.16 3.08 3.12 3.04 2.96 3.08
127 54605 0.00 BBY 98: 45.12 45.87 46.65 47.45 48.00 43.96 43.57 43.80
128 50515 0.00 MANU 99: 15.72 15.97 16.37 15.72 15.65 15.83 15.74 15.85
129 30526 0.00 GLBS 100: 2.93 2.96 2.84 2.51 2.71 3.15 3.06 2.99
130 52040 0.00 UCTT 101: 58.80 58.90 59.40 58.70 59.70 58.10 58.20 56.20
131 53839 0.00 YMB 102: 12.30 12.10 12.15 13.11 13.32 12.31 12.61 12.90
132 54021 0.00 XDNY 103: 17.37 17.53 17.41 18.37 17.96 17.66 18.24 18.42
133 54629 0.00 ATHN 104: 41.04 41.08 41.40 40.44 39.27 43.77 42.73 42.01
134 53377 0.00 NGLA 105: 26.14 26.36 26.38 26.74 26.79 26.20 25.51 25.64
135 54122 0.00 EMG 106: 35.21 35.85 38.26 37.68 36.98 36.42 36.02 35.79
136 53934 0.00 MP 107: 72.79 73.61 73.80 74.10 74.11 74.54 71.79 73.11
137 46088 0.00 DEM 108: 16.32 15.91 15.05 14.14 15.46 14.81 12.27 11.41
138 54043 0.00 HLF 109: 11.53 11.88 12.22 12.00 11.99 12.14 12.32 12.16
139 46929 0.00 BTCi 110: 21.52 21.52 21.52 21.53 21.54 21.56 21.56 21.55
140 53915 0.00 RDW 111: 15.70 15.98 15.55 19.14 19.56 18.69 18.54 17.99
141 49089 0.00 AGEN 112: 2.20 2.43 2.45 2.44 2.30 2.37 2.32 2.29
142 38770 0.00 ATTU 113: 3.24 3.28 3.60 3.64 3.52 3.44 3.36 3.32
143 31154 0.00 DAR 114: 5.95 5.94 5.77 5.92 6.00 5.97 5.91 5.96
144 54403 0.00 TFSM 115: 26.19 25.15 25.17 23.98 25.68 25.36 25.77 25.95
145 54450 0.00 XXV 116: 20.55 20.85 5.44 25.72 27.30 25.46 22.05 26.16
146 25918 0.00 SNIK 117: 5.77 5.85 5.81 6.10 6.39 5.98 5.90 5.84
147 48265 0.00 DMA 118: 2.01 2.13 2.18 2.15 2.21 2.14 2.10 2.02
148 53671 0.00 NBIX 119: 8.20 8.19 8.44 8.34 8.58 8.50 8.55 8.16
149 54057 0.00 NOX 120: 21.65 23.30 23.43 23.57 23.65 23.29 22.27 21.85
150 35233 0.00 INDIi 121: 7.59 7.49 7.48 7.52 7.51 7.53 7.55 7.56
151 52637 0.00 F 122: 10.80 10.68 10.93 10.95 10.84 10.90 10.72 10.74
152 40255 0.00 IMUC 123:102.40 101.60 102.00 103.20 104.00 97.60 98.80 102.80
153 48254 0.00 CAMP 124: 3.29 3.19 3.22 3.24 3.23 3.25 3.11 3.15
154 45726 0.00 GERN 125: 2.37 2.31 2.76 2.98 3.17 3.11 2.30 2.40
155 43421 0.00 LUNA 126: 3.73 3.70 3.75 4.66 4.57 3.74 3.66 3.79
156 53274 0.00 DXCN 127: 12.13 11.64 13.00 12.88 13.25 12.77 12.37 12.02
157 54099 0.00 ADVN 128: 18.77 18.83 18.81 18.03 18.24 18.45 18.88 18.90
158 54000 0.00 SVC 129: 23.99 24.31 24.29 23.68 24.11 23.58 23.82 23.79
159 47335 0.00 UCO 130: 31.62 31.59 32.34 32.65 32.47 32.64 31.67 32.29
160 36771 0.00 SIRI 131: 3.09 3.10 3.06 3.17 3.18 3.15 3.14 3.13
161 53701 0.00 EFP 132: 15.63 15.52 15.30 15.42 15.53 15.75 15.69 15.42
162 54283 0.00 HOG 133: 37.71 37.62 37.36 36.57 37.12 38.15 37.77 37.62
163 54445 0.00 NFLX 134: 22.09 21.83 22.25 21.86 21.33 21.38 21.96 22.20
164 54540 0.00 V0 135: 41.93 42.61 41.51 41.96 41.66 41.12 41.59 41.91
165 53565 0.00 TNX 136: 34.37 37.69 38.26 38.41 37.71 34.83 34.91 34.10
166 54192 0.00 MET 137: 19.95 19.70 19.43 19.40 19.20 18.97 18.94 18.45
167 53302 0.00 GE 138: 19.68 19.44 19.77 19.59 19.72 19.84 20.04 19.62
168 49440 0.00 NEGA 139: 5.25 4.96 5.37 5.70 5.62 5.32 5.59 5.70
169 53218 0.00 XIBN 140: 3.14 3.19 3.32 3.72 3.83 3.35 3.13 3.15
170 23708 0.00 RBG 141: 2.74 2.60 2.32 2.10 3.49 3.42 3.09 3.18
171 19831 0.00 IGC 142: 2.15 2.20 2.25 2.15 2.10 2.06 2.02 2.14
172 53229 0.00 XOF 143: 29.48 29.03 28.29 28.39 28.43 29.68 29.44 29.39
173 54705 0.00 XLFN 144:100.74 94.29 94.12 93.85 93.75 97.09 97.86 99.89
174 45001 0.00 VTVT 145: 5.38 5.70 5.62 5.32 5.22 5.14 5.19 5.23
175 51110 0.00 UNAM 146: 16.22 16.46 16.42 16.08 16.06 16.12 16.07 16.19
176 45951 0.00 NARP 147: 5.34 5.16 5.40 5.28 5.22 5.40 5.64 5.70
177 54536 0.00 HAL 148: 56.30 56.67 58.55 58.98 60.23 59.08 58.49 58.42
178 53613 0.00 DLHS 149: 17.40 17.69 17.43 16.89 17.67 15.01 15.25 16.73
179 54335 0.00 PM 150: 64.71 65.19 65.72 66.98 67.28 67.58 67.88 64.39
180 41886 0.00 BSQR 151: 2.62 2.47 2.37 2.56 2.44 2.60 2.98 2.65
181 54144 0.00 SSK 152: 50.60 52.31 51.96 53.67 54.33 55.16 56.23 56.18
182 50921 0.00 TROC 153: 47.90 48.50 48.20 48.10 47.40 46.10 46.00 48.70
183 42460 0.00 IIXR 154:435.00 426.00 480.00 495.00 499.00 490.00 441.00 462.00
184 54978 0.00 RUT 155: 51.56 52.20 48.43 47.97 47.93 48.10 49.33 49.65
185 54658 0.00 NHTA 156:129.79 129.25 131.76 132.82 128.88 129.96 129.92 128.64
186 52789 0.00 WLG 157: 6.03 6.10 6.27 6.50 6.33 5.87 5.71 5.96
187 54128 0.00 BF 158:148.24 148.06 147.66 144.85 149.78 150.19 150.33 150.04
188 47763 0.00 ENVXi 159: 20.45 20.52 20.47 20.43 20.45 20.42 20.47 20.46
189 28808 0.00 GTT 160: 23.05 23.45 23.30 23.35 23.20 22.80 22.79 22.95
190 51533 0.00 ZZAJ 161:141.63 137.38 134.77 134.01 135.74 143.93 145.04 145.90
191 50271 0.00 LPT 162: 42.33 42.03 41.74 41.13 39.78 40.57 41.22 42.52
192 45090 0.00 TVTV 163: 5.01 5.48 4.15 4.29 4.38 4.81 4.75 5.02
193 53896 0.00 LEDQ 164: 20.97 20.99 20.84 20.76 20.67 20.66 20.88 20.77
194 54426 0.00 KSS 165: 41.97 46.81 40.12 39.63 39.20 39.32 40.26 40.38
195 34598 0.00 TTG 166: 2.30 2.35 2.36 2.24 2.05 2.00 2.80 2.17
196 42844 0.00 GTN 167: 2.36 2.27 2.23 2.09 2.44 2.36 2.43 2.49
197 54105 0.00 XON 168: 44.17 42.89 43.29 44.51 44.14 44.99 43.70 42.39
198 54293 0.00 PEP 169: 60.98 61.18 61.44 61.40 61.23 62.18 62.11 61.39
199 54159 0.00 YBB 170: 13.16 13.99 13.81 13.48 12.78 12.76 12.69 13.38
200 54279 0.00 JNJ 171:116.00 114.12 115.05 114.49 113.74 114.03 113.34 116.86
201 18182 0.00 TEUM 172: 2.47 2.57 2.61 2.60 2.65 2.67 2.55 2.59
202 35614 0.00 BRLC 173: 19.76 19.70 19.80 19.74 19.76 19.80 19.74 19.78
203 53776 0.00 CE 174: 33.96 34.14 33.70 33.43 33.90 33.91 34.07 34.09
204 48044 0.00 EXSAS 175: 2.09 2.18 2.08 2.00 2.02 2.15 2.20 2.03
205 53827 0.00 DPZ 176: 6.67 6.83 6.56 7.15 6.83 6.85 6.70 6.74
206 52979 0.00 GNU 177: 25.88 26.48 27.16 25.28 26.44 26.56 26.20 26.32
207 53121 0.00 XNT 178: 30.11 29.09 29.73 30.99 29.91 29.71 29.98 29.62
208 51143 0.00 AMD 179: 3.75 3.89 3.92 3.90 4.01 3.62 3.66 3.47
209 53526 0.00 NCXD 180: 68.72 67.79 70.49 67.63 67.91 65.50 68.08 68.43
210 54217 0.00 VXX 181: 59.08 64.12 59.36 59.88 62.44 65.08 60.48 61.56
211 54700 0.00 KORS 182: 53.84 53.49 52.55 53.95 51.83 51.67 53.92 53.69
212 53721 0.00 GME 183: 41.03 39.86 40.66 40.71 40.60 41.26 42.03 41.81
213 36131 0.00 NEGO 184: 35.70 35.00 37.50 34.60 35.10 35.50 36.50 36.00
214 54396 0.00 COF 185: 48.56 48.95 50.00 49.64 50.87 48.75 48.50 48.35
215 53338 0.00 MOOB 186: 15.82 14.56 11.01 10.77 12.21 13.70 14.46 14.30
216 46555 0.00 HSKA 187: 16.71 16.03 16.23 16.33 16.71 16.62 16.42 16.81
217 41540 0.00 WAC 188: 3.18 3.19 3.26 3.31 3.21 3.19 3.20 3.25
218 50421 0.00 ANRA 189: 72.60 77.20 73.10 68.20 66.20 75.30 74.90 73.20
219 53373 0.00 XOB 190: 20.53 19.64 19.40 18.91 19.14 17.13 17.88 18.20
220 54058 0.00 AAL 191: 2.08 2.03 2.34 2.32 2.37 2.28 2.14 2.06
221 54809 0.00 TUR 192: 59.26 60.28 58.88 59.61 58.92 57.97 57.72 59.22
222 32797 0.00 SASXE 193: 4.24 7.50 4.25 7.37 7.36 4.45 7.70 7.49
223 52091 0.00 RAC 194: 32.35 32.49 32.36 35.93 35.30 39.00 37.73 36.49
224 42895 0.00 NTG 195: 2.57 2.38 2.37 2.62 2.96 2.95 2.65 2.53
225 48057 0.00 OCU 196: 55.88 52.75 52.60 49.57 48.74 52.82 52.23 53.96
226 54689 0.00 NIKK 197: 14.72 14.87 14.84 15.05 14.97 14.92 14.84 14.65
227 54188 0.00 KRM 198: 26.14 25.86 25.26 24.66 25.95 25.90 25.79 25.88
228 50696 0.00 GON 199: 7.17 7.29 7.47 7.83 8.37 8.39 8.55 8.77
229 53852 0.00 PCJ 200: 13.42 12.48 11.89 11.77 13.35 13.43 14.02 14.41
230 54635 0.00 MBI 201:154.45 155.28 156.81 153.53 152.97 151.27 151.56 153.87
231 54422 0.00 FB 202:112.22 113.71 113.64 110.63 108.99 110.61 116.06 112.55
232 54300 0.00 CVS 203: 77.69 78.44 77.96 78.89 75.38 75.30 76.67 76.10
233 53184 0.00 CSRP 204: 15.10 15.08 14.98 15.18 15.08 14.99 14.86 14.67
234 47263 0.00 RAP 205: 8.03 7.80 7.83 7.86 7.68 7.71 7.87 8.14
235 23874 0.00 GBR 206: 6.19 6.70 6.61 6.65 6.80 6.79 6.40 6.25
236 53274 0.00 LF 207: 10.45 10.54 10.32 10.22 10.25 10.49 10.72 10.62
237 54200 0.00 DLOG 208: 66.72 66.04 66.97 67.88 68.04 67.06 69.25 68.15
238 54207 0.00 FLH 209: 30.58 30.85 30.82 30.94 29.78 30.20 29.97 30.62
239 32675 0.00 DFFN 210: 12.45 12.75 12.15 10.05 10.65 11.40 12.75 12.60
240 19681 0.00 NWGi 211: 6.40 6.42 6.41 6.41 6.41 6.41 6.41 6.41
241 53617 0.00 AMCSA 212: 27.21 26.31 26.15 27.27 26.96 26.08 26.18 27.15
242 15872 0.00 VERB 213: 2.23 2.10 2.07 2.25 2.02 2.10 2.07 2.01
243 47719 0.00 ATSG 214: 7.19 7.35 7.16 7.04 7.11 7.30 7.24 7.27
244 47947 0.00 ELGE 215: 19.21 54.48 13.00 19.68 19.85 19.88 19.71 19.65
245 28847 0.00 AVPTi 216: 5.43 5.43 5.44 5.43 5.45 5.45 5.46 5.44
246 43455 0.00 NBY 217: 42.25 43.50 41.75 43.75 42.25 41.50 41.00 46.00
247 35309 0.00 GXDI 218: 7.56 8.05 7.46 7.79 7.59 8.85 8.48 8.20
248 54617 0.00 SLB 219: 79.55 76.33 77.04 77.08 77.96 78.91 79.36 78.72
249 54068 0.00 LAD 220: 40.46 40.81 39.16 38.80 42.37 41.91 41.26 41.46
250 50322 0.00FQVLFi 221: 14.48 14.79 19.97 19.87 19.80 19.75 46.47 15.11
251 40800 0.00 LC 222: 6.91 6.97 7.08 7.09 7.19 7.16 7.23 7.14
252 36571 0.00 IRIS 223: 3.46 3.45 3.50 3.61 3.67 3.78 3.57 3.47
253 53169 0.00 I 224: 2.16 2.14 2.30 2.25 2.32 2.21 2.24 2.30
254 49501 0.00 YUMA 225: 86.71 82.13 83.72 87.31 89.31 84.52 82.93 83.33
255 41995 0.00 RQSB 226:124.50 131.50 136.00 88.50 101.00 114.00 128.00 125.00
256 33951 0.00 XAVN 227: 6.27 6.66 6.91 6.69 6.72 6.81 6.69 6.97
257 54414 0.00 EPU 228: 37.99 38.12 38.37 39.38 39.42 39.48 38.89 38.60
258 41726 0.00 CAW 229: 3.40 3.47 3.46 3.45 3.13 3.15 3.50 3.49
259 53231 0.00 XLV 230: 95.26 91.62 84.78 90.66 81.72 86.85 83.97 92.10
260 41254 0.00 HHM 231: 7.25 7.63 7.45 7.68 7.71 7.22 7.66 7.54
261 51228 0.00 FTR 232: 98.18 99.47 99.34 98.18 98.18 97.92 98.05 98.57
262 50643 0.00 NOLE 233:125.20 122.20 118.70 133.00 137.20 131.00 126.20 126.60
263 53496 0.00 PFE 234: 11.94 11.92 11.98 11.95 11.87 11.64 11.57 11.43
264 54478 0.00 YPS 235: 42.22 42.18 42.13 42.10 42.20 42.21 42.24 42.28
265 38025 0.00 BGG 236: 9.07 9.57 9.50 9.83 9.66 9.50 9.40 9.24
266 54531 0.00 TIF 237: 24.14 24.50 24.49 23.66 23.16 23.33 23.04 23.08
267 54380 0.00 GOLD 238: 73.13 73.29 74.09 75.24 76.08 75.41 74.56 72.24
268 36055 0.00 CARV 239:230.62 226.88 228.75 223.12 221.25 219.38 220.31 228.75
269 50227 0.00 TPL 240: 39.28 38.42 35.93 40.38 40.83 40.59 39.46 38.83
270 51210 0.00 SSS 241: 4.60 4.52 6.14 6.00 5.79 6.25 5.90 4.62
271 54520 0.00 CVX 242: 48.69 48.79 48.02 49.10 48.80 48.95 49.38 49.40
272 54779 0.00 AAPL 243: 87.27 86.02 86.20 86.67 85.86 85.94 87.56 87.44
273 52971 0.00 SNJ 244: 8.11 8.31 8.42 7.65 7.65 8.01 7.91 8.02
274 54541 0.00 BHI 245: 33.58 33.82 32.69 31.44 31.26 33.55 33.08 33.37
275 53476 0.00 BOX 246: 12.74 12.94 12.80 12.35 12.96 12.83 12.91 12.77
276 26755 0.00 LXVA 247: 6.41 5.76 6.33 6.72 6.75 6.56 6.46 6.33
277 50722 0.00 CORT 248: 79.50 80.00 90.50 92.90 91.80 90.90 84.30 83.90
278 54351 0.00 BLS 249: 50.95 51.18 51.87 51.83 51.02 51.71 52.11 50.15
279 47114 0.00 C 250:471.70 472.10 468.50 468.70 469.20 470.20 469.10 470.10
280 47868 0.00 VIPS 251: 14.29 14.63 14.57 14.67 12.86 12.94 12.95 13.38
281 53168 0.00 SHLD 252: 76.57 75.69 75.57 75.36 75.43 74.99 74.68 75.55
282 54079 0.00 AKS 253: 5.51 5.19 5.15 5.21 5.19 5.04 5.48 5.79
283 55362 0.00 IBM 254:142.42 140.29 150.36 149.65 148.35 149.39 147.12 147.63
284 54783 0.00 SPY 255: 42.06 41.96 42.10 42.21 42.16 41.88 41.90 42.16
285 50604 0.00 NOG 256: 17.58 18.41 17.75 17.93 17.44 17.06 17.52 17.20
286 45740 0.00 LEDS 257: 51.10 48.40 49.60 50.30 51.30 51.10 49.20 52.80
287 54012 0.00 QDEL 258: 25.23 25.06 25.05 25.41 25.70 25.96 25.99 25.43
288 49921 0.00 RBNS 259: 16.91 16.32 16.02 16.04 16.15 16.03 16.38 16.68
289 53965 0.00 FIT 260: 59.01 58.38 57.80 56.87 55.34 57.31 57.46 56.95
290 53702 0.00 FOX 261: 15.28 15.24 15.11 15.03 15.05 15.27 15.35 15.57
291 54557 0.00 XOM 262: 53.71 54.19 54.43 55.02 55.41 51.83 52.52 52.62
292 51127 0.00 JAZZ 263: 13.86 14.56 15.60 15.51 15.77 15.66 15.44 13.45
293 45593 0.00 SDEL 264: 38.20 34.00 33.60 35.30 35.90 35.80 36.20 37.70
294 48363 0.00 YLN 265: 2.01 2.00 2.02 2.06 2.04 2.03 2.02 2.01
295 54012 0.00 WFT 266: 12.54 12.01 11.75 11.62 12.82 12.99 12.76 13.22
296 34073 0.00 ENOU 267: 18.00 18.73 18.56 18.31 18.25 18.28 18.10 18.14
297 52525 0.00 TTCU 268:147.00 143.70 142.50 151.80 153.10 142.80 144.50 140.70
298 50097 0.00 ON 269: 2.01 2.31 2.19 2.45 2.32 2.14 2.13 2.10
299 49839 0.00 CCO 270: 2.45 2.46 2.39 2.48 2.45 2.45 2.43 2.43
300 36566 0.00 VRAC 271: 5.25 5.06 5.20 5.22 5.15 4.40 5.50 5.00
301 51499 0.00 EGLE 272: 13.00 13.00 13.00 13.00 13.00 13.00 13.00 13.00
302 52724 0.00 WPM 273: 31.54 30.82 31.36 31.63 32.88 32.43 32.61 32.70
303 53854 0.00 TFW 274: 16.24 16.42 16.23 16.53 16.76 16.25 15.13 15.01
304 53047 0.00 GLW 275: 28.29 28.40 28.73 28.58 28.72 28.74 29.20 28.63
305 54704 0.00 LULU 276: 65.09 65.53 64.65 65.19 66.88 66.72 68.60 77.14
306 54414 0.00 NOM 277: 65.70 65.53 65.09 64.41 63.86 64.75 67.29 66.66
307 26502 0.00 CTHN 278: 2.37 2.52 2.51 2.59 2.64 2.61 2.26 2.36
308 47659 0.00 IPGM 279: 7.25 7.39 7.68 5.94 6.32 6.45 6.89 7.08
309 47700 0.00 GSTA 280: 7.46 7.31 7.06 7.12 7.78 7.70 7.72 7.56
310 52559 0.00 I0 281: 16.53 16.70 18.37 17.76 17.12 16.99 17.85 14.84
311 54140 0.00 SBUX 282: 13.94 13.62 13.56 13.40 13.58 13.63 13.59 13.47
312 54162 0.00 XUBS 283: 8.66 8.59 7.63 7.88 8.35 8.21 8.35 8.49
313 45429 0.00 NREG 284: 6.20 6.34 6.41 6.28 6.05 6.81 6.38 6.29
314 53947 0.00 TEM 285: 45.07 45.30 45.76 47.39 46.40 46.61 46.63 45.95
315 26364 0.00 NHTC 286: 2.20 2.27 2.08 2.04 2.56 2.34 2.47 2.22
316 53459 0.00 NVDA 287: 16.28 16.58 16.36 17.77 16.64 16.76 16.90 16.40
317 54248 0.00 TBA 288: 17.63 17.60 17.40 17.29 17.43 17.15 17.38 17.64
318 54754 0.00 FOC 289: 79.61 78.23 83.21 83.23 83.28 82.89 82.43 82.16
319 39797 0.00 TPRS 290: 15.90 16.08 46.26 15.48 45.48 44.10 44.46 46.98
320 54151 0.00 LIO 291: 26.27 26.21 25.12 25.29 25.28 25.76 25.37 25.90
321 50415 0.00 EITP 292: 9.30 9.38 9.83 10.52 10.69 10.73 10.61 9.87
322 16152 0.00 BREV 293: 3.90 4.28 4.95 3.33 2.53 2.91 3.65 2.04
323 25022 0.00 ANUL 294: 2.18 2.06 2.01 2.04 2.02 2.27 2.27 2.23
324 54758 0.00 V 295: 68.00 68.61 69.13 68.40 68.88 69.35 67.57 68.90
325 54003 0.00 GNTX 296: 8.79 9.06 9.15 8.57 8.51 8.73 9.06 8.80
326 26629 0.00 KTIM 297: 3.01 3.10 2.88 2.85 3.05 2.34 2.50 3.05
327 52778 0.00 TREE 298: 14.73 14.87 14.67 15.10 15.29 14.74 14.61 14.68
328 20801 0.00 RIBT 299: 16.00 22.00 16.00 18.00 14.00 16.00 18.00 14.00
329 54500 0.00 IJD 300: 13.08 13.05 13.12 13.17 13.15 13.13 13.20 13.24
330 37668 0.00 KTAP 301: 4.11 4.66 4.78 5.09 4.74 4.71 4.79 4.23
331 53635 0.00 T0 302: 33.56 33.67 33.06 34.11 34.53 34.32 33.99 34.17
332 54128 0.00 ALV 303: 96.30 96.73 96.88 96.41 96.34 96.74 96.32 96.49
333 54655 0.00 ULUL 304: 38.11 38.66 38.87 40.17 39.98 40.29 40.75 37.98
334 54897 0.00 DJI 305: 20.58 20.66 20.65 20.59 20.45 20.64 20.52 20.40
335 33930 0.00 XCT 306: 2.44 2.36 2.44 2.36 2.40 2.32 2.36 2.40
336 49280 0.00 MGAMi 307: 3.91 3.92 3.92 3.93 3.96 3.98 3.94 3.93
337 16357 0.00 IVE 308: 4.66 4.65 4.77 4.81 4.80 4.94 4.72 4.90
338 48446 0.00 Xi 309: 23.69 23.67 23.65 23.61 23.60 23.58 23.67 23.68
339 53646 0.00 MKTX 310: 35.85 35.93 35.79 36.01 35.81 36.04 36.45 35.77
340 53769 0.00 MSFT 311: 21.77 21.74 22.32 22.14 22.32 22.15 22.07 21.98
341 54496 0.00 HWJ 312: 5.94 5.82 5.61 5.47 5.30 5.24 5.46 5.57
342 40150 0.00 CUMI 313: 16.80 16.40 15.60 16.00 16.80 17.20 17.20 15.60
343 54247 0.00 GOH 314: 44.09 43.85 44.21 44.59 43.57 43.32 43.22 43.65
344 38646 0.00 FCTCJ 315: 12.62 12.42 12.15 12.22 11.61 11.08 12.90 12.85
345 48260 0.00 PMAC 316: 2.14 2.20 2.19 2.03 2.27 2.21 2.11 2.13
346 53980 0.00 ZPD 317: 70.90 69.19 69.29 70.31 68.87 69.12 69.58 68.44
347 54777 0.00 KKIN 318: 11.65 11.81 11.78 11.74 11.66 11.53 11.50 11.60
348 54659 0.00 OAS 319: 13.02 13.68 13.18 15.05 15.33 13.36 13.10 13.42
349 49259 0.00 AMUY 320: 8.80 9.18 9.20 7.60 8.70 8.60 9.00 8.50
350 38901 0.00 TNYD 321: 2.65 2.85 2.90 2.67 2.70 2.60 2.50 2.55
351 54581 0.00 VLA 322:108.81 106.40 106.30 107.24 108.55 106.58 109.62 109.48
352 53384 0.00 MU 323: 17.20 16.80 16.70 16.52 16.68 16.41 15.50 15.75
353 54671 0.00 SAO 324: 41.38 42.50 42.93 43.26 43.59 43.37 42.04 40.90
354 50290 0.00 GETYi 325: 30.62 30.73 31.44 32.00 32.23 31.73 31.47 31.46
355 53436 0.00 EG 326: 25.64 25.88 25.83 25.61 26.43 26.36 26.05 26.07
356 51424 0.00 S 327: 2.51 2.63 2.72 2.57 2.49 2.72 2.81 2.87
357 19724 0.00 XEAS 328:290.00 346.20 335.00 334.00 272.80 277.20 268.40 254.00
358 50748 0.00 NEGC 329: 5.00 4.98 4.90 4.92 5.32 5.13 5.14 5.10
359 53774 0.00 WDR 330: 17.52 18.06 17.92 17.77 17.85 17.99 17.24 17.55
360 53994 0.00 ABT 331: 16.19 16.67 16.58 16.77 16.85 16.43 16.32 16.35
361 54481 0.00 BMY 332: 27.33 25.76 26.68 26.98 27.22 27.12 26.57 27.58
362 51380 0.00 RTF 333: 98.26 103.74 104.76 111.64 96.98 90.48 95.07 100.04
363 53989 0.00 YNDX 334: 20.94 21.50 21.57 21.71 22.06 21.90 22.14 21.27
364 54202 0.00 VALE 335: 18.21 18.30 18.23 18.37 17.87 17.57 17.68 17.95
365 50664 0.00 ELON 336: 5.80 5.70 6.00 5.80 5.90 6.00 5.80 6.10
366 24874 0.00 KINS 337: 2.52 2.84 2.84 2.72 2.70 2.78 2.84 2.52
367 26752 0.00 MITK 338: 2.28 2.33 2.27 2.30 2.22 2.33 2.26 2.36
368 47183 0.00 PAR 339: 4.98 4.96 4.95 4.93 4.94 4.90 4.89 5.10
369 35043 0.00 OGEN 340:460.00 480.00 492.00 440.00 460.00 480.00 440.00 470.00
370 35890 0.00 SGLB 341: 2.00 2.04 4.18 4.48 2.50 2.74 2.40 2.20
371 36255 0.00 BLGS 342: 2.13 2.00 2.11 2.20 2.33 2.32 2.08 2.09
372 28636 0.00 BTC 343:446.11 449.78 453.30 474.05 442.11 443.64 439.62 443.69
373 41784 0.00 RXII 344:211.00 224.00 225.00 227.00 216.00 211.50 201.00 202.00
374 35367 0.00 OTPA 345: 5.07 5.08 5.27 5.20 5.25 5.40 5.28 5.05
375 48338 0.00 QCOM 346: 18.14 18.29 18.54 19.00 18.77 18.83 18.67 18.30
376 48037 0.00 NLY 347: 8.86 8.94 8.99 9.07 9.00 9.03 8.97 8.87
377 20480 0.00 TBIR 348: 48.00 42.00 46.00 38.00 32.00 30.00 26.00 24.00
378 37584 0.00 CL 349: 28.44 28.31 28.12 27.81 27.44 27.22 27.88 27.55
379 15422 0.00 DEP 350: 4.70 4.10 3.93 4.00 3.76 3.90 6.60 5.50
380 44529 0.00 TQQQ 351: 5.20 137.14 137.38 133.77 129.88 131.73 135.80 141.85
381 30253 0.00 SBLG 352: 2.86 2.23 2.40 2.00 2.02 5.93 14.23 4.94
382 31502 0.00 RAD 353: 6.99 7.16 7.44 7.18 7.14 7.08 7.34 7.21
383 45866 0.00 MED 354: 21.79 21.53 21.98 21.92 21.55 21.99 22.12 22.02
384 15218 0.00 PED 355: 2.01 19.98 2.25 2.18 2.10 2.04 2.08 2.12
385 28620 0.00 CTB 356: 3.50 2.88 2.21 10.59 3.33 3.41 3.20 3.03
386 18498 0.00 SAEX 357: 7.47 15.91 10.60 8.60 8.10 5.98 7.08 7.75
387 37500 0.00 GGB 358: 10.78 10.79 10.26 10.22 10.19 10.42 10.37 10.48
388 16924 0.00 CRHM 359: 5.20 3.80 3.75 26.00 5.45 5.20 5.10 5.25
389 18922 0.00 CGI 360: 2.50 2.40 2.10 2.00 2.30 2.20 2.40 2.30
390 10721 0.00 TRY 361: 11.10 11.98 12.33 12.70 13.50 13.44 13.72 13.80
391 15846 0.00 EVI 362: 40.24 40.40 40.84 41.29 40.06 2.50 40.08 40.74
392 0 0.00 363: 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
393 0 0.00 364: 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
394 <-------------------------------------------------------->-------------------------------------------------------->
395 1 2 3 4 5 6 7 8
396
397
398 :4484: Beep ExSan has been killed
399 hft3529 Elapsed Time: 1234 sec CHRONO START: Fri Oct 28 18:35:29 2022
400 STOP: Fri Oct 28 18:56:04 2022
401
402
403 Boost version: 1.80.0
404
405 EXIT FROM EXSAN
Previous
Low Latency Systematic Trading Algorithm
Next
+
+
C
E
x
S
a
n
C
+
+
D
o
N
o
t
A
c
c
e
p
t
D
e
f
a
u
l
t
s
T
h
i
n
k
D
i
f
f
e
r
e
n
t
Comments
Post a Comment