exsan_out_0215_html.html
1
2 |ExSan| C++ |ExSan| MSVSC2019_V16_11.19@09.14
36 pp_lastIN 0 ppnt_time 1 ppnt_data 2
37 stockCounterDB: 16 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
38 ******************
39 <--------E-x-S-a-n---------->
40 Generate Exsan ( 17 , 18 )
41
42 Total Number of assets allocated: 16
43
44 |<--------E-x-S-a-n---HFT------->|
53
54 :4440: Normal exit geNSTOCKS:-> 0
55 This run Exsan's screened Data Market Activity at tick by tick level of 15 stocks
56 Data Market up loaded to ExSan pp: 9
57
58 WORKSHEET 9 I[16, 8] FLOAT
59 A B C D E F G H
60 >--------------------------------------------------------<
61 11675 6932825.00 GETYi 1: 24.77 24.91 24.83 24.83 25.10 25.10 25.04 24.62
62 10355 11960437.50 CLFi 2: 95.31 95.37 95.34 95.17 95.22 95.25 95.28 95.26
63 8026 7596400.00 INDIi 3: 8.16 8.14 8.15 8.17 8.18 8.17 8.16 8.18
64 10954 7220662.50CGEMYi 4: 38.11 38.15 37.90 37.97 37.92 37.96 37.97 38.15
65 9752 11676200.00 NOVi 5: 17.51 17.52 17.49 17.48 17.50 17.51 17.55 17.52
66 11107 7046250.00 Xi 6: 20.20 20.23 20.22 20.25 20.26 20.26 20.22 20.22
67 9832 6857962.50KIGRYi 7: 11.35 11.45 11.44 11.39 11.39 11.45 11.45 11.43
68 10746 8010300.00 BTCi 8: 21.60 21.60 21.61 21.61 21.60 21.60 21.60 21.60
69 10607 10967862.50 ENVXi 9: 10.74 10.76 10.78 10.79 10.78 10.78 10.77 10.75
70 11560 6387925.00 GFSi 10: 60.94 61.00 60.99 61.04 61.02 61.15 61.17 61.15
71 11537 11213675.00FQVLFi 11: 15.46 15.47 15.45 15.42 15.38 15.48 15.36 15.20
72 283 11412912.50 MGAMi 12: 9.23 8.65 7.65 11.18 11.00 11.00 11.19 10.65
73 11119 8617437.50 PGYi 13: 31.49 31.41 31.07 31.09 30.73 30.55 30.69 31.49
74 5164 11017700.00 FTIi 14: 8.31 8.31 8.30 8.30 8.34 8.33 8.32 8.32
75 2 0.00 AVPTi 15: 11.28 25.25 0.00 0.00 0.00 0.00 2.82 7.44
76 1 0.00 NWGi 16: 21.53 0.00 0.00 0.00 0.00 0.00 5.38 14.21
77 <-------------------------------------------------------->
78 1 2 3 4 5 6 7 8
79
80
81 :4484: Beep ExSan has been killed
82 hft0215 Elapsed Time: 25 sec CHRONO START: Sat Nov 5 10:02:15 2022
83 STOP: Sat Nov 5 10:02:41 2022
84
85
41
42 WORKSHEET 9 I[16, 8] FLOAT
43 A B C D E F G H
44 >--------------------------------------------------------<
45 11000 10199287.50 Xi 1: 20.69 20.65 20.65 20.72 20.57 20.55 20.59 20.55
46 10065 11727287.50KIGRYi 2: 11.02 11.35 11.23 11.19 11.19 11.17 11.05 11.04
47 10535 4001287.50 BTCi 3: 21.59 21.61 21.60 21.60 21.61 21.61 21.61 21.59
48 10616 8758237.50CGEMYi 4: 38.27 38.25 38.23 38.44 38.38 38.35 38.33 38.31
49 9817 10362162.50 NOVi 5: 17.56 17.48 17.50 17.52 17.55 17.56 17.57 17.57
50 11649 5310087.50 GETYi 6: 25.86 26.58 26.58 26.50 26.51 26.68 26.05 25.97
51 10693 8716375.00 ENVXi 7: 10.20 10.19 10.18 10.19 10.19 10.20 10.18 10.16
52 11547 10737162.50FQVLFi 8: 14.79 14.85 14.88 15.32 15.13 15.10 14.97 14.84
53 10353 13078112.50 CLFi 9: 95.34 95.17 95.22 95.25 95.28 95.26 95.31 95.37
54 11642 12098687.50 GFSi 10: 60.62 60.61 60.60 60.65 60.65 60.61 60.58 60.60
55 8091 19613987.50 INDIi 11: 8.23 8.22 8.24 8.20 8.22 8.23 8.23 8.24
56 284 17471800.00 MGAMi 12: 10.65 9.23 8.65 7.65 11.18 11.00 11.00 11.19
57 11074 8592812.50 PGYi 13: 29.86 29.74 29.55 29.50 29.62 29.67 29.80 29.88
58 5219 15716362.50 FTIi 14: 8.33 8.36 8.35 8.36 8.40 8.35 8.35 8.34
59 2 0.00 AVPTi 15: 34.42 23.36 0.00 0.00 0.00 0.00 8.60 22.72
60 1 0.00 NWGi 16: 93.48 0.00 0.00 0.00 0.00 0.00 23.37 61.70
61 <-------------------------------------------------------->
62 1 2 3 4 5 6 7 8
63
64
57
58 WORKSHEET 9 I[16, 8] FLOAT
59 A B C D E F G H
60 >--------------------------------------------------------<
61 11610 3568500.00 GFSi 1: 60.78 60.57 60.88 60.90 60.82 60.88 60.82 60.83
62 11378 6040137.50FQVLFi 2: 19.92 20.10 20.57 20.66 20.11 20.17 20.24 20.04
63 9918 10346362.50KIGRYi 3: 11.49 11.51 11.48 11.52 11.51 11.64 11.51 11.44
64 9849 9822525.00 NOVi 4: 17.51 17.41 17.43 17.42 17.44 17.45 17.49 17.50
65 10661 15484687.50 BTCi 5: 21.58 21.59 21.59 21.59 21.59 21.59 21.58 21.58
66 10911 4330787.50 Xi 6: 19.77 19.78 19.79 19.80 19.82 19.82 19.81 19.81
67 11503 7149862.50 GETYi 7: 19.70 18.81 18.96 18.82 18.42 18.85 19.00 20.50
68 10637 4128112.50 ENVXi 8: 10.65 10.63 10.65 10.66 10.65 10.63 10.64 10.65
69 8022 4137012.50 INDIi 9: 8.16 8.17 8.15 8.17 8.18 8.17 8.13 8.16
70 10365 9628287.50 CLFi 10: 95.57 95.59 95.62 95.61 95.60 95.60 95.63 95.58
71 10757 4160787.50CGEMYi 11: 39.20 39.13 39.13 39.17 39.18 39.17 39.19 39.21
72 283 16038662.50 MGAMi 12: 9.23 8.65 7.65 11.18 11.00 11.00 11.19 10.65
73 11152 4755812.50 PGYi 13: 29.80 29.61 29.77 29.15 29.18 29.21 29.41 29.69
74 5311 7187575.00 FTIi 14: 8.29 8.29 8.30 8.30 8.28 8.30 8.30 8.28
75 2 0.00 AVPTi 15: 10.38 16.88 0.00 0.00 0.00 0.00 2.60 6.85
76 0 0.00 16: 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
77 <-------------------------------------------------------->
78 1 2 3 4 5 6 7 8
79
80
86 Boost version: 1.80.0
87
88 EXIT FROM EXSAN
41
42 WORKSHEET 9 I[16, 8] FLOAT
43 A B C D E F G H
44 >--------------------------------------------------------<
45 19782 12847562.50KIGRYi 1: 9.62 9.63 9.62 9.62 9.63 9.64 9.62 9.62
46 16198 13317987.50 INDIi 2: 7.65 7.65 7.66 7.65 7.66 7.66 7.66 7.66
47 21511 8752975.00 BTCi 3: 21.65 21.65 21.65 21.65 21.65 21.64 21.64 21.65
48 21416 2751337.50 ENVXi 4: 12.62 12.53 12.57 12.58 12.62 12.66 12.66 12.67
49 22967 7386575.00 GFSi 5: 61.35 61.32 61.29 61.33 61.33 61.41 61.32 61.39
50 19495 8450637.50 NOVi 6: 17.48 17.49 17.49 17.48 17.49 17.46 17.48 17.48
51 20429 4398400.00 CLFi 7: 92.90 92.77 92.61 92.49 92.32 92.08 92.47 92.61
52 23001 8528362.50 GETYi 8: 20.32 20.84 20.83 20.80 20.19 19.61 19.56 19.85
53 21667 7119687.50CGEMYi 9: 37.81 37.86 37.85 37.79 37.78 37.76 37.76 37.70
54 22041 9683225.00 Xi 10: 20.61 20.53 20.55 20.56 20.55 20.55 20.56 20.58
55 22639 5894037.50FQVLFi 11: 19.09 19.10 19.09 19.06 19.10 19.15 19.16 18.99
56 569 23527412.50 MGAMi 12: 7.65 11.18 11.00 11.00 11.19 10.65 9.23 8.65
57 22511 7496750.00 PGYi 13: 20.55 20.47 20.51 20.43 20.38 20.41 20.49 20.53
58 11614 12862650.00 FTIi 14: 8.43 8.43 8.41 8.40 8.39 8.38 8.40 8.40
59 4 0.00 AVPTi 15: 23.33 38.30 17.67 26.30 0.00 0.00 5.83 15.40
60 2 0.00 NWGi 16: 14.88 11.45 0.00 0.00 0.00 0.00 3.72 9.82
61 <-------------------------------------------------------->
62 1 2 3 4 5 6 7 8
63
64
| Previous | Low Latency Systematic Trading Algorithm | Next |
Comments
Post a Comment