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dxFeed / dxfeed-graal-net-api

For .NET developers, this library offers easy access to dxFeed market data. Built upon the GraalVM Native Image and our flagship dxFeed Java API, it provides a seamless experience for .NET-based applications
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Candle Event Stream History eventFlags #83

Closed EcBen closed 3 months ago

EcBen commented 3 months ago

@stdcion

Running into issues with the eventFlags not being consistent when streaming in historical Candles.

When subscribing to Candles, setting the fromTime to something a day or more in the past, the first few Candles come in are recent with eventFlags=0x0. Then there's a Candle with eventFlags=0x4. Then when it works correctly it steams in older Candles with eventFlags=0x1, then goes back to eventFlags=0x0 for the current live Candle.

Randomly, the older Candles never have eventFlags=0x1 set. It is still streaming in history, so I would expect EventFlags.IsPending(candle) to be true, but they still have eventFlags=0x0 and no Candle in the full series has eventFlags=0x1.

Since the historical Candles stream in out of order, I'm waiting for the flag go to eventFlags=0x1, then wait for it to switch back to eventFlags=0x0 to know the history is done streaming in.

Here's an example of what I see when it's not working. The second half are older Candles that I think should have eventFlags=0x1 set:

Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140012.004, sequence=1366953, count=1600, open=5649.75, high=5651.25, low=5649.5, close=5651, volume=2821, vwap=5650.01524282169, bidVolume=1503, askVolume=1318, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140032.415, sequence=1369175, count=1600, open=5651, high=5653, low=5650.5, close=5650.75, volume=2978, vwap=5651.64640698455, bidVolume=1663, askVolume=1315, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140056.768, sequence=1371353, count=1600, open=5650.75, high=5652, low=5650, close=5651, volume=2616, vwap=5650.94246941896, bidVolume=1217, askVolume=1399, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140142.993, sequence=1373489, count=1600, open=5651, high=5652, low=5650.75, close=5651.25, volume=2828, vwap=5651.40063649222, bidVolume=1414, askVolume=1414, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140246.680, sequence=1375672, count=1600, open=5651.25, high=5653, low=5651, close=5652, volume=2556, vwap=5651.94581377152, bidVolume=1180, askVolume=1376, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140429.416, sequence=1377870, count=1600, open=5651.75, high=5653.25, low=5651, close=5653, volume=2883, vwap=5652.02375997225, bidVolume=1319, askVolume=1564, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140622.182, sequence=1380035, count=1600, open=5653, high=5653.25, low=5652, close=5652.25, volume=3185, vwap=5652.45533751962, bidVolume=1533, askVolume=1652, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140957.065, sequence=1382176, count=1600, open=5652.25, high=5652.25, low=5649.25, close=5649.25, volume=2722, vwap=5650.70857825129, bidVolume=1463, askVolume=1259, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-141310.961, sequence=1384421, count=1600, open=5649.25, high=5651.75, low=5648.75, close=5651.75, volume=2722, vwap=5650.07604702425, bidVolume=1111, askVolume=1611, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-141716.212, sequence=1386603, count=1600, open=5651.75, high=5655, low=5651.75, close=5654.75, volume=2870, vwap=5653.42543554007, bidVolume=1010, askVolume=1860, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x4, time=20240823-142659.957, sequence=1388830, count=499, open=5655, high=5655.5, low=5653.5, close=5653.75, volume=803, vwap=5654.47415940224, bidVolume=414, askVolume=389, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095404.538, sequence=831338, count=1600, open=5634.5, high=5635.75, low=5632.25, close=5635.25, volume=2070, vwap=5633.44963768116, bidVolume=1028, askVolume=1042, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095439.753, sequence=833646, count=1600, open=5635.25, high=5638, low=5635, close=5637.75, volume=2067, vwap=5636.22218190614, bidVolume=976, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095543.882, sequence=835966, count=1600, open=5638, high=5639.75, low=5637.25, close=5637.5, volume=2237, vwap=5638.37930263746, bidVolume=1117, askVolume=1120, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095622.281, sequence=838200, count=1600, open=5637.5, high=5638, low=5634.5, close=5635.25, volume=2036, vwap=5636.22053045187, bidVolume=1042, askVolume=994, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095729.404, sequence=840462, count=1600, open=5635.25, high=5637, low=5631.5, close=5631.5, volume=2063, vwap=5634.16117304896, bidVolume=1196, askVolume=867, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095811.705, sequence=842734, count=1600, open=5631.5, high=5633.5, low=5630.5, close=5632.25, volume=1996, vwap=5632.12600200401, bidVolume=949, askVolume=1047, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095903.719, sequence=845029, count=1600, open=5632.25, high=5634.75, low=5630, close=5630.75, volume=2181, vwap=5632.59021091243, bidVolume=1146, askVolume=1035, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-095944.499, sequence=847345, count=1600, open=5630.75, high=5632.25, low=5628, close=5628, volume=2118, vwap=5630.69357884797, bidVolume=1126, askVolume=992, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-100014.365, sequence=849692, count=1600, open=5628, high=5629.25, low=5624.75, close=5624.75, volume=2131, vwap=5627.14113092445, bidVolume=1340, askVolume=791, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-100035.044, sequence=852046, count=1600, open=5624.75, high=5626, low=5622.25, close=5623.5, volume=2098, vwap=5624.09759294566, bidVolume=1146, askVolume=952, impVolatility=NaN, openInterest=NaN}

How can I reliably detect when the full history has finished streaming in and the Candle series can be processed? Thanks!

stdcion commented 3 months ago

Hi @EcBen!

Does this happen every time? Only for the same symbol and aggregation? I've now checked on a few of our test data feeds, and didn't see this behavior, most likely the problem is not with the API, but with your data feed. Could you write a minimal example that demonstrates this behavior? Here's how I checked:

    public static async Task Main(string[] args)
    {
        SystemProperty.SetProperty("dxfeed.experimental.dxlink.enable", "true");
        SystemProperty.SetProperty("scheme", "ext:opt:sysprops,resource:dxlink.xml");
        SystemProperty.SetProperty("dxfeed.address", "dxlink:wss://demo.dxfeed.com/dxlink-ws");

        var sub = DXFeed.GetInstance().CreateSubscription(typeof(Candle));
        sub.AddEventListener(events =>
        {
            foreach (var candle in events)
            {
                Console.WriteLine(candle);
            }
        });
        sub.AddSymbols(new TimeSeriesSubscriptionSymbol("/ESU24:XCME{=1600t}", TimeFormat.Default.Parse("-P1D")));

        await Task.Delay(Timeout.Infinite);
    }

Expected result:

I 240824 133734.708 [main] QDFactory - Using QDS-3.333+file-UNKNOWN, (C) Devexperts
I 240824 133734.756 [main] QDFactory - Using scheme com.dxfeed.scheme.DXScheme ooBTbsbYYwm70q0JjvkdHCP_kOumBCRyr0mI4XOGw6c
I 240824 133734.802 [main] MARS - Started time synchronization tracker using multicast 239.192.51.45:5145 with GZstF
I 240824 133734.834 [main] MARS - Started JVM self-monitoring
I 240824 133734.835 [main] MonitoredQDEndpoint - qdnet with collectors [Ticker, Stream, History]
I 240824 133734.848 [main] DXEndpointImpl - qdnet DXEndpoint with dxfeed.address=dxlink:wss://demo.dxfeed.com/dxlink-ws
I 240824 133734.860 [main] DxLinkClientWebSocket-Distributor - Starting DxLinkClientWebSocketConnector to wss://demo.dxfeed.com/dxlink-ws
SLF4J: Failed to load class "org.slf4j.impl.StaticLoggerBinder".
SLF4J: Defaulting to no-operation (NOP) logger implementation
SLF4J: See http://www.slf4j.org/codes.html#StaticLoggerBinder for further details.
I 240824 133734.868 [wss://demo.dxfeed.com/dxlink-ws-Writer] DxLinkClientWebSocket-Distributor - Connecting to wss://demo.dxfeed.com/dxlink-ws
I 240824 133735.469 [oioEventLoopGroup-2-1] DxLinkClientWebSocket-Distributor - Connected to wss://demo.dxfeed.com/dxlink-ws, host=demo.dxfeed.com/208.93.103.170:443, sec extensions=permessage-deflate
I 240824 133736.723 [oioEventLoopGroup-2-1] MessageAdapter - Distributor received protocol descriptor [type=dxlink, version=1.0-1.2.1-20240722-153442, keepaliveTimeout=60.0, acceptKeepaliveTimeout=60.0] sending [] from wss://demo.dxfeed.com/dxlink-ws
I 240824 133736.724 [oioEventLoopGroup-2-1] MessageAdapter - Distributor received protocol descriptor [type=dxlink, version=1.0-1.2.1-20240722-153442, keepaliveTimeout=60.0, acceptKeepaliveTimeout=60.0, authentication=] sending [] from wss://demo.dxfeed.com/dxlink-ws
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x4, time=20240823-235018.102, sequence=1392596, count=955, open=5652.75, high=5653, low=5650.75, close=5650.75, volume=1653, vwap=5651.87431941924, bidVolume=900, askVolume=753, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-233336.667, sequence=1390301, count=1600, open=5652.75, high=5653.75, low=5652.25, close=5652.75, volume=2323, vwap=5652.99257425743, bidVolume=1007, askVolume=1316, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-232418.959, sequence=1388022, count=1600, open=5653, high=5655.5, low=5652.5, close=5652.5, volume=2716, vwap=5654.02025036819, bidVolume=1283, askVolume=1433, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-231459.792, sequence=1385834, count=1600, open=5650.5, high=5653.75, low=5650.5, close=5653, volume=2676, vwap=5652.31165919283, bidVolume=998, askVolume=1678, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-231201.610, sequence=1383610, count=1600, open=5650.25, high=5650.5, low=5648.75, close=5650.25, volume=2734, vwap=5649.63368690563, bidVolume=1274, askVolume=1460, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230831.202, sequence=1381414, count=1600, open=5652.25, high=5652.75, low=5650, close=5650.25, volume=2988, vwap=5651.59939759036, bidVolume=1561, askVolume=1427, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230540.424, sequence=1379270, count=1600, open=5652.25, high=5653.25, low=5652, close=5652.25, volume=3103, vwap=5652.54487592652, bidVolume=1449, askVolume=1654, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230336.455, sequence=1377071, count=1600, open=5651.75, high=5652.25, low=5651, close=5652.25, volume=2688, vwap=5651.66889880952, bidVolume=1240, askVolume=1448, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230224.522, sequence=1374894, count=1600, open=5651.75, high=5653, low=5651, close=5651.75, volume=2642, vwap=5651.90480696442, bidVolume=1338, askVolume=1304, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230116.527, sequence=1372693, count=1600, open=5650.75, high=5652, low=5650.5, close=5651.75, volume=2785, vwap=5651.17307001795, bidVolume=1236, askVolume=1549, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230049.426, sequence=1370590, count=1600, open=5652, high=5652, low=5650, close=5650.75, volume=2764, vwap=5650.97982995659, bidVolume=1588, askVolume=1176, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230022.478, sequence=1368342, count=1600, open=5650.25, high=5653, low=5649.75, close=5652, volume=2891, vwap=5651.41914562435, bidVolume=1372, askVolume=1519, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230011.000, sequence=1366254, count=1600, open=5648.75, high=5650.25, low=5648.5, close=5650.25, volume=2930, vwap=5649.65341296928, bidVolume=1369, askVolume=1561, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230004.804, sequence=1364163, count=1600, open=5649.25, high=5649.75, low=5648.5, close=5648.75, volume=3004, vwap=5649.14081225033, bidVolume=1372, askVolume=1632, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-230000.698, sequence=1361961, count=1600, open=5650, high=5650.75, low=5649.25, close=5649.25, volume=3515, vwap=5649.84779516359, bidVolume=1711, askVolume=1804, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225959.828, sequence=1359744, count=1600, open=5652, high=5652.25, low=5649.75, close=5650, volume=4412, vwap=5651.05071396192, bidVolume=2538, askVolume=1874, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225959.354, sequence=1357625, count=1600, open=5651.25, high=5652.25, low=5651, close=5652, volume=5895, vwap=5651.71802374894, bidVolume=2804, askVolume=3091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225958.131, sequence=1355423, count=1600, open=5652.75, high=5652.75, low=5651, close=5651.25, volume=4709, vwap=5651.62645997027, bidVolume=3127, askVolume=1582, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225955.147, sequence=1353189, count=1600, open=5652.75, high=5653.25, low=5652, close=5652.75, volume=3819, vwap=5652.67812254517, bidVolume=1981, askVolume=1838, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225950.204, sequence=1350992, count=1600, open=5652.75, high=5653.75, low=5652.25, close=5652.75, volume=3586, vwap=5653.15853318461, bidVolume=1844, askVolume=1742, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225944.563, sequence=1348805, count=1600, open=5653.25, high=5653.5, low=5652, close=5652.75, volume=3323, vwap=5652.70854649413, bidVolume=1730, askVolume=1593, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225936.471, sequence=1346640, count=1600, open=5653, high=5653.75, low=5652.5, close=5653.25, volume=3225, vwap=5653.04488372093, bidVolume=1668, askVolume=1557, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225928.136, sequence=1344492, count=1600, open=5653.75, high=5654.25, low=5652.5, close=5653, volume=2976, vwap=5653.39415322581, bidVolume=1625, askVolume=1351, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225917.928, sequence=1342394, count=1600, open=5654.75, high=5654.75, low=5652.5, close=5653.75, volume=2850, vwap=5653.64149122807, bidVolume=1494, askVolume=1356, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225904.232, sequence=1340277, count=1600, open=5653.75, high=5655.5, low=5653.5, close=5654.75, volume=3107, vwap=5654.650788542, bidVolume=1332, askVolume=1775, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225837.495, sequence=1338032, count=1600, open=5654.75, high=5655, low=5653.5, close=5653.75, volume=2651, vwap=5654.19860430027, bidVolume=1335, askVolume=1316, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225815.022, sequence=1335808, count=1600, open=5654, high=5655, low=5653.75, close=5654.75, volume=2281, vwap=5654.31784305129, bidVolume=903, askVolume=1378, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225752.672, sequence=1333738, count=1600, open=5652.5, high=5654.25, low=5652.5, close=5654, volume=2383, vwap=5653.38092740243, bidVolume=1071, askVolume=1312, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225723.760, sequence=1331565, count=1600, open=5652.25, high=5653.5, low=5651.75, close=5652.5, volume=2339, vwap=5652.80440359128, bidVolume=1079, askVolume=1260, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225658.067, sequence=1329368, count=1600, open=5654, high=5654.5, low=5652.25, close=5652.25, volume=2167, vwap=5653.29660821412, bidVolume=1060, askVolume=1107, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225628.981, sequence=1327202, count=1600, open=5650.25, high=5654, low=5650.25, close=5654, volume=2274, vwap=5652.6919525066, bidVolume=897, askVolume=1377, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225613.627, sequence=1325048, count=1600, open=5650, high=5652, low=5650, close=5650.25, volume=2485, vwap=5650.8176056338, bidVolume=1381, askVolume=1104, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225555.611, sequence=1322847, count=1600, open=5652.75, high=5653, low=5650, close=5650, volume=2246, vwap=5651.97963045414, bidVolume=1323, askVolume=923, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225540.362, sequence=1320620, count=1600, open=5655.25, high=5655.5, low=5652.5, close=5652.75, volume=2182, vwap=5653.79582951421, bidVolume=1262, askVolume=920, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225521.112, sequence=1318379, count=1600, open=5656, high=5657.75, low=5655.25, close=5655.25, volume=2279, vwap=5656.66630100921, bidVolume=1090, askVolume=1189, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225503.585, sequence=1316170, count=1600, open=5655.75, high=5656.5, low=5655.25, close=5656, volume=2327, vwap=5655.97410829394, bidVolume=1111, askVolume=1216, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225457.129, sequence=1314033, count=1600, open=5655.25, high=5656.75, low=5655, close=5655.75, volume=2341, vwap=5655.72650576677, bidVolume=931, askVolume=1410, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225440.180, sequence=1311859, count=1600, open=5652, high=5655.5, low=5652, close=5655.25, volume=2309, vwap=5653.890645301, bidVolume=755, askVolume=1554, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225412.236, sequence=1309657, count=1600, open=5651.25, high=5652.25, low=5649.5, close=5652, volume=2345, vwap=5650.98528784648, bidVolume=995, askVolume=1350, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225321.469, sequence=1307388, count=1600, open=5650, high=5651.25, low=5648.25, close=5651.25, volume=2230, vwap=5649.92847533632, bidVolume=1064, askVolume=1166, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225238.399, sequence=1305058, count=1600, open=5650.75, high=5650.75, low=5648.5, close=5650, volume=2401, vwap=5649.4255518534, bidVolume=1360, askVolume=1041, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225208.591, sequence=1302919, count=1600, open=5650.75, high=5651.75, low=5649.75, close=5650.75, volume=2379, vwap=5650.75, bidVolume=1057, askVolume=1322, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225135.078, sequence=1300674, count=1600, open=5649.75, high=5650.75, low=5649.25, close=5650.75, volume=2289, vwap=5650.1128221931, bidVolume=1066, askVolume=1223, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225106.390, sequence=1298395, count=1600, open=5649.75, high=5650.5, low=5648.5, close=5649.75, volume=2354, vwap=5649.68468564146, bidVolume=1123, askVolume=1231, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225043.170, sequence=1296272, count=1600, open=5646.75, high=5650, low=5644.75, close=5649.75, volume=2382, vwap=5647.41393786734, bidVolume=877, askVolume=1505, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225015.202, sequence=1294061, count=1600, open=5646.25, high=5647, low=5643.75, close=5646.75, volume=2165, vwap=5645.86085450346, bidVolume=1031, askVolume=1134, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-225000.466, sequence=1291796, count=1600, open=5649.25, high=5650, low=5644.75, close=5646.25, volume=2275, vwap=5647.25505494506, bidVolume=1158, askVolume=1117, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224935.146, sequence=1289623, count=1600, open=5645.75, high=5649.25, low=5645.5, close=5649.25, volume=2224, vwap=5647.55440647482, bidVolume=865, askVolume=1359, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224904.158, sequence=1287406, count=1600, open=5645.5, high=5647.75, low=5645.5, close=5645.75, volume=2362, vwap=5646.7183530906, bidVolume=1131, askVolume=1231, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224814.715, sequence=1285137, count=1600, open=5643.25, high=5646.25, low=5643, close=5645.5, volume=2270, vwap=5644.70572687225, bidVolume=897, askVolume=1373, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224725.900, sequence=1282860, count=1600, open=5643.25, high=5644.75, low=5642.75, close=5643.25, volume=2250, vwap=5643.60522222222, bidVolume=1172, askVolume=1078, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224631.146, sequence=1280531, count=1600, open=5640.75, high=5643.75, low=5640, close=5643.25, volume=2443, vwap=5641.77138763815, bidVolume=999, askVolume=1444, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224542.239, sequence=1278261, count=1600, open=5640.25, high=5642.25, low=5640, close=5640.75, volume=2235, vwap=5641.35906040269, bidVolume=1087, askVolume=1148, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224529.319, sequence=1276047, count=1600, open=5642, high=5642, low=5637.25, close=5640.25, volume=2292, vwap=5639.19339005236, bidVolume=1448, askVolume=844, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224445.193, sequence=1273742, count=1600, open=5643.5, high=5643.75, low=5641, close=5642, volume=2244, vwap=5642.19752673797, bidVolume=1238, askVolume=1006, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224328.426, sequence=1271427, count=1600, open=5644.25, high=5645, low=5642.75, close=5643.5, volume=2299, vwap=5644.05719878208, bidVolume=1243, askVolume=1056, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224226.243, sequence=1269137, count=1600, open=5646.5, high=5646.75, low=5644, close=5644.5, volume=2414, vwap=5645.16197183099, bidVolume=1286, askVolume=1128, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224118.996, sequence=1266856, count=1600, open=5648.25, high=5649, low=5646.5, close=5646.5, volume=2334, vwap=5647.85068551842, bidVolume=1194, askVolume=1140, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-224015.538, sequence=1264559, count=1600, open=5647, high=5648.25, low=5646, close=5648.25, volume=2453, vwap=5647.19965348553, bidVolume=1096, askVolume=1357, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223915.817, sequence=1262309, count=1600, open=5644.75, high=5647, low=5644, close=5647, volume=2333, vwap=5645.2444277754, bidVolume=866, askVolume=1467, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223829.974, sequence=1260071, count=1600, open=5647.75, high=5647.75, low=5643.75, close=5644.75, volume=2497, vwap=5645.49108930717, bidVolume=1318, askVolume=1179, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223657.688, sequence=1257776, count=1600, open=5647, high=5648.25, low=5646.25, close=5647.75, volume=2306, vwap=5647.51105810928, bidVolume=1200, askVolume=1106, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223604.011, sequence=1255553, count=1600, open=5647.25, high=5647.25, low=5645.25, close=5647, volume=2279, vwap=5646.20491443616, bidVolume=1125, askVolume=1154, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223451.506, sequence=1253347, count=1600, open=5650.25, high=5650.25, low=5647.25, close=5647.25, volume=2226, vwap=5648.53324348607, bidVolume=1084, askVolume=1142, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223401.561, sequence=1251114, count=1600, open=5651, high=5651.25, low=5647.75, close=5650.25, volume=2324, vwap=5649.35768072289, bidVolume=1263, askVolume=1061, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223225.133, sequence=1248887, count=1600, open=5650.75, high=5651.5, low=5650.25, close=5651, volume=2391, vwap=5650.8934546215, bidVolume=1109, askVolume=1282, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223152.413, sequence=1246705, count=1600, open=5651.25, high=5651.25, low=5649.75, close=5650.75, volume=2361, vwap=5650.6098051673, bidVolume=1067, askVolume=1294, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-223039.307, sequence=1244479, count=1600, open=5653.25, high=5653.25, low=5651.25, close=5651.25, volume=2438, vwap=5651.97282608696, bidVolume=1400, askVolume=1038, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222957.148, sequence=1242255, count=1600, open=5653.25, high=5653.75, low=5651.5, close=5653.25, volume=2769, vwap=5652.63560852293, bidVolume=1379, askVolume=1390, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222853.369, sequence=1240033, count=1600, open=5652, high=5653.5, low=5651.5, close=5653.25, volume=2367, vwap=5652.36565272497, bidVolume=1118, askVolume=1249, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222720.753, sequence=1237754, count=1600, open=5651, high=5652.25, low=5650, close=5652, volume=2352, vwap=5651.09077380952, bidVolume=1077, askVolume=1275, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222556.342, sequence=1235469, count=1600, open=5649.75, high=5651, low=5649.25, close=5651, volume=2449, vwap=5650.05930992242, bidVolume=1147, askVolume=1302, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222444.301, sequence=1233203, count=1600, open=5649.75, high=5650.75, low=5649.25, close=5649.75, volume=2384, vwap=5649.92386744967, bidVolume=1096, askVolume=1288, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222338.439, sequence=1230945, count=1600, open=5648, high=5650, low=5647.5, close=5649.75, volume=2419, vwap=5648.87887556842, bidVolume=1087, askVolume=1332, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222157.611, sequence=1228617, count=1600, open=5647, high=5648.25, low=5646, close=5648, volume=2428, vwap=5646.89003294893, bidVolume=1192, askVolume=1236, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-222019.878, sequence=1226335, count=1600, open=5648.5, high=5648.75, low=5646.5, close=5647, volume=2437, vwap=5647.71819860484, bidVolume=1260, askVolume=1177, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221905.560, sequence=1224143, count=1600, open=5647, high=5649, low=5646.75, close=5648.5, volume=2549, vwap=5647.91280894468, bidVolume=1004, askVolume=1545, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221644.274, sequence=1221841, count=1600, open=5643.75, high=5647.25, low=5643.75, close=5647, volume=2395, vwap=5645.5003131524, bidVolume=967, askVolume=1428, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221506.250, sequence=1219537, count=1600, open=5646.5, high=5646.5, low=5643.75, close=5643.75, volume=2383, vwap=5645.15558120017, bidVolume=1439, askVolume=944, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221403.795, sequence=1217238, count=1600, open=5646.25, high=5647, low=5645, close=5646.25, volume=2330, vwap=5645.99002145923, bidVolume=1130, askVolume=1200, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221344.228, sequence=1214913, count=1600, open=5647.75, high=5648.75, low=5645.5, close=5646.25, volume=2419, vwap=5647.20866060356, bidVolume=1345, askVolume=1074, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221322.407, sequence=1212604, count=1600, open=5643.5, high=5648, low=5643.25, close=5647.75, volume=2153, vwap=5645.90281003251, bidVolume=870, askVolume=1283, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221154.229, sequence=1210251, count=1600, open=5643.25, high=5643.5, low=5641.5, close=5643.5, volume=2189, vwap=5642.49326176336, bidVolume=1181, askVolume=1008, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-221107.195, sequence=1207947, count=1600, open=5640.75, high=5644.5, low=5640.75, close=5643.25, volume=2258, vwap=5642.72254207263, bidVolume=928, askVolume=1330, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220936.821, sequence=1205629, count=1600, open=5638.25, high=5641, low=5638.25, close=5640.75, volume=2194, vwap=5639.87693710119, bidVolume=967, askVolume=1227, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220647.255, sequence=1203316, count=1600, open=5636.25, high=5638.5, low=5636, close=5638.5, volume=2132, vwap=5637.17671200751, bidVolume=954, askVolume=1178, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220434.907, sequence=1200924, count=1600, open=5634.75, high=5637.75, low=5634.75, close=5636.5, volume=2122, vwap=5636.35355796419, bidVolume=1019, askVolume=1103, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220245.196, sequence=1198555, count=1600, open=5633.25, high=5636.25, low=5633.25, close=5634.75, volume=2267, vwap=5634.77062196736, bidVolume=1039, askVolume=1228, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220139.638, sequence=1196186, count=1600, open=5635.75, high=5636.25, low=5632.25, close=5633.25, volume=2269, vwap=5634.13970912296, bidVolume=1187, askVolume=1082, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-220035.861, sequence=1193865, count=1600, open=5637.75, high=5637.75, low=5633.75, close=5636, volume=2074, vwap=5635.55315814851, bidVolume=1095, askVolume=979, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215902.303, sequence=1191541, count=1600, open=5636.75, high=5638.5, low=5636.25, close=5637.75, volume=2156, vwap=5637.73654916512, bidVolume=988, askVolume=1168, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215817.989, sequence=1189217, count=1600, open=5635, high=5637, low=5634, close=5636.5, volume=2129, vwap=5635.61942226397, bidVolume=1045, askVolume=1084, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215734.667, sequence=1186910, count=1600, open=5639, high=5639.5, low=5634.75, close=5635, volume=2259, vwap=5637.35568835768, bidVolume=1312, askVolume=947, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215614.924, sequence=1184620, count=1600, open=5640.25, high=5640.25, low=5637.75, close=5639, volume=2503, vwap=5639.05713144227, bidVolume=1513, askVolume=990, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215404.450, sequence=1182314, count=1600, open=5641, high=5641.75, low=5640, close=5640.25, volume=2358, vwap=5640.7786259542, bidVolume=1251, askVolume=1107, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215245.575, sequence=1180066, count=1600, open=5641.75, high=5642.25, low=5639.75, close=5641, volume=2506, vwap=5641.098264166, bidVolume=1351, askVolume=1155, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-215035.550, sequence=1177757, count=1600, open=5641, high=5642, low=5639.5, close=5641.75, volume=2494, vwap=5640.86116680032, bidVolume=1318, askVolume=1176, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-214807.640, sequence=1175403, count=1600, open=5641.75, high=5642, low=5639.75, close=5641, volume=2683, vwap=5640.96598956392, bidVolume=1284, askVolume=1399, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-214621.341, sequence=1173097, count=1600, open=5642, high=5642.75, low=5640.5, close=5641.75, volume=2337, vwap=5641.75545571245, bidVolume=1340, askVolume=997, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-214400.577, sequence=1170771, count=1600, open=5640.75, high=5642.5, low=5639.75, close=5642, volume=2072, vwap=5640.9625965251, bidVolume=885, askVolume=1187, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-214153.234, sequence=1168487, count=1600, open=5640.5, high=5641, low=5638.75, close=5640.75, volume=2221, vwap=5639.95914002702, bidVolume=1181, askVolume=1040, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-214117.737, sequence=1166219, count=1600, open=5640.25, high=5642, low=5639.25, close=5640.5, volume=2526, vwap=5640.98960807601, bidVolume=1250, askVolume=1276, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-213823.754, sequence=1163879, count=1600, open=5639.25, high=5640.5, low=5637.75, close=5640.25, volume=2121, vwap=5639.30315888732, bidVolume=936, askVolume=1185, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-213539.367, sequence=1161519, count=1600, open=5637.5, high=5639.25, low=5636.25, close=5639.25, volume=2189, vwap=5637.57400639562, bidVolume=1003, askVolume=1186, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-213336.052, sequence=1159123, count=1600, open=5638.25, high=5638.75, low=5635.25, close=5637.5, volume=2211, vwap=5636.61250565355, bidVolume=1159, askVolume=1052, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-213048.947, sequence=1156669, count=1600, open=5638, high=5638.75, low=5636.5, close=5638.25, volume=2062, vwap=5637.77630940834, bidVolume=932, askVolume=1130, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-212704.109, sequence=1154285, count=1600, open=5638.5, high=5640, low=5637.25, close=5637.75, volume=2188, vwap=5638.75879798903, bidVolume=1019, askVolume=1169, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-212459.779, sequence=1151895, count=1600, open=5639.5, high=5640.5, low=5637.5, close=5638.5, volume=2185, vwap=5638.91899313501, bidVolume=1123, askVolume=1062, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-212315.670, sequence=1149538, count=1600, open=5635.5, high=5639.75, low=5635.5, close=5639.5, volume=2265, vwap=5637.18476821192, bidVolume=1024, askVolume=1241, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-212222.282, sequence=1147183, count=1600, open=5637, high=5637, low=5633, close=5635.5, volume=2081, vwap=5634.91182123979, bidVolume=1185, askVolume=896, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-211908.965, sequence=1144780, count=1600, open=5638.25, high=5639.75, low=5636.5, close=5636.75, volume=2029, vwap=5638.41461310991, bidVolume=1115, askVolume=914, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-211625.311, sequence=1142434, count=1600, open=5639, high=5640, low=5637.75, close=5638.25, volume=2289, vwap=5638.82776321538, bidVolume=1176, askVolume=1113, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-211430.773, sequence=1140018, count=1600, open=5640, high=5640.75, low=5637.75, close=5639, volume=2126, vwap=5639.41074788335, bidVolume=1145, askVolume=981, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-211200.007, sequence=1137667, count=1600, open=5635.5, high=5640.5, low=5635.5, close=5640, volume=2032, vwap=5638.64837598425, bidVolume=929, askVolume=1103, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210958.548, sequence=1135252, count=1600, open=5637, high=5638.75, low=5635.5, close=5635.5, volume=2166, vwap=5637.172322253, bidVolume=1013, askVolume=1153, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210730.944, sequence=1132875, count=1600, open=5635.75, high=5638.75, low=5635.75, close=5637, volume=2220, vwap=5637.36993243243, bidVolume=1000, askVolume=1220, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210523.123, sequence=1130504, count=1600, open=5636.75, high=5637.75, low=5635.25, close=5635.75, volume=2201, vwap=5636.69241253976, bidVolume=1119, askVolume=1082, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210404.524, sequence=1128145, count=1600, open=5636, high=5638.25, low=5636, close=5636.75, volume=2159, vwap=5637.27477999074, bidVolume=964, askVolume=1195, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210200.721, sequence=1125780, count=1600, open=5634.5, high=5636.25, low=5634.5, close=5636, volume=2418, vwap=5635.35711331679, bidVolume=1148, askVolume=1270, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-210008.053, sequence=1123396, count=1600, open=5633.75, high=5635.5, low=5632.5, close=5634.5, volume=2064, vwap=5633.84035852713, bidVolume=1010, askVolume=1054, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-205740.938, sequence=1120992, count=1600, open=5634, high=5636.25, low=5633.5, close=5634, volume=2120, vwap=5634.77995283019, bidVolume=956, askVolume=1164, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-205545.554, sequence=1118601, count=1600, open=5635, high=5635.25, low=5632, close=5634, volume=2056, vwap=5633.43543287938, bidVolume=1091, askVolume=965, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-205327.307, sequence=1116236, count=1600, open=5636.25, high=5637.5, low=5634, close=5635.25, volume=2097, vwap=5635.97639484979, bidVolume=1092, askVolume=1005, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-205207.132, sequence=1113957, count=1600, open=5633.5, high=5636, low=5632.25, close=5636, volume=2146, vwap=5633.84948741845, bidVolume=1023, askVolume=1123, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-205006.507, sequence=1111567, count=1600, open=5636.25, high=5637, low=5633.25, close=5633.5, volume=2164, vwap=5635.14729667283, bidVolume=1184, askVolume=980, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204804.403, sequence=1109264, count=1600, open=5636, high=5637, low=5634.5, close=5636.5, volume=2336, vwap=5635.70986729452, bidVolume=1233, askVolume=1103, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204650.043, sequence=1107020, count=1600, open=5634.5, high=5636.75, low=5633.5, close=5636, volume=2196, vwap=5635.17201730419, bidVolume=1115, askVolume=1081, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204556.194, sequence=1104730, count=1600, open=5637.25, high=5638.25, low=5634, close=5634.5, volume=2360, vwap=5635.78919491526, bidVolume=1436, askVolume=924, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204453.364, sequence=1102450, count=1600, open=5640.5, high=5640.5, low=5636.75, close=5637.25, volume=2186, vwap=5638.2335315645, bidVolume=1192, askVolume=994, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204417.549, sequence=1100196, count=1600, open=5637.5, high=5640.75, low=5637.25, close=5640.5, volume=2430, vwap=5639.14104938272, bidVolume=878, askVolume=1552, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204228.386, sequence=1097894, count=1600, open=5636.75, high=5637.5, low=5636.25, close=5637.5, volume=2515, vwap=5636.83976143141, bidVolume=1097, askVolume=1418, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-204053.965, sequence=1095571, count=1600, open=5635, high=5637, low=5634.5, close=5636.75, volume=2484, vwap=5636.09853059581, bidVolume=1056, askVolume=1428, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203924.655, sequence=1093325, count=1600, open=5635.5, high=5636.75, low=5634.25, close=5635, volume=2254, vwap=5635.36279946761, bidVolume=1139, askVolume=1115, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203708.945, sequence=1090975, count=1600, open=5633.25, high=5635.5, low=5633, close=5635.5, volume=2345, vwap=5634.56599147122, bidVolume=1069, askVolume=1276, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203514.492, sequence=1088650, count=1600, open=5633, high=5634.75, low=5632.5, close=5633.25, volume=2235, vwap=5633.77964205817, bidVolume=1048, askVolume=1187, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203343.944, sequence=1086371, count=1600, open=5633, high=5634.75, low=5632.25, close=5632.75, volume=2179, vwap=5633.70491050941, bidVolume=1156, askVolume=1023, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203228.640, sequence=1084120, count=1600, open=5634.75, high=5635, low=5632.75, close=5633, volume=2502, vwap=5633.96722621903, bidVolume=1352, askVolume=1150, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203114.655, sequence=1081785, count=1600, open=5634.25, high=5635.75, low=5633, close=5634.75, volume=2361, vwap=5634.80008470987, bidVolume=1123, askVolume=1238, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-203001.230, sequence=1079494, count=1600, open=5633.75, high=5635.25, low=5632.5, close=5634.25, volume=2534, vwap=5633.80021704815, bidVolume=1132, askVolume=1402, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202904.811, sequence=1077207, count=1600, open=5632.75, high=5635, low=5632.75, close=5633.75, volume=2133, vwap=5633.96542428505, bidVolume=989, askVolume=1144, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202729.254, sequence=1074914, count=1600, open=5630.25, high=5633, low=5630, close=5633, volume=2351, vwap=5631.69151424926, bidVolume=1020, askVolume=1331, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202542.635, sequence=1072669, count=1600, open=5630.25, high=5631.25, low=5629.25, close=5630.25, volume=2155, vwap=5630.39860788863, bidVolume=1063, askVolume=1092, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202408.462, sequence=1070276, count=1600, open=5630, high=5631.5, low=5629.5, close=5630.25, volume=2138, vwap=5630.64745088868, bidVolume=1128, askVolume=1010, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202237.442, sequence=1067917, count=1600, open=5630.75, high=5631, low=5628.5, close=5630, volume=2161, vwap=5629.75393336418, bidVolume=1123, askVolume=1038, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-202145.272, sequence=1065684, count=1600, open=5627.25, high=5631, low=5626.75, close=5630.75, volume=2184, vwap=5629.46668956044, bidVolume=731, askVolume=1453, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201952.629, sequence=1063407, count=1600, open=5625.75, high=5628.25, low=5625.75, close=5627.25, volume=2175, vwap=5627.09770114943, bidVolume=1084, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201848.552, sequence=1061132, count=1600, open=5627, high=5627.25, low=5624, close=5625.5, volume=2201, vwap=5625.36381190368, bidVolume=1124, askVolume=1077, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201721.234, sequence=1058855, count=1600, open=5627.75, high=5629.25, low=5626.75, close=5627, volume=2134, vwap=5627.96684629803, bidVolume=1029, askVolume=1105, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201553.372, sequence=1056558, count=1600, open=5627.5, high=5629.25, low=5626.25, close=5627.75, volume=2141, vwap=5627.86711816908, bidVolume=1069, askVolume=1072, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201443.175, sequence=1054242, count=1600, open=5625.25, high=5628.5, low=5624.75, close=5627.5, volume=2191, vwap=5626.66225467823, bidVolume=883, askVolume=1308, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201240.741, sequence=1051833, count=1600, open=5624, high=5625.25, low=5622.5, close=5625.25, volume=2002, vwap=5623.83091908092, bidVolume=883, askVolume=1119, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-201114.981, sequence=1049447, count=1600, open=5623.5, high=5623.75, low=5621, close=5623.75, volume=1994, vwap=5622.42866098295, bidVolume=1034, askVolume=960, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200842.563, sequence=1047021, count=1600, open=5624.25, high=5625.25, low=5622.5, close=5623.75, volume=2004, vwap=5623.93475548902, bidVolume=972, askVolume=1032, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200623.598, sequence=1044639, count=1600, open=5623.75, high=5625, low=5623, close=5624.25, volume=2011, vwap=5624.23147687718, bidVolume=1036, askVolume=975, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200508.406, sequence=1042299, count=1600, open=5623, high=5626.25, low=5623, close=5623.75, volume=2064, vwap=5625.05099321705, bidVolume=963, askVolume=1101, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200318.764, sequence=1039952, count=1600, open=5624.5, high=5625.5, low=5622.25, close=5623, volume=2220, vwap=5623.74853603604, bidVolume=1173, askVolume=1047, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200211.572, sequence=1037590, count=1600, open=5624, high=5625.75, low=5623.25, close=5624.75, volume=2094, vwap=5624.39338586437, bidVolume=933, askVolume=1161, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200103.351, sequence=1035253, count=1600, open=5621, high=5624, low=5620.5, close=5624, volume=2047, vwap=5622.17782120176, bidVolume=940, askVolume=1107, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-200008.384, sequence=1032885, count=1600, open=5623.5, high=5623.5, low=5620, close=5621, volume=2026, vwap=5621.27578973347, bidVolume=1051, askVolume=975, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195907.513, sequence=1030592, count=1600, open=5624.25, high=5624.25, low=5622.25, close=5623.5, volume=2029, vwap=5623.14280433711, bidVolume=951, askVolume=1078, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195805.330, sequence=1028299, count=1600, open=5624, high=5626.25, low=5623.25, close=5624.25, volume=2261, vwap=5624.57054400708, bidVolume=1020, askVolume=1241, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195711.314, sequence=1026095, count=1600, open=5625.25, high=5627.25, low=5624, close=5624, volume=2277, vwap=5625.73210364515, bidVolume=1115, askVolume=1162, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195626.156, sequence=1023884, count=1600, open=5625, high=5627.5, low=5624.5, close=5625.25, volume=2395, vwap=5626.02630480167, bidVolume=952, askVolume=1443, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195541.029, sequence=1021621, count=1600, open=5625.75, high=5626.25, low=5624.25, close=5625, volume=2378, vwap=5625.27333894029, bidVolume=1341, askVolume=1037, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195514.788, sequence=1019392, count=1600, open=5622, high=5625.75, low=5622, close=5625.5, volume=2218, vwap=5624.02231740307, bidVolume=832, askVolume=1386, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195425.297, sequence=1017093, count=1600, open=5620, high=5622, low=5618.75, close=5622, volume=2480, vwap=5620.14133064516, bidVolume=1115, askVolume=1365, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195318.894, sequence=1014800, count=1600, open=5618, high=5620.75, low=5616.5, close=5620, volume=2126, vwap=5618.81832079022, bidVolume=861, askVolume=1265, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195217.707, sequence=1012503, count=1600, open=5616.5, high=5619, low=5616, close=5618, volume=2114, vwap=5617.09377956481, bidVolume=981, askVolume=1133, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195144.266, sequence=1010230, count=1600, open=5618.75, high=5620, low=5616.25, close=5616.5, volume=2289, vwap=5618.50928352993, bidVolume=1198, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195116.614, sequence=1007974, count=1600, open=5614, high=5619.25, low=5613, close=5618.75, volume=2036, vwap=5616.87033398821, bidVolume=885, askVolume=1151, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195029.468, sequence=1005689, count=1600, open=5614.25, high=5615, low=5613, close=5614, volume=1977, vwap=5613.87771876581, bidVolume=1079, askVolume=898, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-195005.038, sequence=1003396, count=1600, open=5611.25, high=5614.25, low=5611, close=5614.25, volume=1960, vwap=5612.68163265306, bidVolume=800, askVolume=1160, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194903.154, sequence=1001103, count=1600, open=5609.5, high=5611.25, low=5607.5, close=5611.25, volume=2007, vwap=5609.1605630294, bidVolume=995, askVolume=1012, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194804.143, sequence=998857, count=1600, open=5610.5, high=5611, low=5608.75, close=5609.5, volume=2054, vwap=5609.69230769231, bidVolume=1028, askVolume=1026, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194722.900, sequence=996593, count=1600, open=5607.75, high=5610.5, low=5607.5, close=5610.5, volume=2178, vwap=5609.03340220386, bidVolume=1099, askVolume=1079, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194640.375, sequence=994317, count=1600, open=5605.5, high=5608.75, low=5605, close=5607.75, volume=2029, vwap=5606.64810251355, bidVolume=925, askVolume=1104, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194619.103, sequence=992019, count=1600, open=5603.75, high=5605.5, low=5603, close=5605.5, volume=2050, vwap=5604.1956097561, bidVolume=993, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194603.364, sequence=989785, count=1600, open=5607, high=5608.25, low=5603.5, close=5603.75, volume=2890, vwap=5605.27776816609, bidVolume=1270, askVolume=1620, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194511.365, sequence=987468, count=1600, open=5610, high=5611, low=5606.25, close=5607, volume=1973, vwap=5608.88621388748, bidVolume=1104, askVolume=869, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194422.087, sequence=985218, count=1600, open=5608.5, high=5610.5, low=5608, close=5610, volume=2065, vwap=5609.09927360775, bidVolume=1004, askVolume=1061, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194347.677, sequence=982932, count=1600, open=5609.25, high=5611.25, low=5608, close=5608.5, volume=2005, vwap=5609.67718204489, bidVolume=946, askVolume=1059, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194315.343, sequence=980714, count=1600, open=5609.25, high=5610, low=5606, close=5609.25, volume=2019, vwap=5608.26696384349, bidVolume=1005, askVolume=1014, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194300.791, sequence=978463, count=1600, open=5606, high=5609.25, low=5605.25, close=5609.25, volume=2059, vwap=5606.99587178242, bidVolume=979, askVolume=1080, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194253.996, sequence=976132, count=1600, open=5610, high=5610, low=5605.5, close=5606, volume=2128, vwap=5607.48284774436, bidVolume=1345, askVolume=783, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194241.296, sequence=973661, count=1600, open=5612, high=5612, low=5610, close=5610, volume=2808, vwap=5610.30644586895, bidVolume=1856, askVolume=952, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194208.272, sequence=971364, count=1600, open=5617.25, high=5617.5, low=5611.75, close=5612, volume=2061, vwap=5614.84194565745, bidVolume=1282, askVolume=779, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194114.256, sequence=968959, count=1600, open=5619.5, high=5620.75, low=5616.25, close=5617.25, volume=1998, vwap=5618.44944944945, bidVolume=1173, askVolume=825, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-194006.268, sequence=966696, count=1600, open=5620, high=5621.5, low=5618.5, close=5619.5, volume=2138, vwap=5620.10898035547, bidVolume=1132, askVolume=1006, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193848.877, sequence=964431, count=1600, open=5621.75, high=5623.5, low=5619.75, close=5620, volume=2002, vwap=5621.20004995005, bidVolume=1034, askVolume=968, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193736.906, sequence=962201, count=1600, open=5622.25, high=5624, low=5620.75, close=5621.75, volume=2068, vwap=5622.49335106383, bidVolume=988, askVolume=1080, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193644.251, sequence=960010, count=1600, open=5625.25, high=5625.25, low=5622.25, close=5622.25, volume=2161, vwap=5623.96031929662, bidVolume=1235, askVolume=926, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193613.664, sequence=957807, count=1600, open=5624, high=5625.75, low=5623.25, close=5625.25, volume=2262, vwap=5624.783377542, bidVolume=1039, askVolume=1223, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193531.554, sequence=955565, count=1600, open=5623.75, high=5624.25, low=5622.75, close=5624, volume=2315, vwap=5623.65572354212, bidVolume=1207, askVolume=1108, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193452.673, sequence=953321, count=1600, open=5621, high=5623.75, low=5620.5, close=5623.75, volume=2104, vwap=5622.17870722433, bidVolume=993, askVolume=1111, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193351.180, sequence=951013, count=1600, open=5617.75, high=5622.25, low=5617, close=5621, volume=2010, vwap=5619.61106965174, bidVolume=795, askVolume=1215, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193226.528, sequence=948776, count=1600, open=5618.5, high=5619.25, low=5617.5, close=5617.75, volume=2094, vwap=5618.54656160459, bidVolume=1015, askVolume=1079, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193139.692, sequence=946558, count=1600, open=5619.75, high=5621, low=5618, close=5618.5, volume=2146, vwap=5619.5531220876, bidVolume=1067, askVolume=1079, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193056.449, sequence=944323, count=1600, open=5618.75, high=5620.75, low=5618.5, close=5619.75, volume=2008, vwap=5619.42766434263, bidVolume=882, askVolume=1126, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-193006.734, sequence=942115, count=1600, open=5615.75, high=5619, low=5614.75, close=5618.5, volume=2144, vwap=5616.64983675373, bidVolume=890, askVolume=1254, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192913.651, sequence=939840, count=1600, open=5614.25, high=5617, low=5613.75, close=5615.75, volume=2064, vwap=5615.95760658915, bidVolume=882, askVolume=1182, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192830.903, sequence=937594, count=1600, open=5611.75, high=5614.25, low=5610.25, close=5614.25, volume=2098, vwap=5612.74201620591, bidVolume=922, askVolume=1176, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192733.530, sequence=935365, count=1600, open=5614.75, high=5615.25, low=5611.5, close=5611.75, volume=2059, vwap=5613.4854298203, bidVolume=1106, askVolume=953, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192655.658, sequence=933130, count=1600, open=5614, high=5616.5, low=5614, close=5614.75, volume=2057, vwap=5615.19008264463, bidVolume=1054, askVolume=1003, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192613.430, sequence=930835, count=1600, open=5613.75, high=5614.5, low=5611.25, close=5614, volume=2007, vwap=5612.98293472845, bidVolume=1091, askVolume=916, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192557.452, sequence=928435, count=1600, open=5616, high=5616, low=5612.75, close=5613.75, volume=2221, vwap=5614.13361098604, bidVolume=1356, askVolume=865, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192446.420, sequence=926153, count=1600, open=5617.75, high=5618, low=5615.75, close=5616, volume=1995, vwap=5617.12794486216, bidVolume=1062, askVolume=933, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192323.074, sequence=923918, count=1600, open=5619.75, high=5620.75, low=5617.5, close=5617.75, volume=2185, vwap=5619.47734553776, bidVolume=1234, askVolume=951, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192212.722, sequence=921582, count=1600, open=5619, high=5622, low=5618.75, close=5619.75, volume=2188, vwap=5619.83375228519, bidVolume=960, askVolume=1228, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192112.286, sequence=919314, count=1600, open=5620.5, high=5622, low=5618.5, close=5619, volume=2366, vwap=5620.27155536771, bidVolume=1002, askVolume=1364, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-192011.555, sequence=916997, count=1600, open=5622.75, high=5623.25, low=5620.25, close=5620.5, volume=2346, vwap=5621.78612531969, bidVolume=1360, askVolume=986, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191918.402, sequence=914732, count=1600, open=5622.5, high=5623.25, low=5622, close=5622.75, volume=2125, vwap=5622.60141176471, bidVolume=1017, askVolume=1108, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191838.401, sequence=912477, count=1600, open=5619, high=5622.5, low=5618.75, close=5622.5, volume=2114, vwap=5620.60477767266, bidVolume=892, askVolume=1222, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191748.998, sequence=910134, count=1600, open=5615.25, high=5619, low=5614.25, close=5619, volume=2060, vwap=5616.23337378641, bidVolume=897, askVolume=1163, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191720.719, sequence=907822, count=1600, open=5616.75, high=5617.25, low=5613.25, close=5615.25, volume=2023, vwap=5614.87951062778, bidVolume=1142, askVolume=881, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191652.479, sequence=905709, count=1600, open=5618, high=5618.5, low=5616, close=5616.75, volume=2097, vwap=5617.20433953267, bidVolume=1277, askVolume=820, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191612.909, sequence=903471, count=1600, open=5620.75, high=5621.5, low=5617.75, close=5618, volume=2137, vwap=5619.97239120262, bidVolume=1074, askVolume=1063, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191528.911, sequence=901197, count=1600, open=5617.75, high=5621.25, low=5617.25, close=5620.75, volume=1998, vwap=5619.18305805806, bidVolume=912, askVolume=1086, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191453.166, sequence=898936, count=1600, open=5617, high=5618, low=5616, close=5617.75, volume=2092, vwap=5617.11209369025, bidVolume=1025, askVolume=1067, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191417.266, sequence=896689, count=1600, open=5616.5, high=5619, low=5615.25, close=5617, volume=2132, vwap=5617.23405253283, bidVolume=1088, askVolume=1044, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191342.038, sequence=894400, count=1600, open=5620, high=5621.5, low=5616.5, close=5616.5, volume=2275, vwap=5618.65142857143, bidVolume=1338, askVolume=937, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191237.623, sequence=892126, count=1600, open=5623, high=5624, low=5619.5, close=5620, volume=2047, vwap=5622.07975085491, bidVolume=1160, askVolume=887, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191108.813, sequence=889836, count=1600, open=5622.25, high=5625, low=5622.25, close=5623, volume=2092, vwap=5623.65977533461, bidVolume=1108, askVolume=984, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-191008.083, sequence=887587, count=1600, open=5624.25, high=5625, low=5621.75, close=5622.25, volume=2104, vwap=5623.20496673004, bidVolume=1021, askVolume=1083, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190903.101, sequence=885357, count=1600, open=5623, high=5625, low=5622.5, close=5624.25, volume=2026, vwap=5623.93990621915, bidVolume=914, askVolume=1112, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190817.951, sequence=883094, count=1600, open=5621.75, high=5624.75, low=5621.5, close=5623, volume=2130, vwap=5623.68227699531, bidVolume=1052, askVolume=1078, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190712.813, sequence=880888, count=1600, open=5620.25, high=5622.25, low=5620, close=5621.75, volume=2039, vwap=5620.73001471309, bidVolume=1014, askVolume=1025, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190636.906, sequence=878603, count=1600, open=5620.25, high=5623.5, low=5620, close=5620.25, volume=2066, vwap=5621.78472894482, bidVolume=1005, askVolume=1061, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190607.701, sequence=876305, count=1600, open=5615.5, high=5620.75, low=5615, close=5620.5, volume=2184, vwap=5617.72973901099, bidVolume=818, askVolume=1366, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190548.005, sequence=874014, count=1600, open=5620.5, high=5621, low=5615.5, close=5615.5, volume=2248, vwap=5618.65980871886, bidVolume=1382, askVolume=866, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190517.418, sequence=871738, count=1600, open=5623, high=5623.5, low=5619.25, close=5620.25, volume=2303, vwap=5621.08499782892, bidVolume=1350, askVolume=953, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190432.855, sequence=869435, count=1600, open=5624.75, high=5624.75, low=5622.75, close=5623.25, volume=2315, vwap=5623.92213822894, bidVolume=1244, askVolume=1071, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190347.837, sequence=867159, count=1600, open=5622.5, high=5624.75, low=5622, close=5624.5, volume=2086, vwap=5623.21308724832, bidVolume=976, askVolume=1110, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190314.024, sequence=864881, count=1600, open=5621, high=5623.75, low=5619.5, close=5622.5, volume=2207, vwap=5621.68486633439, bidVolume=953, askVolume=1254, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190251.384, sequence=862654, count=1600, open=5620, high=5622.5, low=5619.5, close=5621, volume=2146, vwap=5620.83282851817, bidVolume=1131, askVolume=1015, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190219.372, sequence=860381, count=1600, open=5622.5, high=5623, low=5620, close=5620, volume=2333, vwap=5621.83154736391, bidVolume=1258, askVolume=1075, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190146.420, sequence=858172, count=1600, open=5623.75, high=5624.75, low=5622.25, close=5622.5, volume=2147, vwap=5623.43362831858, bidVolume=1211, askVolume=936, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190110.381, sequence=855871, count=1600, open=5624, high=5625.5, low=5622.25, close=5623.75, volume=2094, vwap=5624.16308500478, bidVolume=1082, askVolume=1012, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190048.197, sequence=853540, count=1600, open=5623.75, high=5624.5, low=5622.25, close=5624, volume=2113, vwap=5623.14824893516, bidVolume=1087, askVolume=1026, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190029.779, sequence=851199, count=1600, open=5626.25, high=5626.5, low=5623.25, close=5623.75, volume=2067, vwap=5624.98197871311, bidVolume=1241, askVolume=826, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-190009.641, sequence=848879, count=1600, open=5631.25, high=5631.5, low=5626.25, close=5626.25, volume=2152, vwap=5628.5907295539, bidVolume=1376, askVolume=776, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185931.155, sequence=846520, count=1600, open=5632, high=5632.75, low=5630, close=5631.25, volume=2090, vwap=5631.24007177034, bidVolume=1005, askVolume=1085, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185835.802, sequence=844222, count=1600, open=5632.25, high=5634.75, low=5631.75, close=5631.75, volume=2164, vwap=5633.12800369686, bidVolume=1103, askVolume=1061, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185802.885, sequence=841890, count=1600, open=5634, high=5634, low=5630.5, close=5632.25, volume=2052, vwap=5631.98075048733, bidVolume=1129, askVolume=923, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185705.639, sequence=839669, count=1600, open=5635, high=5637, low=5633.25, close=5634, volume=2009, vwap=5635.23183175709, bidVolume=1032, askVolume=977, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185600.828, sequence=837410, count=1600, open=5638.5, high=5638.75, low=5635, close=5635, volume=2051, vwap=5637.18466601658, bidVolume=1106, askVolume=945, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185525.747, sequence=835160, count=1600, open=5636, high=5639.75, low=5635.75, close=5638.5, volume=2257, vwap=5638.00155073106, bidVolume=1020, askVolume=1237, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185425.440, sequence=832810, count=1600, open=5632.25, high=5637, low=5632.25, close=5636, volume=2036, vwap=5635.19339390963, bidVolume=942, askVolume=1094, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185343.912, sequence=830552, count=1600, open=5636.5, high=5637, low=5632.25, close=5632.25, volume=2074, vwap=5634.07931533269, bidVolume=1166, askVolume=908, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185252.535, sequence=828257, count=1600, open=5637, high=5637, low=5635, close=5636.5, volume=2229, vwap=5636.04632122028, bidVolume=1257, askVolume=972, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185212.762, sequence=825989, count=1600, open=5635.5, high=5637, low=5632.75, close=5637, volume=2063, vwap=5634.78247697528, bidVolume=1023, askVolume=1040, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185138.240, sequence=823746, count=1600, open=5636.5, high=5637.25, low=5633.75, close=5635.5, volume=2231, vwap=5635.45215150157, bidVolume=1121, askVolume=1110, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185105.760, sequence=821569, count=1600, open=5635.5, high=5637.25, low=5634.25, close=5636.5, volume=2076, vwap=5635.5914017341, bidVolume=1072, askVolume=1004, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-185026.903, sequence=819324, count=1600, open=5636.75, high=5639.5, low=5635, close=5635.5, volume=2128, vwap=5637.63639567669, bidVolume=1184, askVolume=944, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184950.316, sequence=817020, count=1600, open=5641.25, high=5641.5, low=5636.75, close=5637, volume=2138, vwap=5639.27911599626, bidVolume=1335, askVolume=803, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184852.366, sequence=814826, count=1600, open=5640, high=5642.25, low=5639.75, close=5641.25, volume=2108, vwap=5641.11290322581, bidVolume=1126, askVolume=982, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184815.853, sequence=812578, count=1600, open=5640.5, high=5642.25, low=5639, close=5640, volume=2154, vwap=5640.80559424327, bidVolume=1282, askVolume=872, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184733.467, sequence=810350, count=1600, open=5638.5, high=5641.25, low=5637.5, close=5640.5, volume=2039, vwap=5638.99399215302, bidVolume=1015, askVolume=1024, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184654.563, sequence=808129, count=1600, open=5639.25, high=5639.75, low=5637.25, close=5638.5, volume=2123, vwap=5638.55805463966, bidVolume=1157, askVolume=966, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184624.767, sequence=805844, count=1600, open=5636.25, high=5639.75, low=5636, close=5639.25, volume=2055, vwap=5638.02688564477, bidVolume=895, askVolume=1160, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184603.200, sequence=803635, count=1600, open=5635.25, high=5636.5, low=5633.5, close=5636.25, volume=2134, vwap=5634.91694001874, bidVolume=964, askVolume=1170, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184542.431, sequence=801416, count=1600, open=5636.25, high=5636.75, low=5633.25, close=5635.25, volume=2176, vwap=5635.29526654412, bidVolume=1165, askVolume=1011, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184523.987, sequence=799161, count=1600, open=5635.25, high=5637.5, low=5634.75, close=5636.25, volume=2010, vwap=5636.14415422886, bidVolume=991, askVolume=1019, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184514.739, sequence=796912, count=1600, open=5641.75, high=5641.75, low=5635, close=5635.5, volume=2036, vwap=5638.216478389, bidVolume=1359, askVolume=677, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184449.451, sequence=794640, count=1600, open=5641.5, high=5643, low=5641, close=5641.5, volume=2492, vwap=5642.00501605137, bidVolume=1391, askVolume=1101, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184434.468, sequence=792374, count=1600, open=5641.25, high=5641.5, low=5639.5, close=5641.5, volume=2046, vwap=5640.48093841642, bidVolume=1142, askVolume=904, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184406.722, sequence=790117, count=1600, open=5646.5, high=5646.75, low=5641.25, close=5641.25, volume=2280, vwap=5644.18410087719, bidVolume=1411, askVolume=869, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184329.888, sequence=787886, count=1600, open=5645.25, high=5647.5, low=5643.75, close=5646.5, volume=2176, vwap=5645.68715533088, bidVolume=1102, askVolume=1074, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184245.725, sequence=785576, count=1600, open=5650.25, high=5650.25, low=5645.25, close=5645.25, volume=2070, vwap=5648.1097826087, bidVolume=1190, askVolume=880, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184201.905, sequence=783346, count=1600, open=5648.25, high=5651.25, low=5648.25, close=5650.25, volume=2084, vwap=5649.75047984645, bidVolume=991, askVolume=1093, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184125.388, sequence=781073, count=1600, open=5654, high=5654.25, low=5648, close=5648.25, volume=2010, vwap=5651.41119402985, bidVolume=1344, askVolume=666, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184052.339, sequence=778793, count=1600, open=5655.25, high=5656, low=5654, close=5654, volume=2196, vwap=5655.16029143898, bidVolume=1219, askVolume=977, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-184024.363, sequence=776493, count=1600, open=5650.75, high=5655.25, low=5650.5, close=5655.25, volume=2146, vwap=5653.44594594595, bidVolume=804, askVolume=1342, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183937.242, sequence=774276, count=1600, open=5649.75, high=5651.25, low=5648.25, close=5650.75, volume=2230, vwap=5649.98183856502, bidVolume=1100, askVolume=1130, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183841.027, sequence=771981, count=1600, open=5649.75, high=5651.25, low=5649.5, close=5649.75, volume=2208, vwap=5650.42470561594, bidVolume=1085, askVolume=1123, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183731.039, sequence=769698, count=1600, open=5649.25, high=5650.25, low=5647.5, close=5649.75, volume=2238, vwap=5648.85690348526, bidVolume=1259, askVolume=979, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183624.738, sequence=767414, count=1600, open=5648.5, high=5650.25, low=5647.75, close=5649.25, volume=2103, vwap=5649.26664289111, bidVolume=989, askVolume=1114, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183527.950, sequence=765154, count=1600, open=5649.5, high=5649.5, low=5646.75, close=5648.5, volume=2067, vwap=5648.41122399613, bidVolume=1077, askVolume=990, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183438.658, sequence=762941, count=1600, open=5647, high=5649.75, low=5646.75, close=5649.5, volume=2230, vwap=5648.26468609866, bidVolume=1143, askVolume=1087, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183330.230, sequence=760702, count=1600, open=5649, high=5650, low=5647, close=5647, volume=2065, vwap=5648.56246973366, bidVolume=1063, askVolume=1002, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183228.732, sequence=758433, count=1600, open=5649.25, high=5650.25, low=5647.5, close=5649, volume=2425, vwap=5649.08010309278, bidVolume=1268, askVolume=1157, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183124.484, sequence=756143, count=1600, open=5649, high=5650.25, low=5647.5, close=5649.25, volume=2101, vwap=5649.19871489767, bidVolume=1001, askVolume=1100, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183046.275, sequence=753909, count=1600, open=5648.5, high=5649.75, low=5647, close=5649, volume=2171, vwap=5648.33878397052, bidVolume=1194, askVolume=977, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-183010.215, sequence=751717, count=1600, open=5649, high=5649.25, low=5646.25, close=5648.5, volume=2265, vwap=5647.79624724062, bidVolume=1240, askVolume=1025, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182938.710, sequence=749469, count=1600, open=5647.5, high=5649.25, low=5647, close=5649, volume=2401, vwap=5648.21105789255, bidVolume=1140, askVolume=1261, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182850.468, sequence=747161, count=1600, open=5648.25, high=5649, low=5646.25, close=5647.5, volume=2070, vwap=5647.78466183575, bidVolume=1075, askVolume=995, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182818.286, sequence=744853, count=1600, open=5646, high=5648.5, low=5644.5, close=5648.25, volume=2095, vwap=5646.54200477327, bidVolume=844, askVolume=1251, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182738.010, sequence=742561, count=1600, open=5645.25, high=5646.25, low=5644.5, close=5646, volume=2026, vwap=5645.57934353406, bidVolume=1048, askVolume=978, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182719.815, sequence=740361, count=1600, open=5645.5, high=5646, low=5642.75, close=5645.25, volume=2155, vwap=5644.39222737819, bidVolume=1073, askVolume=1082, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182705.233, sequence=738066, count=1600, open=5647.75, high=5648.25, low=5644.75, close=5645.5, volume=2149, vwap=5646.37412750116, bidVolume=1175, askVolume=974, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182651.744, sequence=735803, count=1600, open=5650.75, high=5650.75, low=5647.75, close=5647.75, volume=2619, vwap=5649.84984726995, bidVolume=1288, askVolume=1331, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182611.102, sequence=733579, count=1600, open=5650.5, high=5653.5, low=5650.5, close=5650.75, volume=2339, vwap=5652.43918341171, bidVolume=1242, askVolume=1097, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182515.022, sequence=731373, count=1600, open=5650, high=5651.5, low=5648.75, close=5650.5, volume=2103, vwap=5650.19020446981, bidVolume=1048, askVolume=1055, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182415.316, sequence=729139, count=1600, open=5649.25, high=5650.25, low=5648.5, close=5650, volume=2156, vwap=5649.5805890538, bidVolume=1015, askVolume=1141, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182304.804, sequence=726886, count=1600, open=5650.5, high=5651.5, low=5649.25, close=5649.25, volume=2048, vwap=5650.23657226563, bidVolume=951, askVolume=1097, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182212.016, sequence=724571, count=1600, open=5649.5, high=5651.5, low=5649.25, close=5650.5, volume=2064, vwap=5650.37681686047, bidVolume=953, askVolume=1111, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182132.634, sequence=722332, count=1600, open=5646, high=5649.75, low=5645.75, close=5649.75, volume=2060, vwap=5647.40618932039, bidVolume=881, askVolume=1179, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182046.874, sequence=720043, count=1600, open=5649.75, high=5650.75, low=5646, close=5646, volume=2073, vwap=5649.0513748191, bidVolume=1079, askVolume=994, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-182019.277, sequence=717767, count=1600, open=5649.75, high=5650.75, low=5648.75, close=5649.75, volume=2423, vwap=5649.72255468428, bidVolume=962, askVolume=1461, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181951.017, sequence=715554, count=1600, open=5652.5, high=5652.75, low=5649.75, close=5649.75, volume=2246, vwap=5651.50478628673, bidVolume=1189, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181917.086, sequence=713419, count=1600, open=5652.25, high=5653.5, low=5651.5, close=5652.5, volume=2379, vwap=5652.48812526272, bidVolume=1254, askVolume=1125, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181900.120, sequence=711236, count=1600, open=5653.5, high=5655.25, low=5652.25, close=5652.25, volume=2338, vwap=5653.87147134303, bidVolume=1139, askVolume=1199, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181835.700, sequence=708994, count=1600, open=5651, high=5653.75, low=5650.25, close=5653.5, volume=2426, vwap=5651.98722176422, bidVolume=945, askVolume=1481, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181808.693, sequence=706772, count=1600, open=5648.5, high=5651.25, low=5648.5, close=5651, volume=2250, vwap=5649.77311111111, bidVolume=843, askVolume=1407, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181724.433, sequence=704530, count=1600, open=5647, high=5649.25, low=5646.25, close=5648.5, volume=2221, vwap=5647.76238181, bidVolume=1071, askVolume=1150, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181641.676, sequence=702275, count=1600, open=5647.25, high=5648.75, low=5646.25, close=5647.25, volume=2210, vwap=5647.29796380091, bidVolume=1030, askVolume=1180, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181609.705, sequence=699983, count=1600, open=5647.25, high=5648.75, low=5645.5, close=5647, volume=2198, vwap=5647.24965878071, bidVolume=1055, askVolume=1143, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181545.839, sequence=697744, count=1600, open=5647.75, high=5649, low=5646.75, close=5647.25, volume=2277, vwap=5648.0725735617, bidVolume=1182, askVolume=1095, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181527.410, sequence=695512, count=1600, open=5647.5, high=5650.25, low=5647.5, close=5647.75, volume=2086, vwap=5649.19127516779, bidVolume=912, askVolume=1174, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181512.113, sequence=693239, count=1600, open=5644.5, high=5648.25, low=5644.25, close=5647.5, volume=1949, vwap=5646.4937147255, bidVolume=763, askVolume=1186, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181444.085, sequence=690891, count=1600, open=5643.5, high=5645, low=5642.5, close=5644.5, volume=2242, vwap=5643.92975022302, bidVolume=1047, askVolume=1195, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181418.544, sequence=688601, count=1600, open=5642.25, high=5644.25, low=5641.5, close=5643.5, volume=2147, vwap=5643.07836516069, bidVolume=1042, askVolume=1105, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181404.243, sequence=686308, count=1600, open=5638.25, high=5642.5, low=5638.25, close=5642.25, volume=2226, vwap=5640.63263701707, bidVolume=787, askVolume=1439, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181326.301, sequence=683981, count=1600, open=5634.5, high=5638.5, low=5633.75, close=5638.25, volume=2041, vwap=5635.82545320921, bidVolume=853, askVolume=1188, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181251.150, sequence=681722, count=1600, open=5631.5, high=5634.75, low=5630.25, close=5634.5, volume=1973, vwap=5632.0924987329, bidVolume=832, askVolume=1141, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181212.976, sequence=679486, count=1600, open=5631.5, high=5633.25, low=5630.5, close=5631.5, volume=1919, vwap=5631.66792600313, bidVolume=881, askVolume=1038, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181142.101, sequence=677205, count=1600, open=5626.25, high=5631.5, low=5626.25, close=5631.5, volume=2019, vwap=5629.0750371471, bidVolume=765, askVolume=1254, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181124.735, sequence=674905, count=1600, open=5629.5, high=5629.5, low=5625.75, close=5626.25, volume=2047, vwap=5627.02161700049, bidVolume=1184, askVolume=863, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181103.682, sequence=672665, count=1600, open=5629, high=5630.75, low=5627.75, close=5629.5, volume=1977, vwap=5629.21712190187, bidVolume=1036, askVolume=941, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181046.061, sequence=670433, count=1600, open=5629.25, high=5630, low=5628, close=5629, volume=1983, vwap=5628.9243570348, bidVolume=1051, askVolume=932, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181027.849, sequence=668176, count=1600, open=5632.75, high=5633.5, low=5628.75, close=5629.25, volume=2104, vwap=5630.65850760456, bidVolume=1143, askVolume=961, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-181015.166, sequence=665874, count=1600, open=5636, high=5636, low=5631.25, close=5632.75, volume=2000, vwap=5633.143125, bidVolume=1092, askVolume=908, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180928.830, sequence=663612, count=1600, open=5636.75, high=5639.5, low=5636, close=5636, volume=2074, vwap=5637.71600771456, bidVolume=913, askVolume=1161, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180840.707, sequence=661378, count=1600, open=5637, high=5637.75, low=5634.5, close=5636.75, volume=1976, vwap=5636.29187753036, bidVolume=919, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180754.106, sequence=659080, count=1600, open=5636.25, high=5638, low=5635, close=5637, volume=1998, vwap=5636.55342842843, bidVolume=908, askVolume=1090, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180708.743, sequence=656839, count=1600, open=5636.25, high=5637.25, low=5634.25, close=5636.25, volume=1962, vwap=5636.03045361876, bidVolume=950, askVolume=1012, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180633.098, sequence=654550, count=1600, open=5638.5, high=5639.25, low=5635.75, close=5636.25, volume=2069, vwap=5637.67327211213, bidVolume=1167, askVolume=902, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180616.145, sequence=652167, count=1600, open=5635.5, high=5639.5, low=5635.25, close=5638.5, volume=2129, vwap=5637.57562235792, bidVolume=681, askVolume=1448, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180534.830, sequence=649867, count=1600, open=5634.5, high=5636.25, low=5633.25, close=5635.25, volume=1911, vwap=5634.45342752486, bidVolume=964, askVolume=947, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180459.231, sequence=647606, count=1600, open=5635, high=5636.75, low=5633.25, close=5634.25, volume=1965, vwap=5635.01577608143, bidVolume=1065, askVolume=900, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180418.084, sequence=645375, count=1600, open=5633.5, high=5635.5, low=5632.25, close=5635, volume=1942, vwap=5633.88581359423, bidVolume=949, askVolume=993, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180347.772, sequence=643031, count=1600, open=5637, high=5637.25, low=5632.5, close=5633.5, volume=1832, vwap=5634.71206331878, bidVolume=998, askVolume=834, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180311.686, sequence=640768, count=1600, open=5631.75, high=5637, low=5630.5, close=5637, volume=2011, vwap=5633.67429139732, bidVolume=778, askVolume=1233, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180234.964, sequence=638571, count=1600, open=5633.5, high=5635.25, low=5631.25, close=5631.75, volume=2048, vwap=5633.58740234375, bidVolume=1040, askVolume=1008, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180158.376, sequence=636305, count=1600, open=5633, high=5635.25, low=5632.5, close=5633.5, volume=1999, vwap=5633.9579789895, bidVolume=1039, askVolume=960, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180124.775, sequence=634062, count=1600, open=5632, high=5634.5, low=5630.75, close=5633, volume=1931, vwap=5632.50194199896, bidVolume=911, askVolume=1020, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180101.127, sequence=631852, count=1600, open=5630.25, high=5634.25, low=5629, close=5632, volume=1929, vwap=5631.73755832037, bidVolume=855, askVolume=1074, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180034.460, sequence=629653, count=1600, open=5630.5, high=5632.75, low=5628.75, close=5630.25, volume=2069, vwap=5630.87397293378, bidVolume=1075, askVolume=994, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180014.053, sequence=627415, count=1600, open=5630.75, high=5632.75, low=5629.75, close=5630.5, volume=1970, vwap=5631.27550761421, bidVolume=920, askVolume=1050, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-180003.404, sequence=625075, count=1600, open=5633, high=5633.25, low=5630, close=5630.75, volume=2094, vwap=5631.36974689589, bidVolume=1299, askVolume=795, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175948.573, sequence=622792, count=1600, open=5636, high=5636.75, low=5632.25, close=5633, volume=2086, vwap=5634.51833652924, bidVolume=1224, askVolume=862, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175912.344, sequence=620559, count=1600, open=5636.5, high=5637.75, low=5635, close=5636, volume=1935, vwap=5636.41873385013, bidVolume=1036, askVolume=899, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175844.339, sequence=618359, count=1600, open=5636.5, high=5637.5, low=5635.75, close=5636.5, volume=2051, vwap=5636.59641638225, bidVolume=1079, askVolume=972, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175815.061, sequence=616189, count=1600, open=5635.5, high=5637.25, low=5634.25, close=5636.5, volume=1933, vwap=5635.90804449043, bidVolume=978, askVolume=955, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175747.254, sequence=613898, count=1600, open=5636.5, high=5636.75, low=5634.25, close=5635.5, volume=1963, vwap=5635.82845134998, bidVolume=1016, askVolume=947, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175729.419, sequence=611667, count=1600, open=5635.5, high=5637.25, low=5635.25, close=5636.5, volume=2140, vwap=5636.33014018692, bidVolume=978, askVolume=1162, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175713.008, sequence=609395, count=1600, open=5631, high=5635.5, low=5631, close=5635.5, volume=2239, vwap=5633.4749888343, bidVolume=742, askVolume=1497, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175644.707, sequence=607122, count=1600, open=5627.5, high=5631.5, low=5627.5, close=5631, volume=1880, vwap=5629.46369680851, bidVolume=789, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175619.332, sequence=604834, count=1600, open=5627.5, high=5629.5, low=5625.75, close=5627.5, volume=1992, vwap=5627.65988955823, bidVolume=1045, askVolume=947, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175600.879, sequence=602513, count=1600, open=5630.25, high=5630.75, low=5627, close=5627.5, volume=2054, vwap=5628.8326436222, bidVolume=1121, askVolume=933, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175537.312, sequence=600246, count=1600, open=5631.5, high=5631.75, low=5629.75, close=5630.25, volume=1940, vwap=5630.85618556701, bidVolume=984, askVolume=956, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175523.983, sequence=598010, count=1600, open=5629.25, high=5631.5, low=5629, close=5631.5, volume=2105, vwap=5630.35748218527, bidVolume=809, askVolume=1296, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175506.410, sequence=595799, count=1600, open=5627.75, high=5629.75, low=5626, close=5629.25, volume=2071, vwap=5627.50205214872, bidVolume=876, askVolume=1195, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175450.925, sequence=593533, count=1600, open=5626.75, high=5628.25, low=5626.5, close=5627.75, volume=1970, vwap=5627.33388324873, bidVolume=1013, askVolume=957, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175434.247, sequence=591219, count=1600, open=5622.25, high=5627, low=5622.25, close=5626.75, volume=2049, vwap=5624.05356271352, bidVolume=852, askVolume=1197, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175409.181, sequence=588948, count=1600, open=5622, high=5623.25, low=5620.25, close=5622.25, volume=1949, vwap=5621.81836839405, bidVolume=946, askVolume=1003, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175348.163, sequence=586670, count=1600, open=5622.5, high=5622.75, low=5620.25, close=5622, volume=1892, vwap=5621.69833509514, bidVolume=943, askVolume=949, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175320.713, sequence=584349, count=1600, open=5620.5, high=5622.75, low=5619, close=5622.5, volume=1905, vwap=5620.80734908137, bidVolume=831, askVolume=1074, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175259.055, sequence=582065, count=1600, open=5619.5, high=5621.25, low=5619, close=5620.5, volume=1888, vwap=5619.87791313559, bidVolume=933, askVolume=955, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175240.787, sequence=579777, count=1600, open=5623, high=5623.75, low=5619, close=5619.5, volume=1911, vwap=5621.86538461539, bidVolume=1051, askVolume=860, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175224.866, sequence=577532, count=1600, open=5622.75, high=5623.5, low=5621.25, close=5623, volume=2033, vwap=5622.21593703886, bidVolume=1049, askVolume=984, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175209.684, sequence=575239, count=1600, open=5619.25, high=5622.75, low=5618.75, close=5622.75, volume=1975, vwap=5621.18696202532, bidVolume=878, askVolume=1097, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175155.231, sequence=572967, count=1600, open=5618, high=5619.5, low=5616.75, close=5619.25, volume=2067, vwap=5618.09929850024, bidVolume=1043, askVolume=1024, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175143.423, sequence=570610, count=1600, open=5615.5, high=5618, low=5614.25, close=5618, volume=2089, vwap=5615.84932982288, bidVolume=924, askVolume=1165, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175133.033, sequence=568238, count=1600, open=5618, high=5618, low=5614.75, close=5615.5, volume=2167, vwap=5616.31783571758, bidVolume=1379, askVolume=788, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175120.033, sequence=565926, count=1600, open=5620, high=5620, low=5617.25, close=5618, volume=2012, vwap=5618.19520377734, bidVolume=1215, askVolume=797, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175100.544, sequence=563541, count=1600, open=5624.5, high=5624.5, low=5619.75, close=5619.75, volume=1986, vwap=5621.84428499497, bidVolume=1218, askVolume=768, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175040.829, sequence=561267, count=1600, open=5624.75, high=5626, low=5623.5, close=5624.5, volume=1955, vwap=5624.72979539642, bidVolume=946, askVolume=1009, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175025.467, sequence=558992, count=1600, open=5626, high=5626.75, low=5624, close=5624.75, volume=2006, vwap=5625.31605184447, bidVolume=957, askVolume=1049, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175016.007, sequence=556757, count=1600, open=5625.25, high=5626.75, low=5624.5, close=5626, volume=1994, vwap=5625.73357572718, bidVolume=950, askVolume=1044, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-175004.144, sequence=554446, count=1600, open=5621.5, high=5625.5, low=5620.5, close=5625.5, volume=1994, vwap=5622.5406218656, bidVolume=937, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174948.382, sequence=552166, count=1600, open=5621.25, high=5623, low=5621, close=5621.5, volume=1922, vwap=5622.08584807492, bidVolume=1000, askVolume=922, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174932.111, sequence=549912, count=1600, open=5621.25, high=5624, low=5620.5, close=5621.25, volume=2152, vwap=5622.4282063197, bidVolume=876, askVolume=1276, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174922.057, sequence=547638, count=1600, open=5624, high=5624.25, low=5621, close=5621.25, volume=2255, vwap=5623.07982261641, bidVolume=1199, askVolume=1056, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174912.199, sequence=545297, count=1600, open=5620.75, high=5624, low=5620.25, close=5624, volume=2125, vwap=5621.95317647059, bidVolume=928, askVolume=1197, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174905.153, sequence=543046, count=1600, open=5617.5, high=5621.5, low=5617.25, close=5620.75, volume=2073, vwap=5619.42450554752, bidVolume=801, askVolume=1272, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174857.263, sequence=540714, count=1600, open=5616, high=5618.25, low=5615.75, close=5617.5, volume=1985, vwap=5616.83136020151, bidVolume=972, askVolume=1013, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174850.488, sequence=538451, count=1600, open=5618.25, high=5619, low=5616, close=5616, volume=2153, vwap=5617.30167208546, bidVolume=1326, askVolume=827, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174842.399, sequence=536157, count=1600, open=5622, high=5622.25, low=5618, close=5618.25, volume=2060, vwap=5620.0375, bidVolume=1182, askVolume=878, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174836.683, sequence=533858, count=1600, open=5620, high=5623, low=5620, close=5622, volume=2130, vwap=5621.46079812207, bidVolume=1039, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174829.104, sequence=531622, count=1600, open=5624.5, high=5624.5, low=5620, close=5620, volume=2342, vwap=5622.26718616567, bidVolume=1473, askVolume=869, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174823.513, sequence=529258, count=1600, open=5625.25, high=5625.25, low=5623, close=5624.5, volume=2559, vwap=5624.32629933568, bidVolume=1568, askVolume=991, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174821.428, sequence=526812, count=1600, open=5628.25, high=5628.75, low=5625.25, close=5625.25, volume=2163, vwap=5626.49560795192, bidVolume=1383, askVolume=780, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174809.642, sequence=524486, count=1600, open=5631.75, high=5632, low=5628, close=5628.25, volume=2179, vwap=5629.71810463515, bidVolume=1381, askVolume=798, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174747.802, sequence=522151, count=1600, open=5632.25, high=5633.5, low=5631, close=5631.75, volume=2020, vwap=5632.37413366337, bidVolume=991, askVolume=1029, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174730.388, sequence=519862, count=1600, open=5630.75, high=5633.5, low=5630.5, close=5632.25, volume=2166, vwap=5632.50242382271, bidVolume=969, askVolume=1197, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174723.246, sequence=517526, count=1600, open=5632.5, high=5632.75, low=5630, close=5630.75, volume=2323, vwap=5631.13872148084, bidVolume=1385, askVolume=938, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174713.544, sequence=515140, count=1600, open=5632.25, high=5632.75, low=5632, close=5632.5, volume=2097, vwap=5632.33822126848, bidVolume=1096, askVolume=1001, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174710.602, sequence=512771, count=1600, open=5637.25, high=5638, low=5632, close=5632.25, volume=2777, vwap=5634.7563917897, bidVolume=2140, askVolume=637, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174652.961, sequence=510423, count=1600, open=5638, high=5638.25, low=5637, close=5637.25, volume=2042, vwap=5637.56831537708, bidVolume=1175, askVolume=867, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174636.274, sequence=508163, count=1600, open=5637.75, high=5639, low=5637, close=5638, volume=2239, vwap=5637.85562751228, bidVolume=1376, askVolume=863, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174622.487, sequence=505863, count=1600, open=5639, high=5639.25, low=5637, close=5637.75, volume=1947, vwap=5637.91294298922, bidVolume=1105, askVolume=842, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174606.214, sequence=503543, count=1600, open=5643.75, high=5644.5, low=5639, close=5639, volume=2013, vwap=5641.73509687034, bidVolume=1305, askVolume=708, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174534.554, sequence=501213, count=1600, open=5646.75, high=5646.75, low=5643.25, close=5643.75, volume=1882, vwap=5645.17547821467, bidVolume=1046, askVolume=836, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174509.217, sequence=498977, count=1600, open=5649.5, high=5649.5, low=5644.75, close=5646.75, volume=1948, vwap=5646.71650410678, bidVolume=1172, askVolume=776, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174437.782, sequence=496650, count=1600, open=5649.75, high=5650, low=5647, close=5649.5, volume=1947, vwap=5648.91730868002, bidVolume=1003, askVolume=944, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174357.042, sequence=494305, count=1600, open=5649.75, high=5650.25, low=5648.75, close=5649.75, volume=1952, vwap=5649.53304303279, bidVolume=986, askVolume=966, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174326.218, sequence=491947, count=1600, open=5648.25, high=5650, low=5647.5, close=5649.75, volume=1970, vwap=5648.95545685279, bidVolume=858, askVolume=1112, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174259.950, sequence=489634, count=1600, open=5644.25, high=5648.5, low=5642.75, close=5648.5, volume=1963, vwap=5645.54661232807, bidVolume=854, askVolume=1109, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174222.280, sequence=487324, count=1600, open=5645.75, high=5647.5, low=5643.25, close=5644.25, volume=1936, vwap=5645.25568181818, bidVolume=1048, askVolume=888, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174141.586, sequence=484987, count=1600, open=5644.25, high=5646.5, low=5643.25, close=5645.75, volume=1905, vwap=5644.6780839895, bidVolume=999, askVolume=906, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174114.477, sequence=482695, count=1600, open=5644.5, high=5646.25, low=5643.75, close=5644.25, volume=1959, vwap=5645.34009698826, bidVolume=939, askVolume=1020, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174046.865, sequence=480402, count=1600, open=5643.5, high=5645.75, low=5643, close=5644.5, volume=2024, vwap=5644.09350296443, bidVolume=873, askVolume=1151, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-174018.783, sequence=478020, count=1600, open=5642, high=5643.75, low=5640.5, close=5643.5, volume=1945, vwap=5642.13971722365, bidVolume=1051, askVolume=894, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173955.956, sequence=475742, count=1600, open=5645.25, high=5645.75, low=5641.25, close=5642, volume=2023, vwap=5643.78237765695, bidVolume=1204, askVolume=819, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173910.084, sequence=473353, count=1600, open=5644.75, high=5646.75, low=5644, close=5645.25, volume=1987, vwap=5645.51258178158, bidVolume=976, askVolume=1011, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173840.165, sequence=470911, count=1600, open=5643.75, high=5646.25, low=5642.75, close=5644.75, volume=1899, vwap=5644.61387572407, bidVolume=922, askVolume=977, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173822.951, sequence=468513, count=1600, open=5646.75, high=5647, low=5642.25, close=5643.75, volume=2123, vwap=5644.35774846915, bidVolume=1482, askVolume=641, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173754.861, sequence=466117, count=1600, open=5647.75, high=5648.25, low=5645, close=5646.75, volume=2165, vwap=5646.53221709007, bidVolume=1193, askVolume=972, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173715.397, sequence=463755, count=1600, open=5649.5, high=5650, low=5646.25, close=5647.75, volume=1991, vwap=5647.76318432948, bidVolume=944, askVolume=1047, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173641.994, sequence=461348, count=1600, open=5647, high=5650.25, low=5647, close=5649.5, volume=2141, vwap=5648.45749649696, bidVolume=891, askVolume=1250, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173606.949, sequence=458968, count=1600, open=5647.5, high=5648.75, low=5645.25, close=5647, volume=1953, vwap=5646.80529953917, bidVolume=1093, askVolume=860, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173537.543, sequence=456609, count=1600, open=5647, high=5649, low=5646.5, close=5647.5, volume=1963, vwap=5647.41123280693, bidVolume=980, askVolume=983, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173519.684, sequence=454359, count=1600, open=5645.5, high=5648.5, low=5645.25, close=5647, volume=2145, vwap=5646.93752913753, bidVolume=1009, askVolume=1136, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173503.266, sequence=451966, count=1600, open=5647.75, high=5648.25, low=5645, close=5645.5, volume=2090, vwap=5646.25562200957, bidVolume=1284, askVolume=806, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173445.348, sequence=449583, count=1600, open=5652, high=5652, low=5647.5, close=5647.75, volume=2303, vwap=5649.52257924446, bidVolume=1443, askVolume=860, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173409.109, sequence=447317, count=1600, open=5653.25, high=5654, low=5651.75, close=5652, volume=2006, vwap=5652.72096211366, bidVolume=1134, askVolume=872, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173341.182, sequence=445002, count=1600, open=5650.75, high=5653.5, low=5650.25, close=5653.25, volume=1937, vwap=5651.8575116159, bidVolume=844, askVolume=1093, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173316.767, sequence=442745, count=1600, open=5650.5, high=5653, low=5649.75, close=5650.75, volume=2121, vwap=5651.41430928807, bidVolume=1131, askVolume=990, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173259.208, sequence=440373, count=1600, open=5651.25, high=5652.75, low=5649.75, close=5650.5, volume=2034, vwap=5651.02445919371, bidVolume=1123, askVolume=911, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173240.887, sequence=438039, count=1600, open=5652, high=5652.5, low=5650.75, close=5651.25, volume=2145, vwap=5651.72867132867, bidVolume=1201, askVolume=944, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173224.228, sequence=435744, count=1600, open=5656.25, high=5656.75, low=5652, close=5652, volume=2350, vwap=5654.46489361702, bidVolume=1559, askVolume=791, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173154.394, sequence=433347, count=1600, open=5656.5, high=5657, low=5655, close=5656.25, volume=2114, vwap=5655.94157994324, bidVolume=1104, askVolume=1010, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173116.534, sequence=430973, count=1600, open=5658.25, high=5659.25, low=5655.75, close=5656.5, volume=2102, vwap=5657.56303520457, bidVolume=1192, askVolume=910, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173051.383, sequence=428584, count=1600, open=5656.75, high=5659.25, low=5656.25, close=5658.25, volume=2382, vwap=5657.89861460957, bidVolume=950, askVolume=1432, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173031.186, sequence=426227, count=1600, open=5658.75, high=5658.75, low=5655.25, close=5656.5, volume=2113, vwap=5656.63050165641, bidVolume=1271, askVolume=842, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-173001.119, sequence=423878, count=1600, open=5658.25, high=5659.5, low=5656.75, close=5658.75, volume=2149, vwap=5658.31200558399, bidVolume=1092, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172931.628, sequence=421581, count=1600, open=5658.75, high=5660, low=5656.75, close=5658.25, volume=2020, vwap=5658.41658415842, bidVolume=1058, askVolume=962, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172907.039, sequence=419200, count=1600, open=5659, high=5660.75, low=5658.5, close=5658.75, volume=2508, vwap=5659.70942982456, bidVolume=1167, askVolume=1341, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172829.732, sequence=416847, count=1600, open=5661.25, high=5661.5, low=5659, close=5659, volume=2233, vwap=5660.85042543663, bidVolume=1163, askVolume=1070, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172814.084, sequence=414438, count=1600, open=5658.5, high=5661.5, low=5657.75, close=5661.25, volume=2375, vwap=5659.98873684211, bidVolume=852, askVolume=1523, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172737.645, sequence=412017, count=1600, open=5655.25, high=5658.5, low=5655, close=5658.5, volume=2257, vwap=5656.84935755428, bidVolume=969, askVolume=1288, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172710.886, sequence=409740, count=1600, open=5656.5, high=5658.75, low=5655.25, close=5655.25, volume=1938, vwap=5656.97832817338, bidVolume=1086, askVolume=852, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172638.899, sequence=407538, count=1600, open=5656.5, high=5657.25, low=5656, close=5656.5, volume=2117, vwap=5656.617146906, bidVolume=1083, askVolume=1034, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172602.312, sequence=405266, count=1600, open=5655.25, high=5657, low=5655, close=5656.5, volume=2071, vwap=5656.05408015452, bidVolume=1085, askVolume=986, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172543.826, sequence=402934, count=1600, open=5653, high=5656, low=5651.5, close=5655.25, volume=2590, vwap=5654.19642857143, bidVolume=1043, askVolume=1547, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172515.202, sequence=400682, count=1600, open=5655, high=5656.75, low=5653, close=5653, volume=2056, vwap=5655.01361867704, bidVolume=1308, askVolume=748, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172456.926, sequence=398345, count=1600, open=5658.75, high=5659, low=5654, close=5655, volume=2026, vwap=5656.54491609082, bidVolume=1151, askVolume=875, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172431.500, sequence=395985, count=1600, open=5655.5, high=5658.75, low=5653.75, close=5658.75, volume=2172, vwap=5656.28084714549, bidVolume=843, askVolume=1329, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172412.947, sequence=393737, count=1600, open=5655, high=5657, low=5655, close=5655.5, volume=2237, vwap=5655.89897183728, bidVolume=1058, askVolume=1179, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172349.453, sequence=391411, count=1600, open=5653.75, high=5655, low=5653, close=5655, volume=2641, vwap=5654.1626277925, bidVolume=1042, askVolume=1599, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172328.995, sequence=389129, count=1600, open=5652.75, high=5655.25, low=5652, close=5653.75, volume=2152, vwap=5654.24349442379, bidVolume=974, askVolume=1178, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172307.391, sequence=386728, count=1600, open=5650, high=5652.75, low=5648.75, close=5652.5, volume=2053, vwap=5650.95762299075, bidVolume=981, askVolume=1072, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172250.552, sequence=384432, count=1600, open=5650, high=5651.75, low=5648.25, close=5650, volume=2057, vwap=5649.86169178415, bidVolume=989, askVolume=1068, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172234.742, sequence=382095, count=1600, open=5647.5, high=5650.5, low=5647.25, close=5650, volume=2177, vwap=5648.42696371153, bidVolume=993, askVolume=1184, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172215.199, sequence=379734, count=1600, open=5645.25, high=5647.75, low=5644.75, close=5647.5, volume=2020, vwap=5645.98477722772, bidVolume=1008, askVolume=1012, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172153.924, sequence=377346, count=1600, open=5642.25, high=5645.25, low=5640.75, close=5645.25, volume=2023, vwap=5642.70934256055, bidVolume=953, askVolume=1070, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172130.362, sequence=374968, count=1600, open=5643.5, high=5644.25, low=5641.25, close=5642.25, volume=2218, vwap=5642.53336339044, bidVolume=1342, askVolume=876, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172106.013, sequence=372638, count=1600, open=5641.25, high=5644.75, low=5640.75, close=5643.5, volume=1923, vwap=5642.80668226729, bidVolume=908, askVolume=1015, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172044.009, sequence=370295, count=1600, open=5640.75, high=5642.75, low=5639.75, close=5641.25, volume=2043, vwap=5640.80898188938, bidVolume=953, askVolume=1090, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172022.857, sequence=367952, count=1600, open=5644.25, high=5644.5, low=5639.75, close=5640.75, volume=2014, vwap=5642.15156405164, bidVolume=1174, askVolume=840, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-172005.678, sequence=365598, count=1600, open=5645, high=5646, low=5642.5, close=5644.25, volume=1937, vwap=5644.10467217346, bidVolume=925, askVolume=1012, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171948.811, sequence=363333, count=1600, open=5643.25, high=5645, low=5642.25, close=5645, volume=2081, vwap=5643.09142239308, bidVolume=920, askVolume=1161, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171926.379, sequence=360969, count=1600, open=5643.5, high=5643.5, low=5640.25, close=5643.25, volume=1906, vwap=5642.31177859391, bidVolume=1013, askVolume=893, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171910.306, sequence=358679, count=1600, open=5639.75, high=5643.5, low=5639.25, close=5643.5, volume=2151, vwap=5640.62366341237, bidVolume=1051, askVolume=1100, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171856.205, sequence=356307, count=1600, open=5639.75, high=5643.75, low=5639.25, close=5639.75, volume=2082, vwap=5642.01344860711, bidVolume=1064, askVolume=1018, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171838.988, sequence=354021, count=1600, open=5640, high=5641.25, low=5639, close=5639.75, volume=1933, vwap=5640.00581996896, bidVolume=988, askVolume=945, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171820.728, sequence=351702, count=1600, open=5640.75, high=5642.25, low=5639.75, close=5640, volume=2146, vwap=5641.12348555452, bidVolume=995, askVolume=1151, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171806.880, sequence=349343, count=1600, open=5643.75, high=5644.25, low=5639.25, close=5640.75, volume=2055, vwap=5641.81459854015, bidVolume=1131, askVolume=924, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171756.356, sequence=347026, count=1600, open=5642.5, high=5644.25, low=5640.75, close=5643.75, volume=2225, vwap=5642.23629213483, bidVolume=1219, askVolume=1006, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171744.820, sequence=344692, count=1600, open=5639.75, high=5642.75, low=5639.75, close=5642.5, volume=1953, vwap=5641.61021505376, bidVolume=902, askVolume=1051, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171734.993, sequence=342324, count=1600, open=5638.5, high=5640, low=5637, close=5639.75, volume=2098, vwap=5638.31339370829, bidVolume=941, askVolume=1157, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171727.170, sequence=340032, count=1600, open=5640.75, high=5640.75, low=5638.5, close=5638.5, volume=2403, vwap=5639.90230961298, bidVolume=1259, askVolume=1144, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171718.305, sequence=337742, count=1600, open=5643, high=5644, low=5640, close=5640.75, volume=2048, vwap=5641.79321289063, bidVolume=1182, askVolume=866, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171708.157, sequence=335476, count=1600, open=5645.5, high=5646.5, low=5642.75, close=5643, volume=2087, vwap=5645.14758025875, bidVolume=1176, askVolume=911, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171655.209, sequence=333107, count=1600, open=5649, high=5650, low=5645.5, close=5645.5, volume=2022, vwap=5648.3293768546, bidVolume=1128, askVolume=894, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171642.040, sequence=330739, count=1600, open=5653, high=5653.25, low=5649, close=5649, volume=2165, vwap=5651.25946882217, bidVolume=1425, askVolume=740, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171621.051, sequence=328381, count=1600, open=5658.5, high=5658.75, low=5653, close=5653, volume=2088, vwap=5655.41594827586, bidVolume=1333, askVolume=755, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171555.971, sequence=325972, count=1600, open=5657.25, high=5660.75, low=5656.25, close=5658.5, volume=2262, vwap=5658.54664014147, bidVolume=1040, askVolume=1222, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171529.764, sequence=323706, count=1600, open=5656, high=5658.5, low=5656, close=5657.25, volume=2332, vwap=5657.21751715266, bidVolume=1220, askVolume=1112, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171501.723, sequence=321295, count=1600, open=5655, high=5656.5, low=5654.5, close=5656, volume=2129, vwap=5655.52900422734, bidVolume=1075, askVolume=1054, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171440.095, sequence=318921, count=1600, open=5654.5, high=5656, low=5652.5, close=5655, volume=2199, vwap=5654.19281491587, bidVolume=1051, askVolume=1148, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171417.632, sequence=316554, count=1600, open=5658, high=5658.25, low=5653.5, close=5654.5, volume=2144, vwap=5655.45289179105, bidVolume=1368, askVolume=776, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171354.057, sequence=314176, count=1600, open=5659.5, high=5660, low=5657, close=5658, volume=2068, vwap=5658.43290618956, bidVolume=1165, askVolume=903, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171332.494, sequence=311868, count=1600, open=5660, high=5662.25, low=5659, close=5659.5, volume=2133, vwap=5660.96296296296, bidVolume=1107, askVolume=1026, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171324.169, sequence=309548, count=1600, open=5659, high=5660.75, low=5659, close=5660, volume=3445, vwap=5659.86233671988, bidVolume=850, askVolume=2595, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171255.300, sequence=307198, count=1600, open=5658.25, high=5659.25, low=5657, close=5659, volume=2038, vwap=5658.04158488715, bidVolume=1063, askVolume=975, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171229.278, sequence=304911, count=1600, open=5655.75, high=5658.75, low=5655.25, close=5658.25, volume=2190, vwap=5657.44863013699, bidVolume=977, askVolume=1213, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171201.676, sequence=302558, count=1600, open=5656, high=5657, low=5654.75, close=5655.75, volume=2159, vwap=5655.87899490505, bidVolume=1213, askVolume=946, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171134.082, sequence=300196, count=1600, open=5656, high=5657.75, low=5654.5, close=5655.75, volume=2094, vwap=5656.27232569246, bidVolume=1088, askVolume=1006, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171113.362, sequence=297882, count=1600, open=5654.25, high=5656, low=5653, close=5656, volume=2042, vwap=5654.10541136141, bidVolume=984, askVolume=1058, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171047.259, sequence=295476, count=1600, open=5656, high=5657.25, low=5654.25, close=5654.25, volume=2177, vwap=5655.99724391364, bidVolume=1206, askVolume=971, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171027.522, sequence=293268, count=1600, open=5655.25, high=5656.75, low=5654.75, close=5656.25, volume=2305, vwap=5655.66138828633, bidVolume=1179, askVolume=1126, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-171016.289, sequence=290926, count=1600, open=5651.5, high=5655.75, low=5651.5, close=5655.25, volume=2173, vwap=5654.27312471238, bidVolume=841, askVolume=1332, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170958.774, sequence=288548, count=1600, open=5651.25, high=5652.25, low=5650.75, close=5651.5, volume=2298, vwap=5651.45724543081, bidVolume=1231, askVolume=1067, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170941.127, sequence=286202, count=1600, open=5649.75, high=5652.25, low=5649.75, close=5651.25, volume=2831, vwap=5650.91080890145, bidVolume=945, askVolume=1886, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170909.118, sequence=283722, count=1600, open=5646, high=5649.75, low=5644.75, close=5649.75, volume=2041, vwap=5647.00673689368, bidVolume=920, askVolume=1121, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170841.653, sequence=281335, count=1600, open=5645.5, high=5648.25, low=5645.25, close=5646, volume=2162, vwap=5646.99768732655, bidVolume=1109, askVolume=1053, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170809.548, sequence=278875, count=1600, open=5644.25, high=5647, low=5643.5, close=5645.5, volume=2030, vwap=5645.34248768473, bidVolume=1007, askVolume=1023, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170751.641, sequence=276486, count=1600, open=5645.5, high=5646.75, low=5644, close=5644.25, volume=1977, vwap=5644.97281234193, bidVolume=1049, askVolume=928, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170724.373, sequence=274064, count=1600, open=5644.25, high=5645.75, low=5641.75, close=5645.5, volume=1954, vwap=5643.56857727738, bidVolume=910, askVolume=1044, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170703.566, sequence=271629, count=1600, open=5643.5, high=5644.75, low=5642, close=5644.25, volume=1974, vwap=5643.19440222898, bidVolume=929, askVolume=1045, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170646.546, sequence=269176, count=1600, open=5641.75, high=5644.25, low=5641.25, close=5643.5, volume=2121, vwap=5642.78748231966, bidVolume=821, askVolume=1300, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170630.008, sequence=266726, count=1600, open=5638.75, high=5641.75, low=5638, close=5641.75, volume=1963, vwap=5640.06316861946, bidVolume=934, askVolume=1029, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170619.348, sequence=264332, count=1600, open=5636.5, high=5639, low=5635.5, close=5638.75, volume=2110, vwap=5636.79111374408, bidVolume=1011, askVolume=1099, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170610.427, sequence=261982, count=1600, open=5637.5, high=5639.25, low=5636.5, close=5636.5, volume=2049, vwap=5637.87896534895, bidVolume=1185, askVolume=864, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170601.573, sequence=259641, count=1600, open=5640, high=5641.25, low=5637.25, close=5637.5, volume=2074, vwap=5639.61824975892, bidVolume=1131, askVolume=943, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170547.218, sequence=257234, count=1600, open=5644.75, high=5645.25, low=5640, close=5640, volume=2262, vwap=5642.91633510168, bidVolume=1514, askVolume=748, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170519.831, sequence=254813, count=1600, open=5646.75, high=5649, low=5644.75, close=5644.75, volume=2016, vwap=5647.08655753968, bidVolume=937, askVolume=1079, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170458.789, sequence=252430, count=1600, open=5647.75, high=5648.5, low=5645.25, close=5646.75, volume=1980, vwap=5646.7976010101, bidVolume=1040, askVolume=940, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170440.570, sequence=250069, count=1600, open=5645, high=5648.75, low=5644.5, close=5647.5, volume=2369, vwap=5647.25654284508, bidVolume=1118, askVolume=1251, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170417.817, sequence=247717, count=1600, open=5642.75, high=5646.5, low=5642.5, close=5645, volume=2138, vwap=5645.03776894294, bidVolume=907, askVolume=1231, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170401.839, sequence=245364, count=1600, open=5645.5, high=5646.25, low=5642.25, close=5642.75, volume=1986, vwap=5644.40709969789, bidVolume=1043, askVolume=943, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170341.049, sequence=242974, count=1600, open=5644, high=5646.25, low=5643, close=5645.5, volume=1887, vwap=5644.78365129836, bidVolume=898, askVolume=989, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170331.903, sequence=240662, count=1600, open=5644, high=5645.5, low=5642.5, close=5644, volume=2284, vwap=5643.96738178634, bidVolume=1046, askVolume=1238, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170319.776, sequence=238363, count=1600, open=5645.75, high=5647.25, low=5643.75, close=5644, volume=2082, vwap=5646.07456772334, bidVolume=1250, askVolume=832, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170307.351, sequence=235909, count=1600, open=5648.5, high=5649.5, low=5645.5, close=5645.75, volume=1898, vwap=5647.95640147524, bidVolume=1061, askVolume=837, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170253.382, sequence=233535, count=1600, open=5650.5, high=5651.75, low=5648.5, close=5648.5, volume=2048, vwap=5650.5546875, bidVolume=1129, askVolume=919, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170241.820, sequence=231254, count=1600, open=5650, high=5653, low=5650, close=5650.5, volume=2282, vwap=5651.55302366345, bidVolume=1022, askVolume=1260, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170227.071, sequence=228847, count=1600, open=5648, high=5650, low=5647, close=5650, volume=2184, vwap=5648.31043956044, bidVolume=1039, askVolume=1145, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170213.751, sequence=226498, count=1600, open=5648.75, high=5650.25, low=5647.5, close=5648, volume=1971, vwap=5649.09398782344, bidVolume=932, askVolume=1039, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170159.016, sequence=224171, count=1600, open=5645.75, high=5649, low=5645, close=5648.75, volume=2134, vwap=5646.60016401125, bidVolume=823, askVolume=1311, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170144.708, sequence=221872, count=1600, open=5647.5, high=5647.5, low=5645, close=5645.75, volume=1952, vwap=5646.10092213115, bidVolume=1018, askVolume=934, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170129.092, sequence=219524, count=1600, open=5645, high=5647.75, low=5644.75, close=5647.5, volume=2018, vwap=5646.40671456888, bidVolume=931, askVolume=1087, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170114.743, sequence=217115, count=1600, open=5644, high=5646.75, low=5643.25, close=5645, volume=2171, vwap=5645.35479041916, bidVolume=1000, askVolume=1171, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170101.327, sequence=214569, count=1600, open=5640.75, high=5644.25, low=5640.25, close=5644, volume=2455, vwap=5642.59857433809, bidVolume=1230, askVolume=1225, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170043.324, sequence=212121, count=1600, open=5640, high=5641.5, low=5638.25, close=5640.75, volume=2130, vwap=5640.02159624413, bidVolume=1032, askVolume=1098, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170028.592, sequence=209599, count=1600, open=5640.5, high=5640.5, low=5636.25, close=5640, volume=2171, vwap=5638.40211883925, bidVolume=1028, askVolume=1143, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-170012.841, sequence=206999, count=1600, open=5635.25, high=5641.75, low=5632.75, close=5640.5, volume=2756, vwap=5637.87037373004, bidVolume=1154, askVolume=1602, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165947.946, sequence=204416, count=1600, open=5627, high=5636, low=5626.5, close=5635, volume=2599, vwap=5631.75952289342, bidVolume=816, askVolume=1783, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165815.414, sequence=202127, count=1600, open=5627, high=5627.5, low=5625.25, close=5626.75, volume=2316, vwap=5626.30084196891, bidVolume=1041, askVolume=1275, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165711.128, sequence=199872, count=1600, open=5626.75, high=5627.25, low=5624.25, close=5627, volume=2147, vwap=5625.48183511877, bidVolume=1056, askVolume=1091, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165544.694, sequence=197550, count=1600, open=5627.5, high=5628.5, low=5625.75, close=5626.75, volume=2333, vwap=5626.99367766824, bidVolume=1198, askVolume=1135, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165411.036, sequence=195220, count=1600, open=5626.75, high=5627.75, low=5626.25, close=5627.5, volume=2253, vwap=5626.95505992011, bidVolume=1195, askVolume=1058, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165307.528, sequence=192891, count=1600, open=5624, high=5627, low=5623.75, close=5626.75, volume=2190, vwap=5624.89440639269, bidVolume=959, askVolume=1231, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165216.058, sequence=190552, count=1600, open=5623.25, high=5624, low=5621.75, close=5624, volume=2162, vwap=5622.68246993525, bidVolume=1193, askVolume=969, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165111.122, sequence=188124, count=1600, open=5626.25, high=5626.5, low=5622.25, close=5623.25, volume=2133, vwap=5624.21483825598, bidVolume=1310, askVolume=823, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-165001.377, sequence=185739, count=1600, open=5627, high=5627.75, low=5625, close=5626.25, volume=2258, vwap=5626.30037643933, bidVolume=1274, askVolume=984, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164845.511, sequence=183392, count=1600, open=5627.75, high=5628.25, low=5626.75, close=5627, volume=2489, vwap=5627.43782643632, bidVolume=1064, askVolume=1425, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164756.231, sequence=181096, count=1600, open=5626.5, high=5628.25, low=5626.25, close=5627.75, volume=2382, vwap=5627.47134760705, bidVolume=942, askVolume=1440, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164627.620, sequence=178774, count=1600, open=5626.5, high=5627, low=5625, close=5626.5, volume=2116, vwap=5626.16741493384, bidVolume=1070, askVolume=1046, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164526.159, sequence=176453, count=1600, open=5626.75, high=5627, low=5625.5, close=5626.5, volume=2061, vwap=5626.13961669093, bidVolume=1046, askVolume=1015, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164448.529, sequence=174179, count=1600, open=5623, high=5627, low=5623, close=5626.75, volume=2222, vwap=5625.18676867687, bidVolume=881, askVolume=1341, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164404.201, sequence=171919, count=1600, open=5624.75, high=5626, low=5622.75, close=5623.25, volume=2155, vwap=5624.15150812065, bidVolume=1078, askVolume=1077, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164323.946, sequence=169664, count=1600, open=5623.75, high=5625.25, low=5622.25, close=5624.75, volume=2037, vwap=5623.46305841924, bidVolume=982, askVolume=1055, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164234.224, sequence=167334, count=1600, open=5626, high=5626, low=5623, close=5623.75, volume=2041, vwap=5624.48664870162, bidVolume=1229, askVolume=812, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164141.389, sequence=165051, count=1600, open=5626, high=5626.75, low=5624.75, close=5626, volume=2232, vwap=5625.87175179212, bidVolume=1203, askVolume=1029, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164051.961, sequence=162753, count=1600, open=5626.75, high=5627, low=5625.25, close=5626, volume=2083, vwap=5626.19611137782, bidVolume=1213, askVolume=870, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-164008.440, sequence=160474, count=1600, open=5626.5, high=5627.5, low=5625.5, close=5626.75, volume=2294, vwap=5626.78596338274, bidVolume=1098, askVolume=1196, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163921.754, sequence=158182, count=1600, open=5626.75, high=5627.25, low=5626, close=5626.5, volume=2190, vwap=5626.69817351598, bidVolume=1028, askVolume=1162, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163825.723, sequence=155970, count=1600, open=5626.25, high=5626.75, low=5624.75, close=5626.75, volume=2262, vwap=5625.83410698497, bidVolume=958, askVolume=1304, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163730.766, sequence=153717, count=1600, open=5625.25, high=5626.25, low=5624.25, close=5626.25, volume=2086, vwap=5625.18144774688, bidVolume=1010, askVolume=1076, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163646.146, sequence=151400, count=1600, open=5626, high=5626.5, low=5624, close=5625.25, volume=2178, vwap=5625.38946280992, bidVolume=1136, askVolume=1042, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163606.432, sequence=149191, count=1600, open=5626, high=5627, low=5625.25, close=5626, volume=2086, vwap=5626.11876797699, bidVolume=1061, askVolume=1025, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163528.617, sequence=146896, count=1600, open=5625.5, high=5626.25, low=5624.75, close=5626, volume=2091, vwap=5625.54758488761, bidVolume=1026, askVolume=1065, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163500.250, sequence=144562, count=1600, open=5622.25, high=5625.5, low=5622.25, close=5625.5, volume=2133, vwap=5624.04090482888, bidVolume=803, askVolume=1330, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163418.341, sequence=142277, count=1600, open=5620.25, high=5622.75, low=5620, close=5622.25, volume=2068, vwap=5621.8999032882, bidVolume=887, askVolume=1181, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163330.584, sequence=139930, count=1600, open=5620.5, high=5621, low=5619.25, close=5620.25, volume=2059, vwap=5620.05718795532, bidVolume=987, askVolume=1072, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163256.470, sequence=137625, count=1600, open=5619.75, high=5621, low=5619, close=5620.5, volume=2107, vwap=5619.97081158045, bidVolume=1050, askVolume=1057, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163221.041, sequence=135290, count=1600, open=5620.75, high=5621.75, low=5619, close=5619.75, volume=2501, vwap=5620.62385045982, bidVolume=1473, askVolume=1028, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163200.030, sequence=132985, count=1600, open=5620.25, high=5621.25, low=5618.75, close=5620.75, volume=2226, vwap=5619.92812219227, bidVolume=1129, askVolume=1097, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163134.724, sequence=130789, count=1600, open=5620.5, high=5621.25, low=5619.25, close=5620, volume=2235, vwap=5620.46174496644, bidVolume=1034, askVolume=1201, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163111.926, sequence=128511, count=1600, open=5619.25, high=5621.25, low=5618.75, close=5620.5, volume=2342, vwap=5620.42741246798, bidVolume=993, askVolume=1349, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163053.185, sequence=126213, count=1600, open=5623, high=5623.5, low=5619.25, close=5619.25, volume=2350, vwap=5621.48489361702, bidVolume=1409, askVolume=941, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163030.227, sequence=123971, count=1600, open=5623.5, high=5624.5, low=5622.75, close=5623, volume=2356, vwap=5623.66182088285, bidVolume=1076, askVolume=1280, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163008.709, sequence=121720, count=1600, open=5625, high=5625.5, low=5623.5, close=5623.5, volume=2174, vwap=5624.48275068997, bidVolume=1115, askVolume=1059, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-163002.618, sequence=119381, count=1600, open=5625.75, high=5627, low=5623.5, close=5625, volume=2310, vwap=5624.88939393939, bidVolume=1213, askVolume=1097, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-162929.739, sequence=117214, count=1600, open=5626.75, high=5627.25, low=5625, close=5625.75, volume=2462, vwap=5626.10641754671, bidVolume=1236, askVolume=1226, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-162816.122, sequence=115059, count=1600, open=5625.75, high=5627.25, low=5624.5, close=5626.75, volume=2517, vwap=5625.70500595948, bidVolume=1085, askVolume=1432, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-162639.931, sequence=112860, count=1600, open=5626.25, high=5627.75, low=5625.25, close=5625.75, volume=2286, vwap=5626.52635608049, bidVolume=1221, askVolume=1065, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-162326.299, sequence=110632, count=1600, open=5627, high=5627.5, low=5626, close=5626.25, volume=2638, vwap=5626.81671721001, bidVolume=1456, askVolume=1182, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-161901.284, sequence=108326, count=1600, open=5629.75, high=5630, low=5627, close=5627, volume=2416, vwap=5628.53694122517, bidVolume=1349, askVolume=1067, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-161307.188, sequence=106060, count=1600, open=5629.25, high=5630.25, low=5628.75, close=5629.75, volume=2753, vwap=5629.50390483109, bidVolume=1166, askVolume=1587, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-160750.102, sequence=103747, count=1600, open=5629.75, high=5630, low=5628.25, close=5629.25, volume=2264, vwap=5629.23288427562, bidVolume=1145, askVolume=1119, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-160304.018, sequence=101488, count=1600, open=5628.75, high=5630, low=5628.25, close=5629.5, volume=2453, vwap=5629.30951895638, bidVolume=1226, askVolume=1227, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-155719.997, sequence=99163, count=1600, open=5628.5, high=5629.25, low=5627.5, close=5628.75, volume=2409, vwap=5628.48163138232, bidVolume=1170, askVolume=1239, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-154958.327, sequence=96805, count=1600, open=5627.5, high=5628.5, low=5626.75, close=5628.5, volume=2292, vwap=5627.75152705061, bidVolume=1054, askVolume=1238, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-154135.894, sequence=94485, count=1600, open=5625.25, high=5628, low=5625, close=5627.5, volume=2369, vwap=5626.46327564373, bidVolume=1059, askVolume=1310, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-153247.570, sequence=92161, count=1600, open=5623.5, high=5625.75, low=5623, close=5625.25, volume=2306, vwap=5624.46563313096, bidVolume=1137, askVolume=1169, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-152620.291, sequence=89911, count=1600, open=5623, high=5623.75, low=5621.25, close=5623.5, volume=2213, vwap=5622.48474920922, bidVolume=1177, askVolume=1036, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-151414.241, sequence=87611, count=1600, open=5623.5, high=5624.25, low=5622.5, close=5623, volume=2338, vwap=5623.4125320787, bidVolume=1230, askVolume=1108, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-150419.934, sequence=85297, count=1600, open=5625.25, high=5627, low=5623, close=5623.5, volume=2402, vwap=5625.35064529559, bidVolume=1471, askVolume=931, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-145205.868, sequence=83003, count=1600, open=5623.5, high=5625.75, low=5622.75, close=5625.25, volume=2673, vwap=5624.67910587355, bidVolume=1370, askVolume=1303, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-143607.348, sequence=80669, count=1600, open=5623.75, high=5625, low=5622.75, close=5623.5, volume=2225, vwap=5623.84314606742, bidVolume=1021, askVolume=1204, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-141812.535, sequence=78298, count=1600, open=5622.75, high=5623.75, low=5621.25, close=5623.75, volume=2272, vwap=5622.36300616197, bidVolume=1053, askVolume=1219, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-140352.316, sequence=75908, count=1600, open=5623.5, high=5625.5, low=5622.5, close=5622.75, volume=2305, vwap=5624.17353579176, bidVolume=1125, askVolume=1180, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-135256.001, sequence=73548, count=1600, open=5625.5, high=5626.75, low=5623, close=5623.5, volume=2085, vwap=5624.96426858513, bidVolume=1152, askVolume=933, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-134313.711, sequence=71251, count=1600, open=5626, high=5627.75, low=5624.25, close=5625.5, volume=2258, vwap=5625.79229406554, bidVolume=1064, askVolume=1194, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0x0, time=20240823-133737.908, sequence=69067, count=1600, open=5622.25, high=5626, low=5622.25, close=5626, volume=2606, vwap=5623.86655794321, bidVolume=877, askVolume=1729, impVolatility=NaN, openInterest=NaN}
Candle{/ESU24:XCME{=1600t}, eventTime=0, eventFlags=0xa, time=20240823-133734.984, sequence=0, count=0, open=NaN, high=NaN, low=NaN, close=NaN, volume=NaN, vwap=NaN, bidVolume=NaN, askVolume=NaN, impVolatility=NaN, openInterest=NaN}
stdcion commented 3 months ago

Regarding the algorithm for the historical contract, it seems like you seem to be doing it a bit wrong. The TX_PENDING flag means that there are multiple events in the transaction and it will end when the flag is cleared. It can occur anywhere, either in the snapshot itself or in update events. But the strangest thing is that you do not see SNAPSHOT_BEGIN and SNAPSHOT_END or SNAPSHOT_SNIP flags, this should not happen. It is by these flags that you should determine the beginning and end of a snapshot.

In any case, I will share with you a few links that explain how the historical contract works: https://kb.dxfeed.com/en/data-model/market-events/dxfeed-order-book/order-book-reconstruction.html - is a KB article about the order book, but it also explains about the historical contract. https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net/Models/TxEventProcessor.cs - this class is used to process transaction flags. https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/UI/CandleChartSample/MainWindow.axaml.cs - and this example demonstrates how we use TimeSeriesTxModel to build CandleChart.

stdcion commented 3 months ago

And now about the missing SNAPSHOT_BEGIN and SNAPSHOT_END flags, you need to open a ticket in our customer portal. Since most likely this problem is related to your data feed, we need to know the address of your feed and credentials and our support team will be able to review the logs. If you still have any questions about processing transaction flags or using our models such as TimeSeriesTxModel or IndexedTxModel, you can ask them here or on our customer portal.

EcBen commented 3 months ago

@stdcion Thanks! That was very helpful. I fixed the issue. I had been filtering out double.IsNaN(((Candle)e).Open), which was the SNAPSHOT_END candle. Looks like that's just a control signal since that candle has no price data. That's confusing since the SNAPSHOT_BEGIN candle does have price data.

I was seeing this randomly yesterday as there was eventFlags=0x1 TX_PENDING mixed in with the data. Maybe that was live candles coming in?

stdcion commented 3 months ago

@EcBen I would like to add that the event with the SNAPSHOT_END flag has the REMOVE_EVENT flag set, which means that this event should be removed, so yes, events with the SNAPSHOT_END flag are signaling events.