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ib-api-reloaded / ib_async

Python sync/async framework for Interactive Brokers API (replaces ib_insync)
BSD 2-Clause "Simplified" License
467 stars 73 forks source link

updateMktDepthL2 - IndexError: list assignment index out of range #33

Closed lkaino closed 5 months ago

lkaino commented 5 months ago

I have started getting following errors recently. It works fine for a while and then suddenly it starts flooding the log with these:

06-21 15:06:49 - ERROR - decoder.py:166 - Error for updateMktDepthL2:
Traceback (most recent call last):
  File "/usr/local/lib/python3.11/site-packages/ib_async/decoder.py", line 164, in handler
    method(*args)
  File "/usr/local/lib/python3.11/site-packages/ib_async/wrapper.py", line 1169, in updateMktDepthL2
    dom[position] = DOMLevel(price, size, marketMaker)
    ~~~^^^^^^^^^^
IndexError: list assignment index out of range
06-21 15:06:49 - ERROR - decoder.py:166 - Error for updateMktDepthL2:
Traceback (most recent call last):
  File "/usr/local/lib/python3.11/site-packages/ib_async/decoder.py", line 164, in handler
    method(*args)
  File "/usr/local/lib/python3.11/site-packages/ib_async/wrapper.py", line 1169, in updateMktDepthL2
    dom[position] = DOMLevel(price, size, marketMaker)
    ~~~^^^^^^^^^^

Anyone else seeing these for market depth requests?

mattsta commented 5 months ago

details? how was it called? what symbols were used?

You could do a quick edit of decoder.py near line 164 to also show the arguments in the error (we should also add this to the actual project for easier future debugging).

From:

                except Exception:                                                                         
                    self.logger.exception(f"Error for {methodName}:")

To:

                except Exception:                                                                         
                    self.logger.exception(f"Error for {methodName}({args}):")
lkaino commented 5 months ago

This is how I request the market depth data: ib.reqMktDepth(self._ib_ticker.contract, numRows=200, isSmartDepth=True)

where contract is Stock(symbol, "SMART", "USD").

The market depth works fine for hours, I'm cancelling the requests and making new ones during that time. Usually it takes hours for the error to reproduce.

I guess I'll have to start adding debug logs to the ib_async.

mattsta commented 5 months ago

Is having 200 rows useful? I usually limit my depth requests to just 40 rows (and only query for about 3 seconds per usage before stopping the request). Even then only about 3 to 10 levels have usable information and the remainder is just noise.

lkaino commented 5 months ago

I don't know, depends on the amount of orders and depth of the book I guess. It shouldn't hurt, I'm anyways filtering out rows too far away from the spread

lkaino commented 5 months ago

I modified the function as follows:

        elif operation == 1:
            if position < len(dom):
                dom[position] = DOMLevel(price, size, marketMaker)
            else:
                self._logger.error(f"updateMktDepthL2 called with update operation with invalid position: {position}, size: {len(dom)}, reqId: {reqId}")
                dom.insert(position, DOMLevel(price, size, marketMaker))

Got following logs throughout the day:

06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 0, size: 0, reqId: 17145
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 22, size: 1, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 22, size: 2, reqId: 17113
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 22, size: 3, reqId: 17145
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 22, size: 4, reqId: 17185
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 6, size: 6, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 7, size: 7, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 8, size: 8, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 9, size: 9, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 10, size: 10, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 11, size: 11, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 12, size: 12, reqId: 17084
06-24 14:23:20 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 13, size: 13, reqId: 17084
...
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 1, size: 1, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 2, size: 2, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 3, size: 3, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 4, size: 4, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 5, size: 5, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 6, size: 6, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 7, size: 7, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 8, size: 8, reqId: 17426
06-24 17:07:07 - ERROR - wrapper.py:1172 - updateMktDepthL2 called with update operation with invalid position: 9, size: 9, reqId: 17426
...
mattsta commented 5 months ago

thanks for those details!

In theory, IBKR should be returning exactly correct position updates. In practice, they are either confusing some update operations with "insert at end" or there is a synchronization problem (which then brings into question whether the existing state remains correct at all).

These updates can also fail if callers are removing elements from the domBids and domAsks directly because the API is giving users access to the internal lists used for updates.

It looks like some of the errors also happen after the depth request is canceled because I can see these after my cancel request completes. Maybe we can track down an internal race condition between confirming the cancel and the data structures going away:

ERROR: REQUESTED TO WRITE POSITION 11 WHEN ONLY HAVE 0 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 15 WHEN ONLY HAVE 1 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 16 WHEN ONLY HAVE 2 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 17 WHEN ONLY HAVE 3 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 18 WHEN ONLY HAVE 4 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 19 WHEN ONLY HAVE 5 ELEMENTS!

ERROR: REQUESTED TO WRITE POSITION 0 WHEN ONLY HAVE 0 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 1 WHEN ONLY HAVE 1 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 2 WHEN ONLY HAVE 2 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 3 WHEN ONLY HAVE 3 ELEMENTS!
ERROR: REQUESTED TO WRITE POSITION 4 WHEN ONLY HAVE 4 ELEMENTS!

For now, the best fix is what you suggested. I'll make a note to get it added eventually. The only weird problem is list.insert() doesn't add missing elements if the index is larger than the end of the list, so if a = [1, 2, 3] and we do a.insert(100, "hello") the list just becomes [1, 2, 3, "hello"] and then all the indexes are still technically broken until a full reset.

I guess the real question is: is it more accurate to just drop invalid updates to non-existing positions or attempt to make non-existing positions exist? The correct fix may actually require two checks: if the update request is to extend the list by only one element then we append a single new position, but if the request is for many elements beyond the list, we just drop the updates because our logic is clearly out of sync now.

We should also make a live debug checker for the domTicks= field because it logs all market depth updates with the (side, position) details too. The domTicks= field of in the pendingTickers event should be able to verify if the depth logic remains sequential after any failed updates.

mattsta commented 5 months ago

another idea: maybe the update event isn't updating us with a sequential guarantee, but maybe it's just replicating an IBKR depth book we don't see. Perhaps they try to send an initial in-order snapshot of their depth book, then send sequential updates, but it doesn't always arrive in-order as expected.

Then the problem is just we are using the wrong data structure (just a flat list indexed by element position) for the book updates if all position updates are valid and they can just arrive in any order.

The technically correct data structure here would be a map ordered by keys where the keys are the position of the depth entry. Then any update gaps just exist naturally as missing data. To retain API compatibility, we would convert the sorted dict values back to a list for the domBids and domAsks after each update, but we'd maintain their actual positions internally (this would also mean if users modify the domBids or domAsks lists directly nothing would break either).

lkaino commented 5 months ago

I was also thinking about the map approach and converting to list when needed. But as you mentioned, it would good to understand why IB is giving us updates with incorrect indices. Is it related to cancelling of the request?

Can IB update the slots out of order? If that is the case then a dict/map would be better data structure, as you said.

I haven't gotten any errors today.

mattsta commented 5 months ago

it would good to understand why IB is giving us updates with incorrect indices

I think it will just be one of the unknowable mysteries of the universe. The IBKR systems aren't exactly modern or well documented, but we just have to use what we've got.

I already made the change to record depth updates as a sorted map and it's working fine for me (tested by watching my account's remaining small balance I needed to live on just evaporate as the market collapses these past 5 days). I'll get it updated into a packaged release probably by the end of the day.

The update adds ticker.domAsksDict and ticker.domBidsDict if people want to access the underlying key-ordered dict directly, but ticker.domAsks and ticker.domBids will remain a list after each update too.

lkaino commented 5 months ago

That's awesome, looking forward to trying it out! Have you pushed the changes somewhere?

Just came to my mind that insert operations are more costly with the map, if we use the index as a key. We would need to shift all indexes that come after the inserted one by one.

Maybe a deque would work better, but it would have similar issues than the list..

mattsta commented 5 months ago

Have you pushed the changes somewhere?

Soon... I'm bundling in some of the other waiting changes and verifying everything works under my own clients before pushing untested things out.

if we use the index as a key. We would need to shift all indexes that come after the inserted one by one.

ooooh, I think I see what you're saying. The word "insert" may be confusing because I think the API is just treating "insert" as "add new value at a position that never existed before" versus the update calls of "replace index N with new value" (technically a delete + insert at previous position).

So if it were bids of {0: 4.99, 1: 2.99, 2: 3.99} we should never get "insert" for anything below 3. Any request for 0, 1, 2 would only be REPLACE or UPDATE operations.

My view of the API is the IBKR API is directly telling us "you requested 40 DOM levels, so here are 40 bids and 40 asks (if available)." Then, over time, it just yells "UPDATE POSITION 3 to NEW PRICE" or "DELETE POSITION 39" (I think it would only delete the end elements?)

Here are some tests with added logging. The OPERATION 0 is "insert" and the OPERATION 1 is "update" and I can't get it to emit OPERATION 2 (delete) from these quick tests (after hours depth isn't much anyway)

With these big logs, we see it only runs INSERT when first populating the DOM, then it only runs UPDATE/REPLACE operations. It never deletes anything, so the insert operations are more "create something at position X" then the further operations just "update position X" instead of actually inserting-and-shifting combined with delete-and-shrink elements all the time.

tests of DOM operation requests

GOOGL (my announcer app won't stop saying GOOGLE NEW ATH all day today)

live> depth GOOGL 10
2024-06-25 13:10:59.983 | WARNING  | icli.lang:run:906 - [GOOGL] Depth not populated. Failing warm-up check 1.
2024-06-25 13:11:00.135 | WARNING  | icli.lang:run:906 - [GOOGL] Depth not populated. Failing warm-up check 2.
2024-06-25 13:11:00.288 | WARNING  | icli.lang:run:906 - [GOOGL] Depth not populated. Failing warm-up check 3.
2024-06-25 13:11:00.441 | WARNING  | icli.lang:run:906 - [GOOGL] Depth not populated. Failing warm-up check 4.
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
2024-06-25 13:11:00.598 | INFO     | icli.lang:run:1015 - GOOGL :: 1 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:00.601 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.44    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:00.626 | ERROR    | eventkit.event:emit:205 - API Error [orderId 28120] [code 2152]: Exchanges - Depth: IEX; Top: BYX; AMEX; PEARL; MEMX; OVERNIGHT; EDGEA; CHX; IBEOS; NYSENAT; PSX; LTSE; ISE; DRCTEDGE; Need additional market data permissions - Depth: NASDAQ; BATS; ARCA; BEX; NYSE;  for Stock(conId=208813719, symbol='GOOGL', exchange='SMART', primaryExchange='ISLAND', currency='USD', localSymbol='GOOGL', tradingClass='NMS')
OPERATION 1
2024-06-25 13:11:01.606 | INFO     | icli.lang:run:1015 - GOOGL :: 2 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:01.608 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:02.613 | INFO     | icli.lang:run:1015 - GOOGL :: 3 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:02.615 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:03.620 | INFO     | icli.lang:run:1015 - GOOGL :: 4 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:03.622 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:04.627 | INFO     | icli.lang:run:1015 - GOOGL :: 5 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:04.629 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:05.634 | INFO     | icli.lang:run:1015 - GOOGL :: 6 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:05.636 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:06.641 | INFO     | icli.lang:run:1015 - GOOGL :: 7 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:06.642 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:07.647 | INFO     | icli.lang:run:1015 - GOOGL :: 8 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:07.649 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.41    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
OPERATION 1
2024-06-25 13:11:08.655 | INFO     | icli.lang:run:1015 - GOOGL :: 9 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:08.657 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.45    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:09.662 | INFO     | icli.lang:run:1015 - GOOGL :: 10 of 10 :: GOOGL Grouped by Price :: Row count: 7
2024-06-25 13:11:09.663 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                 
      price   size marketMaker   price size marketMaker
0    184.45    100  [DRCTEDGE]  184.56  200  [DRCTEDGE]
1    184.20    200       [CHX]  184.90  100      [MEMX]
2    183.00    100      [MEMX]  185.00  200       [CHX]
3    174.00    500       [BYX]  188.00  100      [AMEX]
4    170.37    100     [EDGEA]  188.65  100       [BYX]
sum      -1  1,000          -1      -1  800          -1
5        -1     -1          -1  193.97  100     [EDGEA]
2024-06-25 13:11:09.664 | INFO     | icli.cli:dorepl:3299 - [depth] Duration: 9.7603

AAPL

live> depth AAPL 20
2024-06-25 13:11:17.364 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 1.
2024-06-25 13:11:17.515 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 2.
2024-06-25 13:11:17.667 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 3.
2024-06-25 13:11:17.821 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 4.
2024-06-25 13:11:17.830 | ERROR    | eventkit.event:emit:205 - API Error [orderId 28122] [code 2152]: Exchanges - Depth: IEX; Top: BYX; PEARL; AMEX; MEMX; OVERNIGHT; EDGEA; CHX; IBEOS; NYSENAT; PSX; LTSE; ISE; DRCTEDGE; Need additional market data permissions - Depth: BATS; NASDAQ; ARCA; BEX; NYSE;  for Stock(conId=265598, symbol='AAPL', exchange='SMART', primaryExchange='ISLAND', currency='USD', localSymbol='AAPL', tradingClass='NMS')
2024-06-25 13:11:17.973 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 5.
2024-06-25 13:11:18.126 | WARNING  | icli.lang:run:906 - [AAPL] Depth not populated. Failing warm-up check 6.
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:11:18.282 | INFO     | icli.lang:run:1015 - AAPL :: 1 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:18.283 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.15    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.80  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:19.292 | INFO     | icli.lang:run:1015 - AAPL :: 2 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:19.293 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.15    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.80  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:20.303 | INFO     | icli.lang:run:1015 - AAPL :: 3 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:20.304 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.15    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.80  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:21.311 | INFO     | icli.lang:run:1015 - AAPL :: 4 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:21.313 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.15    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.80  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:22.319 | INFO     | icli.lang:run:1015 - AAPL :: 5 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:22.321 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.15    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:23.326 | INFO     | icli.lang:run:1015 - AAPL :: 6 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:23.328 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:24.336 | INFO     | icli.lang:run:1015 - AAPL :: 7 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:24.338 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:25.342 | INFO     | icli.lang:run:1015 - AAPL :: 8 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:25.344 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:26.353 | INFO     | icli.lang:run:1015 - AAPL :: 9 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:26.355 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:27.364 | INFO     | icli.lang:run:1015 - AAPL :: 10 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:27.366 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:28.373 | INFO     | icli.lang:run:1015 - AAPL :: 11 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:28.374 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:29.381 | INFO     | icli.lang:run:1015 - AAPL :: 12 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:29.382 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:30.388 | INFO     | icli.lang:run:1015 - AAPL :: 13 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:30.389 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.18    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:31.395 | INFO     | icli.lang:run:1015 - AAPL :: 14 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:31.396 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.28    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:32.401 | INFO     | icli.lang:run:1015 - AAPL :: 15 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:32.403 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.20    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:33.408 | INFO     | icli.lang:run:1015 - AAPL :: 16 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:33.410 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.20    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
2024-06-25 13:11:34.416 | INFO     | icli.lang:run:1015 - AAPL :: 17 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:34.418 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    100  [DRCTEDGE]  209.20    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,400          -1      -1  2,400          -1
OPERATION 1
2024-06-25 13:11:35.424 | INFO     | icli.lang:run:1015 - AAPL :: 18 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:35.426 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    200  [DRCTEDGE]  209.20    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,500          -1      -1  2,400          -1
2024-06-25 13:11:36.432 | INFO     | icli.lang:run:1015 - AAPL :: 19 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:36.434 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    200  [DRCTEDGE]  209.20    100  [DRCTEDGE]
1    208.80  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,500          -1      -1  2,400          -1
OPERATION 1
OPERATION 1
2024-06-25 13:11:37.440 | INFO     | icli.lang:run:1015 - AAPL :: 20 of 20 :: AAPL Grouped by Price :: Row count: 6
2024-06-25 13:11:37.442 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    209.00    200  [DRCTEDGE]  209.18    100  [DRCTEDGE]
1    208.60  2,000       [CHX]  209.40    100      [MEMX]
2    208.53    100      [MEMX]  209.60  2,000       [CHX]
3    199.22    100     [EDGEA]  220.20    100     [EDGEA]
4    199.13    100       [BYX]  220.23    100       [BYX]
sum      -1  2,500          -1      -1  2,400          -1
2024-06-25 13:11:37.442 | INFO     | icli.cli:dorepl:3299 - [depth] Duration: 20.1601

AH 16:15 option

live> depth :25 20
2024-06-25 13:13:58.793 | WARNING  | icli.lang:run:906 - [SPY   241220C00600000] Depth not populated. Failing warm-up check 1.
2024-06-25 13:13:58.945 | WARNING  | icli.lang:run:906 - [SPY   241220C00600000] Depth not populated. Failing warm-up check 2.
2024-06-25 13:13:59.097 | WARNING  | icli.lang:run:906 - [SPY   241220C00600000] Depth not populated. Failing warm-up check 3.
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
2024-06-25 13:13:59.252 | INFO     | icli.lang:run:1015 - SPY :: 1 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 4
2024-06-25 13:13:59.253 | FRAME    | icli.lang:run:1015 - 
     Bids                                                     Asks                                              
    price   size                                 marketMaker price   size                            marketMaker
0    4.46    107                                      [BATS]  4.51  1,004  [BATS, CBOE, CBOE2, EDGX, MEMX, MIAX]
1    4.45    813  [CBOE, CBOE2, EDGX, MEMX, NASDAQBX, PEARL]  4.52    154                      [NASDAQBX, PEARL]
2    4.44    135                                [MIAX, PHLX]  4.53     64                                 [PHLX]
sum    -1  1,055                                          -1    -1  1,222                                     -1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:13:59.579 | ERROR    | eventkit.event:emit:205 - API Error [orderId 28127] [code 2152]: Exchanges - Depth: AMEX; PSE; ISE; NASDAQOM; Top: EDGX; BATS; PHLX; PEARL; EMERALD; CBOE2; NASDAQBX; MEMX; MIAX; CBOE; Need additional market data permissions - Depth: MERCURY; BOX; GEMINI;  for Option(conId=533954733, symbol='SPY', lastTradeDateOrContractMonth='20241220', strike=600.0, right='C', multiplier='100', exchange='SMART', currency='USD', localSymbol='SPY   241220C00600000', tradingClass='SPY')
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:00.258 | INFO     | icli.lang:run:1015 - SPY :: 2 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 26
2024-06-25 13:14:00.261 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                            
    price   size                                                    marketMaker price   size                                          marketMaker
0    4.46    107                                                         [BATS]  4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]  4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]  4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]  4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]  4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]  5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]  5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]  6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]  6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]  6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]  6.60     11                                      [ISE, NASDAQOM]
11   2.58     11                                                         [AMEX]  6.62     11                                                [ISE]
12   2.46      1                                                         [AMEX]  6.67      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]  6.69      1                                           [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]  6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]  6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]  6.94      1                                           [NASDAQOM]
17   2.20      1                                                     [NASDAQOM]  6.99      1                                           [NASDAQOM]
18   2.10      1                                                     [NASDAQOM]  7.00      1                                           [NASDAQOM]
19   2.00      1                                                     [NASDAQOM]  7.07      1                                           [NASDAQOM]
20   1.99      1                                                     [NASDAQOM]  7.10      1                                           [NASDAQOM]
21   1.94      1                                                     [NASDAQOM]  7.94      1                                           [NASDAQOM]
22   1.73      1                                                     [NASDAQOM]  8.25      1                                           [NASDAQOM]
23   1.69      1                                                     [NASDAQOM]  8.97      1                                           [NASDAQOM]
24   0.01     17                                                     [NASDAQOM]  9.30      1                                           [NASDAQOM]
sum    -1  3,209                                                             -1    -1  3,428                                                   -1
OPERATION 2
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:01.267 | INFO     | icli.lang:run:1015 - SPY :: 3 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 27
2024-06-25 13:14:01.270 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                            
    price   size                                                    marketMaker  price   size                                          marketMaker
0    4.46    107                                                         [BATS]   4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]   4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]   4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]   5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]   5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]   6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]   6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]   6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]   6.60     10                                                [ISE]
11   2.58     11                                                         [AMEX]   6.62     11                                                [ISE]
12   2.46      1                                                         [AMEX]   6.67      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.69      1                                           [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]   6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]   6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.94      1                                           [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   6.99      1                                           [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.00      1                                           [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.07      1                                           [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.10      1                                           [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   7.94      1                                           [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.25      1                                           [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   8.97      1                                           [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                   -1
24     -1     -1                                                             -1   9.30      1                                           [NASDAQOM]
25     -1     -1                                                             -1  10.00      3                                           [NASDAQOM]
2024-06-25 13:14:02.282 | INFO     | icli.lang:run:1015 - SPY :: 4 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 27
2024-06-25 13:14:02.285 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                            
    price   size                                                    marketMaker  price   size                                          marketMaker
0    4.46    107                                                         [BATS]   4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]   4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]   4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]   5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]   5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]   6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]   6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]   6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]   6.60     10                                                [ISE]
11   2.58     11                                                         [AMEX]   6.62     11                                                [ISE]
12   2.46      1                                                         [AMEX]   6.67      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.69      1                                           [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]   6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]   6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.94      1                                           [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   6.99      1                                           [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.00      1                                           [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.07      1                                           [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.10      1                                           [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   7.94      1                                           [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.25      1                                           [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   8.97      1                                           [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                   -1
24     -1     -1                                                             -1   9.30      1                                           [NASDAQOM]
25     -1     -1                                                             -1  10.00      3                                           [NASDAQOM]
2024-06-25 13:14:03.295 | INFO     | icli.lang:run:1015 - SPY :: 5 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 27
2024-06-25 13:14:03.298 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                            
    price   size                                                    marketMaker  price   size                                          marketMaker
0    4.46    107                                                         [BATS]   4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]   4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]   4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]   5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]   5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]   6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]   6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]   6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]   6.60     10                                                [ISE]
11   2.58     11                                                         [AMEX]   6.62     11                                                [ISE]
12   2.46      1                                                         [AMEX]   6.67      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.69      1                                           [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]   6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]   6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.94      1                                           [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   6.99      1                                           [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.00      1                                           [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.07      1                                           [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.10      1                                           [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   7.94      1                                           [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.25      1                                           [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   8.97      1                                           [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                   -1
24     -1     -1                                                             -1   9.30      1                                           [NASDAQOM]
25     -1     -1                                                             -1  10.00      3                                           [NASDAQOM]
2024-06-25 13:14:04.309 | INFO     | icli.lang:run:1015 - SPY :: 6 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 27
2024-06-25 13:14:04.312 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                            
    price   size                                                    marketMaker  price   size                                          marketMaker
0    4.46    107                                                         [BATS]   4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]   4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]   4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]   5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]   5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]   6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]   6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]   6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]   6.60     10                                                [ISE]
11   2.58     11                                                         [AMEX]   6.62     11                                                [ISE]
12   2.46      1                                                         [AMEX]   6.67      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.69      1                                           [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]   6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]   6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.94      1                                           [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   6.99      1                                           [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.00      1                                           [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.07      1                                           [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.10      1                                           [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   7.94      1                                           [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.25      1                                           [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   8.97      1                                           [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                   -1
24     -1     -1                                                             -1   9.30      1                                           [NASDAQOM]
25     -1     -1                                                             -1  10.00      3                                           [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:05.322 | INFO     | icli.lang:run:1015 - SPY :: 7 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 26
2024-06-25 13:14:05.325 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                                 
    price   size                                                    marketMaker  price   size                                               marketMaker
0    4.46    107                                                         [BATS]   4.51  1,284  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX, PSE]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428                    [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                                    [PHLX]
3    4.28     10                                                          [ISE]   4.72    228                                               [AMEX, ISE]
4    4.24     99                                                          [PSE]   5.02  1,366                                          [AMEX, ISE, PSE]
5    4.21     79                                                         [AMEX]   5.90      1                                                     [PSE]
6    4.20    149                                                          [ISE]   6.33      1                                                     [PSE]
7    3.98      1                                                          [PSE]   6.34     11                                                    [AMEX]
8    3.90    894                                                     [ISE, PSE]   6.48      1                                                    [AMEX]
9    3.89    471                                                         [AMEX]   6.62     11                                                     [ISE]
10   2.94      2                                                [NASDAQOM, PSE]   6.67      1                                                [NASDAQOM]
11   2.58     11                                                         [AMEX]   6.69      1                                                [NASDAQOM]
12   2.46      1                                                         [AMEX]   6.72     10                                                     [ISE]
13   2.35      1                                                     [NASDAQOM]   6.73      1                                                [NASDAQOM]
14   2.28      1                                                     [NASDAQOM]   6.77     10                                                [NASDAQOM]
15   2.27     10                                                          [ISE]   6.94      1                                                [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.99      1                                                [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   7.00      1                                                [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.07      1                                                [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.10      1                                                [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.94      1                                                [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   8.25      1                                                [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.97      1                                                [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   9.30      1                                                [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                        -1
24     -1     -1                                                             -1  10.00      3                                                [NASDAQOM]
OPERATION 2
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:06.334 | INFO     | icli.lang:run:1015 - SPY :: 8 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 26
2024-06-25 13:14:06.338 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                                 
    price   size                                                    marketMaker  price   size                                               marketMaker
0    4.46    107                                                         [BATS]   4.51  1,284  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX, PSE]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428                    [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                                    [PHLX]
3    4.28     10                                                          [ISE]   4.72    228                                               [AMEX, ISE]
4    4.24     99                                                          [PSE]   5.02  1,366                                          [AMEX, ISE, PSE]
5    4.21     79                                                         [AMEX]   5.90      1                                                     [PSE]
6    4.20    149                                                          [ISE]   6.33      1                                                     [PSE]
7    3.98      1                                                          [PSE]   6.34     11                                                    [AMEX]
8    3.90    894                                                     [ISE, PSE]   6.48      1                                                    [AMEX]
9    3.89    471                                                         [AMEX]   6.62     11                                                     [ISE]
10   2.94      2                                                [NASDAQOM, PSE]   6.69      1                                                [NASDAQOM]
11   2.58     11                                                         [AMEX]   6.72     10                                                     [ISE]
12   2.46      1                                                         [AMEX]   6.73      1                                                [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.77     10                                                [NASDAQOM]
14   2.27     10                                                          [ISE]   6.94      1                                                [NASDAQOM]
15   2.26     10                                                     [NASDAQOM]   6.99      1                                                [NASDAQOM]
16   2.10      1                                                     [NASDAQOM]   7.00      1                                                [NASDAQOM]
17   2.00      1                                                     [NASDAQOM]   7.07      1                                                [NASDAQOM]
18   1.99      1                                                     [NASDAQOM]   7.10      1                                                [NASDAQOM]
19   1.94      1                                                     [NASDAQOM]   7.94      1                                                [NASDAQOM]
20   1.73      1                                                     [NASDAQOM]   8.25      1                                                [NASDAQOM]
21   1.69      1                                                     [NASDAQOM]   8.97      1                                                [NASDAQOM]
22   0.01     17                                                     [NASDAQOM]   9.30      1                                                [NASDAQOM]
sum    -1  3,207                                                             -1     -1  3,430                                                        -1
23     -1     -1                                                             -1  10.00      3                                                [NASDAQOM]
24     -1     -1                                                             -1  10.49      1                                                [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:07.349 | INFO     | icli.lang:run:1015 - SPY :: 9 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 27
2024-06-25 13:14:07.352 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                         Asks                                                            
    price   size                                                    marketMaker  price   size                                          marketMaker
0    4.46    107                                                         [BATS]   4.51  1,185  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, MIAX]
1    4.45  1,022  [CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQBX, PEARL, PSE]   4.52    428               [AMEX, NASDAQBX, NASDAQOM, PEARL, PSE]
2    4.44    317                                   [AMEX, MIAX, NASDAQOM, PHLX]   4.53     64                                               [PHLX]
3    4.28     10                                                          [ISE]   4.68     99                                                [PSE]
4    4.24     99                                                          [PSE]   4.72    228                                          [AMEX, ISE]
5    4.21     79                                                         [AMEX]   5.02  1,366                                     [AMEX, ISE, PSE]
6    4.20    149                                                          [ISE]   5.90      1                                                [PSE]
7    3.98      1                                                          [PSE]   6.33      1                                                [PSE]
8    3.90    894                                                     [ISE, PSE]   6.34     11                                               [AMEX]
9    3.89    471                                                         [AMEX]   6.48      1                                               [AMEX]
10   2.94      2                                                [NASDAQOM, PSE]   6.62     11                                                [ISE]
11   2.58     11                                                         [AMEX]   6.66      1                                           [NASDAQOM]
12   2.46      1                                                         [AMEX]   6.69      1                                           [NASDAQOM]
13   2.35      1                                                     [NASDAQOM]   6.72     10                                                [ISE]
14   2.28      1                                                     [NASDAQOM]   6.73      1                                           [NASDAQOM]
15   2.27     10                                                          [ISE]   6.77     10                                           [NASDAQOM]
16   2.26     10                                                     [NASDAQOM]   6.94      1                                           [NASDAQOM]
17   2.10      1                                                     [NASDAQOM]   6.99      1                                           [NASDAQOM]
18   2.00      1                                                     [NASDAQOM]   7.00      1                                           [NASDAQOM]
19   1.99      1                                                     [NASDAQOM]   7.07      1                                           [NASDAQOM]
20   1.94      1                                                     [NASDAQOM]   7.10      1                                           [NASDAQOM]
21   1.73      1                                                     [NASDAQOM]   7.94      1                                           [NASDAQOM]
22   1.69      1                                                     [NASDAQOM]   8.25      1                                           [NASDAQOM]
23   0.01     17                                                     [NASDAQOM]   8.97      1                                           [NASDAQOM]
sum    -1  3,208                                                             -1     -1  3,430                                                   -1
24     -1     -1                                                             -1   9.30      1                                           [NASDAQOM]
25     -1     -1                                                             -1  10.00      3                                           [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 2
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
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2024-06-25 13:14:08.364 | INFO     | icli.lang:run:1015 - SPY :: 10 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 32
2024-06-25 13:14:08.368 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                    Asks                          
    price   size                                               marketMaker  price   size        marketMaker
0    4.44    616  [BATS, CBOE, MEMX, MIAX, NASDAQBX, NASDAQOM, PEARL, PSE]   4.52      5         [NASDAQBX]
1    4.41    148                                                 [EMERALD]   4.53    262   [CBOE2, EMERALD]
2    4.40    418                                        [CBOE2, EDGX, ISE]   4.54    855  [CBOE, EDGX, ISE]
3    4.27    250                                                    [PHLX]   4.55    341             [BATS]
4    4.24     99                                                     [PSE]   4.65    250             [PHLX]
5    4.21     79                                                    [AMEX]   4.70    113              [PSE]
6    3.98      1                                                     [PSE]   4.72    227       [AMEX, MIAX]
7    3.91    423                                                     [ISE]   5.02  1,366   [AMEX, ISE, PSE]
8    3.90    471                                                     [PSE]   5.90      1              [PSE]
9    3.89    471                                                    [AMEX]   6.00      1            [PEARL]
10   2.94      2                                           [NASDAQOM, PSE]   6.33      1              [PSE]
11   2.58     11                                                    [AMEX]   6.34     11             [AMEX]
12   2.47      1                                                [NASDAQOM]   6.48      2        [AMEX, PSE]
13   2.46      1                                                    [AMEX]   6.49      1         [NASDAQOM]
14   2.28      1                                                [NASDAQOM]   6.62     11              [ISE]
15   2.27     20                                               [AMEX, ISE]   6.66      1         [NASDAQOM]
16   2.26     10                                                [NASDAQOM]   6.69      2   [AMEX, NASDAQOM]
17   2.23     11                                                     [ISE]   6.70      1             [MEMX]
18   2.10      1                                                [NASDAQOM]   6.72     10              [ISE]
19   2.00     11                                           [ISE, NASDAQOM]   6.73      1         [NASDAQOM]
20   1.99      1                                                [NASDAQOM]   6.77     20    [ISE, NASDAQOM]
21   1.94      1                                                [NASDAQOM]   6.94      1         [NASDAQOM]
22   1.73      1                                                [NASDAQOM]   6.99      1         [NASDAQOM]
23   0.01     17                                                [NASDAQOM]   7.00      1         [NASDAQOM]
sum    -1  3,065                                                        -1     -1  3,494                 -1
24     -1     -1                                                        -1   7.10      1         [NASDAQOM]
25     -1     -1                                                        -1   7.94      1         [NASDAQOM]
26     -1     -1                                                        -1   8.25      1         [NASDAQOM]
27     -1     -1                                                        -1   8.97      1         [NASDAQOM]
28     -1     -1                                                        -1   9.30      1         [NASDAQOM]
29     -1     -1                                                        -1  10.00      3         [NASDAQOM]
30     -1     -1                                                        -1  10.49      1         [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
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OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:09.373 | INFO     | icli.lang:run:1015 - SPY :: 11 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 32
2024-06-25 13:14:09.377 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                    Asks                                
    price   size                                               marketMaker  price   size              marketMaker
0    4.44    616  [BATS, CBOE, MEMX, MIAX, NASDAQBX, NASDAQOM, PEARL, PSE]   4.52      5               [NASDAQBX]
1    4.41    148                                                 [EMERALD]   4.53    262         [CBOE2, EMERALD]
2    4.40    707                                        [CBOE2, EDGX, ISE]   4.54  1,303  [CBOE, EDGX, ISE, MIAX]
3    4.27    250                                                    [PHLX]   4.55    341                   [BATS]
4    4.24     99                                                     [PSE]   4.65    250                   [PHLX]
5    4.21     79                                                    [AMEX]   4.70    113                    [PSE]
6    3.98      1                                                     [PSE]   4.72     78                   [AMEX]
7    3.91    423                                                     [ISE]   5.02  1,366         [AMEX, ISE, PSE]
8    3.90    471                                                     [PSE]   5.90      1                    [PSE]
9    3.89    471                                                    [AMEX]   6.00      1                  [PEARL]
10   3.25      1                                                [NASDAQOM]   6.33      1                    [PSE]
11   2.96      1                                                [NASDAQOM]   6.34     11                   [AMEX]
12   2.94      2                                           [NASDAQOM, PSE]   6.48      2              [AMEX, PSE]
13   2.91      1                                                [NASDAQOM]   6.62     11                    [ISE]
14   2.58     11                                                    [AMEX]   6.66      1               [NASDAQOM]
15   2.46      1                                                    [AMEX]   6.69      2         [AMEX, NASDAQOM]
16   2.28      1                                                [NASDAQOM]   6.70      1                   [MEMX]
17   2.27     20                                               [AMEX, ISE]   6.72     10                    [ISE]
18   2.26     10                                                [NASDAQOM]   6.73      1               [NASDAQOM]
19   2.23     11                                                     [ISE]   6.77     20          [ISE, NASDAQOM]
20   2.00     11                                           [ISE, NASDAQOM]   6.99      1               [NASDAQOM]
21   1.99      1                                                [NASDAQOM]   7.00      1               [NASDAQOM]
22   1.73      1                                                [NASDAQOM]   7.67      1               [NASDAQOM]
23   0.01     17                                                [NASDAQOM]   7.91      1               [NASDAQOM]
sum    -1  3,354                                                        -1     -1  3,793                       -1
24     -1     -1                                                        -1   7.94      1               [NASDAQOM]
25     -1     -1                                                        -1   7.96      1               [NASDAQOM]
26     -1     -1                                                        -1   8.25      1               [NASDAQOM]
27     -1     -1                                                        -1   8.97      1               [NASDAQOM]
28     -1     -1                                                        -1   9.30      1               [NASDAQOM]
29     -1     -1                                                        -1  10.00      3               [NASDAQOM]
30     -1     -1                                                        -1  10.49      1               [NASDAQOM]
OPERATION 2
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OPERATION 1
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OPERATION 0
OPERATION 0
OPERATION 1
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OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:10.383 | INFO     | icli.lang:run:1015 - SPY :: 12 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 32
2024-06-25 13:14:10.386 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                    Asks                               
    price   size                                               marketMaker  price   size             marketMaker
0    4.44    453  [BATS, CBOE, MEMX, MIAX, NASDAQBX, NASDAQOM, PEARL, PSE]   4.52      5              [NASDAQBX]
1    4.41    148                                                 [EMERALD]   4.53    824  [CBOE, CBOE2, EMERALD]
2    4.40    707                                        [CBOE2, EDGX, ISE]   4.54    741       [EDGX, ISE, MIAX]
3    4.27    250                                                    [PHLX]   4.55    341                  [BATS]
4    4.24     99                                                     [PSE]   4.65    250                  [PHLX]
5    4.21     79                                                    [AMEX]   4.70    113                   [PSE]
6    3.98      1                                                     [PSE]   4.72     78                  [AMEX]
7    3.91    423                                                     [ISE]   5.02  1,366        [AMEX, ISE, PSE]
8    3.90    471                                                     [PSE]   5.90      1                   [PSE]
9    3.89    471                                                    [AMEX]   6.00      1                 [PEARL]
10   3.29      1                                                [NASDAQOM]   6.33      1                   [PSE]
11   2.94      2                                           [NASDAQOM, PSE]   6.34     11                  [AMEX]
12   2.91      1                                                [NASDAQOM]   6.48      2             [AMEX, PSE]
13   2.58     11                                                    [AMEX]   6.62     11                   [ISE]
14   2.46      1                                                    [AMEX]   6.66      1              [NASDAQOM]
15   2.30      1                                                [NASDAQOM]   6.69      2        [AMEX, NASDAQOM]
16   2.28      1                                                [NASDAQOM]   6.70      1                  [MEMX]
17   2.27     20                                               [AMEX, ISE]   6.72     10                   [ISE]
18   2.26     10                                                [NASDAQOM]   6.73      1              [NASDAQOM]
19   2.23     11                                                     [ISE]   6.77     20         [ISE, NASDAQOM]
20   2.00     11                                           [ISE, NASDAQOM]   6.99      1              [NASDAQOM]
21   1.99      1                                                [NASDAQOM]   7.00      1              [NASDAQOM]
22   1.73      1                                                [NASDAQOM]   7.30      1              [NASDAQOM]
23   0.01     17                                                [NASDAQOM]   7.75      1              [NASDAQOM]
sum    -1  3,191                                                        -1     -1  3,793                      -1
24     -1     -1                                                        -1   7.91      1              [NASDAQOM]
25     -1     -1                                                        -1   7.94      1              [NASDAQOM]
26     -1     -1                                                        -1   8.25      1              [NASDAQOM]
27     -1     -1                                                        -1   8.97      1              [NASDAQOM]
28     -1     -1                                                        -1   9.30      1              [NASDAQOM]
29     -1     -1                                                        -1  10.00      3              [NASDAQOM]
30     -1     -1                                                        -1  10.49      1              [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:11.392 | INFO     | icli.lang:run:1015 - SPY :: 13 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 32
2024-06-25 13:14:11.396 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                    Asks                               
    price   size                                               marketMaker  price   size             marketMaker
0    4.44    490  [BATS, CBOE, MEMX, MIAX, NASDAQBX, NASDAQOM, PEARL, PSE]   4.52      5              [NASDAQBX]
1    4.41    148                                                 [EMERALD]   4.53    824  [CBOE, CBOE2, EMERALD]
2    4.40    707                                        [CBOE2, EDGX, ISE]   4.54    741       [EDGX, ISE, MIAX]
3    4.27    250                                                    [PHLX]   4.55    341                  [BATS]
4    4.24     99                                                     [PSE]   4.65    250                  [PHLX]
5    4.21     79                                                    [AMEX]   4.70    113                   [PSE]
6    3.98      1                                                     [PSE]   4.72     78                  [AMEX]
7    3.91    423                                                     [ISE]   5.02  1,366        [AMEX, ISE, PSE]
8    3.90    471                                                     [PSE]   5.90      1                   [PSE]
9    3.89    471                                                    [AMEX]   6.00      1                 [PEARL]
10   3.29      1                                                [NASDAQOM]   6.33      1                   [PSE]
11   3.05      1                                                [NASDAQOM]   6.34     11                  [AMEX]
12   2.94      2                                           [NASDAQOM, PSE]   6.48      2             [AMEX, PSE]
13   2.91      1                                                [NASDAQOM]   6.62     11                   [ISE]
14   2.58     11                                                    [AMEX]   6.66      1              [NASDAQOM]
15   2.46      1                                                    [AMEX]   6.69      2        [AMEX, NASDAQOM]
16   2.28      1                                                [NASDAQOM]   6.70      1                  [MEMX]
17   2.27     20                                               [AMEX, ISE]   6.72     10                   [ISE]
18   2.26     10                                                [NASDAQOM]   6.73      1              [NASDAQOM]
19   2.23     11                                                     [ISE]   6.77     20         [ISE, NASDAQOM]
20   2.00     11                                           [ISE, NASDAQOM]   6.99      1              [NASDAQOM]
21   1.99      1                                                [NASDAQOM]   7.00      1              [NASDAQOM]
22   1.73      1                                                [NASDAQOM]   7.75      1              [NASDAQOM]
23   0.01     17                                                [NASDAQOM]   7.91      1              [NASDAQOM]
sum    -1  3,228                                                        -1     -1  3,793                      -1
24     -1     -1                                                        -1   7.94      1              [NASDAQOM]
25     -1     -1                                                        -1   8.05      1              [NASDAQOM]
26     -1     -1                                                        -1   8.25      1              [NASDAQOM]
27     -1     -1                                                        -1   8.97      1              [NASDAQOM]
28     -1     -1                                                        -1   9.30      1              [NASDAQOM]
29     -1     -1                                                        -1  10.00      3              [NASDAQOM]
30     -1     -1                                                        -1  10.49      1              [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 0
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:12.401 | INFO     | icli.lang:run:1015 - SPY :: 14 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:12.405 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                           
    price   size                                                   marketMaker  price   size                         marketMaker
0    4.45    691  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    683   [BATS, CBOE2, EMERALD, ISE, MEMX]
1    4.44    337                                 [AMEX, MIAX, NASDAQBX, PEARL]   4.52    374  [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43    135                                              [NASDAQOM, PHLX]   4.53    317        [AMEX, MIAX, NASDAQOM, PHLX]
3    4.40     76                                                         [ISE]   4.54     76                               [ISE]
4    4.24     99                                                         [PSE]   4.70    113                               [PSE]
5    4.21    227                                                   [AMEX, ISE]   4.72     78                              [AMEX]
6    3.98      1                                                         [PSE]   4.74    148                               [ISE]
7    3.91    423                                                         [ISE]   5.02  1,366                    [AMEX, ISE, PSE]
8    3.90    471                                                         [PSE]   5.90      1                               [PSE]
9    3.89    471                                                        [AMEX]   6.33      1                               [PSE]
10   3.29      1                                                    [NASDAQOM]   6.34     11                              [AMEX]
11   3.05      1                                                    [NASDAQOM]   6.48      1                              [AMEX]
12   2.94      2                                               [NASDAQOM, PSE]   6.62     11                               [ISE]
13   2.91      1                                                    [NASDAQOM]   6.66      1                          [NASDAQOM]
14   2.58     11                                                        [AMEX]   6.69      1                          [NASDAQOM]
15   2.46      1                                                        [AMEX]   6.73      1                          [NASDAQOM]
16   2.28      1                                                    [NASDAQOM]   6.77     10                          [NASDAQOM]
17   2.27     10                                                         [ISE]   6.99      1                          [NASDAQOM]
18   2.26     10                                                    [NASDAQOM]   7.00      1                          [NASDAQOM]
19   2.00      1                                                    [NASDAQOM]   7.31      1                          [NASDAQOM]
20   1.99      1                                                    [NASDAQOM]   7.75      1                          [NASDAQOM]
21   1.73      1                                                    [NASDAQOM]   7.94      1                          [NASDAQOM]
22   0.01     17                                                    [NASDAQOM]   8.05      1                          [NASDAQOM]
sum    -1  2,989                                                            -1     -1  3,205                                  -1
23     -1     -1                                                            -1   8.25      1                          [NASDAQOM]
24     -1     -1                                                            -1   8.97      1                          [NASDAQOM]
25     -1     -1                                                            -1   9.30      1                          [NASDAQOM]
26     -1     -1                                                            -1  10.00      3                          [NASDAQOM]
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 2
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
OPERATION 1
2024-06-25 13:14:13.410 | INFO     | icli.lang:run:1015 - SPY :: 15 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:13.413 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:14.418 | INFO     | icli.lang:run:1015 - SPY :: 16 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:14.421 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:15.427 | INFO     | icli.lang:run:1015 - SPY :: 17 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:15.430 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:16.436 | INFO     | icli.lang:run:1015 - SPY :: 18 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:16.439 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:17.445 | INFO     | icli.lang:run:1015 - SPY :: 19 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:17.448 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:18.454 | INFO     | icli.lang:run:1015 - SPY :: 20 of 20 :: SPY   241220C00600000 Grouped by Price :: Row count: 28
2024-06-25 13:14:18.457 | FRAME    | icli.lang:run:1015 - 
     Bids                                                                        Asks                                                
    price   size                                                   marketMaker  price   size                              marketMaker
0    4.45  1,071  [BATS, CBOE, CBOE2, EDGX, EMERALD, ISE, MEMX, NASDAQOM, PSE]   4.51    867  [BATS, CBOE2, EMERALD, ISE, MEMX, MIAX]
1    4.44    407                       [AMEX, MIAX, NASDAQBX, NASDAQOM, PEARL]   4.52    564       [CBOE, EDGX, NASDAQBX, PEARL, PSE]
2    4.43     64                                                        [PHLX]   4.53    246                   [AMEX, NASDAQOM, PHLX]
3    4.27     10                                                         [ISE]   4.70     99                                    [PSE]
4    4.24     99                                                         [PSE]   4.72     78                                   [AMEX]
5    4.21    227                                                   [AMEX, ISE]   4.74    148                                    [ISE]
6    3.98      1                                                         [PSE]   5.02  1,366                         [AMEX, ISE, PSE]
7    3.91    423                                                         [ISE]   5.90      1                                    [PSE]
8    3.90    471                                                         [PSE]   6.33      1                                    [PSE]
9    3.89    471                                                        [AMEX]   6.34     11                                   [AMEX]
10   3.29      1                                                    [NASDAQOM]   6.48      1                                   [AMEX]
11   2.94      2                                               [NASDAQOM, PSE]   6.62     11                                    [ISE]
12   2.91      1                                                    [NASDAQOM]   6.66      1                               [NASDAQOM]
13   2.58     11                                                        [AMEX]   6.69      1                               [NASDAQOM]
14   2.46      1                                                        [AMEX]   6.72     10                                    [ISE]
15   2.28      1                                                    [NASDAQOM]   6.73      1                               [NASDAQOM]
16   2.27     10                                                         [ISE]   6.77     10                               [NASDAQOM]
17   2.26     10                                                    [NASDAQOM]   6.99      2                               [NASDAQOM]
18   2.00      1                                                    [NASDAQOM]   7.00      1                               [NASDAQOM]
19   1.99      2                                                    [NASDAQOM]   7.31      1                               [NASDAQOM]
20   1.73      1                                                    [NASDAQOM]   7.75      1                               [NASDAQOM]
21   0.01     17                                                    [NASDAQOM]   7.94      1                               [NASDAQOM]
sum    -1  3,302                                                            -1     -1  3,429                                       -1
22     -1     -1                                                            -1   8.25      1                               [NASDAQOM]
23     -1     -1                                                            -1   8.97      1                               [NASDAQOM]
24     -1     -1                                                            -1   9.30      1                               [NASDAQOM]
25     -1     -1                                                            -1  10.00      3                               [NASDAQOM]
26     -1     -1                                                            -1  10.49      1                               [NASDAQOM]
2024-06-25 13:14:18.457 | INFO     | icli.cli:dorepl:3299 - [depth] Duration: 19.6659

BTC.USD (updated the debug formatting a little)

live> depth :7 20
2024-06-25 13:19:07.745 | WARNING  | icli.lang:run:906 - [BTC.USD] Depth not populated. Failing warm-up check 1.
2024-06-25 13:19:07.898 | WARNING  | icli.lang:run:906 - [BTC.USD] Depth not populated. Failing warm-up check 2.
2024-06-25 13:19:08.011 | ERROR    | eventkit.event:emit:205 - API Error [orderId 28119] [code 2152]: Exchanges - Depth: PAXOS;  for Crypto(conId=479624278, symbol='BTC', exchange='PAXOS', currency='USD', localSymbol='BTC.USD', tradingClass='BTC')
OPERATION 0 at position 0 for price 61951.75 at qty 0.53501026
OPERATION 0 at position 1 for price 61948.25 at qty 0.01278939
OPERATION 0 at position 2 for price 61945.5 at qty 0.045
OPERATION 0 at position 3 for price 61945.0 at qty 0.8
OPERATION 0 at position 4 for price 61943.0 at qty 0.08071928
OPERATION 0 at position 5 for price 61939.25 at qty 0.045
OPERATION 0 at position 6 for price 61933.0 at qty 0.045
OPERATION 0 at position 7 for price 61926.0 at qty 0.0563
OPERATION 0 at position 8 for price 61925.75 at qty 0.045
OPERATION 0 at position 9 for price 61921.75 at qty 0.07534474
OPERATION 0 at position 0 for price 61952.0 at qty 0.06932784
OPERATION 0 at position 1 for price 61952.5 at qty 0.18570699
OPERATION 0 at position 2 for price 61961.0 at qty 0.045
OPERATION 0 at position 3 for price 61965.25 at qty 0.08386592
OPERATION 0 at position 4 for price 61967.25 at qty 0.36775176
OPERATION 0 at position 5 for price 61973.5 at qty 0.045
OPERATION 0 at position 6 for price 61976.25 at qty 0.0563
OPERATION 0 at position 7 for price 61976.5 at qty 3.403e-05
OPERATION 0 at position 8 for price 61982.75 at qty 0.04503257
OPERATION 0 at position 9 for price 61986.5 at qty 5.313e-05
OPERATION 0 at position 10 for price 62015.0 at qty 0.176
2024-06-25 13:19:08.053 | INFO     | icli.lang:run:1015 - BTC :: 1 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:08.057 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.53501026     [PAXOS]  61,952.00  0.06932784     [PAXOS]
1    61,948.25  0.01278939     [PAXOS]  61,952.50  0.18570699     [PAXOS]
2    61,945.50       0.045     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.00         0.8     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.25  0.36775176     [PAXOS]
5    61,939.25       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
6    61,933.00       0.045     [PAXOS]  61,976.25      0.0563     [PAXOS]
7    61,926.00      0.0563     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,925.75       0.045     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,921.75  0.07534474     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  1.74016367          -1         -1  1.07407224          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 4 for price 61967.0 at qty 0.0563
OPERATION 1 at position 5 for price 61967.25 at qty 0.36775176
OPERATION 1 at position 6 for price 61973.5 at qty 0.045
2024-06-25 13:19:09.066 | INFO     | icli.lang:run:1015 - BTC :: 2 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:09.069 | FRAME    | icli.lang:run:1015 - 
          Bids                                       Asks                        
         price                size marketMaker      price        size marketMaker
0    61,951.75          0.53501026     [PAXOS]  61,952.00  0.06932784     [PAXOS]
1    61,948.25          0.01278939     [PAXOS]  61,952.50  0.18570699     [PAXOS]
2    61,945.50               0.045     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.00                 0.8     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,943.00          0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,939.25               0.045     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,933.00               0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,925.75               0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,921.75          0.07534474     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,919.50               0.045     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  1.7288636700000002          -1         -1  1.07407224          -1
10          -1                  -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 5 for price 61933.0 at qty 0.045
OPERATION 1 at position 6 for price 61925.75 at qty 0.045
OPERATION 1 at position 7 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 8 for price 61919.5 at qty 0.045
OPERATION 1 at position 9 for price 61914.75 at qty 0.0563
2024-06-25 13:19:10.078 | INFO     | icli.lang:run:1015 - BTC :: 3 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:10.080 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.53501026     [PAXOS]  61,952.00  0.06932784     [PAXOS]
1    61,948.25  0.01278939     [PAXOS]  61,952.50  0.18570699     [PAXOS]
2    61,945.50       0.045     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.00         0.8     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,933.00       0.045     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,925.75       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,921.75  0.07534474     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,919.50       0.045     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,914.75      0.0563     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  1.74016367          -1         -1  1.07407224          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 1 for price 61951.0 at qty 0.8
OPERATION 1 at position 2 for price 61948.25 at qty 0.01278939
OPERATION 1 at position 3 for price 61945.5 at qty 0.045
OPERATION 1 at position 4 for price 61945.0 at qty 0.8
OPERATION 1 at position 5 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 6 for price 61933.0 at qty 0.045
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 0 for price 61952.0 at qty 0.06852884
2024-06-25 13:19:11.085 | INFO     | icli.lang:run:1015 - BTC :: 4 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:11.087 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.53501026     [PAXOS]  61,952.00  0.06852884     [PAXOS]
1    61,951.00         0.8     [PAXOS]  61,952.50  0.18570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,945.00         0.8     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,933.00       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,921.75  0.07534474     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  2.48386367          -1         -1  1.07327324          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
2024-06-25 13:19:12.093 | INFO     | icli.lang:run:1015 - BTC :: 5 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:12.097 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.53501026     [PAXOS]  61,952.00  0.06852884     [PAXOS]
1    61,951.00         0.8     [PAXOS]  61,952.50  0.18570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,945.00         0.8     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,933.00       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,921.75  0.07534474     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  2.48386367          -1         -1  1.07327324          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61951.75 at qty 0.53500952
OPERATION 1 at position 0 for price 61952.0 at qty 0.06693083
2024-06-25 13:19:13.102 | INFO     | icli.lang:run:1015 - BTC :: 6 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:13.104 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                                
         price        size marketMaker      price                size marketMaker
0    61,951.75  0.53500952     [PAXOS]  61,952.00          0.06693083     [PAXOS]
1    61,951.00         0.8     [PAXOS]  61,952.50          0.18570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00               0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25          0.08386592     [PAXOS]
4    61,945.00         0.8     [PAXOS]  61,967.00              0.0563     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,967.25          0.36775176     [PAXOS]
6    61,933.00       0.045     [PAXOS]  61,973.50               0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,976.50           3.403e-05     [PAXOS]
8    61,921.75  0.07534474     [PAXOS]  61,982.75          0.04503257     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,986.50           5.313e-05     [PAXOS]
sum         -1  2.48386293          -1         -1  1.0716752299999999          -1
10          -1          -1          -1  62,015.00               0.176     [PAXOS]
OPERATION 1 at position 0 for price 61951.75 at qty 0.5349223
OPERATION 1 at position 1 for price 61951.5 at qty 8.722e-05
OPERATION 1 at position 4 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 5 for price 61933.0 at qty 0.045
OPERATION 1 at position 6 for price 61925.75 at qty 0.045
OPERATION 1 at position 7 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 8 for price 61919.5 at qty 0.045
OPERATION 1 at position 9 for price 61914.75 at qty 0.0563
OPERATION 1 at position 1 for price 61951.0 at qty 8.722e-05
OPERATION 1 at position 5 for price 61925.75 at qty 0.045
OPERATION 1 at position 6 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 7 for price 61919.5 at qty 0.045
OPERATION 1 at position 8 for price 61914.75 at qty 0.0563
OPERATION 1 at position 9 for price 61914.5 at qty 0.32302487
2024-06-25 13:19:14.109 | INFO     | icli.lang:run:1015 - BTC :: 7 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:14.112 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                                
         price        size marketMaker      price                size marketMaker
0    61,951.75   0.5349223     [PAXOS]  61,952.00          0.06693083     [PAXOS]
1    61,951.00   8.722e-05     [PAXOS]  61,952.50          0.18570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00               0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25          0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00              0.0563     [PAXOS]
5    61,925.75       0.045     [PAXOS]  61,967.25          0.36775176     [PAXOS]
6    61,921.75  0.07534474     [PAXOS]  61,973.50               0.045     [PAXOS]
7    61,919.50       0.045     [PAXOS]  61,976.50           3.403e-05     [PAXOS]
8    61,914.75      0.0563     [PAXOS]  61,982.75          0.04503257     [PAXOS]
9    61,914.50  0.32302487     [PAXOS]  61,986.50           5.313e-05     [PAXOS]
sum         -1   1.2181878          -1         -1  1.0716752299999999          -1
10          -1          -1          -1  62,015.00               0.176     [PAXOS]
2024-06-25 13:19:15.118 | INFO     | icli.lang:run:1015 - BTC :: 8 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:15.120 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                                
         price        size marketMaker      price                size marketMaker
0    61,951.75   0.5349223     [PAXOS]  61,952.00          0.06693083     [PAXOS]
1    61,951.00   8.722e-05     [PAXOS]  61,952.50          0.18570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00               0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25          0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00              0.0563     [PAXOS]
5    61,925.75       0.045     [PAXOS]  61,967.25          0.36775176     [PAXOS]
6    61,921.75  0.07534474     [PAXOS]  61,973.50               0.045     [PAXOS]
7    61,919.50       0.045     [PAXOS]  61,976.50           3.403e-05     [PAXOS]
8    61,914.75      0.0563     [PAXOS]  61,982.75          0.04503257     [PAXOS]
9    61,914.50  0.32302487     [PAXOS]  61,986.50           5.313e-05     [PAXOS]
sum         -1   1.2181878          -1         -1  1.0716752299999999          -1
10          -1          -1          -1  62,015.00               0.176     [PAXOS]
OPERATION 1 at position 0 for price 61951.75 at qty 0.46110365
OPERATION 1 at position 1 for price 61950.5 at qty 8.722e-05
OPERATION 1 at position 0 for price 61952.0 at qty 0.12690178
OPERATION 1 at position 1 for price 61952.5 at qty 0.12570699
2024-06-25 13:19:16.126 | INFO     | icli.lang:run:1015 - BTC :: 9 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:16.128 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.46110365     [PAXOS]  61,952.00  0.12690178     [PAXOS]
1    61,950.50   8.722e-05     [PAXOS]  61,952.50  0.12570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,925.75       0.045     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,921.75  0.07534474     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,919.50       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,914.75      0.0563     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,914.50  0.32302487     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  1.14436915          -1         -1  1.07164618          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61951.75 at qty 0.46118626
OPERATION 1 at position 1 for price 61949.75 at qty 8.722e-05
OPERATION 1 at position 5 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 6 for price 61925.75 at qty 0.045
OPERATION 1 at position 7 for price 61921.75 at qty 0.07534474
OPERATION 1 at position 8 for price 61919.5 at qty 0.045
OPERATION 1 at position 9 for price 61914.75 at qty 0.0563
OPERATION 1 at position 0 for price 61952.0 at qty 0.12695196
2024-06-25 13:19:17.133 | INFO     | icli.lang:run:1015 - BTC :: 10 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:17.135 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.46118626     [PAXOS]  61,952.00  0.12695196     [PAXOS]
1    61,949.75   8.722e-05     [PAXOS]  61,952.50  0.12570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,925.75       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,921.75  0.07534474     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,919.50       0.045     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,914.75      0.0563     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  0.82153016          -1         -1  1.07169636          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.12693744
2024-06-25 13:19:18.141 | INFO     | icli.lang:run:1015 - BTC :: 11 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:18.142 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                                
         price        size marketMaker      price                size marketMaker
0    61,951.75  0.46118626     [PAXOS]  61,952.00          0.12693744     [PAXOS]
1    61,949.75   8.722e-05     [PAXOS]  61,952.50          0.12570699     [PAXOS]
2    61,948.25  0.01278939     [PAXOS]  61,961.00               0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25          0.08386592     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00              0.0563     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,967.25          0.36775176     [PAXOS]
6    61,925.75       0.045     [PAXOS]  61,973.50               0.045     [PAXOS]
7    61,921.75  0.07534474     [PAXOS]  61,976.50           3.403e-05     [PAXOS]
8    61,919.50       0.045     [PAXOS]  61,982.75          0.04503257     [PAXOS]
9    61,914.75      0.0563     [PAXOS]  61,986.50           5.313e-05     [PAXOS]
sum         -1  0.82153016          -1         -1  1.0716818399999999          -1
10          -1          -1          -1  62,015.00               0.176     [PAXOS]
OPERATION 1 at position 1 for price 61950.25 at qty 8.722e-05
OPERATION 1 at position 2 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 6 for price 61939.25 at qty 0.045
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 0 for price 61952.0 at qty 0.12854509
OPERATION 1 at position 3 for price 61965.25 at qty 0.07823235
2024-06-25 13:19:19.148 | INFO     | icli.lang:run:1015 - BTC :: 12 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:19.150 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.46118626     [PAXOS]  61,952.00  0.12854509     [PAXOS]
1    61,950.25   8.722e-05     [PAXOS]  61,952.50  0.12570699     [PAXOS]
2    61,948.25  0.01381584     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.07823235     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,939.25       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  0.81045935          -1         -1  1.06765592          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
2024-06-25 13:19:20.156 | INFO     | icli.lang:run:1015 - BTC :: 13 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:20.158 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,951.75  0.46118626     [PAXOS]  61,952.00  0.12854509     [PAXOS]
1    61,950.25   8.722e-05     [PAXOS]  61,952.50  0.12570699     [PAXOS]
2    61,948.25  0.01381584     [PAXOS]  61,961.00       0.045     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,965.25  0.07823235     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,967.00      0.0563     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,967.25  0.36775176     [PAXOS]
6    61,939.25       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,982.75  0.04503257     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,986.50   5.313e-05     [PAXOS]
sum         -1  0.81045935          -1         -1  1.06765592          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 1 for price 61967.0 at qty 0.0563
OPERATION 1 at position 2 for price 61967.25 at qty 0.36775176
OPERATION 1 at position 3 for price 61973.5 at qty 0.045
OPERATION 1 at position 4 for price 61976.5 at qty 3.403e-05
OPERATION 1 at position 5 for price 61982.75 at qty 0.04503257
OPERATION 1 at position 6 for price 61986.5 at qty 5.313e-05
OPERATION 1 at position 7 for price 61989.0 at qty 0.045
OPERATION 1 at position 8 for price 61990.0 at qty 0.32230134
OPERATION 1 at position 9 for price 61995.25 at qty 0.045
OPERATION 1 at position 0 for price 61951.75 at qty 0.06118626
OPERATION 1 at position 0 for price 61952.5 at qty 0.06
OPERATION 1 at position 1 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 2 for price 61967.0 at qty 0.0563
OPERATION 1 at position 3 for price 61967.25 at qty 0.045
OPERATION 1 at position 4 for price 61973.5 at qty 0.045
OPERATION 1 at position 5 for price 61976.5 at qty 3.403e-05
OPERATION 1 at position 6 for price 61982.75 at qty 0.04503257
OPERATION 1 at position 7 for price 61986.5 at qty 5.313e-05
OPERATION 1 at position 8 for price 61989.0 at qty 0.045
OPERATION 1 at position 9 for price 61990.0 at qty 0.32230134
OPERATION 1 at position 0 for price 61952.0 at qty 0.06
OPERATION 1 at position 1 for price 61951.75 at qty 0.06118626
OPERATION 1 at position 2 for price 61950.25 at qty 8.722e-05
OPERATION 1 at position 3 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 4 for price 61945.5 at qty 0.045
OPERATION 1 at position 5 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 6 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 7 for price 61939.25 at qty 0.045
OPERATION 1 at position 8 for price 61925.75 at qty 0.045
OPERATION 1 at position 9 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 0 for price 61952.0 at qty 0.46
OPERATION 1 at position 0 for price 61952.25 at qty 0.015
OPERATION 1 at position 1 for price 61952.5 at qty 0.06
OPERATION 1 at position 2 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 3 for price 61967.0 at qty 0.0563
OPERATION 1 at position 4 for price 61967.25 at qty 0.045
OPERATION 1 at position 5 for price 61973.5 at qty 0.045
OPERATION 1 at position 6 for price 61976.5 at qty 3.403e-05
OPERATION 1 at position 7 for price 61982.75 at qty 0.04503257
OPERATION 1 at position 8 for price 61986.5 at qty 5.313e-05
OPERATION 1 at position 9 for price 61989.0 at qty 0.045
OPERATION 1 at position 0 for price 61952.0 at qty 0.06008722
OPERATION 1 at position 1 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 2 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 3 for price 61945.5 at qty 0.045
OPERATION 1 at position 4 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 5 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 6 for price 61939.25 at qty 0.045
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 0 for price 61952.5 at qty 0.06
OPERATION 1 at position 1 for price 61955.5 at qty 0.01401701
OPERATION 1 at position 2 for price 61962.25 at qty 0.045
OPERATION 1 at position 3 for price 61965.25 at qty 0.07603512
OPERATION 1 at position 4 for price 61967.0 at qty 0.0563
OPERATION 1 at position 5 for price 61967.25 at qty 0.045
OPERATION 1 at position 6 for price 61973.5 at qty 0.045
OPERATION 1 at position 7 for price 61976.5 at qty 3.403e-05
OPERATION 1 at position 8 for price 61982.75 at qty 0.04503257
OPERATION 1 at position 9 for price 61986.5 at qty 5.313e-05
OPERATION 1 at position 0 for price 61952.25 at qty 0.06
OPERATION 1 at position 1 for price 61952.0 at qty 0.06008722
OPERATION 1 at position 2 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 3 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 4 for price 61945.5 at qty 0.045
OPERATION 1 at position 5 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 6 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 7 for price 61939.25 at qty 0.045
OPERATION 1 at position 8 for price 61925.75 at qty 0.045
OPERATION 1 at position 9 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 4 for price 61967.0 at qty 0.1163
OPERATION 1 at position 0 for price 61952.0 at qty 0.06008722
OPERATION 1 at position 1 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 2 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 3 for price 61945.5 at qty 0.045
OPERATION 1 at position 4 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 5 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 6 for price 61939.25 at qty 0.045
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 4 for price 61967.0 at qty 0.0563
OPERATION 1 at position 0 for price 61952.25 at qty 0.06
OPERATION 1 at position 1 for price 61952.0 at qty 0.10508722
OPERATION 1 at position 2 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 3 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 4 for price 61945.5 at qty 0.045
OPERATION 1 at position 5 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 6 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 7 for price 61939.25 at qty 0.045
OPERATION 1 at position 8 for price 61925.75 at qty 0.045
OPERATION 1 at position 9 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 0 for price 61955.5 at qty 0.01401701
OPERATION 1 at position 1 for price 61958.5 at qty 0.045
OPERATION 1 at position 0 for price 61952.0 at qty 0.04508722
OPERATION 1 at position 1 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 2 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 3 for price 61945.5 at qty 0.045
OPERATION 1 at position 4 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 5 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 6 for price 61939.25 at qty 0.045
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
OPERATION 1 at position 0 for price 61952.5 at qty 0.045
OPERATION 1 at position 1 for price 61955.5 at qty 0.01401701
OPERATION 1 at position 2 for price 61958.5 at qty 0.045
OPERATION 1 at position 3 for price 61962.25 at qty 0.045
OPERATION 1 at position 4 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 5 for price 61967.0 at qty 0.0563
OPERATION 1 at position 6 for price 61967.25 at qty 0.045
OPERATION 1 at position 7 for price 61973.5 at qty 0.045
OPERATION 1 at position 8 for price 61976.5 at qty 3.403e-05
OPERATION 1 at position 9 for price 61982.75 at qty 0.04503257
OPERATION 1 at position 0 for price 61952.0 at qty 0.44508722
OPERATION 1 at position 0 for price 61952.25 at qty 0.045
OPERATION 1 at position 1 for price 61952.5 at qty 0.08070699
OPERATION 1 at position 2 for price 61955.5 at qty 0.01401701
OPERATION 1 at position 3 for price 61958.5 at qty 0.045
2024-06-25 13:19:21.162 | INFO     | icli.lang:run:1015 - BTC :: 14 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:21.164 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                                
         price        size marketMaker      price                size marketMaker
0    61,952.00  0.44508722     [PAXOS]  61,952.25               0.045     [PAXOS]
1    61,951.75  0.04508261     [PAXOS]  61,952.50          0.08070699     [PAXOS]
2    61,948.25  0.01381584     [PAXOS]  61,955.50          0.01401701     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,958.50               0.045     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,965.25          0.01603512     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,967.00              0.0563     [PAXOS]
6    61,939.25       0.045     [PAXOS]  61,967.25               0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,973.50               0.045     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,976.50           3.403e-05     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,982.75          0.04503257     [PAXOS]
sum         -1   0.8393557          -1         -1  0.5681257200000001          -1
10          -1          -1          -1  62,015.00               0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.50508722
OPERATION 1 at position 0 for price 61952.25 at qty 0.08520599
OPERATION 1 at position 1 for price 61952.5 at qty 0.14070699
OPERATION 1 at position 4 for price 61963.0 at qty 0.32277359
OPERATION 1 at position 5 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 6 for price 61967.0 at qty 0.0563
OPERATION 1 at position 7 for price 61967.25 at qty 0.045
OPERATION 1 at position 8 for price 61973.5 at qty 0.045
OPERATION 1 at position 9 for price 61976.5 at qty 3.403e-05
2024-06-25 13:19:22.170 | INFO     | icli.lang:run:1015 - BTC :: 15 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:22.172 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,952.00  0.50508722     [PAXOS]  61,952.25  0.08520599     [PAXOS]
1    61,951.75  0.04508261     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,948.25  0.01381584     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,958.50       0.045     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,963.00  0.32277359     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,965.25  0.01603512     [PAXOS]
6    61,939.25       0.045     [PAXOS]  61,967.00      0.0563     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,967.25       0.045     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,973.50       0.045     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
sum         -1   0.8993557          -1         -1  0.94607273          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.505
OPERATION 1 at position 1 for price 61951.75 at qty 0.04516983
OPERATION 1 at position 6 for price 61925.75 at qty 0.045
OPERATION 1 at position 7 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 8 for price 61919.5 at qty 0.045
OPERATION 1 at position 9 for price 61914.75 at qty 0.0563
OPERATION 1 at position 5 for price 61964.75 at qty 0.045
OPERATION 1 at position 6 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 7 for price 61967.0 at qty 0.0563
2024-06-25 13:19:23.177 | INFO     | icli.lang:run:1015 - BTC :: 16 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:23.179 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,952.00       0.505     [PAXOS]  61,952.25  0.08520599     [PAXOS]
1    61,951.75  0.04516983     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,948.25  0.01381584     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,945.50       0.045     [PAXOS]  61,958.50       0.045     [PAXOS]
4    61,943.00  0.08071928     [PAXOS]  61,963.00  0.32277359     [PAXOS]
5    61,941.75  0.00010327     [PAXOS]  61,964.75       0.045     [PAXOS]
6    61,925.75       0.045     [PAXOS]  61,965.25  0.01603512     [PAXOS]
7    61,921.75  0.07454748     [PAXOS]  61,967.00      0.0563     [PAXOS]
8    61,919.50       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
9    61,914.75      0.0563     [PAXOS]  61,976.50   3.403e-05     [PAXOS]
sum         -1   0.9106557          -1         -1  0.94607273          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.50491109
OPERATION 1 at position 0 for price 61952.25 at qty 0.08488639
OPERATION 1 at position 3 for price 61958.25 at qty 0.11585819
OPERATION 1 at position 4 for price 61958.5 at qty 0.045
OPERATION 1 at position 5 for price 61963.0 at qty 0.32277359
OPERATION 1 at position 6 for price 61964.75 at qty 0.045
OPERATION 1 at position 7 for price 61965.25 at qty 0.01603512
OPERATION 1 at position 8 for price 61967.0 at qty 0.0563
OPERATION 1 at position 9 for price 61973.5 at qty 0.045
OPERATION 1 at position 1 for price 61951.75 at qty 0.04508261
OPERATION 1 at position 2 for price 61949.75 at qty 8.722e-05
OPERATION 1 at position 3 for price 61948.25 at qty 0.01381584
OPERATION 1 at position 4 for price 61945.5 at qty 0.045
OPERATION 1 at position 5 for price 61943.0 at qty 0.08071928
OPERATION 1 at position 6 for price 61941.75 at qty 0.00010327
OPERATION 1 at position 7 for price 61925.75 at qty 0.045
OPERATION 1 at position 8 for price 61921.75 at qty 0.07454748
OPERATION 1 at position 9 for price 61919.5 at qty 0.045
2024-06-25 13:19:24.184 | INFO     | icli.lang:run:1015 - BTC :: 17 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:24.187 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,952.00  0.50491109     [PAXOS]  61,952.25  0.08488639     [PAXOS]
1    61,951.75  0.04508261     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,949.75   8.722e-05     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,948.25  0.01381584     [PAXOS]  61,958.25  0.11585819     [PAXOS]
4    61,945.50       0.045     [PAXOS]  61,958.50       0.045     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,963.00  0.32277359     [PAXOS]
6    61,941.75  0.00010327     [PAXOS]  61,964.75       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,965.25  0.01603512     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,967.00      0.0563     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
sum         -1  0.85426679          -1         -1  1.06157729          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.50489482
2024-06-25 13:19:25.193 | INFO     | icli.lang:run:1015 - BTC :: 18 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:25.195 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,952.00  0.50489482     [PAXOS]  61,952.25  0.08488639     [PAXOS]
1    61,951.75  0.04508261     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,949.75   8.722e-05     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,948.25  0.01381584     [PAXOS]  61,958.25  0.11585819     [PAXOS]
4    61,945.50       0.045     [PAXOS]  61,958.50       0.045     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,963.00  0.32277359     [PAXOS]
6    61,941.75  0.00010327     [PAXOS]  61,964.75       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,965.25  0.01603512     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,967.00      0.0563     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
sum         -1  0.85425052          -1         -1  1.06157729          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.54989482
OPERATION 1 at position 2 for price 61950.75 at qty 8.722e-05
2024-06-25 13:19:26.200 | INFO     | icli.lang:run:1015 - BTC :: 19 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:26.202 | FRAME    | icli.lang:run:1015 - 
          Bids                               Asks                        
         price        size marketMaker      price        size marketMaker
0    61,952.00  0.54989482     [PAXOS]  61,952.25  0.08488639     [PAXOS]
1    61,951.75  0.04508261     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,950.75   8.722e-05     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,948.25  0.01381584     [PAXOS]  61,958.25  0.11585819     [PAXOS]
4    61,945.50       0.045     [PAXOS]  61,958.50       0.045     [PAXOS]
5    61,943.00  0.08071928     [PAXOS]  61,963.00  0.32277359     [PAXOS]
6    61,941.75  0.00010327     [PAXOS]  61,964.75       0.045     [PAXOS]
7    61,925.75       0.045     [PAXOS]  61,965.25  0.01603512     [PAXOS]
8    61,921.75  0.07454748     [PAXOS]  61,967.00      0.0563     [PAXOS]
9    61,919.50       0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
sum         -1  0.89925052          -1         -1  1.06157729          -1
10          -1          -1          -1  62,015.00       0.176     [PAXOS]
OPERATION 1 at position 0 for price 61952.0 at qty 0.54970958
OPERATION 1 at position 2 for price 61949.5 at qty 8.722e-05
OPERATION 1 at position 4 for price 61946.75 at qty 0.08071438
OPERATION 1 at position 5 for price 61945.5 at qty 0.045
2024-06-25 13:19:27.207 | INFO     | icli.lang:run:1015 - BTC :: 20 of 20 :: BTC.USD Grouped by Price :: Row count: 12
2024-06-25 13:19:27.209 | FRAME    | icli.lang:run:1015 - 
          Bids                                       Asks                        
         price                size marketMaker      price        size marketMaker
0    61,952.00          0.54970958     [PAXOS]  61,952.25  0.08488639     [PAXOS]
1    61,951.75          0.04508261     [PAXOS]  61,952.50  0.14070699     [PAXOS]
2    61,949.50           8.722e-05     [PAXOS]  61,955.50  0.01401701     [PAXOS]
3    61,948.25          0.01381584     [PAXOS]  61,958.25  0.11585819     [PAXOS]
4    61,946.75          0.08071438     [PAXOS]  61,958.50       0.045     [PAXOS]
5    61,945.50               0.045     [PAXOS]  61,963.00  0.32277359     [PAXOS]
6    61,941.75          0.00010327     [PAXOS]  61,964.75       0.045     [PAXOS]
7    61,925.75               0.045     [PAXOS]  61,965.25  0.01603512     [PAXOS]
8    61,921.75          0.07454748     [PAXOS]  61,967.00      0.0563     [PAXOS]
9    61,919.50               0.045     [PAXOS]  61,973.50       0.045     [PAXOS]
sum         -1  0.8990603800000001          -1         -1  1.06157729          -1
10          -1                  -1          -1  62,015.00       0.176     [PAXOS]
2024-06-25 13:19:27.209 | INFO     | icli.cli:dorepl:3299 - [depth] Duration: 19.4653

AH SPY too

live> depth :6 20
2024-06-25 13:28:47.427 | WARNING  | icli.lang:run:906 - [SPY] Depth not populated. Failing warm-up check 1.
2024-06-25 13:28:47.579 | WARNING  | icli.lang:run:906 - [SPY] Depth not populated. Failing warm-up check 2.
2024-06-25 13:28:47.732 | WARNING  | icli.lang:run:906 - [SPY] Depth not populated. Failing warm-up check 3.
2024-06-25 13:28:47.886 | WARNING  | icli.lang:run:906 - [SPY] Depth not populated. Failing warm-up check 4.
2024-06-25 13:28:47.890 | ERROR    | eventkit.event:emit:205 - API Error [orderId 28124] [code 2152]: Exchanges - Depth: IEX; Top: BYX; PEARL; AMEX; MEMX; OVERNIGHT; EDGEA; CHX; IBEOS; NYSENAT; PSX; LTSE; ISE; DRCTEDGE; Need additional market data permissions - Depth: BATS; NASDAQ; ARCA; BEX; NYSE;  for Stock(conId=756733, symbol='SPY', exchange='SMART', primaryExchange='ARCA', currency='USD', localSymbol='SPY', tradingClass='SPY')
2024-06-25 13:28:48.038 | WARNING  | icli.lang:run:906 - [SPY] Depth not populated. Failing warm-up check 5.
OPERATION 0 at position 0 for price 543.91 at qty 1000.0
OPERATION 0 at position 1 for price 543.72 at qty 1000.0
OPERATION 0 at position 2 for price 543.43 at qty 1000.0
OPERATION 0 at position 3 for price 543.14 at qty 1000.0
OPERATION 0 at position 4 for price 542.99 at qty 1000.0
OPERATION 0 at position 0 for price 545.5 at qty 1000.0
OPERATION 0 at position 1 for price 545.79 at qty 1000.0
OPERATION 0 at position 2 for price 546.08 at qty 1000.0
OPERATION 0 at position 3 for price 546.37 at qty 1000.0
OPERATION 0 at position 5 for price 542.99 at qty 1000.0
OPERATION 1 at position 0 for price 544.64 at qty 800.0
2024-06-25 13:28:48.194 | INFO     | icli.lang:run:1015 - SPY :: 1 of 20 :: SPY Grouped by Price :: Row count: 6
2024-06-25 13:28:48.196 | FRAME    | icli.lang:run:1015 - 
       Bids                       Asks                   
      price   size marketMaker   price   size marketMaker
0    544.64    800       [BYX]  545.50  1,000       [IEX]
1    543.72  1,000       [IEX]  545.79  1,000       [IEX]
2    543.43  1,000       [IEX]  546.08  1,000       [IEX]
3    543.14  1,000       [IEX]  546.37  1,000       [IEX]
4    542.99  2,000  [IEX, IEX]      -1     -1          -1
sum      -1  5,800          -1      -1  4,000          -1
OPERATION 1 at position 1 for price 543.91 at qty 1000.0
OPERATION 1 at position 2 for price 543.72 at qty 1000.0
OPERATION 1 at position 3 for price 543.43 at qty 1000.0
OPERATION 1 at position 4 for price 543.14 at qty 1000.0
OPERATION 0 at position 4 for price 546.37 at qty 1000.0
OPERATION 1 at position 0 for price 544.71 at qty 300.0
OPERATION 1 at position 1 for price 545.5 at qty 1000.0
OPERATION 1 at position 2 for price 545.79 at qty 1000.0
OPERATION 1 at position 3 for price 546.08 at qty 1000.0
OPERATION 0 at position 6 for price 542.99 at qty 1000.0
OPERATION 1 at position 1 for price 544.4 at qty 4000.0
OPERATION 1 at position 2 for price 543.91 at qty 1000.0
OPERATION 1 at position 3 for price 543.72 at qty 1000.0
OPERATION 1 at position 4 for price 543.43 at qty 1000.0
OPERATION 1 at position 5 for price 543.14 at qty 1000.0
OPERATION 0 at position 5 for price 546.37 at qty 1000.0
OPERATION 1 at position 1 for price 545.0 at qty 4000.0
OPERATION 1 at position 2 for price 545.5 at qty 1000.0
OPERATION 1 at position 3 for price 545.79 at qty 1000.0
OPERATION 1 at position 4 for price 546.08 at qty 1000.0
OPERATION 0 at position 7 for price 542.99 at qty 1000.0
OPERATION 1 at position 1 for price 544.64 at qty 500.0
OPERATION 1 at position 2 for price 544.4 at qty 4000.0
OPERATION 1 at position 3 for price 543.91 at qty 1000.0
OPERATION 1 at position 4 for price 543.72 at qty 1000.0
OPERATION 1 at position 5 for price 543.43 at qty 1000.0
OPERATION 1 at position 6 for price 543.14 at qty 1000.0
OPERATION 0 at position 6 for price 546.37 at qty 1000.0
OPERATION 1 at position 1 for price 544.74 at qty 500.0
OPERATION 1 at position 2 for price 545.0 at qty 4000.0
OPERATION 1 at position 3 for price 545.5 at qty 1000.0
OPERATION 1 at position 4 for price 545.79 at qty 1000.0
OPERATION 1 at position 5 for price 546.08 at qty 1000.0
OPERATION 0 at position 8 for price 542.99 at qty 1000.0
OPERATION 1 at position 0 for price 544.65 at qty 1300.0
OPERATION 1 at position 1 for price 544.64 at qty 800.0
OPERATION 1 at position 2 for price 544.64 at qty 500.0
OPERATION 1 at position 3 for price 544.4 at qty 4000.0
OPERATION 1 at position 4 for price 543.91 at qty 1000.0
OPERATION 1 at position 5 for price 543.72 at qty 1000.0
OPERATION 1 at position 6 for price 543.43 at qty 1000.0
OPERATION 1 at position 7 for price 543.14 at qty 1000.0
OPERATION 0 at position 7 for price 546.37 at qty 1000.0
OPERATION 1 at position 0 for price 544.7 at qty 900.0
OPERATION 1 at position 1 for price 544.71 at qty 300.0
OPERATION 1 at position 2 for price 544.74 at qty 500.0
OPERATION 1 at position 3 for price 545.0 at qty 4000.0
OPERATION 1 at position 4 for price 545.5 at qty 1000.0
OPERATION 1 at position 5 for price 545.79 at qty 1000.0
OPERATION 1 at position 6 for price 546.08 at qty 1000.0
OPERATION 0 at position 9 for price 542.99 at qty 1000.0
OPERATION 1 at position 2 for price 544.64 at qty 500.0
OPERATION 1 at position 3 for price 544.64 at qty 500.0
OPERATION 1 at position 4 for price 544.4 at qty 4000.0
OPERATION 1 at position 5 for price 543.91 at qty 1000.0
OPERATION 1 at position 6 for price 543.72 at qty 1000.0
OPERATION 1 at position 7 for price 543.43 at qty 1000.0
OPERATION 1 at position 8 for price 543.14 at qty 1000.0
OPERATION 0 at position 8 for price 546.37 at qty 1000.0
OPERATION 1 at position 2 for price 544.74 at qty 500.0
OPERATION 1 at position 3 for price 544.74 at qty 500.0
OPERATION 1 at position 4 for price 545.0 at qty 4000.0
OPERATION 1 at position 5 for price 545.5 at qty 1000.0
OPERATION 1 at position 6 for price 545.79 at qty 1000.0
OPERATION 1 at position 7 for price 546.08 at qty 1000.0
OPERATION 0 at position 10 for price 542.99 at qty 1000.0
OPERATION 1 at position 0 for price 544.65 at qty 2300.0
OPERATION 1 at position 1 for price 544.65 at qty 1300.0
OPERATION 1 at position 2 for price 544.64 at qty 800.0
OPERATION 1 at position 3 for price 544.64 at qty 500.0
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 5 for price 544.4 at qty 4000.0
OPERATION 1 at position 6 for price 543.91 at qty 1000.0
OPERATION 1 at position 7 for price 543.72 at qty 1000.0
OPERATION 1 at position 8 for price 543.43 at qty 1000.0
OPERATION 1 at position 9 for price 543.14 at qty 1000.0
OPERATION 0 at position 9 for price 546.37 at qty 1000.0
OPERATION 1 at position 0 for price 544.7 at qty 1100.0
OPERATION 1 at position 1 for price 544.7 at qty 900.0
OPERATION 1 at position 2 for price 544.71 at qty 300.0
OPERATION 1 at position 3 for price 544.74 at qty 500.0
OPERATION 1 at position 4 for price 544.74 at qty 500.0
OPERATION 1 at position 5 for price 545.0 at qty 4000.0
OPERATION 1 at position 6 for price 545.5 at qty 1000.0
OPERATION 1 at position 7 for price 545.79 at qty 1000.0
OPERATION 1 at position 8 for price 546.08 at qty 1000.0
OPERATION 0 at position 11 for price 542.99 at qty 1000.0
OPERATION 1 at position 2 for price 544.65 at qty 1800.0
OPERATION 1 at position 3 for price 544.64 at qty 800.0
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 5 for price 544.64 at qty 500.0
OPERATION 1 at position 6 for price 544.4 at qty 4000.0
OPERATION 1 at position 7 for price 543.91 at qty 1000.0
OPERATION 1 at position 8 for price 543.72 at qty 1000.0
OPERATION 1 at position 9 for price 543.43 at qty 1000.0
OPERATION 1 at position 10 for price 543.14 at qty 1000.0
OPERATION 0 at position 10 for price 546.37 at qty 1000.0
OPERATION 1 at position 0 for price 544.69 at qty 800.0
OPERATION 1 at position 1 for price 544.7 at qty 1100.0
OPERATION 1 at position 2 for price 544.7 at qty 900.0
OPERATION 1 at position 3 for price 544.71 at qty 300.0
OPERATION 1 at position 4 for price 544.74 at qty 500.0
OPERATION 1 at position 5 for price 544.74 at qty 500.0
OPERATION 1 at position 6 for price 545.0 at qty 4000.0
OPERATION 1 at position 7 for price 545.5 at qty 1000.0
OPERATION 1 at position 8 for price 545.79 at qty 1000.0
OPERATION 1 at position 9 for price 546.08 at qty 1000.0
OPERATION 0 at position 12 for price 542.99 at qty 1000.0
OPERATION 1 at position 0 for price 544.65 at qty 800.0
OPERATION 1 at position 1 for price 544.65 at qty 2300.0
OPERATION 1 at position 2 for price 544.65 at qty 1300.0
OPERATION 1 at position 3 for price 544.65 at qty 1800.0
OPERATION 1 at position 4 for price 544.64 at qty 800.0
OPERATION 1 at position 5 for price 544.64 at qty 500.0
OPERATION 1 at position 6 for price 544.64 at qty 500.0
OPERATION 1 at position 7 for price 544.4 at qty 4000.0
OPERATION 1 at position 8 for price 543.91 at qty 1000.0
OPERATION 1 at position 9 for price 543.72 at qty 1000.0
OPERATION 1 at position 10 for price 543.43 at qty 1000.0
OPERATION 1 at position 11 for price 543.14 at qty 1000.0
OPERATION 0 at position 11 for price 546.37 at qty 1000.0
OPERATION 1 at position 1 for price 544.7 at qty 800.0
OPERATION 1 at position 2 for price 544.7 at qty 1100.0
OPERATION 1 at position 3 for price 544.7 at qty 900.0
OPERATION 1 at position 4 for price 544.71 at qty 300.0
OPERATION 1 at position 5 for price 544.74 at qty 500.0
OPERATION 1 at position 6 for price 544.74 at qty 500.0
OPERATION 1 at position 7 for price 545.0 at qty 4000.0
OPERATION 1 at position 8 for price 545.5 at qty 1000.0
OPERATION 1 at position 9 for price 545.79 at qty 1000.0
OPERATION 1 at position 10 for price 546.08 at qty 1000.0
2024-06-25 13:28:49.201 | INFO     | icli.lang:run:1015 - SPY :: 2 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:49.203 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                                
      price    size                  marketMaker   price    size             marketMaker
0    544.65   6,200  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     800                   [PSX]
1    544.64   1,800        [BYX, EDGEA, NYSENAT]  544.70   2,800  [AMEX, DRCTEDGE, MEMX]
2    544.40   4,000                        [CHX]  544.71     300                   [BYX]
3    543.91   1,000                        [IEX]  544.74   1,000        [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000                   [CHX]
5    543.43   1,000                        [IEX]  545.50   1,000                   [IEX]
6    543.14   1,000                        [IEX]  545.79   1,000                   [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000                   [IEX]
sum      -1  17,000                           -1      -1  12,900                      -1
8        -1      -1                           -1  546.37   1,000                   [IEX]
OPERATION 1 at position 1 for price 544.65 at qty 2800.0
OPERATION 1 at position 1 for price 544.65 at qty 3300.0
2024-06-25 13:28:50.208 | INFO     | icli.lang:run:1015 - SPY :: 3 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:50.211 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                                
      price    size                  marketMaker   price    size             marketMaker
0    544.65   7,200  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     800                   [PSX]
1    544.64   1,800        [BYX, EDGEA, NYSENAT]  544.70   2,800  [AMEX, DRCTEDGE, MEMX]
2    544.40   4,000                        [CHX]  544.71     300                   [BYX]
3    543.91   1,000                        [IEX]  544.74   1,000        [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000                   [CHX]
5    543.43   1,000                        [IEX]  545.50   1,000                   [IEX]
6    543.14   1,000                        [IEX]  545.79   1,000                   [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000                   [IEX]
sum      -1  18,000                           -1      -1  12,900                      -1
8        -1      -1                           -1  546.37   1,000                   [IEX]
2024-06-25 13:28:51.217 | INFO     | icli.lang:run:1015 - SPY :: 4 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:51.219 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                                
      price    size                  marketMaker   price    size             marketMaker
0    544.65   7,200  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     800                   [PSX]
1    544.64   1,800        [BYX, EDGEA, NYSENAT]  544.70   2,800  [AMEX, DRCTEDGE, MEMX]
2    544.40   4,000                        [CHX]  544.71     300                   [BYX]
3    543.91   1,000                        [IEX]  544.74   1,000        [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000                   [CHX]
5    543.43   1,000                        [IEX]  545.50   1,000                   [IEX]
6    543.14   1,000                        [IEX]  545.79   1,000                   [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000                   [IEX]
sum      -1  18,000                           -1      -1  12,900                      -1
8        -1      -1                           -1  546.37   1,000                   [IEX]
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 1 for price 544.65 at qty 2800.0
2024-06-25 13:28:52.224 | INFO     | icli.lang:run:1015 - SPY :: 5 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:52.226 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                                
      price    size                  marketMaker   price    size             marketMaker
0    544.65   6,700  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     800                   [PSX]
1    544.64   1,500        [BYX, EDGEA, NYSENAT]  544.70   2,800  [AMEX, DRCTEDGE, MEMX]
2    544.40   4,000                        [CHX]  544.71     300                   [BYX]
3    543.91   1,000                        [IEX]  544.74   1,000        [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000                   [CHX]
5    543.43   1,000                        [IEX]  545.50   1,000                   [IEX]
6    543.14   1,000                        [IEX]  545.79   1,000                   [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000                   [IEX]
sum      -1  17,200                           -1      -1  12,900                      -1
8        -1      -1                           -1  546.37   1,000                   [IEX]
OPERATION 1 at position 2 for price 544.65 at qty 500.0
OPERATION 1 at position 3 for price 544.7 at qty 100.0
OPERATION 1 at position 1 for price 544.65 at qty 2600.0
OPERATION 1 at position 0 for price 544.69 at qty 200.0
OPERATION 1 at position 1 for price 544.69 at qty 800.0
OPERATION 1 at position 2 for price 544.7 at qty 800.0
OPERATION 1 at position 4 for price 544.64 at qty 800.0
OPERATION 1 at position 2 for price 544.7 at qty 100.0
OPERATION 1 at position 3 for price 544.71 at qty 300.0
OPERATION 1 at position 4 for price 544.74 at qty 500.0
OPERATION 1 at position 5 for price 544.74 at qty 500.0
OPERATION 1 at position 6 for price 545.0 at qty 4000.0
OPERATION 1 at position 7 for price 545.5 at qty 1000.0
OPERATION 1 at position 1 for price 544.7 at qty 100.0
OPERATION 1 at position 2 for price 544.71 at qty 300.0
OPERATION 1 at position 3 for price 544.71 at qty 500.0
OPERATION 1 at position 2 for price 544.65 at qty 1300.0
OPERATION 1 at position 3 for price 544.65 at qty 1300.0
2024-06-25 13:28:53.231 | INFO     | icli.lang:run:1015 - SPY :: 6 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:53.233 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                          
      price    size                  marketMaker   price    size       marketMaker
0    544.65   6,000  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     200        [DRCTEDGE]
1    544.64   1,800        [BYX, EDGEA, NYSENAT]  544.70     100            [MEMX]
2    544.40   4,000                        [CHX]  544.71     800        [BYX, PSX]
3    543.91   1,000                        [IEX]  544.74   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                        [IEX]  545.50   2,000       [AMEX, IEX]
6    543.14   1,000                        [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000             [IEX]
sum      -1  16,800                           -1      -1  11,100                -1
8        -1      -1                           -1  546.37   1,000             [IEX]
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 1 for price 544.65 at qty 3100.0
OPERATION 1 at position 3 for price 544.65 at qty 1800.0
2024-06-25 13:28:54.239 | INFO     | icli.lang:run:1015 - SPY :: 7 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:54.241 | FRAME    | icli.lang:run:1015 - 
       Bids                                         Asks                          
      price    size                  marketMaker   price    size       marketMaker
0    544.65   7,000  [AMEX, DRCTEDGE, MEMX, PSX]  544.69     200        [DRCTEDGE]
1    544.64   1,500        [BYX, EDGEA, NYSENAT]  544.70     100            [MEMX]
2    544.40   4,000                        [CHX]  544.71     800        [BYX, PSX]
3    543.91   1,000                        [IEX]  544.74   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                        [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                        [IEX]  545.50   2,000       [AMEX, IEX]
6    543.14   1,000                        [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                        [IEX]  546.08   1,000             [IEX]
sum      -1  17,500                           -1      -1  11,100                -1
8        -1      -1                           -1  546.37   1,000             [IEX]
OPERATION 1 at position 4 for price 544.64 at qty 800.0
OPERATION 1 at position 1 for price 544.65 at qty 500.0
OPERATION 1 at position 2 for price 544.65 at qty 3100.0
OPERATION 1 at position 3 for price 544.65 at qty 1300.0
OPERATION 1 at position 4 for price 544.65 at qty 1800.0
OPERATION 1 at position 2 for price 544.65 at qty 3600.0
OPERATION 1 at position 4 for price 544.74 at qty 500.0
OPERATION 1 at position 5 for price 544.75 at qty 500.0
OPERATION 1 at position 4 for price 544.75 at qty 500.0
OPERATION 1 at position 5 for price 544.75 at qty 500.0
OPERATION 1 at position 4 for price 544.65 at qty 2300.0
OPERATION 1 at position 3 for price 544.65 at qty 2300.0
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 5 for price 544.64 at qty 500.0
OPERATION 1 at position 6 for price 544.63 at qty 800.0
OPERATION 1 at position 0 for price 544.68 at qty 1300.0
OPERATION 1 at position 1 for price 544.69 at qty 200.0
OPERATION 1 at position 2 for price 544.65 at qty 2300.0
OPERATION 1 at position 3 for price 544.64 at qty 500.0
OPERATION 1 at position 0 for price 544.67 at qty 1100.0
OPERATION 1 at position 1 for price 544.68 at qty 1300.0
OPERATION 1 at position 1 for price 544.65 at qty 2300.0
OPERATION 1 at position 2 for price 544.64 at qty 500.0
OPERATION 1 at position 3 for price 544.64 at qty 500.0
OPERATION 1 at position 4 for price 544.64 at qty 500.0
OPERATION 1 at position 5 for price 544.63 at qty 800.0
OPERATION 1 at position 6 for price 544.62 at qty 800.0
OPERATION 1 at position 2 for price 544.69 at qty 300.0
OPERATION 1 at position 0 for price 544.65 at qty 2300.0
OPERATION 1 at position 1 for price 544.64 at qty 500.0
OPERATION 1 at position 2 for price 544.64 at qty 500.0
OPERATION 1 at position 3 for price 544.64 at qty 500.0
OPERATION 1 at position 4 for price 544.63 at qty 800.0
OPERATION 1 at position 5 for price 544.62 at qty 800.0
OPERATION 1 at position 6 for price 544.4 at qty 4000.0
OPERATION 1 at position 7 for price 543.91 at qty 1000.0
OPERATION 1 at position 1 for price 544.68 at qty 800.0
OPERATION 1 at position 2 for price 544.68 at qty 1300.0
OPERATION 1 at position 3 for price 544.69 at qty 300.0
OPERATION 1 at position 4 for price 544.71 at qty 500.0
OPERATION 1 at position 5 for price 544.75 at qty 500.0
OPERATION 1 at position 6 for price 544.75 at qty 500.0
OPERATION 1 at position 7 for price 545.0 at qty 4000.0
OPERATION 1 at position 0 for price 544.64 at qty 500.0
OPERATION 1 at position 1 for price 544.64 at qty 500.0
OPERATION 1 at position 2 for price 544.64 at qty 500.0
OPERATION 1 at position 3 for price 544.63 at qty 800.0
OPERATION 1 at position 4 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.68 at qty 500.0
OPERATION 1 at position 4 for price 544.69 at qty 300.0
OPERATION 1 at position 1 for price 544.64 at qty 500.0
OPERATION 1 at position 2 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.63 at qty 800.0
OPERATION 1 at position 4 for price 544.62 at qty 800.0
OPERATION 1 at position 5 for price 544.62 at qty 500.0
OPERATION 1 at position 5 for price 544.74 at qty 500.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 800.0
OPERATION 1 at position 4 for price 544.62 at qty 500.0
OPERATION 1 at position 5 for price 544.62 at qty 500.0
OPERATION 1 at position 6 for price 544.74 at qty 500.0
OPERATION 1 at position 6 for price 544.2 at qty 4000.0
2024-06-25 13:28:55.246 | INFO     | icli.lang:run:1015 - SPY :: 8 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:55.248 | FRAME    | icli.lang:run:1015 - 
       Bids                                   Asks                           
      price    size            marketMaker   price    size        marketMaker
0    544.64     500             [DRCTEDGE]  544.67   1,100         [DRCTEDGE]
1    544.63   1,600            [MEMX, PSX]  544.68   2,600  [AMEX, MEMX, PSX]
2    544.62   1,800  [BYX, EDGEA, NYSENAT]  544.69     300              [BYX]
3    544.20   4,000                  [CHX]  544.74   1,000   [EDGEA, NYSENAT]
4    543.91   2,000            [AMEX, IEX]  545.00   4,000              [CHX]
5    543.72   1,000                  [IEX]  545.50   1,000              [IEX]
6    543.43   1,000                  [IEX]  545.79   1,000              [IEX]
7    543.14   1,000                  [IEX]  546.08   1,000              [IEX]
8    542.99   1,000                  [IEX]  546.37   1,000              [IEX]
sum      -1  13,900                     -1      -1  13,000                 -1
OPERATION 1 at position 5 for price 544.73 at qty 500.0
OPERATION 1 at position 6 for price 544.74 at qty 500.0
OPERATION 1 at position 5 for price 544.73 at qty 500.0
OPERATION 1 at position 6 for price 544.73 at qty 500.0
OPERATION 1 at position 0 for price 544.63 at qty 800.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.62 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 1000.0
OPERATION 1 at position 3 for price 544.68 at qty 1300.0
2024-06-25 13:28:56.254 | INFO     | icli.lang:run:1015 - SPY :: 9 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:56.255 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   2,800  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  14,400                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
2024-06-25 13:28:57.261 | INFO     | icli.lang:run:1015 - SPY :: 10 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:57.263 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   2,800  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  14,400                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
2024-06-25 13:28:58.268 | INFO     | icli.lang:run:1015 - SPY :: 11 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:58.270 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   2,800  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  14,400                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
OPERATION 1 at position 0 for price 544.64 at qty 200.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 800.0
2024-06-25 13:28:59.277 | INFO     | icli.lang:run:1015 - SPY :: 12 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:28:59.279 | FRAME    | icli.lang:run:1015 - 
       Bids                                   Asks                           
      price    size            marketMaker   price    size        marketMaker
0    544.64     200             [DRCTEDGE]  544.67   1,100         [DRCTEDGE]
1    544.63   1,600            [MEMX, PSX]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.62   1,800  [BYX, EDGEA, NYSENAT]  544.69     300              [BYX]
3    544.20   4,000                  [CHX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.91   2,000            [AMEX, IEX]  545.00   4,000              [CHX]
5    543.72   1,000                  [IEX]  545.50   1,000              [IEX]
6    543.43   1,000                  [IEX]  545.79   1,000              [IEX]
7    543.14   1,000                  [IEX]  546.08   1,000              [IEX]
8    542.99   1,000                  [IEX]  546.37   1,000              [IEX]
sum      -1  13,600                     -1      -1  13,800                 -1
OPERATION 1 at position 0 for price 544.63 at qty 800.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.62 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 1800.0
2024-06-25 13:29:00.288 | INFO     | icli.lang:run:1015 - SPY :: 13 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:00.290 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  15,200                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
2024-06-25 13:29:01.296 | INFO     | icli.lang:run:1015 - SPY :: 14 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:01.298 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  15,200                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
2024-06-25 13:29:02.303 | INFO     | icli.lang:run:1015 - SPY :: 15 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:02.305 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                           
      price    size                      marketMaker   price    size        marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,100         [DRCTEDGE]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   3,400  [AMEX, MEMX, PSX]
2    544.20   4,000                            [CHX]  544.69     300              [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000   [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000              [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000              [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000              [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000              [IEX]
sum      -1  15,200                               -1      -1  13,800                 -1
8        -1      -1                               -1  546.37   1,000              [IEX]
OPERATION 1 at position 1 for price 544.67 at qty 800.0
OPERATION 1 at position 2 for price 544.68 at qty 800.0
OPERATION 1 at position 3 for price 544.68 at qty 1300.0
2024-06-25 13:29:03.312 | INFO     | icli.lang:run:1015 - SPY :: 16 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:03.313 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                          
      price    size                      marketMaker   price    size       marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,900   [DRCTEDGE, PSX]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   2,100      [AMEX, MEMX]
2    544.20   4,000                            [CHX]  544.69     300             [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000             [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000             [IEX]
sum      -1  15,200                               -1      -1  13,300                -1
8        -1      -1                               -1  546.37   1,000             [IEX]
OPERATION 1 at position 0 for price 544.64 at qty 200.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 800.0
OPERATION 1 at position 0 for price 544.63 at qty 800.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.62 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 1800.0
2024-06-25 13:29:04.319 | INFO     | icli.lang:run:1015 - SPY :: 17 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:04.321 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                          
      price    size                      marketMaker   price    size       marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,900   [DRCTEDGE, PSX]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   2,100      [AMEX, MEMX]
2    544.20   4,000                            [CHX]  544.69     300             [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000             [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000             [IEX]
sum      -1  15,200                               -1      -1  13,300                -1
8        -1      -1                               -1  546.37   1,000             [IEX]
2024-06-25 13:29:05.329 | INFO     | icli.lang:run:1015 - SPY :: 18 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:05.331 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                          
      price    size                      marketMaker   price    size       marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,900   [DRCTEDGE, PSX]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   2,100      [AMEX, MEMX]
2    544.20   4,000                            [CHX]  544.69     300             [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000             [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000             [IEX]
sum      -1  15,200                               -1      -1  13,300                -1
8        -1      -1                               -1  546.37   1,000             [IEX]
OPERATION 1 at position 0 for price 544.64 at qty 200.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.63 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 800.0
2024-06-25 13:29:06.337 | INFO     | icli.lang:run:1015 - SPY :: 19 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:06.339 | FRAME    | icli.lang:run:1015 - 
       Bids                                   Asks                          
      price    size            marketMaker   price    size       marketMaker
0    544.64     200             [DRCTEDGE]  544.67   1,900   [DRCTEDGE, PSX]
1    544.63   1,600            [MEMX, PSX]  544.68   2,100      [AMEX, MEMX]
2    544.62   1,800  [BYX, EDGEA, NYSENAT]  544.69     300             [BYX]
3    544.20   4,000                  [CHX]  544.73   1,000  [EDGEA, NYSENAT]
4    543.91   2,000            [AMEX, IEX]  545.00   4,000             [CHX]
5    543.72   1,000                  [IEX]  545.50   1,000             [IEX]
6    543.43   1,000                  [IEX]  545.79   1,000             [IEX]
7    543.14   1,000                  [IEX]  546.08   1,000             [IEX]
8    542.99   1,000                  [IEX]  546.37   1,000             [IEX]
sum      -1  13,600                     -1      -1  13,300                -1
OPERATION 1 at position 0 for price 544.63 at qty 800.0
OPERATION 1 at position 1 for price 544.63 at qty 800.0
OPERATION 1 at position 2 for price 544.62 at qty 800.0
OPERATION 1 at position 3 for price 544.62 at qty 1800.0
2024-06-25 13:29:07.349 | INFO     | icli.lang:run:1015 - SPY :: 20 of 20 :: SPY Grouped by Price :: Row count: 10
2024-06-25 13:29:07.353 | FRAME    | icli.lang:run:1015 - 
       Bids                                             Asks                          
      price    size                      marketMaker   price    size       marketMaker
0    544.63   1,600                      [MEMX, PSX]  544.67   1,900   [DRCTEDGE, PSX]
1    544.62   3,600  [BYX, DRCTEDGE, EDGEA, NYSENAT]  544.68   2,100      [AMEX, MEMX]
2    544.20   4,000                            [CHX]  544.69     300             [BYX]
3    543.91   2,000                      [AMEX, IEX]  544.73   1,000  [EDGEA, NYSENAT]
4    543.72   1,000                            [IEX]  545.00   4,000             [CHX]
5    543.43   1,000                            [IEX]  545.50   1,000             [IEX]
6    543.14   1,000                            [IEX]  545.79   1,000             [IEX]
7    542.99   1,000                            [IEX]  546.08   1,000             [IEX]
sum      -1  15,200                               -1      -1  13,300                -1
8        -1      -1                               -1  546.37   1,000             [IEX]
2024-06-25 13:29:07.354 | INFO     | icli.cli:dorepl:3299 - [depth] Duration: 19.9280
mattsta commented 5 months ago

actually, we may not even need a proper "sorted dict" anyway.

The IBKR API is always sending "insert" operations in order (0, 1, 2, 3, 4, ....) before any update operations, so a regular dict should be fine too.

The original errors appear to be around shutdown or reset operations where we stop the depth request, clear the depth lists, but then still receive depth updates which crashes the handler because we already deleted all the positions.

The code has two places where it deletes the depth data: when a request starts (to remove any old data), and also when a request ends (to remove any old data). It is a bit redundant two delete it twice, but with at least using a regular dict, we can still accept updates to the deleted data and it'll just write data in the background we ignore.

(technically I guess we could add another flag for "is depth request active" and only update the fields if our current ticker agrees it has a depth request open and we haven't deleted the data; may add that as just a temporary debug check to verify if we are getting updates after we cancel the request. sadly many of these cases can only really be tested during market hours.)

lkaino commented 5 months ago

Good information, it would have helped if you added the side to the debug prints. But it does seem like IB first populates the book using inserts and then updates the elements.

There are two ways how IB can add (or remove) an order to the book once it has been initialized with inserts:

  1. Update the order at the correct index based on price, then update all indices after that one
  2. Insert at an index and delete at the end

It seems IB is using only the method 1. I'm surprised they did it like this is as it's inefficient to update the whole book when orders are mostly removed from the top of the book. In theory we should get delete operations in case of less traded stocks, when there are less entries in the book than the client requested. In this case when an order is removed, IB must call delete for one of the entries.

The code has two places where it deletes the depth data: when a request starts (to remove any old data), and also when a request ends (to remove any old data). It is a bit redundant two delete it twice, but with at least using a regular dict, we can still accept updates to the deleted data and it'll just write data in the background we ignore.

I only found one place for the reset, where we receive errorCode==317 from IB. It seems that IB must be still sending market depth data after it sent this error code.

This is what their documentation says: 317 Market depth data has been RESET. Please empty deep book contents before applying any new entries.

The internal flag for marketDepthRequestActive etc. sounds like a good idea.

lkaino commented 5 months ago

I think just implementing the flag should fix this issue (for now).

lkaino commented 4 months ago

Thank you! I appreciate the effort you put into this. Even the commit message is top notch. This library is in good hands. I can help in future (if I can find the time).