From 55356ff56da4761a10b491706bacca44c9a9fe1c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Javier=20Rodr=C3=ADguez=20Chatruc?= Date: Tue, 17 Mar 2020 15:40:23 -0300 Subject: [PATCH 1/8] Added global test --- backtester/test/backtester/test_backtester.py | 103 +- .../backtester/test_data/test_data_stocks.csv | 1057 +++++++++++++++++ backtester/test/conftest.py | 22 + 3 files changed, 1147 insertions(+), 35 deletions(-) create mode 100644 backtester/test/backtester/test_data/test_data_stocks.csv create mode 100644 backtester/test/conftest.py diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py index 811325a..5ccf014 100644 --- a/backtester/test/backtester/test_backtester.py +++ b/backtester/test/backtester/test_backtester.py @@ -1,61 +1,94 @@ import numpy as np -from backtester.datahandler import HistoricalOptionsData +from backtester.enums import Stock from backtester.strategy import Strategy, StrategyLeg -from backtester.option import Type, Direction +from backtester.enums import Type, Direction from backtester import Backtest -def test_backtest(): - tl_short = run_backtest(Direction.SELL) +def test_backtest(sample_datahandler_stocks, sample_datahandler_options): + tl_long, balance_long = run_backtest(sample_datahandler_stocks, sample_datahandler_options, Direction.BUY) - leg_1_costs = tl_short['leg_1']['cost'] - leg_2_costs = tl_short['leg_2']['cost'] - total_costs = tl_short['totals']['cost'] - dates = tl_short['totals']['date'].dt.strftime("%Y-%m-%d") - - # We test with np.isclose instead of true equality because of possible floating point inaccuracies. - tol = 0.000001 - - assert ((np.isclose(leg_1_costs, [-184140.0, -137170.0, 183980.0, 136510.0], atol=tol)).all()) - assert ((np.isclose(leg_2_costs, [-5.0, -30.0, 10.0, 5.0], atol=tol)).all()) - assert ((np.isclose(total_costs, [-184145.0, -137200.0, 183990.0, 136515.0], atol=tol)).all()) - assert ((dates == ['2017-02-17', '2017-03-17', '2017-04-19', '2017-05-17']).all()) - - tl_long = run_backtest(Direction.BUY) + last_day_balance_long = balance_long.iloc[-1].values leg_1_costs = tl_long['leg_1']['cost'] leg_2_costs = tl_long['leg_2']['cost'] total_costs = tl_long['totals']['cost'] dates = tl_long['totals']['date'].dt.strftime("%Y-%m-%d") - assert ((np.isclose(leg_1_costs, [196880.0, 184580.0, -208220.0, 137620.0, -183540.0, -135750.0], atol=tol)).all()) - assert ((np.isclose(leg_2_costs, [25.0, 50.0, -0.0, 85.0, -0.0, -0.0], atol=tol)).all()) - assert ((np.isclose(total_costs, [196905.0, 184630.0, -208220.0, 137705.0, -183540.0, -135750.0], atol=tol)).all()) - assert ((dates == ['2017-01-13', '2017-02-17', '2017-03-15', '2017-03-17', '2017-04-19', '2017-05-17']).all()) + # We test with np.isclose instead of true equality because of possible floating point inaccuracies. + tol = 0.000001 + + assert (np.isclose(last_day_balance_long, [ + 1.001336e+06, 507298.034603, 201228.973492, 49853.700558, 242954.82254999998, 0.0, 0.0, 0.0, 16415.0, 0.0, + 494037.49659999995, -0.004165, 1.001336 + ], + atol=tol)).all() + + assert (np.isclose(leg_1_costs, [195010.0, -197060.0, 189250.0, -185650.0], atol=tol)).all() + assert (np.isclose(leg_2_costs, [5.0, 0.0, 40.0, 0.0], atol=tol)).all() + assert (np.isclose(total_costs, [195015.0, -197060.0, 189290.0, -185650.0], atol=tol)).all() + assert (dates == ['2017-01-03', '2017-02-01', '2017-03-01', '2017-04-03']).all() + + tl_short, balance_short = run_backtest(sample_datahandler_stocks, sample_datahandler_options, Direction.SELL) + + last_day_balance_short = balance_short.iloc[-1].values + + leg_1_costs = tl_short['leg_1']['cost'] + leg_2_costs = tl_short['leg_2']['cost'] + total_costs = tl_short['totals']['cost'] + dates = tl_short['totals']['date'].dt.strftime("%Y-%m-%d") + + assert (np.isclose(last_day_balance_short, [ + 1010305.1222639999, 511978.532206, 202876.70306, 50312.368716, 245137.518282, 0.0, 0.0, 0.0, 16562.0, 0.0, + 498326.590058, -0.004166, 1.010305 + ], + atol=tol)).all() + + assert (np.isclose(leg_1_costs, [-188980.0, 186060.0], atol=tol)).all() + assert (np.isclose(leg_2_costs, [-5.0, 10.0], atol=tol)).all() + assert (np.isclose(total_costs, [-188985.0, 186070.0], atol=tol)).all() + assert (dates == ['2017-03-01', '2017-04-03']).all() -def run_backtest(direction): - data = HistoricalOptionsData("backtester/test/backtester/test_data/test_data.csv") - schema = data.schema +def run_backtest(stock_data, options_data, direction): + schema = options_data.schema + test_strat = strategy(direction, schema) + stocks = portfolio() + bt = Backtest({'stocks': 0.50, 'options': 0.50, 'cash': 0}) + bt.stocks = stocks + bt.options_strategy = test_strat + bt.options_data = options_data + bt.stocks_data = stock_data + + bt.run(rebalance_freq=1) + return bt.trade_log, bt.balance + + +def strategy(direction, schema): test_strat = Strategy(schema) leg1 = StrategyLeg("leg_1", schema, option_type=Type.CALL, direction=direction) + leg1.entry_filter = ((schema.contract == "SPX170317C00300000") & + (schema.dte == 73)) | ((schema.contract == 'SPX170421C00500000') & (schema.dte == 51)) - leg1.entry_filter = (schema.dte == 63) - leg1.exit_filter = (schema.dte <= 2) + leg1.exit_filter = (schema.dte == 44) | (schema.dte == 18) leg2 = StrategyLeg("leg_2", schema, option_type=Type.PUT, direction=direction) + leg2.entry_filter = ((schema.contract == 'SPX170317P00300000') & + (schema.dte == 73)) | ((schema.contract == 'SPX170421P01375000') & (schema.dte == 51)) - leg2.entry_filter = (schema.dte == 63) - leg2.exit_filter = (schema.dte <= 2) + leg2.exit_filter = (schema.dte == 44) | (schema.dte == 18) test_strat.add_legs([leg1, leg2]) - bt = Backtest() - bt.strategy = test_strat - bt.data = data - bt.stop_if_broke = False + return test_strat - bt.run(monthly=False) - return bt.trade_log + +def portfolio(): + VOO = Stock('VOO', 0.4) + TUR = Stock('TUR', 0.1) + RSX = Stock('RSX', 0.5) + + stocks = [VOO, TUR, RSX] + return stocks diff --git a/backtester/test/backtester/test_data/test_data_stocks.csv b/backtester/test/backtester/test_data/test_data_stocks.csv new file mode 100644 index 0000000..e4878e5 --- /dev/null +++ b/backtester/test/backtester/test_data/test_data_stocks.csv @@ -0,0 +1,1057 @@ +symbol,date,close,high,low,open,volume,adjClose,adjHigh,adjLow,adjOpen,adjVolume,divCash,splitFactor +VOO,2017-01-03,206.74,207.33,205.56,206.68,4750181,194.997817873,195.5543077277,193.8848381638,194.9412256844,4750181,0.0,1.0 +VOO,2017-01-04,207.96,208.18,207.12,207.2,4622614,196.148525708,196.3560303996,195.3562350675,195.431691319,4622614,0.0,1.0 +VOO,2017-01-05,207.8,208.04,207.013,207.75,2772065,195.99761320509998,196.2239819595,195.2553123312,195.9504530479,2772065,0.0,1.0 +VOO,2017-01-06,208.61,209.09,207.4,207.99,2194576,196.7616077513,197.21434526009998,195.6203319477,196.1768218023,2194576,0.0,1.0 +VOO,2017-01-09,207.95,208.48,207.885,208.34,1705181,196.1390936766,196.63899134259998,196.0777854723,196.5069429025,1705181,0.0,1.0 +VOO,2017-01-10,207.92,208.82,207.51,207.9,2189422,196.1107975823,196.9596804114,195.7240842935,196.0919335194,2189422,0.0,1.0 +VOO,2017-01-11,208.51,208.51,207.12,207.84,5678042,196.66728743689998,196.66728743689998,195.3562350675,196.0353413308,5678042,0.0,1.0 +VOO,2017-01-12,208.05,208.19,206.54,207.97,3244560,196.2334139909,196.365462431,194.8091772444,196.1579577395,3244560,0.0,1.0 +VOO,2017-01-13,208.46,208.78,208.13,208.18,2822744,196.6201272797,196.9219522856,196.30887024240002,196.3560303996,2822744,0.0,1.0 +VOO,2017-01-17,207.72,208.21,207.33,207.79,1690053,195.9221569536,196.3843264939,195.5543077277,195.9881811736,1690053,0.0,1.0 +VOO,2017-01-18,208.16,208.22,207.42,208.01,1980477,196.3371663367,196.3937585253,195.63919601060002,196.1956858652,1980477,0.0,1.0 +VOO,2017-01-19,207.46,208.43,206.97,208.27,1666905,195.67692413630002,196.5918311854,195.21475459599998,196.4409186825,1666905,0.0,1.0 +VOO,2017-01-20,208.13,208.7,207.56,208.14,2082660,196.30887024240002,196.8464960342,195.7712444507,196.31830227380001,2082660,0.0,1.0 +VOO,2017-01-23,207.65,208.21,206.83,207.84,4586616,195.8561327336,196.3843264939,195.0827061559,196.0353413308,4586616,0.0,1.0 +VOO,2017-01-24,208.97,209.4,207.7479,207.86,1940125,197.10116088290002,197.5067382346,195.94847232130002,196.0542053937,1940125,0.0,1.0 +VOO,2017-01-25,210.71,210.77,209.79,209.98,2872970,198.7423343525,198.7989265411,197.87458746049998,198.05379605779999,2872970,0.0,1.0 +VOO,2017-01-26,210.55,210.9,210.25,210.65,2485086,198.5914218495,198.9215429497,198.30846090650002,198.6857421639,2485086,0.0,1.0 +VOO,2017-01-27,210.25,210.7579,210.03,210.65,1428164,198.30846090650002,198.78751378299998,198.1009562149,198.6857421639,1428164,0.0,1.0 +VOO,2017-01-30,208.98,209.52,207.88,209.48,2782355,197.1105929143,197.6199226118,196.0730694566,197.582194486,2782355,0.0,1.0 +VOO,2017-01-31,208.97,208.97,207.79,208.34,3787144,197.10116088290002,197.10116088290002,195.9881811736,196.5069429025,3787144,0.0,1.0 +VOO,2017-02-01,209.0,209.86,208.37,209.62,2698826,197.12945697720002,197.94061168049998,196.5352389968,197.7142429261,2698826,0.0,1.0 +VOO,2017-02-02,209.09,209.4,208.23,208.59,1661322,197.21434526009998,197.5067382346,196.4031905568,196.7427436884,1661322,0.0,1.0 +VOO,2017-02-03,210.64,210.73,209.77,210.08,4264496,198.6763101324,198.7611984153,197.85572339759997,198.1481163721,4264496,0.0,1.0 +VOO,2017-02-06,210.2,210.5425,209.84,210.12,1345575,198.2613007493,198.5843478259,197.9217476177,198.1858444978,1345575,0.0,1.0 +VOO,2017-02-07,210.25,210.8368,209.99,210.65,1194607,198.30846090650002,198.861932511,198.06322808919998,198.6857421639,1194607,0.0,1.0 +VOO,2017-02-08,210.52,210.61,209.63,209.89,1096151,198.5631257552,198.6480140381,197.7236749576,197.9689077748,1096151,0.0,1.0 +VOO,2017-02-09,211.72,212.0432,210.74,210.78,1237378,199.6949695273,199.99981278330003,198.7706304468,198.8083585725,1237378,0.0,1.0 +VOO,2017-02-10,212.57,212.8,212.01,212.13,1412364,200.49669219919997,200.7136289222,199.96849843889999,200.0816828161,1412364,0.0,1.0 +VOO,2017-02-13,213.7,214.0,213.07,213.11,1756259,201.5625117513,201.84547269439997,200.968293771,201.0060218967,1756259,0.0,1.0 +VOO,2017-02-14,214.59,214.59,213.16,213.55,2528144,202.40196254900002,202.40196254900002,201.0531820539,201.4210312798,2528144,0.0,1.0 +VOO,2017-02-15,215.68,215.89,214.31,214.34,2050241,203.43005397529998,203.6281266354,202.1378656688,202.1661617631,2050241,0.0,1.0 +VOO,2017-02-16,215.51,215.9,214.73,215.74,1920430,203.2697094409,203.6375586669,202.5340109891,203.4866461639,1920430,0.0,1.0 +VOO,2017-02-17,215.84,215.84,214.7938,214.84,1452593,203.5809664783,203.5809664783,202.5941873496,202.63776333479998,1452593,0.0,1.0 +VOO,2017-02-21,217.11,217.32,216.2475,216.32,1893172,204.7788344704,204.9769071305,203.96532175919998,204.03370398709998,1893172,0.0,1.0 +VOO,2017-02-22,217.01,217.19,216.55,216.72,1471519,204.6845141561,204.85429072189999,204.2506407101,204.4109852445,1471519,0.0,1.0 +VOO,2017-02-23,217.13,217.54,216.3,217.54,1717171,204.7976985333,205.1844118221,204.01483992419998,205.1844118221,1717171,0.0,1.0 +VOO,2017-02-24,217.39,217.42,216.16,216.22,1637987,205.0429313506,205.07122744490002,203.88279148419997,203.93938367279998,1637987,0.0,1.0 +VOO,2017-02-27,217.71,217.8956,217.02,217.32,1942241,205.34475635650003,205.5198148599,204.6939461875,204.9769071305,1942241,0.0,1.0 +VOO,2017-02-28,217.07,217.58,216.72,217.34,2181041,204.7411063447,205.22213994779997,204.4109852445,204.9957711934,2181041,0.0,1.0 +VOO,2017-03-01,220.15,220.66,218.87,218.9,3325472,207.6461720265,208.12720562959998,206.4388720029,206.46716809720002,3325472,0.0,1.0 +VOO,2017-03-02,218.86,220.02,218.75,219.99,1657102,206.4294399714,207.52355561779999,206.3256876257,207.49525952349998,1657102,0.0,1.0 +VOO,2017-03-03,218.98,219.09,218.308,218.7,1765867,206.54262434860001,206.64637669439998,205.9087918363,206.2785274685,1765867,0.0,1.0 +VOO,2017-03-06,218.3,218.648,217.63,218.07,1530991,205.90124621110002,206.229480905,205.269300105,205.6843094881,1530991,0.0,1.0 +VOO,2017-03-07,217.64,218.33,217.42,217.98,1743154,205.27873213639998,205.92954230540002,205.07122744490002,205.5994212052,1743154,0.0,1.0 +VOO,2017-03-08,217.18,218.2,217.07,217.95,1784358,204.8448586905,205.8069258968,204.7411063447,205.5711251109,1784358,0.0,1.0 +VOO,2017-03-09,217.41,217.836,216.4602,217.33,1636234,205.0617954135,205.4635999526,204.1659410678,204.986339162,1636234,0.0,1.0 +VOO,2017-03-10,218.17,218.56,217.26,218.55,1819935,205.7786298025,206.1464790284,204.9203149419,206.137046997,1819935,0.0,1.0 +VOO,2017-03-13,218.3,218.41,217.86,218.18,1388168,205.90124621110002,206.00499855689998,205.486236828,205.7880618339,1388168,0.0,1.0 +VOO,2017-03-14,217.56,217.81,216.89,217.77,1428401,205.203275885,205.4390766708,204.5713297789,205.40134854509998,1428401,0.0,1.0 +VOO,2017-03-15,219.37,219.85,217.87,218.13,3358849,206.9104735746,207.3632110834,205.49566885939998,205.7409016767,3358849,0.0,1.0 +VOO,2017-03-16,219.0,219.65,218.651,219.61,1710910,206.56148841150002,207.17457045470002,206.2323105145,207.13684232900002,1710910,0.0,1.0 +VOO,2017-03-17,218.56,219.44,218.56,219.3,1588569,206.1464790284,206.9764977946,206.1464790284,206.8444493545,1588569,0.0,1.0 +VOO,2017-03-20,218.3327,218.89,217.9795,218.59,1035933,205.9320889539,206.4577360657,205.5989496036,206.1747751227,1035933,0.0,1.0 +VOO,2017-03-21,215.58,219.13,215.41,219.0,3468676,203.33573366099998,206.6841048202,203.1753891266,206.56148841150002,3468676,0.0,1.0 +VOO,2017-03-22,215.02,215.3448,213.95,214.58,2600312,203.74885663779997,204.05663093150002,202.7349450175,203.3319210182,2600312,0.998,1.0 +VOO,2017-03-23,214.8,216.0249,214.44,214.8,2436713,203.540388828,204.701080738,203.19925968470002,203.540388828,2436713,0.0,1.0 +VOO,2017-03-24,214.73,215.77,213.88,215.14,2647642,203.4740581613,204.459542353,202.6686143507,203.86256635220002,2647642,0.0,1.0 +VOO,2017-03-27,214.38,214.72,212.62,212.87,2082864,203.1424048275,203.4645823517,201.47466234919997,201.71155758759997,2082864,0.0,1.0 +VOO,2017-03-28,215.97,216.46,214.05,214.16,3057247,204.6490585437,205.1133732109,202.8297031128,202.9339370177,3057247,0.0,1.0 +VOO,2017-03-29,216.29,216.47,215.48,215.72,1748673,204.95228444880001,205.12284902049998,204.1847438764,204.4121633053,1748673,0.0,1.0 +VOO,2017-03-30,216.87,217.13,215.98,216.17,2494842,205.5018814019,205.7482524498,204.6585343532,204.8385747344,2494842,0.0,1.0 +VOO,2017-03-31,216.35,217.1097,216.35,216.56,1331402,205.0091393061,205.72901655650003,205.0091393061,205.2081313063,1331402,0.0,1.0 +VOO,2017-04-03,216.08,216.69,214.74,216.51,2843874,204.7532924486,205.33131683029998,203.4835339708,205.1607522586,2843874,0.0,1.0 +VOO,2017-04-04,216.2,216.25,215.33,215.71,2481598,204.867002163,204.9143812107,204.0426067334,204.40268749580002,2481598,0.0,1.0 +VOO,2017-04-05,215.54,217.93,215.34,216.89,2311797,204.2415987337,206.5063172127,204.0520825429,205.520833021,2311797,0.0,1.0 +VOO,2017-04-06,216.1,216.6834,215.22,215.71,1635457,204.7722440677,205.325062796,203.93837282849998,204.40268749580002,1635457,0.0,1.0 +VOO,2017-04-07,215.91,216.64,215.4,215.86,1835945,204.59220368650003,205.2839377826,204.1089374002,204.5448246388,1835945,0.0,1.0 +VOO,2017-04-10,216.06,216.88,215.5,216.06,1311885,204.7343408295,205.5113572114,204.2036954955,204.7343408295,1311885,0.0,1.0 +VOO,2017-04-11,215.79,215.88,214.25,215.63,1787316,204.478493972,204.5637762579,203.0192193035,204.3268810195,1787316,0.0,1.0 +VOO,2017-04-12,214.9,215.6899,214.62,215.49,2002741,203.63514692340001,204.3836411186,203.3698242564,204.194219686,2002741,0.0,1.0 +VOO,2017-04-13,213.47,215.24,213.47,214.5,1806823,202.2801061598,203.95732444759997,202.2801061598,203.2561145419,1806823,0.0,1.0 +VOO,2017-04-17,215.34,215.35,213.8,214.0,1746903,204.0520825429,204.0615583525,202.5928078744,202.78232406509997,1746903,0.0,1.0 +VOO,2017-04-18,214.75,215.24,213.9775,214.55,2696140,203.49300978029999,203.95732444759997,202.7610034937,203.30349358959998,2696140,0.0,1.0 +VOO,2017-04-19,214.28,215.7,214.06,215.31,2032384,203.0476467322,204.39321168619998,202.8391789224,204.0236551143,2032384,0.0,1.0 +VOO,2017-04-20,216.03,216.5,214.62,214.98,2734329,204.7059134009,205.1512764491,203.3698242564,203.7109533997,2734329,0.0,1.0 +VOO,2017-04-21,215.4,216.02,214.93,215.97,2594355,204.1089374002,204.69643759139998,203.663574352,204.6490585437,2594355,0.0,1.0 +VOO,2017-04-24,217.7,217.95,217.2299,217.75,2366350,206.2883735934,206.5252688318,205.8429157871,206.33575264110002,2366350,0.0,1.0 +VOO,2017-04-25,219.01,219.36,218.29,218.41,1745507,207.5297046426,207.8613579763,206.84744635599998,206.96115607040002,1745507,0.0,1.0 +VOO,2017-04-26,218.85,219.8979,218.81,218.96,2824460,207.37809169,208.37106177119998,207.3401884518,207.4823255949,2824460,0.0,1.0 +VOO,2017-04-27,219.02,219.3567,218.47,219.2,1154178,207.5391804521,207.85823095919997,207.0180109276,207.70974502369998,1154178,0.0,1.0 +VOO,2017-04-28,218.6,219.3399,218.43,219.33,1257631,207.1411964516,207.8423115991,206.98010768950002,207.83293054770002,1257631,0.0,1.0 +VOO,2017-05-01,219.13,219.5729,218.65,219.16,1506653,207.643414357,208.0630979613,207.18857549930001,207.6718417856,1506653,0.0,1.0 +VOO,2017-05-02,219.2,219.38,218.77,219.29,2573012,207.70974502369998,207.8803095954,207.3022852137,207.7950273096,2573012,0.0,1.0 +VOO,2017-05-03,218.98,219.17,218.24,218.78,1654565,207.50127721400003,207.68131759509998,206.80006730830002,207.3117610232,1654565,0.0,1.0 +VOO,2017-05-04,219.18,219.35,218.3098,219.27,1439117,207.6907934047,207.8518821668,206.8662084589,207.7760756905,1439117,0.0,1.0 +VOO,2017-05-05,220.06,220.06,219.12,219.56,1729796,208.5246646438,208.5246646438,207.6339385475,208.05087416700002,1729796,0.0,1.0 +VOO,2017-05-08,220.07,220.25,219.57,220.13,2225028,208.5341404534,208.704705025,208.0603499766,208.59099531060002,2225028,0.0,1.0 +VOO,2017-05-09,219.79,220.4857,219.44,220.29,1637189,208.2688177864,208.92804985580003,207.93716445259997,208.7426082631,1637189,0.0,1.0 +VOO,2017-05-10,220.2,220.22,219.55,219.76,1067300,208.6573259773,208.67627759639998,208.0413983575,208.2403903577,1067300,0.0,1.0 +VOO,2017-05-11,219.75,219.93,218.62,219.74,1855740,208.2309145482,208.40147911990002,207.1601480707,208.2214387387,1855740,0.0,1.0 +VOO,2017-05-12,219.41,219.6,219.12,219.5,1056500,207.908737024,208.0887774052,207.6339385475,207.9940193098,1056500,0.0,1.0 +VOO,2017-05-15,220.52,220.72,219.83,219.88,1441038,208.9605518825,209.1500680732,208.3067210245,208.35410007220003,1441038,0.0,1.0 +VOO,2017-05-16,220.48,220.94,220.0,220.88,2452545,208.9226486443,209.358535883,208.4678097866,209.3016810257,2452545,0.0,1.0 +VOO,2017-05-17,216.57,219.07,216.42,218.61,3507715,205.2176071158,207.5865594998,205.0754699728,207.1506722611,3507715,0.0,1.0 +VOO,2017-05-18,217.36,218.24,216.1301,216.33,2894833,205.96619606919998,206.80006730830002,204.80076625439997,204.990187687,2894833,0.0,1.0 +VOO,2017-05-19,218.71,219.4679,217.825,217.88,2436492,207.2454303565,207.9636019612,206.4068212126,206.458938165,2436492,0.0,1.0 +TUR,2017-01-03,31.41,31.61,31.3,31.61,769510,28.4375888322,28.6186623045,28.3379984224,28.6186623045,769510,0.0,1.0 +TUR,2017-01-04,31.46,31.46,31.2,31.28,340208,28.482857200300003,28.482857200300003,28.247461686199998,28.3198910752,340208,0.0,1.0 +TUR,2017-01-05,31.33,31.36,30.9,31.01,729530,28.365159443200003,28.3923204641,27.9758514777,28.0754418875,729530,0.0,1.0 +TUR,2017-01-06,31.02,31.28,31.02,31.18,243982,28.084495561100002,28.3198910752,28.084495561100002,28.229354339,243982,0.0,1.0 +TUR,2017-01-09,30.62,30.74,30.41,30.49,298368,27.722348616399998,27.8309926998,27.5322214704,27.6046508594,298368,0.0,1.0 +TUR,2017-01-10,30.0,30.28,30.0,30.23,708775,27.161020852100002,27.4145237134,27.161020852100002,27.3692553453,708775,0.0,1.0 +TUR,2017-01-11,29.96,29.99,28.98,29.33,1292448,27.1248061577,27.151967178499998,26.237546143200003,26.5544247198,1292448,0.0,1.0 +TUR,2017-01-12,31.68,31.74,31.34,31.34,1252215,28.6820380199,28.7363600616,28.374213116900002,28.374213116900002,1252215,0.0,1.0 +TUR,2017-01-13,32.57,32.57,31.5,31.65,929015,29.4878149718,29.4878149718,28.519071894699998,28.654876999000006,929015,0.0,1.0 +TUR,2017-01-17,32.24,32.29,31.97,32.11,778686,29.1890437424,29.234312110500003,28.944594554800002,29.0713459854,778686,0.0,1.0 +TUR,2017-01-18,32.17,32.37,32.0303,32.16,1265242,29.1256680271,29.3067414995,28.9991882067,29.116614353499997,1265242,0.0,1.0 +TUR,2017-01-19,31.55,31.69,31.4,31.57,362610,28.564340262800002,28.6910916935,28.428535158600006,28.5824476101,362610,0.0,1.0 +TUR,2017-01-20,32.39,32.4,31.93,31.95,545336,29.3248488467,29.3339025203,28.908379860300002,28.9264872075,545336,0.0,1.0 +TUR,2017-01-23,32.76,32.83,32.22,32.31,715477,29.6598347705,29.7232104859,29.1709363952,29.2524194577,715477,0.0,1.0 +TUR,2017-01-24,32.83,33.06,32.8214,32.89,394686,29.7232104859,29.931444979000002,29.715424326500006,29.777532527600002,394686,0.0,1.0 +TUR,2017-01-25,32.09,32.11,31.75,31.82,727668,29.053238638200003,29.0713459854,28.7454137352,28.8087894505,727668,0.0,1.0 +TUR,2017-01-26,31.95,32.19,31.9,32.01,208042,28.9264872075,29.1437753743,28.8812188394,28.9808092492,208042,0.0,1.0 +TUR,2017-01-27,32.0,32.05,31.8,31.92,169141,28.9717555756,29.0170239437,28.7906821033,28.8993261867,169141,0.0,1.0 +TUR,2017-01-30,33.6,33.67,33.05,33.29,792756,30.4203433544,30.483719069699998,29.922391305399998,30.139679472199997,792756,0.0,1.0 +TUR,2017-01-31,33.61,33.75,33.47,33.73,300296,30.429397028,30.556148458600006,30.302645597399998,30.5380411114,300296,0.0,1.0 +TUR,2017-02-01,33.78,33.89,33.56,33.77,335291,30.5833094795,30.6828998893,30.384128659899996,30.574255805900002,335291,0.0,1.0 +TUR,2017-02-02,34.38,34.5,34.22,34.33,368214,31.1265298965,31.23517398,30.9816711187,31.0812615285,368214,0.0,1.0 +TUR,2017-02-03,35.17,35.34,34.93,34.96,956937,31.8417701123,31.995682563800006,31.6244819455,31.651642966399997,956937,0.0,1.0 +TUR,2017-02-06,34.82,35.01,34.6918,35.01,280813,31.5248915357,31.6969113344,31.408823439899997,31.6969113344,280813,0.0,1.0 +TUR,2017-02-07,34.23,34.3899,34.11,34.33,338618,30.9907247923,31.135493033400003,30.8820807089,31.0812615285,338618,0.0,1.0 +TUR,2017-02-08,34.95,35.15,34.7,34.72,379667,31.6425892927,31.823662765100003,31.4162474523,31.4343547995,379667,0.0,1.0 +TUR,2017-02-09,35.47,35.54,35.31,35.45,435312,32.1133803208,32.1767560362,31.968521543,32.095272973600004,435312,0.0,1.0 +TUR,2017-02-10,34.97,35.05,34.56,34.8,399209,31.66069664,31.7331260289,31.2894960217,31.5067841885,399209,0.0,1.0 +TUR,2017-02-13,35.5,35.55,35.3101,35.42,375674,32.1405413417,32.1858097098,31.968612079699998,32.0681119528,375674,0.0,1.0 +TUR,2017-02-14,35.48,35.6,35.04,35.56,533090,32.1224339945,32.2310780779,31.724072355300002,32.194863383400005,533090,0.0,1.0 +TUR,2017-02-15,35.55,35.64,34.96,35.04,618913,32.1858097098,32.2672927723,31.651642966399997,31.724072355300002,618913,0.0,1.0 +TUR,2017-02-16,35.27,35.56,35.24,35.45,560524,31.932306848499998,32.194863383400005,31.905145827600002,32.095272973600004,560524,0.0,1.0 +TUR,2017-02-17,36.06,36.14,35.7301,35.8,346988,32.6475470643,32.719976453200005,32.348866371599996,32.4121515502,346988,0.0,1.0 +TUR,2017-02-21,36.24,36.299,35.975,36.05,208163,32.8105131894,32.8639298637,32.570590838499996,32.6384933906,208163,0.0,1.0 +TUR,2017-02-22,36.46,36.5,35.95,36.22,347618,33.009694009,33.0459087034,32.5479566545,32.7924058421,347618,0.0,1.0 +TUR,2017-02-23,36.7,36.82,36.63,36.74,334416,33.226982175799996,33.3356262592,33.1636064605,33.2631968702,334416,0.0,1.0 +TUR,2017-02-24,35.95,36.2,35.89,36.13,328845,32.5479566545,32.774298494899995,32.4936346128,32.7109227796,328845,0.0,1.0 +TUR,2017-02-27,35.64,36.0,35.61,35.95,231613,32.2672927723,32.5932250226,32.2401317515,32.5479566545,231613,0.0,1.0 +TUR,2017-02-28,35.14,35.56,35.1,35.55,268095,31.8146090915,32.194863383400005,31.778394397,32.1858097098,268095,0.0,1.0 +TUR,2017-03-01,35.9,36.0399,35.58,35.58,302041,32.5026882864,32.629349180300004,32.2129707306,32.2129707306,302041,0.0,1.0 +TUR,2017-03-02,35.17,35.6,35.1388,35.51,480148,31.8417701123,32.2310780779,31.8135226506,32.1495950153,480148,0.0,1.0 +TUR,2017-03-03,35.61,35.63,35.11,35.22,334195,32.2401317515,32.258239098699995,31.7874480706,31.8870384804,334195,0.0,1.0 +TUR,2017-03-06,35.99,36.14,35.88,36.03,612655,32.5841713489,32.719976453200005,32.4845809392,32.6203860434,612655,0.0,1.0 +TUR,2017-03-07,36.29,36.31,36.14,36.14,236071,32.8557815575,32.873888904699996,32.719976453200005,32.719976453200005,236071,0.0,1.0 +TUR,2017-03-08,34.79,35.27,34.75,35.07,498017,31.4977305149,31.932306848499998,31.4615158204,31.7512333761,498017,0.0,1.0 +TUR,2017-03-09,34.36,34.93,34.16,34.92,370147,31.1084225493,31.6244819455,30.927349077,31.6154282719,370147,0.0,1.0 +TUR,2017-03-10,35.21,35.3,34.92,35.16,294144,31.877984806799997,31.9594678693,31.6154282719,31.8327164387,294144,0.0,1.0 +TUR,2017-03-13,35.11,35.2,34.85,34.85,280569,31.7874480706,31.8689311332,31.5520525566,31.5520525566,280569,0.0,1.0 +TUR,2017-03-14,34.92,34.99,34.8,34.96,305069,31.6154282719,31.6788039872,31.5067841885,31.651642966399997,305069,0.0,1.0 +TUR,2017-03-15,36.0,36.04,35.11,35.26,607448,32.5932250226,32.629439717,31.7874480706,31.923253174899997,607448,0.0,1.0 +TUR,2017-03-16,36.55,36.67,36.15,36.29,626374,33.0911770715,33.1998211549,32.7290301268,32.8557815575,626374,0.0,1.0 +TUR,2017-03-17,36.63,36.63,36.49,36.57,106371,33.1636064605,33.1636064605,33.0368550298,33.1092844187,106371,0.0,1.0 +TUR,2017-03-20,36.8315,36.88,36.45,36.52,178820,33.3460379838,33.3899483009,33.000640335300005,33.064016050700005,178820,0.0,1.0 +TUR,2017-03-21,36.29,37.02,36.2599,36.86,273904,32.8557815575,33.5166997315,32.8285299999,33.3718409537,273904,0.0,1.0 +TUR,2017-03-22,36.32,36.49,36.055,36.11,219541,32.882942578299996,33.0368550298,32.6430202275,32.6928154323,219541,0.0,1.0 +TUR,2017-03-23,36.14,36.39,36.03,36.31,344022,32.719976453200005,32.9463182936,32.6203860434,32.873888904699996,344022,0.0,1.0 +TUR,2017-03-24,36.73,36.825,36.3,36.3,349123,33.2541431966,33.340153096,32.8648352311,32.8648352311,349123,0.0,1.0 +TUR,2017-03-27,36.45,36.53,36.25,36.49,243416,33.000640335300005,33.0730697243,32.819566863,33.0368550298,243416,0.0,1.0 +TUR,2017-03-28,35.72,36.52,35.7,36.38,1021938,32.3397221613,33.064016050700005,32.321614814,32.93726462,1021938,0.0,1.0 +TUR,2017-03-29,35.88,35.94,35.59,35.93,501530,32.4845809392,32.538902980900005,32.2220244042,32.529849307199996,501530,0.0,1.0 +TUR,2017-03-30,35.82,36.1,35.82,36.02,335347,32.430258897399995,32.6837617587,32.430258897399995,32.6113323698,335347,0.0,1.0 +TUR,2017-03-31,35.8,35.97,35.73,35.88,300363,32.4121515502,32.5660640017,32.348775834899996,32.4845809392,300363,0.0,1.0 +TUR,2017-04-03,35.86,35.97,35.63,35.92,381326,32.4664735919,32.5660640017,32.258239098699995,32.5207956336,381326,0.0,1.0 +TUR,2017-04-04,35.57,35.77,35.42,35.73,261785,32.203917057,32.3849905294,32.0681119528,32.348775834899996,261785,0.0,1.0 +TUR,2017-04-05,35.41,35.715,35.41,35.64,775459,32.0590582791,32.3351953245,32.0590582791,32.2672927723,775459,0.0,1.0 +TUR,2017-04-06,35.32,35.53,35.23,35.48,107646,31.9775752166,32.1677023625,31.896092154,32.1224339945,107646,0.0,1.0 +TUR,2017-04-07,35.25,35.2899,35.1,35.23,426221,31.9141995013,31.950323659000002,31.778394397,31.896092154,426221,0.0,1.0 +TUR,2017-04-10,36.3,36.44,36.18,36.19,423021,32.8648352311,32.9915866617,32.7561911477,32.7652448213,423021,0.0,1.0 +TUR,2017-04-11,36.72,36.76,36.35,36.51,412031,33.245089523000004,33.2813042175,32.9101035992,33.054962376999995,412031,0.0,1.0 +TUR,2017-04-12,37.17,37.18,36.87,36.88,551784,33.6525048358,33.6615585094,33.3808946273,33.3899483009,551784,0.0,1.0 +TUR,2017-04-13,36.37,36.73,36.29,36.61,418125,32.9282109464,33.2541431966,32.8557815575,33.1454991132,418125,0.0,1.0 +TUR,2017-04-17,36.32,36.96,36.25,36.8,494893,32.882942578299996,33.4623776898,32.819566863,33.3175189119,494893,0.0,1.0 +TUR,2017-04-18,37.06,37.1,36.7,36.8,426477,33.552914426,33.589129120500004,33.226982175799996,33.3175189119,426477,0.0,1.0 +TUR,2017-04-19,36.53,36.9772,36.41,36.85,320426,33.0730697243,33.4779500084,32.964425640900004,33.36278728,320426,0.0,1.0 +TUR,2017-04-20,37.65,37.69,37.45,37.45,560304,34.0870811694,34.1232958639,33.9060076971,33.9060076971,560304,0.0,1.0 +TUR,2017-04-21,37.78,37.855,37.67,37.8,380652,34.2047789265,34.2726814786,34.105188516700004,34.2228862737,380652,0.0,1.0 +TUR,2017-04-24,39.26,39.3,38.65,38.75,637634,35.5447226218,35.5809373163,34.9924485312,35.0829852673,637634,0.0,1.0 +TUR,2017-04-25,39.47,39.53,38.87,38.98,411176,35.7348497678,35.7891718095,35.191629350700005,35.2912197605,411176,0.0,1.0 +TUR,2017-04-26,39.35,39.54,39.13,39.44,446782,35.6262056844,35.7982254831,35.4270248648,35.7076887469,446782,0.0,1.0 +TUR,2017-04-27,39.52,39.7896,39.38,39.73,316266,35.780118135900004,36.0242051766,35.6533667052,35.9702452818,316266,0.0,1.0 +TUR,2017-04-28,39.77,39.89,39.65,39.8,392497,36.0064599763,36.115104059699995,35.8978158929,36.033620997199996,392497,0.0,1.0 +TUR,2017-05-01,39.64,39.85,39.57,39.76,895722,35.8887622193,36.0788893652,35.825386504,35.9974063027,895722,0.0,1.0 +TUR,2017-05-02,39.87,40.03,39.74,39.85,453212,36.0969967125,36.2418554904,35.9792989555,36.0788893652,453212,0.0,1.0 +TUR,2017-05-03,39.48,39.7,39.355,39.53,457465,35.7439034414,35.943084260999996,35.6307325212,35.7891718095,457465,0.0,1.0 +TUR,2017-05-04,38.87,39.21,38.79,38.99,261983,35.191629350700005,35.4994542537,35.1191999618,35.3002734342,261983,0.0,1.0 +TUR,2017-05-05,39.7,39.705,39.06,39.06,287300,35.943084260999996,35.9476110978,35.3636491495,35.3636491495,287300,0.0,1.0 +TUR,2017-05-08,38.78,39.455,38.7406,39.45,268787,35.1101462882,35.721269257399996,35.0744748141,35.7167424206,268787,0.0,1.0 +TUR,2017-05-09,39.06,39.66,38.95,39.23,511817,35.3636491495,35.9068695665,35.2640587397,35.517561601,511817,0.0,1.0 +TUR,2017-05-10,40.09,40.11,39.77,39.77,382703,36.2961775321,36.3142848793,36.0064599763,36.0064599763,382703,0.0,1.0 +TUR,2017-05-11,39.65,39.945,39.41,39.85,315784,35.8978158929,36.1648992646,35.6805277261,36.0788893652,315784,0.0,1.0 +TUR,2017-05-12,39.57,39.69,39.44,39.63,182478,35.825386504,35.934030587399995,35.7076887469,35.879708545700005,182478,0.0,1.0 +TUR,2017-05-15,40.41,40.41,39.88,39.93,185100,36.585895087800004,36.585895087800004,36.1060503861,36.1513187542,185100,0.0,1.0 +TUR,2017-05-16,40.5,40.52,40.2,40.29,221672,36.6673781504,36.685485497600006,36.3957679419,36.4772510044,221672,0.0,1.0 +TUR,2017-05-17,39.6,40.04,39.6,39.92,201091,35.8525475248,36.250909164,35.8525475248,36.1422650806,201091,0.0,1.0 +TUR,2017-05-18,38.97,39.25,38.71,38.81,346173,35.2821660869,35.535668948200005,35.0467705729,35.137307309,346173,0.0,1.0 +TUR,2017-05-19,40.18,40.29,39.41,39.41,581223,36.3776605946,36.4772510044,35.6805277261,35.6805277261,581223,0.0,1.0 +RSX,2017-01-03,21.62,21.93,21.455,21.81,15898705,18.651536939,18.9189734076,18.5091917218,18.8154496133,15898705,0.0,1.0 +RSX,2017-01-04,21.76,21.82,21.55,21.57,8096706,18.772314699000002,18.8240765961,18.591148059000002,18.608402024700002,8096706,0.0,1.0 +RSX,2017-01-05,21.67,21.69,21.405,21.58,9250698,18.6946718533,18.711925819,18.4660568075,18.6170290075,9250698,0.0,1.0 +RSX,2017-01-06,21.52,21.65,21.5,21.55,5473716,18.5652671104,18.6774178875,18.5480131447,18.591148059000002,5473716,0.0,1.0 +RSX,2017-01-09,21.44,21.5499,21.37,21.41,7413704,18.4962512475,18.5910617891,18.4358623675,18.470370299000002,7413704,0.0,1.0 +RSX,2017-01-10,21.48,21.66,21.39,21.63,5300210,18.530759179,18.6860448704,18.4531163332,18.660163921800002,5300210,0.0,1.0 +RSX,2017-01-11,21.71,21.79,21.24,21.35,12932800,18.7291797847,18.7981956476,18.3237115904,18.4186084018,12932800,0.0,1.0 +RSX,2017-01-12,21.71,21.7505,21.635,21.67,5833126,18.7291797847,18.7641190653,18.6644774133,18.6946718533,5833126,0.0,1.0 +RSX,2017-01-13,21.45,21.485,21.35,21.36,7751121,18.5048782304,18.535072670399998,18.4186084018,18.4272353847,7751121,0.0,1.0 +RSX,2017-01-17,21.28,21.46,21.25,21.43,6317701,18.358219521800002,18.5135052132,18.332338573199998,18.4876242647,6317701,0.0,1.0 +RSX,2017-01-18,21.18,21.43,21.165,21.3,6613795,18.2719496932,18.4876242647,18.2590092189,18.3754734875,6613795,0.0,1.0 +RSX,2017-01-19,21.0,21.075,20.91,21.06,8870235,18.1166640018,18.1813663732,18.0390211561,18.1684258989,8870235,0.0,1.0 +RSX,2017-01-20,21.08,21.19,20.95,21.1,6871495,18.1856798646,18.280576676099997,18.0735290875,18.2029338304,6871495,0.0,1.0 +RSX,2017-01-23,21.17,21.1875,21.01,21.05,5669015,18.2633227104,18.2784199304,18.1252909846,18.159798916099998,5669015,0.0,1.0 +RSX,2017-01-24,21.43,21.52,21.389,21.41,6782047,18.4876242647,18.5652671104,18.4522536349,18.470370299000002,6782047,0.0,1.0 +RSX,2017-01-25,21.52,21.67,21.42,21.54,12197561,18.5652671104,18.6946718533,18.4789972818,18.582521076099997,12197561,0.0,1.0 +RSX,2017-01-26,21.54,21.65,21.48,21.59,9694712,18.582521076099997,18.6774178875,18.530759179,18.6256559904,9694712,0.0,1.0 +RSX,2017-01-27,22.08,22.185,21.945,22.07,17130771,19.0483781504,19.138961470399998,18.9319138819,19.0397511676,17130771,0.0,1.0 +RSX,2017-01-30,21.69,21.77,21.64,21.71,9445013,18.711925819,18.7809416818,18.6687909047,18.7291797847,9445013,0.0,1.0 +RSX,2017-01-31,21.38,21.63,21.24,21.58,10021334,18.4444893504,18.660163921800002,18.3237115904,18.6170290075,10021334,0.0,1.0 +RSX,2017-02-01,21.6,21.61,21.4,21.52,11542104,18.6342829733,18.6429099561,18.461743316099998,18.5652671104,11542104,0.0,1.0 +RSX,2017-02-02,21.77,22.0799,21.45,21.61,24759271,18.7809416818,19.0482918806,18.5048782304,18.6429099561,24759271,0.0,1.0 +RSX,2017-02-03,21.8,21.89,21.74,21.83,6186703,18.8068226304,18.884465476099997,18.7550607333,18.832703579,6186703,0.0,1.0 +RSX,2017-02-06,21.7,21.755,21.62,21.74,4938021,18.7205528018,18.7680012076,18.651536939,18.7550607333,4938021,0.0,1.0 +RSX,2017-02-07,21.57,21.695,21.56,21.62,4217974,18.608402024700002,18.7162393104,18.5997750418,18.651536939,4217974,0.0,1.0 +RSX,2017-02-08,21.46,21.54,21.355,21.46,7170955,18.5135052132,18.582521076099997,18.422921893199998,18.5135052132,7170955,0.0,1.0 +RSX,2017-02-09,21.48,21.5,21.42,21.45,3488010,18.530759179,18.5480131447,18.4789972818,18.5048782304,3488010,0.0,1.0 +RSX,2017-02-10,21.73,21.74,21.5,21.56,6949334,18.7464337504,18.7550607333,18.5480131447,18.5997750418,6949334,0.0,1.0 +RSX,2017-02-13,21.7,21.73,21.59,21.64,3070461,18.7205528018,18.7464337504,18.6256559904,18.6687909047,3070461,0.0,1.0 +RSX,2017-02-14,21.73,21.78,21.54,21.77,5545600,18.7464337504,18.7895686647,18.582521076099997,18.7809416818,5545600,0.0,1.0 +RSX,2017-02-15,21.62,21.71,21.57,21.62,7209385,18.651536939,18.7291797847,18.608402024700002,18.651536939,7209385,0.0,1.0 +RSX,2017-02-16,21.59,21.67,21.54,21.64,4925856,18.6256559904,18.6946718533,18.582521076099997,18.6687909047,4925856,0.0,1.0 +RSX,2017-02-17,21.22,21.34,21.11,21.32,9955996,18.3064576246,18.4099814189,18.2115608132,18.3927274532,9955996,0.0,1.0 +RSX,2017-02-21,21.45,21.47,21.29,21.41,9296268,18.5048782304,18.5221321961,18.3668465047,18.470370299000002,9296268,0.0,1.0 +RSX,2017-02-22,21.09,21.17,21.02,21.04,9390811,18.1943068475,18.2633227104,18.1339179675,18.1511719332,9390811,0.0,1.0 +RSX,2017-02-23,21.15,21.32,21.1,21.27,4446928,18.2460687446,18.3927274532,18.2029338304,18.3495925389,4446928,0.0,1.0 +RSX,2017-02-24,20.73,20.88,20.7,20.87,8709678,17.8837354646,18.0131402075,17.857854516,18.0045132246,8709678,0.0,1.0 +RSX,2017-02-27,20.59,20.81,20.58,20.81,5227599,17.7629577046,17.9527513275,17.7543307217,17.9527513275,5227599,0.0,1.0 +RSX,2017-02-28,20.17,20.41,20.135,20.39,13910723,17.4006244246,17.6076720132,17.3704299846,17.5904180474,13910723,0.0,1.0 +RSX,2017-03-01,20.58,20.59,20.43,20.45,10454233,17.7543307217,17.7629577046,17.624925978900002,17.6421799446,10454233,0.0,1.0 +RSX,2017-03-02,20.17,20.4674,20.16,20.36,9397352,17.4006244246,17.6571908948,17.3919974417,17.5645370989,9397352,0.0,1.0 +RSX,2017-03-03,20.56,20.6,20.28,20.32,8498723,17.737076756,17.7715846875,17.495521236,17.5300291674,8498723,0.0,1.0 +RSX,2017-03-06,20.35,20.58,20.3,20.57,8027701,17.555910116,17.7543307217,17.512775201700002,17.7457037389,8027701,0.0,1.0 +RSX,2017-03-07,20.08,20.225,20.05,20.2,9407595,17.3229815788,17.4480728303,17.2971006303,17.4265053731,9407595,0.0,1.0 +RSX,2017-03-08,19.57,20.09,19.57,20.06,10525469,16.8830054531,17.3316085617,16.8830054531,17.3057276131,10525469,0.0,1.0 +RSX,2017-03-09,19.34,19.4865,19.2,19.48,17671492,16.684584847300002,16.8109701462,16.5638070873,16.8053626074,17671492,0.0,1.0 +RSX,2017-03-10,19.5,19.56,19.42,19.54,9200745,16.8226165731,16.8743784702,16.7536007102,16.8571245045,9200745,0.0,1.0 +RSX,2017-03-13,19.89,19.925,19.66,19.68,10970611,17.1590689045,17.1892633445,16.960648298800002,16.9779022645,10970611,0.0,1.0 +RSX,2017-03-14,19.61,19.74,19.55,19.62,9201190,16.9175133845,17.0296641617,16.8657514874,16.9261403674,9201190,0.0,1.0 +RSX,2017-03-15,20.21,20.28,19.665,19.7,20415652,17.435132356,17.495521236,16.9649617902,16.9951562302,20415652,0.0,1.0 +RSX,2017-03-16,20.43,20.49,20.29,20.33,10949817,17.624925978900002,17.676687876,17.5041482189,17.5386561503,10949817,0.0,1.0 +RSX,2017-03-17,20.89,20.91,20.5,20.67,9848451,18.0217671903,18.0390211561,17.6853148589,17.8319735675,9848451,0.0,1.0 +RSX,2017-03-20,20.8592,20.88,20.67,20.69,10610087,17.995196083099998,18.0131402075,17.8319735675,17.8492275332,10610087,0.0,1.0 +RSX,2017-03-21,20.83,21.205,20.76,21.05,14800232,17.9700052932,18.2935171504,17.9096164132,18.159798916099998,14800232,0.0,1.0 +RSX,2017-03-22,20.9,20.935,20.54,20.63,7686976,18.030394173199998,18.0605886132,17.7198227903,17.797465636,7686976,0.0,1.0 +RSX,2017-03-23,20.82,20.92,20.72,20.79,5680910,17.9613783103,18.0476481389,17.8751084817,17.9354973618,5680910,0.0,1.0 +RSX,2017-03-24,20.95,20.98,20.83,20.94,5277584,18.0735290875,18.0994100361,17.9700052932,18.0649021046,5277584,0.0,1.0 +RSX,2017-03-27,20.74,20.805,20.51,20.58,6007564,17.8923624475,17.948437836,17.6939418417,17.7543307217,6007564,0.0,1.0 +RSX,2017-03-28,20.83,20.92,20.69,20.75,5436506,17.9700052932,18.0476481389,17.8492275332,17.9009894303,5436506,0.0,1.0 +RSX,2017-03-29,20.86,20.885,20.7,20.79,4507672,17.9958862418,18.017453698900002,17.857854516,17.9354973618,4507672,0.0,1.0 +RSX,2017-03-30,21.02,21.08,20.97,21.04,5461007,18.1339179675,18.1856798646,18.0907830532,18.1511719332,5461007,0.0,1.0 +RSX,2017-03-31,20.67,20.82,20.65,20.75,6274574,17.8319735675,17.9613783103,17.814719601700002,17.9009894303,6274574,0.0,1.0 +RSX,2017-04-03,20.93,20.94,20.74,20.76,5072889,18.056275121800002,18.0649021046,17.8923624475,17.9096164132,5072889,0.0,1.0 +RSX,2017-04-04,21.14,21.18,20.91,20.96,8265692,18.2374417618,18.2719496932,18.0390211561,18.082156070299998,8265692,0.0,1.0 +RSX,2017-04-05,21.3,21.51,21.28,21.41,10382967,18.3754734875,18.5566401275,18.358219521800002,18.470370299000002,10382967,0.0,1.0 +RSX,2017-04-06,21.28,21.4,21.27,21.32,4840431,18.358219521800002,18.461743316099998,18.3495925389,18.3927274532,4840431,0.0,1.0 +RSX,2017-04-07,20.6,20.79,20.58,20.71,15514706,17.7715846875,17.9354973618,17.7543307217,17.8664814989,15514706,0.0,1.0 +RSX,2017-04-10,20.1,20.24,20.09,20.21,12244630,17.3402355446,17.4610133046,17.3316085617,17.435132356,12244630,0.0,1.0 +RSX,2017-04-11,20.29,20.32,20.135,20.28,8250403,17.5041482189,17.5300291674,17.3704299846,17.495521236,8250403,0.0,1.0 +RSX,2017-04-12,19.98,20.18,19.75,20.17,25194252,17.2367117503,17.4092514074,17.0382911445,17.4006244246,25194252,0.0,1.0 +RSX,2017-04-13,20.06,20.2,20.02,20.05,7090711,17.3057276131,17.4265053731,17.2712196817,17.2971006303,7090711,0.0,1.0 +RSX,2017-04-17,20.34,20.38,20.11,20.12,7825427,17.5472831331,17.5817910646,17.3488625274,17.3574895103,7825427,0.0,1.0 +RSX,2017-04-18,20.01,20.2,19.98,20.11,8445772,17.262592698800002,17.4265053731,17.2367117503,17.3488625274,8445772,0.0,1.0 +RSX,2017-04-19,19.79,20.13,19.69,20.12,9953650,17.072799076,17.366116493099998,16.9865292474,17.3574895103,9953650,0.0,1.0 +RSX,2017-04-20,20.11,20.155,19.88,19.94,6663203,17.3488625274,17.3876839503,17.1504419217,17.2022038188,6663203,0.0,1.0 +RSX,2017-04-21,20.14,20.23,19.995,20.18,6097905,17.374743476,17.4523863217,17.2496522245,17.4092514074,6097905,0.0,1.0 +RSX,2017-04-24,20.62,20.67,20.51,20.54,10584206,17.7888386532,17.8319735675,17.6939418417,17.7198227903,10584206,0.0,1.0 +RSX,2017-04-25,20.8,20.825,20.67,20.75,5525407,17.9441243446,17.965691801800002,17.8319735675,17.9009894303,5525407,0.0,1.0 +RSX,2017-04-26,20.61,20.83,20.57,20.62,6696412,17.780211670299995,17.9700052932,17.7457037389,17.7888386532,6696412,0.0,1.0 +RSX,2017-04-27,20.82,20.82,20.55,20.7,8129919,17.9613783103,17.9613783103,17.728449773199998,17.857854516,8129919,0.0,1.0 +RSX,2017-04-28,20.88,20.9,20.795,20.82,7070832,18.0131402075,18.030394173199998,17.9398108532,17.9613783103,7070832,0.0,1.0 +RSX,2017-05-01,20.96,21.0,20.88,20.88,2586982,18.082156070299998,18.1166640018,18.0131402075,18.0131402075,2586982,0.0,1.0 +RSX,2017-05-02,20.8,21.05,20.77,21.03,7341473,17.9441243446,18.159798916099998,17.918243395999998,18.1425449503,7341473,0.0,1.0 +RSX,2017-05-03,20.41,20.59,20.4,20.53,8548974,17.6076720132,17.7629577046,17.5990450303,17.7111958074,8548974,0.0,1.0 +RSX,2017-05-04,20.0,20.35,19.97,20.33,10329752,17.253965716,17.555910116,17.2280847674,17.5386561503,10329752,0.0,1.0 +RSX,2017-05-05,20.32,20.32,19.965,19.97,8142464,17.5300291674,17.5300291674,17.223771276,17.2280847674,8142464,0.0,1.0 +RSX,2017-05-08,20.19,20.51,20.19,20.27,5989431,17.4178783903,17.6939418417,17.4178783903,17.4868942531,5989431,0.0,1.0 +RSX,2017-05-09,20.33,20.51,20.29,20.36,6756550,17.5386561503,17.6939418417,17.5041482189,17.5645370989,6756550,0.0,1.0 +RSX,2017-05-10,20.66,20.73,20.5,20.52,9000533,17.8233465846,17.8837354646,17.6853148589,17.7025688246,9000533,0.0,1.0 +RSX,2017-05-11,20.66,20.685,20.48,20.63,3675373,17.8233465846,17.8449140417,17.6680608932,17.797465636,3675373,0.0,1.0 +RSX,2017-05-12,20.46,20.51,20.35,20.48,5911904,17.6508069274,17.6939418417,17.555910116,17.6680608932,5911904,0.0,1.0 +RSX,2017-05-15,20.89,20.91,20.71,20.75,9206198,18.0217671903,18.0390211561,17.8664814989,17.9009894303,9206198,0.0,1.0 +RSX,2017-05-16,20.78,20.86,20.75,20.81,4902126,17.926870378900002,17.9958862418,17.9009894303,17.9527513275,4902126,0.0,1.0 +RSX,2017-05-17,20.42,20.71,20.42,20.6,9642976,17.616298995999998,17.8664814989,17.616298995999998,17.7715846875,9642976,0.0,1.0 +RSX,2017-05-18,20.08,20.22,19.9101,20.02,11947674,17.3229815788,17.4437593388,17.1764091401,17.2712196817,11947674,0.0,1.0 +RSX,2017-05-19,20.26,20.43,20.22,20.31,8915449,17.478267270299998,17.624925978900002,17.4437593388,17.5214021846,8915449,0.0,1.0 +EWY,2017-01-03,54.03,54.035,53.8,53.96,3059882,50.6642753183,50.6689638501,50.4486028525,50.5986358722,3059882,0.0,1.0 +EWY,2017-01-04,54.4,54.51,54.245,54.28,2253107,51.011226676199996,51.1143743772,50.8658821884,50.8987019114,2253107,0.0,1.0 +EWY,2017-01-05,54.94,55.07,54.66,54.73,2837613,51.517588117399995,51.6394899459,51.2550303331,51.3206697792,2837613,0.0,1.0 +EWY,2017-01-06,54.34,54.56,54.33,54.56,1695998,50.9549642938,51.1612596958,50.9455872301,51.1612596958,1695998,0.0,1.0 +EWY,2017-01-09,54.24,54.36,54.05,54.05,1467474,50.8611936565,50.9737184213,50.683029445699994,50.683029445699994,1467474,0.0,1.0 +EWY,2017-01-10,54.47,54.7,54.4,54.45,1408602,51.0768661223,51.292538588,51.011226676199996,51.058111994799994,1408602,0.0,1.0 +EWY,2017-01-11,55.99,56.04,55.23,55.48,3974761,52.5021798088,52.5490651274,51.78952296550001,52.0239495587,3974761,0.0,1.0 +EWY,2017-01-12,56.72,56.745,56.2274,56.24,3969075,53.1867054609,53.2101481202,52.7247913017,52.736606402,3969075,0.0,1.0 +EWY,2017-01-13,56.69,56.72,56.23,56.23,1499340,53.158574269700004,53.1867054609,52.7272293383,52.7272293383,1499340,0.0,1.0 +EWY,2017-01-17,57.08,57.08,56.895,56.91,2399983,53.524279755100004,53.524279755100004,53.3508040761,53.3648696717,2399983,0.0,1.0 +EWY,2017-01-18,56.26,56.71,56.165,56.59,2013990,52.755360529399994,53.1773283972,52.666278424,53.0648036324,2013990,0.0,1.0 +EWY,2017-01-19,56.16,56.32,55.94,56.32,2098721,52.66158989220001,52.8116229118,52.455294490200004,52.8116229118,2098721,0.0,1.0 +EWY,2017-01-20,56.16,56.36,56.03,56.18,2296381,52.66158989220001,52.8491311667,52.5396880637,52.6803440196,2296381,0.0,1.0 +EWY,2017-01-23,56.96,57.0,56.43,56.43,1497455,53.4117549903,53.449263245299996,52.9147706128,52.9147706128,1497455,0.0,1.0 +EWY,2017-01-24,56.94,57.1,56.92,57.0,1653851,53.3930008629,53.5430338825,53.3742467354,53.449263245299996,1653851,0.0,1.0 +EWY,2017-01-25,57.56,57.64,57.01,57.06,2456702,53.974378814,54.0493953238,53.458640308999996,53.5055256276,2456702,0.0,1.0 +EWY,2017-01-26,57.35,57.63,57.3399,57.56,2234615,53.777460475699996,54.04001826010001,53.7679896413,53.974378814,2234615,0.0,1.0 +EWY,2017-01-27,57.2,57.43,56.98,57.2,1868804,53.636804519799995,53.85247698550001,53.4305091178,53.636804519799995,1868804,0.0,1.0 +EWY,2017-01-30,57.12,57.12,56.75,56.97,1680311,53.56178801,53.56178801,53.2148366521,53.4211320541,1680311,0.0,1.0 +EWY,2017-01-31,57.88,58.02,57.66,57.67,2098691,54.274444853199995,54.4057237454,54.0681494512,54.077526515,2098691,0.0,1.0 +EWY,2017-02-01,57.9,58.0,57.69,57.93,2415200,54.2931989807,54.386969618,54.0962806424,54.321330171899994,2415200,0.0,1.0 +EWY,2017-02-02,58.44,58.625,58.31,58.47,2131798,54.799560422,54.9730361009,54.677658593500006,54.827691613199995,2131798,0.0,1.0 +EWY,2017-02-03,58.91,59.09,58.68,58.78,1677263,55.2402824172,55.4090695642,55.0246099514,55.1183805887,1677263,0.0,1.0 +EWY,2017-02-06,58.81,58.86,58.65,58.77,1417170,55.146511779899996,55.19339709850001,54.996478760200006,55.109003525,1417170,0.0,1.0 +EWY,2017-02-07,58.23,58.27,58.065,58.16,1487206,54.6026420837,54.640150338599994,54.4479205322,54.537002637600004,1487206,0.0,1.0 +EWY,2017-02-08,58.01,58.1,57.86,57.89,1925682,54.3963466817,54.480740255200004,54.2556907258,54.283821917,1925682,0.0,1.0 +EWY,2017-02-09,58.07,58.19,57.97,58.06,2017688,54.452609064099995,54.5651338288,54.358838426800006,54.4432320003,2017688,0.0,1.0 +EWY,2017-02-10,58.12,58.14,57.77,57.84,2746685,54.49949438270001,54.5182485102,54.17129715220001,54.2369365983,2746685,0.0,1.0 +EWY,2017-02-13,58.08,58.11,57.75,57.92,1790953,54.461986127799996,54.490117319,54.152543024799996,54.311953108199994,1790953,0.0,1.0 +EWY,2017-02-14,58.14,58.175,57.73,58.13,2282133,54.5182485102,54.5510682332,54.13378889729999,54.5088714464,2282133,0.0,1.0 +EWY,2017-02-15,58.8,58.83,58.08,58.16,1855981,55.1371347162,55.1652659073,54.461986127799996,54.537002637600004,1855981,0.0,1.0 +EWY,2017-02-16,58.15,58.43,58.115,58.39,2336929,54.5276255739,54.7901833582,54.4948058508,54.7526751033,2336929,0.0,1.0 +EWY,2017-02-17,57.97,57.99,57.68,57.71,1312623,54.358838426800006,54.3775925542,54.086903578699996,54.1150347699,1312623,0.0,1.0 +EWY,2017-02-21,59.07,59.1,58.71,58.8,1576532,55.3903154368,55.41844662800001,55.05274114260001,55.1371347162,1576532,0.0,1.0 +EWY,2017-02-22,59.2,59.23,58.84,58.95,1311914,55.51221726520001,55.540348456400004,55.1746429711,55.277790672100004,1311914,0.0,1.0 +EWY,2017-02-23,59.52,59.77,59.475,59.55,2118936,55.8122833045,56.046709897700005,55.7700865177,55.840414495699996,2118936,0.0,1.0 +EWY,2017-02-24,59.07,59.09,58.915,58.92,1007362,55.3903154368,55.4090695642,55.244970949,55.2496594809,1007362,0.0,1.0 +EWY,2017-02-27,58.67,58.88,58.51,58.79,1259655,55.0152328877,55.212151226,54.86519986810001,55.1277576524,1259655,0.0,1.0 +EWY,2017-02-28,58.56,59.05,58.49,59.03,2446410,54.912085186700004,55.371561309300006,54.846445740600004,55.3528071819,2446410,0.0,1.0 +EWY,2017-03-01,58.95,59.01,58.51,58.57,2549075,55.277790672100004,55.334053054399995,54.86519986810001,54.9214622504,2549075,0.0,1.0 +EWY,2017-03-02,58.16,58.71,58.075,58.67,2146152,54.537002637600004,55.05274114260001,54.4572975959,55.0152328877,2146152,0.0,1.0 +EWY,2017-03-03,57.73,57.78,57.38,57.68,2703406,54.13378889729999,54.18067421600001,53.80559166689999,54.086903578699996,2703406,0.0,1.0 +EWY,2017-03-06,57.69,57.75,57.53,57.54,1776779,54.0962806424,54.152543024799996,53.946247622799994,53.955624686499995,1776779,0.0,1.0 +EWY,2017-03-07,58.07,58.18,57.915,57.99,2077635,54.452609064099995,54.5557567651,54.3072645763,54.3775925542,2077635,0.0,1.0 +EWY,2017-03-08,57.83,58.21,57.79,58.13,1428850,54.2275595346,54.5838879562,54.1900512797,54.5088714464,1428850,0.0,1.0 +EWY,2017-03-09,57.44,57.69,57.21,57.69,1833284,53.8618540493,54.0962806424,53.6461815835,54.0962806424,1833284,0.0,1.0 +EWY,2017-03-10,58.36,58.435,57.95,58.08,1812755,54.72454391220001,54.79487189010001,54.3400842993,54.461986127799996,1812755,0.0,1.0 +EWY,2017-03-13,59.31,59.33,58.95,58.95,3310107,55.6153649662,55.6341190937,55.277790672100004,55.277790672100004,3310107,0.0,1.0 +EWY,2017-03-14,59.35,59.54,59.31,59.54,1484453,55.6528732212,55.831037431999995,55.6153649662,55.831037431999995,1484453,0.0,1.0 +EWY,2017-03-15,61.31,61.4,59.72,59.76,5350889,57.4907777117,57.57517128520001,55.9998245791,56.037332834,5350889,0.0,1.0 +EWY,2017-03-16,61.16,61.41,60.97,61.31,3796607,57.3501217558,57.584548348999995,57.171957545,57.4907777117,3796607,0.0,1.0 +EWY,2017-03-17,61.29,61.41,61.2,61.26,2442576,57.4720235842,57.584548348999995,57.38763001069999,57.44389239310001,2442576,0.0,1.0 +EWY,2017-03-20,62.2294,62.43,61.98,61.98,2963917,58.352904950799996,58.541008849099995,58.119040981400005,58.119040981400005,2963917,0.0,1.0 +EWY,2017-03-21,61.83,62.7811,61.83,62.62,3420015,57.9783850255,58.870237556599996,57.9783850255,58.71917306,3420015,0.0,1.0 +EWY,2017-03-22,62.35,62.43,61.86,61.9,2091989,58.4659923393,58.541008849099995,58.0065162167,58.0440244716,2091989,0.0,1.0 +EWY,2017-03-23,62.08,62.39,61.95,62.23,2284175,58.2128116187,58.5035005942,58.0909097902,58.3534675746,2284175,0.0,1.0 +EWY,2017-03-24,62.47,62.55,62.1,62.17,1957687,58.5785171041,58.6535336139,58.231565746099996,58.2972051922,1957687,0.0,1.0 +EWY,2017-03-27,62.44,62.48,62.12,62.26,1414523,58.5503859129,58.587894167799995,58.2503198736,58.3815987658,1414523,0.0,1.0 +EWY,2017-03-28,62.4,62.48,62.14,62.14,3105350,58.512877658,58.587894167799995,58.269074001099995,58.269074001099995,3105350,0.0,1.0 +EWY,2017-03-29,62.51,62.54,62.27,62.42,2279668,58.616025359,58.6441565501,58.3909758295,58.5316317854,2279668,0.0,1.0 +EWY,2017-03-30,62.15,62.3122,62.05,62.08,1344490,58.278451064799995,58.4305470384,58.1846804275,58.2128116187,1344490,0.0,1.0 +EWY,2017-03-31,61.87,62.12,61.87,61.96,1920352,58.0158932804,58.2503198736,58.0158932804,58.100286854,1920352,0.0,1.0 +EWY,2017-04-03,62.07,62.11,61.73,61.86,1781183,58.203434555,58.2409428099,57.8846143882,58.0065162167,1781183,0.0,1.0 +EWY,2017-04-04,61.51,61.61,61.29,61.29,1698019,57.6783189862,57.7720896235,57.4720235842,57.4720235842,1698019,0.0,1.0 +EWY,2017-04-05,61.04,61.41,60.99,61.24,2164482,57.2375969911,57.584548348999995,57.1907116724,57.425138265600005,2164482,0.0,1.0 +EWY,2017-04-06,60.85,60.89,60.74,60.83,1771365,57.059432780200005,57.0969410351,56.9562850792,57.0406786528,1771365,0.0,1.0 +EWY,2017-04-07,60.35,60.65,60.305,60.56,2142543,56.5905795939,56.8718915057,56.5483828071,56.7874979321,2142543,0.0,1.0 +EWY,2017-04-10,59.52,59.83,59.4,59.83,3495909,55.8122833045,56.10297228010001,55.699758539799994,56.10297228010001,3495909,0.0,1.0 +EWY,2017-04-11,59.11,59.33,58.895,59.26,3646350,55.4278236917,55.6341190937,55.2262168216,55.5684796476,3646350,0.0,1.0 +EWY,2017-04-12,59.7,59.75,59.3,59.43,3796929,55.9810704516,56.0279557702,55.6059879025,55.727889731000005,3796929,0.0,1.0 +EWY,2017-04-13,59.92,60.3,59.92,60.13,2988368,56.1873658536,56.543694275200004,56.1873658536,56.384284191899994,2988368,0.0,1.0 +EWY,2017-04-17,60.52,60.52,60.06,60.14,1956961,56.74998967720001,56.74998967720001,56.3186447458,56.3936612556,1956961,0.0,1.0 +EWY,2017-04-18,59.56,59.8,59.35,59.77,2311731,55.849791559399996,56.0748410889,55.6528732212,56.046709897700005,2311731,0.0,1.0 +EWY,2017-04-19,59.33,59.81,59.3,59.75,2267783,55.6341190937,56.0842181526,55.6059879025,56.0279557702,2267783,0.0,1.0 +EWY,2017-04-20,60.49,60.49,60.13,60.13,2213749,56.7218584861,56.7218584861,56.384284191899994,56.384284191899994,2213749,0.0,1.0 +EWY,2017-04-21,60.96,61.01,60.68,60.85,2811268,57.162580481199996,57.209465799899995,56.900022696899995,57.059432780200005,2811268,0.0,1.0 +EWY,2017-04-24,61.38,61.69,61.14,61.6,2094063,57.5564171578,57.8471061333,57.3313676283,57.76271255979999,2094063,0.0,1.0 +EWY,2017-04-25,62.33,62.48,62.2,62.22,2448553,58.44723821189999,58.587894167799995,58.3253363834,58.3440905109,2448553,0.0,1.0 +EWY,2017-04-26,62.2,62.41,62.04,62.22,1788389,58.3253363834,58.5222547217,58.1753033638,58.3440905109,1788389,0.0,1.0 +EWY,2017-04-27,62.12,62.33,62.04,62.26,3490977,58.2503198736,58.44723821189999,58.1753033638,58.3815987658,3490977,0.0,1.0 +EWY,2017-04-28,62.1,62.15,61.88,62.0,2039139,58.231565746099996,58.278451064799995,58.0252703441,58.1377951089,2039139,0.0,1.0 +EWY,2017-05-01,62.45,62.59,62.05,62.08,2023357,58.5597629766,58.6910418688,58.1846804275,58.2128116187,2023357,0.0,1.0 +EWY,2017-05-02,63.29,63.33,62.98,63.13,1592672,59.3474363297,59.3849445846,59.0567473541,59.19740331,1592672,0.0,1.0 +EWY,2017-05-03,62.84,63.04,62.59,62.99,1445770,58.925468462,59.1130097365,58.6910418688,59.0661244179,1445770,0.0,1.0 +EWY,2017-05-04,63.01,63.38,63.0,63.34,3522645,59.0848785453,59.4318299032,59.0755014816,59.3943216483,3522645,0.0,1.0 +EWY,2017-05-05,63.41,63.43,62.84,62.9,2370487,59.45996109439999,59.478715221899996,58.925468462,58.9817308443,2370487,0.0,1.0 +EWY,2017-05-08,65.03,65.38,64.9,65.19,4978977,60.979045418199995,61.3072426487,60.857143589799996,61.1290784379,4978977,0.0,1.0 +EWY,2017-05-09,65.64,66.02,65.17,65.18,6251274,61.5510463056,61.9073747272,61.1103243104,61.119701374099996,6251274,0.0,1.0 +EWY,2017-05-10,64.94,64.95,64.44,64.53,3790255,60.8946518447,60.9040289084,60.425798658299996,60.51019223189999,3790255,0.0,1.0 +EWY,2017-05-11,65.99,66.115,65.355,65.8,3288457,61.879243536000004,61.9964568326,61.283799989399995,61.701079325200006,3288457,0.0,1.0 +EWY,2017-05-12,65.88,65.93,65.6212,65.77,2554709,61.776095835,61.8229811537,61.533417425799996,61.672948133999995,2554709,0.0,1.0 +EWY,2017-05-15,66.51,66.58,66.31,66.42,1972744,62.3668508499,62.4324902959,62.179309575299996,62.2824572763,1972744,0.0,1.0 +EWY,2017-05-16,66.58,66.59,66.32,66.36,1605319,62.4324902959,62.44186735970001,62.188686639,62.2261948939,1605319,0.0,1.0 +EWY,2017-05-17,65.41,66.14,65.35,66.09,4044548,61.3353738399,62.0198994919,61.2791114575,61.9730141733,4044548,0.0,1.0 +EWY,2017-05-18,65.47,65.66,64.87,65.16,2981148,61.39163622220001,61.56980043300001,60.8290123986,61.1009472467,2981148,0.0,1.0 +EWY,2017-05-19,66.77,66.81,66.13,66.13,2374600,62.6106545068,62.6481627617,62.0105224282,62.0105224282,2374600,0.0,1.0 +EWS,2017-01-03,20.13,20.13,20.03,20.07,824417,17.8101222034,17.8101222034,17.7216466832,17.7570368913,824417,0.0,1.0 +EWS,2017-01-04,20.45,20.47,20.36,20.37,735009,18.0932438678,18.1109389718,18.0136158997,18.022463451700002,735009,0.0,1.0 +EWS,2017-01-05,20.84,20.9,20.74,20.77,952595,18.438298396300002,18.4913837084,18.349822876199998,18.3763655322,952595,0.0,1.0 +EWS,2017-01-06,20.71,20.745,20.7,20.72,446394,18.3232802202,18.3542466522,18.3144326681,18.3321277722,446394,0.0,1.0 +EWS,2017-01-09,20.87,20.9,20.77,20.77,435264,18.4648410524,18.4913837084,18.3763655322,18.3763655322,435264,0.0,1.0 +EWS,2017-01-10,21.07,21.14,21.04,21.04,923946,18.6417920926,18.7037249567,18.6152494366,18.6152494366,923946,0.0,1.0 +EWS,2017-01-11,21.18,21.22,20.96,21.03,1400768,18.7391151648,18.7745053728,18.5444690205,18.6064018846,1400768,0.0,1.0 +EWS,2017-01-12,21.23,21.25,21.15,21.25,751645,18.7833529249,18.801048028900002,18.7125725088,18.801048028900002,751645,0.0,1.0 +EWS,2017-01-13,21.37,21.405,21.315,21.39,560708,18.907218653,18.9381850851,18.858557117,18.9249137571,560708,0.0,1.0 +EWS,2017-01-17,21.32,21.398000000000003,21.31,21.38,650354,18.862980893,18.9319917987,18.854133341,18.916066205099998,650354,0.0,1.0 +EWS,2017-01-18,21.16,21.25,21.1125,21.24,602105,18.7214200608,18.801048028900002,18.679394188699998,18.7922004769,602105,0.0,1.0 +EWS,2017-01-19,21.26,21.28,21.19,21.24,691801,18.809895580899997,18.8275906849,18.7479627168,18.7922004769,691801,0.0,1.0 +EWS,2017-01-20,21.38,21.38,21.27,21.28,646155,18.916066205099998,18.916066205099998,18.8187431329,18.8275906849,646155,0.0,1.0 +EWS,2017-01-23,21.53,21.55,21.43,21.48,679071,19.0487794853,19.0664745893,18.9603039651,19.0045417252,679071,0.0,1.0 +EWS,2017-01-24,21.7,21.75,21.64,21.64,759107,19.1991878695,19.2434256296,19.1461025574,19.1461025574,759107,0.0,1.0 +EWS,2017-01-25,21.79,21.79,21.64,21.64,573021,19.2788158376,19.2788158376,19.1461025574,19.1461025574,573021,0.0,1.0 +EWS,2017-01-26,21.61,21.68,21.5887,21.67,453915,19.119559901400002,19.1814927655,19.1007146156,19.172645213499997,453915,0.0,1.0 +EWS,2017-01-27,21.58,21.67,21.58,21.66,500590,19.0930172453,19.172645213499997,19.0930172453,19.1637976614,500590,0.0,1.0 +EWS,2017-01-30,21.74,21.75,21.59,21.6,443629,19.2345780776,19.2434256296,19.1018647973,19.1107123494,443629,0.0,1.0 +EWS,2017-01-31,21.77,21.81,21.72,21.75,696578,19.2611207336,19.2965109416,19.2168829735,19.2434256296,696578,0.0,1.0 +EWS,2017-02-01,21.82,21.9,21.78,21.86,1046839,19.3053584937,19.3761389098,19.2699682856,19.3407487017,1046839,0.0,1.0 +EWS,2017-02-02,21.83,21.84,21.775,21.78,623018,19.3142060457,19.3230535977,19.2655445096,19.2699682856,623018,0.0,1.0 +EWS,2017-02-03,21.92,21.93,21.82,21.86,501751,19.3938340138,19.4026815658,19.3053584937,19.3407487017,501751,0.0,1.0 +EWS,2017-02-06,21.87,21.88,21.795,21.88,336167,19.3495962537,19.3584438057,19.2832396136,19.3584438057,336167,0.0,1.0 +EWS,2017-02-07,21.81,21.86,21.81,21.86,290418,19.2965109416,19.3407487017,19.2965109416,19.3407487017,290418,0.0,1.0 +EWS,2017-02-08,21.82,21.8401,21.74,21.82,352684,19.3053584937,19.3231420732,19.2345780776,19.3053584937,352684,0.0,1.0 +EWS,2017-02-09,21.95,21.99,21.91,21.95,401991,19.4203766698,19.4557668779,19.3849864618,19.4203766698,401991,0.0,1.0 +EWS,2017-02-10,22.06,22.1069,21.975,21.99,460015,19.517699742,19.5591947609,19.4424955499,19.4557668779,460015,0.0,1.0 +EWS,2017-02-13,22.05,22.08,22.02,22.08,510653,19.50885219,19.535394846,19.4823095339,19.535394846,510653,0.0,1.0 +EWS,2017-02-14,21.8,21.84,21.67,21.84,795752,19.2876633896,19.3230535977,19.172645213499997,19.3230535977,795752,0.0,1.0 +EWS,2017-02-15,21.9,21.9,21.7,21.7,262183,19.3761389098,19.3761389098,19.1991878695,19.1991878695,262183,0.0,1.0 +EWS,2017-02-16,21.9,21.9,21.83,21.85,305690,19.3761389098,19.3761389098,19.3142060457,19.331901149700002,305690,0.0,1.0 +EWS,2017-02-17,22.0,22.02,21.9401,21.95,297270,19.4646144299,19.4823095339,19.4116175933,19.4203766698,297270,0.0,1.0 +EWS,2017-02-21,21.91,21.96,21.85,21.87,834637,19.3849864618,19.4292242219,19.331901149700002,19.3495962537,834637,0.0,1.0 +EWS,2017-02-22,22.25,22.265,22.09,22.13,547177,19.6858032302,19.699074558299998,19.544242397999998,19.5796326061,547177,0.0,1.0 +EWS,2017-02-23,22.39,22.44,22.38,22.43,721819,19.8096689584,19.8539067185,19.8008214064,19.8450591665,721819,0.0,1.0 +EWS,2017-02-24,22.3,22.3,22.21,22.24,412946,19.7300409903,19.7300409903,19.6504130222,19.6769556782,412946,0.0,1.0 +EWS,2017-02-27,22.26,22.31,22.2,22.25,467246,19.694650782300002,19.7388885423,19.6415654702,19.6858032302,467246,0.0,1.0 +EWS,2017-02-28,22.32,22.39,22.29,22.35,671712,19.747736094300002,19.8096689584,19.7211934383,19.7742787504,671712,0.0,1.0 +EWS,2017-03-01,22.35,22.42,22.28,22.28,1208289,19.7742787504,19.8362116145,19.7123458863,19.7123458863,1208289,0.0,1.0 +EWS,2017-03-02,22.12,22.2254,22.11,22.19,447408,19.5707850541,19.6640382523,19.5619375021,19.6327179182,447408,0.0,1.0 +EWS,2017-03-03,22.28,22.29,22.12,22.19,576438,19.7123458863,19.7211934383,19.5707850541,19.6327179182,576438,0.0,1.0 +EWS,2017-03-06,22.2,22.22,22.14,22.2,262411,19.6415654702,19.6592605742,19.588480158099998,19.6415654702,262411,0.0,1.0 +EWS,2017-03-07,22.26,22.29,22.225,22.27,326706,19.694650782300002,19.7211934383,19.6636843502,19.7034983343,326706,0.0,1.0 +EWS,2017-03-08,22.19,22.29,22.19,22.25,769635,19.6327179182,19.7211934383,19.6327179182,19.6858032302,769635,0.0,1.0 +EWS,2017-03-09,21.96,22.01,21.9,22.01,1111021,19.4292242219,19.4734619819,19.3761389098,19.4734619819,1111021,0.0,1.0 +EWS,2017-03-10,22.33,22.33,22.2,22.23,604457,19.7565836464,19.7565836464,19.6415654702,19.6681081262,604457,0.0,1.0 +EWS,2017-03-13,22.36,22.418000000000006,22.36,22.37,769435,19.7831263024,19.834442104100003,19.7831263024,19.791973854400002,769435,0.0,1.0 +EWS,2017-03-14,22.24,22.29,22.2201,22.28,301559,19.6769556782,19.7211934383,19.6593490497,19.7123458863,301559,0.0,1.0 +EWS,2017-03-15,22.64,22.64,22.25,22.27,820741,20.0308577588,20.0308577588,19.6858032302,19.7034983343,820741,0.0,1.0 +EWS,2017-03-16,22.78,22.78,22.66,22.74,665810,20.154723487000002,20.154723487000002,20.0485528628,20.1193332789,665810,0.0,1.0 +EWS,2017-03-17,22.74,22.78,22.72,22.77,366326,20.1193332789,20.154723487000002,20.1016381749,20.145875935,366326,0.0,1.0 +EWS,2017-03-20,22.7823,22.819000000000006,22.71,22.75,455641,20.1567584239,20.1892289398,20.0927906229,20.1281808309,455641,0.0,1.0 +EWS,2017-03-21,22.48,22.76,22.48,22.76,595548,19.8892969266,20.1370283829,19.8892969266,20.1370283829,595548,0.0,1.0 +EWS,2017-03-22,22.45,22.49,22.35,22.37,342993,19.862754270499998,19.8981444786,19.7742787504,19.791973854400002,342993,0.0,1.0 +EWS,2017-03-23,22.48,22.51,22.42,22.45,451564,19.8892969266,19.9158395826,19.8362116145,19.862754270499998,451564,0.0,1.0 +EWS,2017-03-24,22.62,22.66,22.51,22.59,317502,20.0131626547,20.0485528628,19.9158395826,19.9866199987,317502,0.0,1.0 +EWS,2017-03-27,22.63,22.67,22.54,22.62,387056,20.0220102068,20.0574004148,19.9423822386,20.0131626547,387056,0.0,1.0 +EWS,2017-03-28,22.78,22.855,22.63,22.63,461519,20.154723487000002,20.2210801271,20.0220102068,20.0220102068,461519,0.0,1.0 +EWS,2017-03-29,22.99,22.99,22.84,22.88,538349,20.3405220793,20.3405220793,20.207808799000002,20.2431990071,538349,0.0,1.0 +EWS,2017-03-30,22.86,22.93,22.86,22.9,895471,20.225503903099998,20.2874367672,20.225503903099998,20.2608941111,895471,0.0,1.0 +EWS,2017-03-31,22.81,22.905,22.81,22.85,578853,20.181266143,20.2653178871,20.181266143,20.2166563511,578853,0.0,1.0 +EWS,2017-04-03,22.93,22.93,22.8,22.87,777161,20.2874367672,20.2874367672,20.172418591,20.2343514551,777161,0.0,1.0 +EWS,2017-04-04,22.87,22.885,22.77,22.83,465650,20.2343514551,20.2476227831,20.145875935,20.198961247,465650,0.0,1.0 +EWS,2017-04-05,22.7,22.85,22.7,22.8,413100,20.0839430709,20.2166563511,20.0839430709,20.172418591,413100,0.0,1.0 +EWS,2017-04-06,22.72,22.745,22.68,22.68,215943,20.1016381749,20.1237570549,20.0662479668,20.0662479668,215943,0.0,1.0 +EWS,2017-04-07,22.65,22.73,22.63,22.7,349352,20.0397053108,20.110485726900002,20.0220102068,20.0839430709,349352,0.0,1.0 +EWS,2017-04-10,22.65,22.66,22.6,22.63,342574,20.0397053108,20.0485528628,19.9954675507,20.0220102068,342574,0.0,1.0 +EWS,2017-04-11,22.67,22.73,22.605,22.72,329555,20.0574004148,20.110485726900002,19.999891326700002,20.1016381749,329555,0.0,1.0 +EWS,2017-04-12,22.77,22.78,22.65,22.78,419829,20.145875935,20.154723487000002,20.0397053108,20.154723487000002,419829,0.0,1.0 +EWS,2017-04-13,22.64,22.75,22.62,22.74,564225,20.0308577588,20.1281808309,20.0131626547,20.1193332789,564225,0.0,1.0 +EWS,2017-04-17,22.65,22.65,22.56,22.61,250706,20.0397053108,20.0397053108,19.9600773427,20.0043151027,250706,0.0,1.0 +EWS,2017-04-18,22.49,22.51,22.415,22.48,405447,19.8981444786,19.9158395826,19.8317878385,19.8892969266,405447,0.0,1.0 +EWS,2017-04-19,22.34,22.49,22.33,22.42,319861,19.765431198399998,19.8981444786,19.7565836464,19.8362116145,319861,0.0,1.0 +EWS,2017-04-20,22.55,22.57,22.47,22.49,247915,19.951229790699998,19.9689248947,19.8804493745,19.8981444786,247915,0.0,1.0 +EWS,2017-04-21,22.56,22.61,22.52,22.52,334990,19.9600773427,20.0043151027,19.9246871346,19.9246871346,334990,0.0,1.0 +EWS,2017-04-24,22.71,22.74,22.6893,22.72,443249,20.0927906229,20.1193332789,20.0744761902,20.1016381749,443249,0.0,1.0 +EWS,2017-04-25,22.91,22.93,22.82,22.83,386650,20.2697416631,20.2874367672,20.190113695,20.198961247,386650,0.0,1.0 +EWS,2017-04-26,22.92,22.99,22.89,22.9,406290,20.2785892152,20.3405220793,20.252046559100002,20.2608941111,406290,0.0,1.0 +EWS,2017-04-27,22.91,22.95,22.87,22.95,369796,20.2697416631,20.3051318712,20.2343514551,20.3051318712,369796,0.0,1.0 +EWS,2017-04-28,22.98,22.99,22.92,22.93,267096,20.3316745272,20.3405220793,20.2785892152,20.2874367672,267096,0.0,1.0 +EWS,2017-05-01,23.1,23.13,23.0,23.04,198408,20.4378451514,20.4643878074,20.3493696313,20.3847598393,198408,0.0,1.0 +EWS,2017-05-02,23.37,23.37,23.27,23.27,301910,20.6767290558,20.6767290558,20.5882535356,20.5882535356,301910,0.0,1.0 +EWS,2017-05-03,23.47,23.535,23.41,23.45,419662,20.7652045759,20.822713664000002,20.712119263800002,20.7475094719,419662,0.0,1.0 +EWS,2017-05-04,23.39,23.4273,23.34,23.34,386834,20.6944241598,20.7274255288,20.6501863997,20.6501863997,386834,0.0,1.0 +EWS,2017-05-05,23.46,23.46,23.33,23.33,467740,20.7563570239,20.7563570239,20.6413388477,20.6413388477,467740,0.0,1.0 +EWS,2017-05-08,23.4,23.47,23.39,23.46,312264,20.7032717118,20.7652045759,20.6944241598,20.7563570239,312264,0.0,1.0 +EWS,2017-05-09,23.44,23.47,23.39,23.44,381699,20.7386619199,20.7652045759,20.6944241598,20.7386619199,381699,0.0,1.0 +EWS,2017-05-10,23.49,23.49,23.38,23.42,388959,20.7828996799,20.7828996799,20.685576607799998,20.7209668158,388959,0.0,1.0 +EWS,2017-05-11,23.55,23.55,23.45,23.46,474357,20.835984992,20.835984992,20.7475094719,20.7563570239,474357,0.0,1.0 +EWS,2017-05-12,23.61,23.64,23.53,23.56,1463281,20.889070304100002,20.9156129601,20.818289888,20.844832544000003,1463281,0.0,1.0 +EWS,2017-05-15,23.83,23.83,23.7,23.77,352872,21.0837164484,21.0837164484,20.9686982722,21.030631136300002,352872,0.0,1.0 +EWS,2017-05-16,23.62,23.645,23.56,23.6,492166,20.897917856099998,20.9200367361,20.844832544000003,20.8802227521,492166,0.0,1.0 +EWS,2017-05-17,23.49,23.59,23.48,23.55,603362,20.7828996799,20.8713752001,20.7740521279,20.835984992,603362,0.0,1.0 +EWS,2017-05-18,23.56,23.58,23.46,23.48,307748,20.844832544000003,20.8625276481,20.7563570239,20.7740521279,307748,0.0,1.0 +EWS,2017-05-19,23.81,23.81,23.66,23.66,964954,21.0660213444,21.0660213444,20.933308064200002,20.933308064200002,964954,0.0,1.0 +VTIP,2017-01-03,49.16,49.17,49.11,49.15,386515,46.3529606315,46.3623896308,46.3058156349,46.34353163220001,386515,0.0,1.0 +VTIP,2017-01-04,49.18,49.18,49.11,49.13,332340,46.3718186301,46.3718186301,46.3058156349,46.324673633500005,332340,0.0,1.0 +VTIP,2017-01-05,49.24,49.249,49.16,49.19,350398,46.428392626000004,46.4368787254,46.3529606315,46.381247629399994,350398,0.0,1.0 +VTIP,2017-01-06,49.16,49.1999,49.13,49.18,299290,46.3529606315,46.3905823387,46.324673633500005,46.3718186301,299290,0.0,1.0 +VTIP,2017-01-09,49.19,49.2,49.12,49.19,299692,46.381247629399994,46.3906766287,46.3152446342,46.381247629399994,299692,0.0,1.0 +VTIP,2017-01-10,49.16,49.2,49.16,49.19,319307,46.3529606315,46.3906766287,46.3529606315,46.381247629399994,319307,0.0,1.0 +VTIP,2017-01-11,49.23,49.29,49.18,49.23,640598,46.4189636267,46.4755376226,46.3718186301,46.4189636267,640598,0.0,1.0 +VTIP,2017-01-12,49.26,49.2999,49.23,49.28,327040,46.4472506246,46.48487233189999,46.4189636267,46.4661086232,327040,0.0,1.0 +VTIP,2017-01-13,49.23,49.25,49.16,49.22,358876,46.4189636267,46.437821625299996,46.3529606315,46.4095346274,358876,0.0,1.0 +VTIP,2017-01-17,49.3,49.3689,49.25,49.33,959374,46.48496662189999,46.54993242720001,46.437821625299996,46.5132536198,959374,0.0,1.0 +VTIP,2017-01-18,49.2,49.3,49.19,49.29,671156,46.3906766287,46.48496662189999,46.381247629399994,46.4755376226,671156,0.0,1.0 +VTIP,2017-01-19,49.21,49.22,49.1401,49.18,402059,46.400105628,46.4095346274,46.3341969228,46.3718186301,402059,0.0,1.0 +VTIP,2017-01-20,49.27,49.2899,49.1842,49.22,535628,46.4566796239,46.4754433326,46.375778809799996,46.4095346274,535628,0.0,1.0 +VTIP,2017-01-23,49.27,49.32,49.22,49.27,397521,46.4566796239,46.50382462050001,46.4095346274,46.4566796239,397521,0.0,1.0 +VTIP,2017-01-24,49.29,49.3,49.26,49.3,449155,46.4755376226,46.48496662189999,46.4472506246,46.48496662189999,449155,0.0,1.0 +VTIP,2017-01-25,49.26,49.26,49.21,49.23,374586,46.4472506246,46.4472506246,46.400105628,46.4189636267,374586,0.0,1.0 +VTIP,2017-01-26,49.26,49.3,49.22,49.26,618080,46.4472506246,46.48496662189999,46.4095346274,46.4472506246,618080,0.0,1.0 +VTIP,2017-01-27,49.31,49.33,49.28,49.3,350097,46.4943956212,46.5132536198,46.4661086232,46.48496662189999,350097,0.0,1.0 +VTIP,2017-01-30,49.32,49.35,49.31,49.34,426674,46.50382462050001,46.5321116184,46.4943956212,46.522682619099996,426674,0.0,1.0 +VTIP,2017-01-31,49.39,49.4,49.3206,49.35,568693,46.5698276157,46.579256615,46.504390360500004,46.5321116184,568693,0.0,1.0 +VTIP,2017-02-01,49.39,49.41,49.3301,49.36,440971,46.5698276157,46.588685614300005,46.5133479098,46.541540617799996,440971,0.0,1.0 +VTIP,2017-02-02,49.4,49.43,49.36,49.42,1320173,46.579256615,46.607543613000004,46.541540617799996,46.5981146137,1320173,0.0,1.0 +VTIP,2017-02-03,49.4,49.48,49.36,49.45,483552,46.579256615,46.6546886095,46.541540617799996,46.626401611599995,483552,0.0,1.0 +VTIP,2017-02-06,49.45,49.46,49.4,49.46,2352499,46.626401611599995,46.6358306109,46.579256615,46.6358306109,2352499,0.0,1.0 +VTIP,2017-02-07,49.39,49.44,49.38,49.39,484005,46.5698276157,46.616972612299996,46.5603986164,46.5698276157,484005,0.0,1.0 +VTIP,2017-02-08,49.37,49.42,49.34,49.41,409036,46.5509696171,46.5981146137,46.522682619099996,46.588685614300005,409036,0.0,1.0 +VTIP,2017-02-09,49.34,49.3832,49.31,49.38,440102,46.522682619099996,46.5634158962,46.4943956212,46.5603986164,440102,0.0,1.0 +VTIP,2017-02-10,49.35,49.4,49.3,49.35,558754,46.5321116184,46.579256615,46.48496662189999,46.5321116184,558754,0.0,1.0 +VTIP,2017-02-13,49.3,49.31,49.29,49.31,423609,46.48496662189999,46.4943956212,46.4755376226,46.4943956212,423609,0.0,1.0 +VTIP,2017-02-14,49.24,49.33,49.21,49.3,551750,46.428392626000004,46.5132536198,46.400105628,46.48496662189999,551750,0.0,1.0 +VTIP,2017-02-15,49.3,49.3,49.25,49.27,493002,46.48496662189999,46.48496662189999,46.437821625299996,46.4566796239,493002,0.0,1.0 +VTIP,2017-02-16,49.34,49.35,49.27,49.32,1775114,46.522682619099996,46.5321116184,46.4566796239,46.50382462050001,1775114,0.0,1.0 +VTIP,2017-02-17,49.37,49.37,49.32,49.37,638199,46.5509696171,46.5509696171,46.50382462050001,46.5509696171,638199,0.0,1.0 +VTIP,2017-02-21,49.38,49.38,49.34,49.38,420652,46.5603986164,46.5603986164,46.522682619099996,46.5603986164,420652,0.0,1.0 +VTIP,2017-02-22,49.42,49.42,49.33,49.4,406027,46.5981146137,46.5981146137,46.5132536198,46.579256615,406027,0.0,1.0 +VTIP,2017-02-23,49.42,49.46,49.42,49.46,366276,46.5981146137,46.6358306109,46.5981146137,46.6358306109,366276,0.0,1.0 +VTIP,2017-02-24,49.51,49.52,49.45,49.49,446239,46.6829756075,46.692404606800004,46.626401611599995,46.66411760890001,446239,0.0,1.0 +VTIP,2017-02-27,49.44,49.49,49.43,49.49,358769,46.616972612299996,46.66411760890001,46.607543613000004,46.66411760890001,358769,0.0,1.0 +VTIP,2017-02-28,49.41,49.45,49.39,49.44,569127,46.588685614300005,46.626401611599995,46.5698276157,46.616972612299996,569127,0.0,1.0 +VTIP,2017-03-01,49.3,49.33,49.27,49.3,403255,46.48496662189999,46.5132536198,46.4566796239,46.48496662189999,403255,0.0,1.0 +VTIP,2017-03-02,49.26,49.35,49.225,49.28,495649,46.4472506246,46.5321116184,46.414249127,46.4661086232,495649,0.0,1.0 +VTIP,2017-03-03,49.37,49.3725,49.23,49.27,334637,46.5509696171,46.553326866899994,46.4189636267,46.4566796239,334637,0.0,1.0 +VTIP,2017-03-06,49.35,49.36,49.31,49.36,423725,46.5321116184,46.541540617799996,46.4943956212,46.541540617799996,423725,0.0,1.0 +VTIP,2017-03-07,49.32,49.35,49.3,49.35,277726,46.50382462050001,46.5321116184,46.48496662189999,46.5321116184,277726,0.0,1.0 +VTIP,2017-03-08,49.21,49.3199,49.21,49.28,528667,46.400105628,46.50373033050001,46.400105628,46.4661086232,528667,0.0,1.0 +VTIP,2017-03-09,49.18,49.28,49.17100000000001,49.2,341329,46.3718186301,46.4661086232,46.3633325307,46.3906766287,341329,0.0,1.0 +VTIP,2017-03-10,49.21,49.2599,49.17,49.25,467235,46.400105628,46.4471563346,46.3623896308,46.437821625299996,467235,0.0,1.0 +VTIP,2017-03-13,49.12,49.2,49.12,49.2,505797,46.3152446342,46.3906766287,46.3152446342,46.3906766287,505797,0.0,1.0 +VTIP,2017-03-14,49.13,49.15,49.11,49.11,232633,46.324673633500005,46.34353163220001,46.3058156349,46.3058156349,232633,0.0,1.0 +VTIP,2017-03-15,49.32,49.35,49.15,49.18,455450,46.50382462050001,46.5321116184,46.34353163220001,46.3718186301,455450,0.0,1.0 +VTIP,2017-03-16,49.31,49.345,49.29,49.34,418293,46.4943956212,46.5273971188,46.4755376226,46.522682619099996,418293,0.0,1.0 +VTIP,2017-03-17,49.33,49.39,49.301,49.35,630912,46.5132536198,46.5698276157,46.485909521800004,46.5321116184,630912,0.0,1.0 +VTIP,2017-03-20,49.36,49.38,49.33,49.36,227127,46.541540617799996,46.5603986164,46.5132536198,46.541540617799996,227127,0.0,1.0 +VTIP,2017-03-21,49.41,49.43,49.38,49.4,1029701,46.588685614300005,46.607543613000004,46.5603986164,46.579256615,1029701,0.0,1.0 +VTIP,2017-03-22,49.42,49.43,49.36,49.42,307197,46.5981146137,46.607543613000004,46.541540617799996,46.5981146137,307197,0.0,1.0 +VTIP,2017-03-23,49.42,49.425,49.36,49.41,297344,46.5981146137,46.6028291133,46.541540617799996,46.588685614300005,297344,0.0,1.0 +VTIP,2017-03-24,49.38,49.4675,49.36,49.38,408548,46.5603986164,46.6429023604,46.541540617799996,46.5603986164,408548,0.0,1.0 +VTIP,2017-03-27,49.44,49.48,49.43,49.48,369854,46.616972612299996,46.6546886095,46.607543613000004,46.6546886095,369854,0.0,1.0 +VTIP,2017-03-28,49.4,49.4999,49.385,49.47,316512,46.579256615,46.6734523182,46.565113116000006,46.64525961020001,316512,0.0,1.0 +VTIP,2017-03-29,49.48,49.48,49.4,49.45,374953,46.6546886095,46.6546886095,46.579256615,46.626401611599995,374953,0.0,1.0 +VTIP,2017-03-30,49.41,49.4747,49.41,49.46,325311,46.588685614300005,46.6496912399,46.588685614300005,46.6358306109,325311,0.0,1.0 +VTIP,2017-03-31,49.47,49.51,49.45,49.46,372684,46.64525961020001,46.6829756075,46.626401611599995,46.6358306109,372684,0.0,1.0 +VTIP,2017-04-03,49.56,49.57,49.5,49.53,591564,46.7301206041,46.7395496034,46.6735466082,46.701833606099996,591564,0.0,1.0 +VTIP,2017-04-04,49.53,49.57,49.51,49.55,371375,46.701833606099996,46.7395496034,46.6829756075,46.7206916047,371375,0.0,1.0 +VTIP,2017-04-05,49.58,49.59,49.52,49.54,1624329,46.74897860270001,46.758407602,46.692404606800004,46.7112626054,1624329,0.0,1.0 +VTIP,2017-04-06,49.55,49.58,49.51,49.56,687057,46.7206916047,46.74897860270001,46.6829756075,46.7301206041,687057,0.0,1.0 +VTIP,2017-04-07,49.48,49.5699,49.46,49.54,393106,46.6546886095,46.7394553134,46.6358306109,46.7112626054,393106,0.0,1.0 +VTIP,2017-04-10,49.5,49.52,49.47,49.51,333186,46.6735466082,46.692404606800004,46.64525961020001,46.6829756075,333186,0.0,1.0 +VTIP,2017-04-11,49.53,49.54,49.48,49.52,245535,46.701833606099996,46.7112626054,46.6546886095,46.692404606800004,245535,0.0,1.0 +VTIP,2017-04-12,49.56,49.59,49.5,49.54,269579,46.7301206041,46.758407602,46.6735466082,46.7112626054,269579,0.0,1.0 +VTIP,2017-04-13,49.6,49.615,49.55,49.59,288991,46.767836601300004,46.7819801003,46.7206916047,46.758407602,288991,0.0,1.0 +VTIP,2017-04-17,49.51,49.56,49.47,49.51,774298,46.6829756075,46.7301206041,46.64525961020001,46.6829756075,774298,0.0,1.0 +VTIP,2017-04-18,49.53,49.55,49.46,49.52,371767,46.701833606099996,46.7206916047,46.6358306109,46.692404606800004,371767,0.0,1.0 +VTIP,2017-04-19,49.47,49.53,49.46,49.51,201272,46.64525961020001,46.701833606099996,46.6358306109,46.6829756075,201272,0.0,1.0 +VTIP,2017-04-20,49.49,49.5,49.45,49.48,227180,46.66411760890001,46.6735466082,46.626401611599995,46.6546886095,227180,0.0,1.0 +VTIP,2017-04-21,49.5,49.55,49.46,49.51,298653,46.6735466082,46.7206916047,46.6358306109,46.6829756075,298653,0.0,1.0 +VTIP,2017-04-24,49.49,49.5,49.43,49.47,194862,46.66411760890001,46.6735466082,46.607543613000004,46.64525961020001,194862,0.0,1.0 +VTIP,2017-04-25,49.45,49.48,49.4429,49.46,448285,46.626401611599995,46.6546886095,46.6197070221,46.6358306109,448285,0.0,1.0 +VTIP,2017-04-26,49.45,49.49,49.45,49.47,294396,46.626401611599995,46.66411760890001,46.626401611599995,46.64525961020001,294396,0.0,1.0 +VTIP,2017-04-27,49.44,49.48,49.44,49.48,285929,46.616972612299996,46.6546886095,46.616972612299996,46.6546886095,285929,0.0,1.0 +VTIP,2017-04-28,49.46,49.49,49.44,49.47,207987,46.6358306109,46.66411760890001,46.616972612299996,46.64525961020001,207987,0.0,1.0 +VTIP,2017-05-01,49.45,49.5,49.41,49.48,322984,46.626401611599995,46.6735466082,46.588685614300005,46.6546886095,322984,0.0,1.0 +VTIP,2017-05-02,49.43,49.46,49.4,49.44,268542,46.607543613000004,46.6358306109,46.579256615,46.616972612299996,268542,0.0,1.0 +VTIP,2017-05-03,49.37,49.4,49.33,49.4,609829,46.5509696171,46.579256615,46.5132536198,46.579256615,609829,0.0,1.0 +VTIP,2017-05-04,49.28,49.31,49.2408,49.3,313085,46.4661086232,46.4943956212,46.4291469459,46.48496662189999,313085,0.0,1.0 +VTIP,2017-05-05,49.32,49.32,49.26,49.29,208393,46.50382462050001,46.50382462050001,46.4472506246,46.4755376226,208393,0.0,1.0 +VTIP,2017-05-08,49.28,49.32,49.2413,49.3,356913,46.4661086232,46.50382462050001,46.4296183959,46.48496662189999,356913,0.0,1.0 +VTIP,2017-05-09,49.24,49.2719,49.21,49.26,285407,46.428392626000004,46.4584711338,46.400105628,46.4472506246,285407,0.0,1.0 +VTIP,2017-05-10,49.29,49.31,49.25,49.29,599732,46.4755376226,46.4943956212,46.437821625299996,46.4755376226,599732,0.0,1.0 +VTIP,2017-05-11,49.36,49.36,49.26,49.3,309970,46.541540617799996,46.541540617799996,46.4472506246,46.48496662189999,309970,0.0,1.0 +VTIP,2017-05-12,49.33,49.38,49.3,49.34,297799,46.5132536198,46.5603986164,46.48496662189999,46.522682619099996,297799,0.0,1.0 +VTIP,2017-05-15,49.32,49.38,49.31,49.34,219845,46.50382462050001,46.5603986164,46.4943956212,46.522682619099996,219845,0.0,1.0 +VTIP,2017-05-16,49.33,49.34,49.29,49.31,273845,46.5132536198,46.522682619099996,46.4755376226,46.4943956212,273845,0.0,1.0 +VTIP,2017-05-17,49.41,49.41,49.35,49.38,304564,46.588685614300005,46.588685614300005,46.5321116184,46.5603986164,304564,0.0,1.0 +VTIP,2017-05-18,49.38,49.4199,49.34,49.39,194555,46.5603986164,46.5980203237,46.522682619099996,46.5698276157,194555,0.0,1.0 +VTIP,2017-05-19,49.42,49.44,49.37,49.41,217420,46.5981146137,46.616972612299996,46.5509696171,46.588685614300005,217420,0.0,1.0 +TLT,2017-01-03,119.64,119.99,118.18,118.41,13217317,110.7985401193,111.1226749324,109.44643489879999,109.659437776,13217317,0.0,1.0 +TLT,2017-01-04,120.1,120.24,119.45,119.76,6699562,111.22454587370001,111.3541997989,110.6225812207,110.9096720552,6699562,0.0,1.0 +TLT,2017-01-05,121.98,122.03,120.17,120.45,13265820,112.9656128699,113.0119178432,111.28937283629999,111.5486806868,13265820,0.0,1.0 +TLT,2017-01-06,120.86,121.54,120.75,121.13,8369334,111.92838146790001,112.55812910479999,111.8265105266,112.1784283237,8369334,0.0,1.0 +TLT,2017-01-09,121.83,122.0,121.46,121.88,8839108,112.82669795,112.9841348592,112.4840411475,112.87300292329999,8839108,0.0,1.0 +TLT,2017-01-10,121.75,121.91,121.28,121.55,8417941,112.7526099927,112.90078590719999,112.3173432436,112.5673900995,8417941,0.0,1.0 +TLT,2017-01-11,122.16,122.69,121.41,121.94,9402523,113.13231077379999,113.6231434908,112.4377361742,112.92856889120002,9402523,0.0,1.0 +TLT,2017-01-12,121.89,123.14,121.83,122.8,9977612,112.8822639179,114.0398882505,112.82669795,113.72501443200001,9977612,0.0,1.0 +TLT,2017-01-13,121.31,121.75,120.62,121.33,9820003,112.3451262276,112.7526099927,111.706117596,112.3636482169,9820003,0.0,1.0 +TLT,2017-01-17,122.58,122.94,121.99,122.81,7853301,113.52127254950001,113.8546683573,112.97487386450001,113.7342754267,7853301,0.0,1.0 +TLT,2017-01-18,121.01,121.96,120.91,121.77,9064689,112.06729638780001,112.9470908806,111.9746864412,112.77113198200001,9064689,0.0,1.0 +TLT,2017-01-19,120.18,120.58,119.55,120.49,11795591,111.298633831,111.6690736174,110.71519116729999,111.58572466540001,11795591,0.0,1.0 +TLT,2017-01-20,119.94,120.31,119.29,119.84,16953217,111.07636995909999,111.4190267616,110.47440530620001,110.9837600125,16953217,0.0,1.0 +TLT,2017-01-23,121.14,121.87,120.02,120.34,13118414,112.1876893184,112.8637419286,111.1504579164,111.44680974549999,13118414,0.0,1.0 +TLT,2017-01-24,120.31,121.13,119.8,120.77,8394978,111.4190267616,112.1784283237,110.94671603389999,111.8450325159,8394978,0.0,1.0 +TLT,2017-01-25,118.8,119.6,118.56,119.28,11115069,110.0206165678,110.7614961407,109.79835269600001,110.4651443115,11115069,0.0,1.0 +TLT,2017-01-26,119.2,119.26,118.33,118.91,7827932,110.3910563542,110.4466223222,109.5853498188,110.1224875091,7827932,0.0,1.0 +TLT,2017-01-27,119.63,119.83,119.25,119.4,7197762,110.78927912459999,110.97449901780001,110.4373613275,110.5762762474,7197762,0.0,1.0 +TLT,2017-01-30,119.27,119.88,119.2,119.44,6569509,110.4558833169,111.02080399110001,110.3910563542,110.6133202261,6569509,0.0,1.0 +TLT,2017-01-31,120.1,120.4,119.25,119.33,13298521,111.22454587370001,111.5023757135,110.4373613275,110.5114492848,13298521,0.0,1.0 +TLT,2017-02-01,119.1,119.53,118.58,119.1,10975521,110.5384534191,110.93754271360001,110.05583380719999,110.5384534191,10975521,0.25915900000000003,1.0 +TLT,2017-02-02,119.05,120.14,119.0,119.93,6978567,110.4920476872,111.503692643,110.4456419553,111.3087885689,6978567,0.0,1.0 +TLT,2017-02-03,119.0,119.87,118.47,119.44,10275574,110.4456419553,111.25310169059999,109.95374119700001,110.8540123962,10275574,0.0,1.0 +TLT,2017-02-06,119.72,120.13,119.12,119.76,8433772,111.11388449489999,111.4944114966,110.55701571190001,111.15100908040002,8433772,0.0,1.0 +TLT,2017-02-07,120.6,121.01,119.47,119.78,8418420,111.9306253766,112.3111523783,110.8818558353,111.1695713732,8418420,0.0,1.0 +TLT,2017-02-08,122.24,122.27,121.41,121.42,15734201,113.4527333833,113.4805768225,112.68239823360001,112.69167938,15734201,0.0,1.0 +TLT,2017-02-09,120.83,121.59,120.66,121.41,16890586,112.1440917434,112.84945886850001,111.9863122549,112.68239823360001,16890586,0.0,1.0 +TLT,2017-02-10,120.76,120.95,120.11,120.11,7978462,112.0791237187,112.2554655,111.4758492038,111.4758492038,7978462,0.0,1.0 +TLT,2017-02-13,120.38,120.41,119.88,120.25,11536780,111.72644015610001,111.75428359530001,111.262382837,111.6057852532,11536780,0.0,1.0 +TLT,2017-02-14,119.51,120.3,118.83,120.24,13210451,110.9189804208,111.6521909851,110.28786246680001,111.5965041068,13210451,0.0,1.0 +TLT,2017-02-15,118.96,119.22,118.65,118.76,8481015,110.4085173698,110.6498271757,110.12080183190001,110.22289444209999,8481015,0.0,1.0 +TLT,2017-02-16,119.61,120.21,119.12,119.22,10005829,111.01179188469999,111.5686606676,110.55701571190001,110.6498271757,10005829,0.0,1.0 +TLT,2017-02-17,120.32,120.7,120.13,120.61,7886448,111.6707532778,112.02343684040001,111.4944114966,111.9399065229,7886448,0.0,1.0 +TLT,2017-02-21,120.11,120.61,119.6,119.68,8703755,111.4758492038,111.9399065229,111.0025107383,111.07675990940001,8703755,0.0,1.0 +TLT,2017-02-22,120.31,120.82,119.59,120.8,8101522,111.66147213149999,112.13481059700001,110.9932295919,112.1162483042,8101522,0.0,1.0 +TLT,2017-02-23,120.67,120.74,120.33,120.57,5330784,111.99559340120001,112.0605614259,111.6800344242,111.9027819374,5330784,0.0,1.0 +TLT,2017-02-24,122.01,122.14,121.26,121.35,11335989,113.2392670165,113.35992191950001,112.54318103780001,112.6267113553,11335989,0.0,1.0 +TLT,2017-02-27,121.29,121.9,121.23,121.81,11039831,112.57102447700001,113.13717440629999,112.51533759870001,113.0536440889,11039831,0.0,1.0 +TLT,2017-02-28,121.74,122.08,121.32,121.5,8410508,112.9886760642,113.3042350412,112.5988679161,112.765928551,8410508,0.0,1.0 +TLT,2017-03-01,119.47,119.55,118.95,119.44,10717113,111.09892050260001,111.17331502540002,110.6153561043,111.0710225565,10717113,0.233877,1.0 +TLT,2017-03-02,119.04,119.21,118.62,119.01,8201247,110.6990499425,110.8571383034,110.30847869770001,110.6711519964,8201247,0.0,1.0 +TLT,2017-03-03,119.35,119.35,118.55,119.23,9515219,110.98732871840001,110.98732871840001,110.2433834902,110.8757369341,9515219,0.0,1.0 +TLT,2017-03-06,118.78,119.12,118.52,119.12,4489229,110.4572677433,110.7734444653,110.2154855442,110.7734444653,4489229,0.0,1.0 +TLT,2017-03-07,118.42,118.68,118.25,118.48,7080088,110.1224923907,110.36427458979999,109.96440402969999,110.17828828280001,7080088,0.0,1.0 +TLT,2017-03-08,117.78,117.95,117.23,117.31,11336336,109.5273362082,109.6854245692,109.0158738639,109.0902683867,11336336,0.0,1.0 +TLT,2017-03-09,116.84,117.48,116.77,117.34,10575439,108.65320056520001,109.2483567477,108.5881053577,109.1181663327,10575439,0.0,1.0 +TLT,2017-03-10,117.25,117.32,116.68,117.14,9218505,109.0344724946,109.099567702,108.50441151950001,108.93218002569999,9218505,0.0,1.0 +TLT,2017-03-13,116.51,117.09,116.49,116.83,6993071,108.3463231586,108.8856834489,108.3277245279,108.6439012498,6993071,0.0,1.0 +TLT,2017-03-14,117.07,117.35,116.71,116.77,9869230,108.8670848182,109.1274656481,108.5323094656,108.5881053577,9869230,0.0,1.0 +TLT,2017-03-15,118.5,118.83,117.43,117.56,14600488,110.19688691350001,110.5037643201,109.2018601709,109.32275127049999,14600488,0.0,1.0 +TLT,2017-03-16,117.9,118.15,117.63,117.99,8018165,109.6389279924,109.8714108762,109.38784647790001,109.72262183059999,8018165,0.0,1.0 +TLT,2017-03-17,118.64,118.75,118.03,118.11,7266766,110.32707732840001,110.4293697973,109.759819092,109.83421361479999,7266766,0.0,1.0 +TLT,2017-03-20,119.15,119.23,118.5,118.55,5497756,110.8013424113,110.8757369341,110.19688691350001,110.2433834902,5497756,0.0,1.0 +TLT,2017-03-21,120.14,120.3,119.02,119.05,12540662,111.72197463110001,111.8707636767,110.6804513118,110.70834925780001,12540662,0.0,1.0 +TLT,2017-03-22,120.62,121.17,120.43,120.72,11661374,112.16834176799999,112.67980411229999,111.9916547763,112.2613349215,11661374,0.0,1.0 +TLT,2017-03-23,120.45,121.02,120.06,120.83,6746461,112.01025340700001,112.540314382,111.6475801083,112.36362739040001,6746461,0.0,1.0 +TLT,2017-03-24,120.88,121.1,120.4,120.53,5819630,112.41012396709999,112.6147089048,111.9637568302,112.0846479298,5819630,0.0,1.0 +TLT,2017-03-27,121.43,121.97,121.19,121.83,6878473,112.92158631139999,113.42374934040001,112.69840274299999,113.2935589255,6878473,0.0,1.0 +TLT,2017-03-28,120.62,121.82,120.49,121.79,6811244,112.16834176799999,113.28425961010001,112.0474506684,113.2563616641,6811244,0.0,1.0 +TLT,2017-03-29,121.34,121.38,120.88,120.94,6291020,112.8378924733,112.8750897347,112.41012396709999,112.4659198592,6291020,0.0,1.0 +TLT,2017-03-30,120.36,121.09,120.32,121.07,7042448,111.92655956879999,112.60540958950001,111.88936230739999,112.58681095879999,7042448,0.0,1.0 +TLT,2017-03-31,120.71,120.81,120.21,120.28,5144760,112.25203560610001,112.34502875959998,111.7870698386,111.85216504600001,5144760,0.0,1.0 +TLT,2017-04-03,121.67,121.87,120.4,120.45,12996495,113.3814913916,113.5678668192,112.19800742620001,112.2446012831,12996495,0.254558,1.0 +TLT,2017-04-04,121.01,121.59,120.95,121.37,6976660,112.7664524804,113.3069412205,112.7105398522,113.1019282502,6976660,0.0,1.0 +TLT,2017-04-05,121.38,121.52,120.36,120.56,8555235,113.11124702149999,113.2417098209,112.1607323407,112.3471077683,8555235,0.0,1.0 +TLT,2017-04-06,121.2,121.41,120.52,121.24,6496995,112.9435091367,113.1392033357,112.3098326828,112.98078422219999,6496995,0.0,1.0 +TLT,2017-04-07,120.71,122.25,120.69,121.84,10264226,112.486889339,113.9219801317,112.4682517963,113.5399105051,10264226,0.0,1.0 +TLT,2017-04-10,121.27,121.62,121.0,121.14,5314493,113.0087405363,113.33489753469999,112.7571337091,112.88759650840001,5314493,0.0,1.0 +TLT,2017-04-11,122.42,122.65,121.72,121.8,11297362,114.0803992452,114.2947309869,113.4280852485,113.50263541950001,11297362,0.0,1.0 +TLT,2017-04-12,123.09,123.19,122.29,122.51,11532463,114.7047569277,114.7979446415,113.9592552172,114.1642681876,11532463,0.0,1.0 +TLT,2017-04-13,123.47,123.74,122.91,123.45,8396661,115.05887024020001,115.3104770674,114.53701904280001,115.0402326974,8396661,0.0,1.0 +TLT,2017-04-17,123.09,123.55,122.86,123.46,8015015,114.7047569277,115.1334204112,114.49042518590001,115.04955146879999,8015015,0.0,1.0 +TLT,2017-04-18,124.7,124.98,123.55,123.86,11529704,116.20507912,116.4660047187,115.1334204112,115.422302324,11529704,0.0,1.0 +TLT,2017-04-19,124.02,124.17,123.7,124.1,7343991,115.5714026661,115.71118423680001,115.2732019819,115.6459528371,7343991,0.0,1.0 +TLT,2017-04-20,123.54,123.92,123.14,123.52,7932918,115.12410163979999,115.4782149523,114.75135078459999,115.1054640971,7932918,0.0,1.0 +TLT,2017-04-21,123.54,124.24,123.49,123.82,9798520,115.12410163979999,115.77641563649999,115.07750778290001,115.3850272385,9798520,0.0,1.0 +TLT,2017-04-24,122.93,123.16,122.46,122.55,8066371,114.55565658559999,114.7699883273,114.1176743307,114.2015432731,8066371,0.0,1.0 +TLT,2017-04-25,121.45,122.46,121.38,122.21,8122253,113.1764784212,114.1176743307,113.11124702149999,113.88470504620001,8122253,0.0,1.0 +TLT,2017-04-26,122.12,122.14,121.43,121.52,5766213,113.80083610370001,113.8194736465,113.1578408784,113.2417098209,5766213,0.0,1.0 +TLT,2017-04-27,122.08,122.35,121.58,121.75,4978328,113.7635610182,114.01516784549999,113.2976224492,113.4560415626,4978328,0.0,1.0 +TLT,2017-04-28,122.35,122.44,121.55,121.6,8166295,114.01516784549999,114.0990367879,113.269666135,113.31625999190001,8166295,0.0,1.0 +TLT,2017-05-01,121.08,122.14,120.71,121.69,8795929,113.0691354937,114.05900404030001,112.72361534059999,113.63877682709999,8795929,0.25481,1.0 +TLT,2017-05-02,121.7,121.78,120.94,120.97,6727813,113.6481152096,113.72282226969999,112.9383981385,112.966413286,6727813,0.0,1.0 +TLT,2017-05-03,121.78,122.39,121.55,122.22,8932912,113.72282226969999,114.29246360319999,113.5080394719,114.1337111004,8932912,0.0,1.0 +TLT,2017-05-04,121.18,121.22,120.67,121.01,9707211,113.1625193188,113.1998728489,112.68626181049999,113.00376681610001,9707211,0.0,1.0 +TLT,2017-05-05,121.29,121.47,120.89,121.38,5605412,113.26524152649999,113.43333241180001,112.8917062259,113.34928696909999,5605412,0.0,1.0 +TLT,2017-05-08,120.63,121.14,120.53,121.11,8057780,112.6489082805,113.12516578879999,112.5555244553,113.0971506412,8057780,0.0,1.0 +TLT,2017-05-09,120.62,120.63,120.14,120.38,5536746,112.63956989799999,112.6489082805,112.1913275372,112.4154487176,5536746,0.0,1.0 +TLT,2017-05-10,120.48,121.06,120.16,120.91,6517131,112.50883254280001,113.0504587286,112.21000430229999,112.9103829909,6517131,0.0,1.0 +TLT,2017-05-11,120.48,120.57,119.91,120.0,7479834,112.50883254280001,112.59287798540001,111.97654473940001,112.06059018200001,7479834,0.0,1.0 +TLT,2017-05-12,121.39,121.49,120.98,121.01,7464184,113.3586253516,113.4520091768,112.97575166850001,113.00376681610001,7464184,0.0,1.0 +TLT,2017-05-15,121.06,121.21,120.75,121.06,5173188,113.0504587286,113.1905344664,112.7609688707,113.0504587286,5173188,0.0,1.0 +TLT,2017-05-16,121.51,121.89,121.11,121.11,6722728,113.4706859418,113.8255444774,113.0971506412,113.0971506412,6722728,0.0,1.0 +TLT,2017-05-17,123.28,123.54,122.39,122.63,11236435,115.12357964700001,115.3663775924,114.29246360319999,114.51658478350001,11236435,0.0,1.0 +TLT,2017-05-18,123.42,123.94,123.19,123.75,8350484,115.2543170022,115.739912893,115.0395342044,115.5624836252,8350484,0.0,1.0 +TLT,2017-05-19,123.71,123.78,123.01,123.36,11277436,115.5251300952,115.5904987728,114.8714433191,115.1982867071,11277436,0.0,1.0 +BWX,2017-01-03,25.66,25.7971,25.565,25.66,1444462,24.9541797284,25.0875085687,24.8617928588,24.9541797284,1444462,0.0,1.0 +BWX,2017-01-04,25.74,25.91,25.67,25.72,1143101,25.031979197600002,25.1973030695,24.9639046621,25.0125293303,1143101,0.0,1.0 +BWX,2017-01-05,26.03,26.09,25.84,25.87,474264,25.314002273200003,25.3723518751,25.129228534,25.158403334899997,474264,0.0,1.0 +BWX,2017-01-06,25.85,25.97,25.77,25.9,444068,25.1389534677,25.2556526714,25.0611539985,25.1875781359,444068,0.0,1.0 +BWX,2017-01-09,25.89,25.9899,25.86,25.87,476565,25.177853202199998,25.275005289299997,25.1486784013,25.158403334899997,476565,0.0,1.0 +BWX,2017-01-10,25.91,26.0,25.86,25.87,1938683,25.1973030695,25.2848274723,25.1486784013,25.158403334899997,1938683,0.0,1.0 +BWX,2017-01-11,25.95,26.13,25.71,25.82,1558505,25.2362028041,25.4112516097,25.0028043967,25.109778666700002,1558505,0.0,1.0 +BWX,2017-01-12,26.09,26.32,26.07,26.32,293861,25.3723518751,25.5960253489,25.3529020078,25.5960253489,293861,0.0,1.0 +BWX,2017-01-13,26.18,26.21,26.0001,26.12,368829,25.4598762779,25.489051078800006,25.2849247216,25.401526676,368829,0.0,1.0 +BWX,2017-01-17,26.38,26.4398,26.33,26.33,644568,25.654374950799998,25.7125300539,25.6057502825,25.6057502825,644568,0.0,1.0 +BWX,2017-01-18,26.07,26.42,26.04,26.23,3886654,25.3529020078,25.6932746853,25.3237272069,25.5085009461,3886654,0.0,1.0 +BWX,2017-01-19,26.03,26.09,25.92,25.99,624771,25.314002273200003,25.3723518751,25.2070280032,25.2751025387,624771,0.0,1.0 +BWX,2017-01-20,26.05,26.133000000000006,25.945,26.01,960146,25.3334521405,25.4141690898,25.2313403373,25.294552405999998,960146,0.0,1.0 +BWX,2017-01-23,26.3,26.4,26.14,26.4,935963,25.5765754816,25.673824818000003,25.4209765433,25.673824818000003,935963,0.0,1.0 +BWX,2017-01-24,26.24,26.39,26.18,26.39,441417,25.518225879699997,25.664099884400002,25.4598762779,25.664099884400002,441417,0.0,1.0 +BWX,2017-01-25,26.24,26.27,26.14,26.21,297931,25.518225879699997,25.5474006807,25.4209765433,25.489051078800006,297931,0.0,1.0 +BWX,2017-01-26,26.06,26.1769,25.9776,26.12,1001820,25.3431770742,25.456861548499997,25.263043620999998,25.401526676,1001820,0.0,1.0 +BWX,2017-01-27,26.05,26.08,25.97,26.0,393447,25.3334521405,25.3626269415,25.2556526714,25.2848274723,393447,0.0,1.0 +BWX,2017-01-30,26.1,26.15,25.96,26.04,501695,25.3820768087,25.430701477,25.2459277377,25.3237272069,501695,0.0,1.0 +BWX,2017-01-31,26.36,26.4,26.22,26.32,960406,25.6349250835,25.673824818000003,25.4987760125,25.5960253489,960406,0.0,1.0 +BWX,2017-02-01,26.32,26.3899,26.15,26.26,568568,25.5960253489,25.6640026351,25.430701477,25.537675746999998,568568,0.0,1.0 +BWX,2017-02-02,26.36,26.52,26.34,26.46,407753,25.6349250835,25.7905240218,25.6154752162,25.732174419899998,407753,0.0,1.0 +BWX,2017-02-03,26.31,26.4799,26.24,26.36,800583,25.586300415300002,25.751527037800003,25.518225879699997,25.6349250835,800583,0.0,1.0 +BWX,2017-02-06,26.41,26.41,26.2397,26.3,311693,25.6835497517,25.6835497517,25.517934131700002,25.5765754816,311693,0.0,1.0 +BWX,2017-02-07,26.24,26.32,26.18,26.29,400804,25.518225879699997,25.5960253489,25.4598762779,25.566850548,400804,0.0,1.0 +BWX,2017-02-08,26.35,26.41,26.29,26.37,378154,25.6252001498,25.6835497517,25.566850548,25.644650017100002,378154,0.0,1.0 +BWX,2017-02-09,26.23,26.43,26.22,26.43,209879,25.5085009461,25.702999619,25.4987760125,25.702999619,209879,0.0,1.0 +BWX,2017-02-10,26.24,26.26,26.1,26.1,281794,25.518225879699997,25.537675746999998,25.3820768087,25.3820768087,281794,0.0,1.0 +BWX,2017-02-13,26.14,26.22,26.09,26.12,1818977,25.4209765433,25.4987760125,25.3723518751,25.401526676,1818977,0.0,1.0 +BWX,2017-02-14,26.11,26.223000000000006,26.0351,26.18,478417,25.3918017424,25.5016934926,25.3189619894,25.4598762779,478417,0.0,1.0 +BWX,2017-02-15,26.12,26.16,25.93,26.0,239022,25.401526676,25.4404264106,25.2167529368,25.2848274723,239022,0.0,1.0 +BWX,2017-02-16,26.28,26.31,26.17,26.24,254519,25.5571256143,25.586300415300002,25.450151344200002,25.518225879699997,254519,0.0,1.0 +BWX,2017-02-17,26.18,26.29,26.16,26.24,372404,25.4598762779,25.566850548,25.4404264106,25.518225879699997,372404,0.0,1.0 +BWX,2017-02-21,26.16,26.21,26.089,26.11,168780,25.4404264106,25.489051078800006,25.371379381700002,25.3918017424,168780,0.0,1.0 +BWX,2017-02-22,26.2,26.24,26.075,26.12,476142,25.479326145199998,25.518225879699997,25.3577644746,25.401526676,476142,0.0,1.0 +BWX,2017-02-23,26.34,26.383000000000006,26.3,26.35,219947,25.6154752162,25.6572924308,25.5765754816,25.6252001498,219947,0.0,1.0 +BWX,2017-02-24,26.42,26.49,26.35,26.41,163135,25.6932746853,25.7613492208,25.6252001498,25.6835497517,163135,0.0,1.0 +BWX,2017-02-27,26.39,26.54,26.385,26.51,4119199,25.664099884400002,25.809973889000002,25.659237417600004,25.7807990881,4119199,0.0,1.0 +BWX,2017-02-28,26.44,26.55,26.42,26.52,322256,25.7127245526,25.8196988227,25.6932746853,25.7905240218,322256,0.0,1.0 +BWX,2017-03-01,26.18,26.26,26.0,26.0,1060756,25.4598762779,25.537675746999998,25.2848274723,25.2848274723,1060756,0.0,1.0 +BWX,2017-03-02,26.01,26.11,25.98,26.09,498507,25.294552405999998,25.3918017424,25.265377605,25.3723518751,498507,0.0,1.0 +BWX,2017-03-03,26.13,26.1874,26.01,26.11,519496,25.4112516097,25.4670727288,25.294552405999998,25.3918017424,519496,0.0,1.0 +BWX,2017-03-06,26.13,26.23,26.08,26.22,511789,25.4112516097,25.5085009461,25.3626269415,25.4987760125,511789,0.0,1.0 +BWX,2017-03-07,26.1,26.16,26.07,26.11,202479,25.3820768087,25.4404264106,25.3529020078,25.3918017424,202479,0.0,1.0 +BWX,2017-03-08,25.97,26.0,25.92,25.94,244221,25.2556526714,25.2848274723,25.2070280032,25.226477870500002,244221,0.0,1.0 +BWX,2017-03-09,25.84,25.96,25.82,25.92,380198,25.129228534,25.2459277377,25.109778666700002,25.2070280032,380198,0.0,1.0 +BWX,2017-03-10,26.0,26.0206,25.851,25.92,680715,25.2848274723,25.3048608356,25.139925961,25.2070280032,680715,0.0,1.0 +BWX,2017-03-13,25.98,26.05,25.9499,25.95,390907,25.265377605,25.3334521405,25.2361055548,25.2362028041,390907,0.0,1.0 +BWX,2017-03-14,25.93,26.019,25.9,25.98,203835,25.2167529368,25.3033048462,25.1875781359,25.265377605,203835,0.0,1.0 +BWX,2017-03-15,26.33,26.4699,25.96,25.97,307063,25.6057502825,25.7418021042,25.2459277377,25.2556526714,307063,0.0,1.0 +BWX,2017-03-16,26.31,26.39,26.26,26.38,363412,25.586300415300002,25.664099884400002,25.537675746999998,25.654374950799998,363412,0.0,1.0 +BWX,2017-03-17,26.45,26.46,26.36,26.37,325890,25.7224494863,25.732174419899998,25.6349250835,25.644650017100002,325890,0.0,1.0 +BWX,2017-03-20,26.45,26.5,26.39,26.47,422966,25.7224494863,25.7710741545,25.664099884400002,25.7418993535,422966,0.0,1.0 +BWX,2017-03-21,26.57,26.62,26.5,26.5,161063,25.83914869,25.8877733582,25.7710741545,25.7710741545,161063,0.0,1.0 +BWX,2017-03-22,26.7,26.74,26.58,26.6,349391,25.9655728273,26.004472561900002,25.848873623600007,25.8683234909,349391,0.0,1.0 +BWX,2017-03-23,26.66,26.7401,26.62,26.7,400165,25.9266730928,26.0045698112,25.8877733582,25.9655728273,400165,0.0,1.0 +BWX,2017-03-24,26.7,26.72,26.622,26.65,272834,25.9655728273,25.9850226946,25.889718344899997,25.9169481591,272834,0.0,1.0 +BWX,2017-03-27,26.82,26.93,26.8107,26.93,321355,26.0822720311,26.189246301100006,26.0732278428,26.189246301100006,321355,0.0,1.0 +BWX,2017-03-28,26.72,26.9,26.68,26.89,165642,25.9850226946,26.1600715002,25.94612296,26.1503465666,165642,0.0,1.0 +BWX,2017-03-29,26.78,26.8,26.6599,26.7,287917,26.0433722965,26.0628221638,25.926575843400002,25.9655728273,287917,0.0,1.0 +BWX,2017-03-30,26.56,26.72,26.53,26.68,204834,25.829423756300002,25.9850226946,25.8002489554,25.94612296,204834,0.0,1.0 +BWX,2017-03-31,26.64,26.67,26.53,26.55,1202934,25.9072232255,25.9363980264,25.8002489554,25.8196988227,1202934,0.0,1.0 +BWX,2017-04-03,26.72,26.75,26.58,26.67,7028647,25.9850226946,26.014197495599998,25.848873623600007,25.9363980264,7028647,0.0,1.0 +BWX,2017-04-04,26.69,26.73,26.66,26.71,2243526,25.9558478937,25.9947476283,25.9266730928,25.975297761,2243526,0.0,1.0 +BWX,2017-04-05,26.73,26.78,26.62,26.68,914320,25.9947476283,26.0433722965,25.8877733582,25.94612296,914320,0.0,1.0 +BWX,2017-04-06,26.64,26.72,26.64,26.65,371312,25.9072232255,25.9850226946,25.9072232255,25.9169481591,371312,0.0,1.0 +BWX,2017-04-07,26.54,26.72,26.5314,26.65,417710,25.809973889000002,25.9850226946,25.8016104461,25.9169481591,417710,0.0,1.0 +BWX,2017-04-10,26.62,26.67,26.52,26.56,486002,25.8877733582,25.9363980264,25.7905240218,25.829423756300002,486002,0.0,1.0 +BWX,2017-04-11,26.69,26.73,26.63,26.73,310454,25.9558478937,25.9947476283,25.897498291799998,25.9947476283,310454,0.0,1.0 +BWX,2017-04-12,26.83,26.88,26.67,26.75,308141,26.091996964699998,26.1406216329,25.9363980264,26.014197495599998,308141,0.0,1.0 +BWX,2017-04-13,26.82,26.88,26.791,26.84,425499,26.0822720311,26.1406216329,26.0540697235,26.1017218983,425499,0.0,1.0 +BWX,2017-04-17,26.92,27.04,26.88,26.95,369015,26.1795213675,26.2962205712,26.1406216329,26.208696168400003,369015,0.0,1.0 +BWX,2017-04-18,27.1,27.2,26.95,27.01,449323,26.3545701731,26.451819509499998,26.208696168400003,26.2670457703,449323,0.0,1.0 +BWX,2017-04-19,27.04,27.1,26.96,27.08,349422,26.2962205712,26.3545701731,26.2184211021,26.3351203058,349422,0.0,1.0 +BWX,2017-04-20,26.95,27.08,26.94,27.0,553627,26.208696168400003,26.3351203058,26.198971234800002,26.257320836599998,553627,0.0,1.0 +BWX,2017-04-21,26.97,27.0,26.93,26.97,289216,26.2281460357,26.257320836599998,26.189246301100006,26.2281460357,289216,0.0,1.0 +BWX,2017-04-24,27.11,27.119,27.02,27.05,143096,26.364295106700002,26.373047547,26.2767707039,26.3059455048,143096,0.0,1.0 +BWX,2017-04-25,27.04,27.09,27.0,27.02,211445,26.2962205712,26.3448452394,26.257320836599998,26.2767707039,211445,0.0,1.0 +BWX,2017-04-26,26.92,26.99,26.84,26.93,300562,26.1795213675,26.247595903,26.1017218983,26.189246301100006,300562,0.0,1.0 +BWX,2017-04-27,26.97,27.02,26.859,26.95,261953,26.2281460357,26.2767707039,26.1201992723,26.208696168400003,261953,0.0,1.0 +BWX,2017-04-28,27.02,27.05,26.95,27.05,147903,26.2767707039,26.3059455048,26.208696168400003,26.3059455048,147903,0.0,1.0 +BWX,2017-05-01,27.02,27.07,26.93,26.98,1425898,26.2767707039,26.3253953721,26.189246301100006,26.237870969299998,1425898,0.0,1.0 +BWX,2017-05-02,26.99,27.05,26.9,26.98,527017,26.247595903,26.3059455048,26.1600715002,26.237870969299998,527017,0.0,1.0 +BWX,2017-05-03,26.92,27.08,26.89,26.94,744842,26.1795213675,26.3351203058,26.1503465666,26.198971234800002,744842,0.0,1.0 +BWX,2017-05-04,26.99,27.03,26.81,26.85,860650,26.247595903,26.2864956376,26.072547097399998,26.111446832,860650,0.0,1.0 +BWX,2017-05-05,27.03,27.03,26.9,26.97,160132,26.2864956376,26.2864956376,26.1600715002,26.2281460357,160132,0.0,1.0 +BWX,2017-05-08,26.87,26.94,26.8101,26.94,142746,26.1308966993,26.198971234800002,26.072644346700002,26.198971234800002,142746,0.0,1.0 +BWX,2017-05-09,26.67,26.7444,26.611,26.68,1410346,25.9363980264,26.0087515327,25.8790209179,25.94612296,1410346,0.0,1.0 +BWX,2017-05-10,26.65,26.73,26.59,26.68,276054,25.9169481591,25.9947476283,25.8585985573,25.94612296,276054,0.0,1.0 +BWX,2017-05-11,26.64,26.689,26.63,26.66,183915,25.9072232255,25.9548754003,25.897498291799998,25.9266730928,183915,0.0,1.0 +BWX,2017-05-12,26.86,26.8691,26.7435,26.8,155403,26.1211717656,26.1300214552,26.0078762887,26.0628221638,155403,0.0,1.0 +BWX,2017-05-15,26.89,26.97,26.84,26.96,132927,26.1503465666,26.2281460357,26.1017218983,26.2184211021,132927,0.0,1.0 +BWX,2017-05-16,27.05,27.13,26.94,26.99,137012,26.3059455048,26.383744974000006,26.198971234800002,26.247595903,137012,0.0,1.0 +BWX,2017-05-17,27.31,27.37,27.17,27.25,166705,26.558793779600002,26.6171433814,26.4226447086,26.5004441777,166705,0.0,1.0 +BWX,2017-05-18,27.29,27.39,27.22,27.34,305427,26.5393439123,26.6365932487,26.4712693768,26.587968580500004,305427,0.0,1.0 +BWX,2017-05-19,27.46,27.5,27.37,27.42,146199,26.7046677842,26.743567518800006,26.6171433814,26.6657680496,146199,0.0,1.0 +PDBC,2017-01-03,17.18,17.43,16.99,17.01,584179,16.126232157,16.3608979334,15.9478861669,15.966659429000002,584179,0.0,1.0 +PDBC,2017-01-04,17.21,17.24,17.04,17.06,105778,16.1543920502,16.1825519433,15.9948193222,16.0135925843,105778,0.0,1.0 +PDBC,2017-01-05,17.26,17.36,17.14,17.29,361848,16.2013252054,16.295191516,16.0886856328,16.229485098599998,361848,0.0,1.0 +PDBC,2017-01-06,17.26,17.35,17.19,17.35,333611,16.2013252054,16.285804885,16.135618788,16.285804885,333611,0.0,1.0 +PDBC,2017-01-09,17.0,17.14,16.96,17.14,196426,15.9572727979,16.0886856328,15.919726273699998,16.0886856328,196426,0.0,1.0 +PDBC,2017-01-10,16.91,17.1,16.91,17.06,86043,15.872793118399999,16.0511391085,15.872793118399999,16.0135925843,86043,0.0,1.0 +PDBC,2017-01-11,17.14,17.2,16.9,17.0001,2972977,16.0886856328,16.145005419100002,15.8634064874,15.9573666643,2972977,0.0,1.0 +PDBC,2017-01-12,17.37,17.39,17.18,17.18,6314119,16.3045781471,16.3233514092,16.126232157,16.126232157,6314119,0.0,1.0 +PDBC,2017-01-13,17.35,17.36,17.2836,17.3,1372934,16.285804885,16.295191516,16.2234776547,16.2388717297,1372934,0.0,1.0 +PDBC,2017-01-17,17.36,17.53,17.34,17.34,168359,16.295191516,16.454764244,16.2764182539,16.2764182539,168359,0.0,1.0 +PDBC,2017-01-18,17.18,17.615,17.11,17.23,516201,16.126232157,16.534550608,16.0605257396,16.1731653123,516201,0.0,1.0 +PDBC,2017-01-19,17.15,17.25,16.96,17.16,122195,16.098072263800002,16.1919385744,15.919726273699998,16.1074588949,122195,0.0,1.0 +PDBC,2017-01-20,17.315,17.46,17.19,17.19,122163,16.2529516763,16.389057826600002,16.135618788,16.135618788,122163,0.0,1.0 +PDBC,2017-01-23,17.34,17.36,17.24,17.24,101888,16.2764182539,16.295191516,16.1825519433,16.1825519433,101888,0.0,1.0 +PDBC,2017-01-24,17.37,17.45,17.35,17.41,2696069,16.3045781471,16.3796711955,16.285804885,16.342124671300002,2696069,0.0,1.0 +PDBC,2017-01-25,17.28,17.3399,17.23,17.25,850437,16.2200984676,16.2763243876,16.1731653123,16.1919385744,850437,0.0,1.0 +PDBC,2017-01-26,17.32,17.42,17.3101,17.32,524137,16.2576449918,16.3515113024,16.248352227,16.2576449918,524137,0.0,1.0 +PDBC,2017-01-27,17.2,17.33,17.13,17.33,219873,16.145005419100002,16.2670316229,16.0792990017,16.2670316229,219873,0.0,1.0 +PDBC,2017-01-30,17.11,17.17,17.05,17.17,124553,16.0605257396,16.1168455259,16.0042059532,16.1168455259,124553,0.0,1.0 +PDBC,2017-01-31,17.2,17.2901,17.14,17.25,341055,16.145005419100002,16.2295789649,16.0886856328,16.1919385744,341055,0.0,1.0 +PDBC,2017-02-01,17.37,17.41,17.21,17.27,518073,16.3045781471,16.342124671300002,16.1543920502,16.2107118365,518073,0.0,1.0 +PDBC,2017-02-02,17.39,17.44,17.322,17.44,913170,16.3233514092,16.3702845645,16.259522318,16.3702845645,913170,0.0,1.0 +PDBC,2017-02-03,17.3599,17.41,17.27,17.3,141719,16.2950976497,16.342124671300002,16.2107118365,16.2388717297,141719,0.0,1.0 +PDBC,2017-02-06,17.25,17.4,17.22,17.35,271274,16.1919385744,16.3327380403,16.1637786812,16.285804885,271274,0.0,1.0 +PDBC,2017-02-07,17.19,17.2,17.1,17.2,549810,16.135618788,16.145005419100002,16.0511391085,16.145005419100002,549810,0.0,1.0 +PDBC,2017-02-08,17.25,17.2861,17.137,17.14,191629,16.1919385744,16.2258243125,16.0858696434,16.0886856328,191629,0.0,1.0 +PDBC,2017-02-09,17.3,17.38,17.275,17.32,2313702,16.2388717297,16.3139647781,16.215405152,16.2576449918,2313702,0.0,1.0 +PDBC,2017-02-10,17.515,17.54,17.34,17.34,378074,16.4406842974,16.4641508751,16.2764182539,16.2764182539,378074,0.0,1.0 +PDBC,2017-02-13,17.29,17.36,17.29,17.36,171296,16.229485098599998,16.295191516,16.229485098599998,16.295191516,171296,0.0,1.0 +PDBC,2017-02-14,17.36,17.45,17.29,17.43,422607,16.295191516,16.3796711955,16.229485098599998,16.3608979334,422607,0.0,1.0 +PDBC,2017-02-15,17.34,17.41,17.2865,17.29,206666,16.2764182539,16.342124671300002,16.226199777799998,16.229485098599998,206666,0.0,1.0 +PDBC,2017-02-16,17.25,17.3724,17.2278,17.37,124777,16.1919385744,16.3068309385,16.1711002534,16.3045781471,124777,0.0,1.0 +PDBC,2017-02-17,17.21,17.24,17.14,17.15,4066470,16.1543920502,16.1825519433,16.0886856328,16.098072263800002,4066470,0.0,1.0 +PDBC,2017-02-21,17.22,17.45,17.1901,17.45,1144900,16.1637786812,16.3796711955,16.1357126544,16.3796711955,1144900,0.0,1.0 +PDBC,2017-02-22,17.16,17.16,17.1,17.14,299522,16.1074588949,16.1074588949,16.0511391085,16.0886856328,299522,0.0,1.0 +PDBC,2017-02-23,17.17,17.31,17.05,17.05,282740,16.1168455259,16.2482583607,16.0042059532,16.0042059532,282740,0.0,1.0 +PDBC,2017-02-24,17.18,17.2,17.11,17.2,269511,16.126232157,16.145005419100002,16.0605257396,16.145005419100002,269511,0.0,1.0 +PDBC,2017-02-27,17.13,17.25,17.1,17.25,166884,16.0792990017,16.1919385744,16.0511391085,16.1919385744,166884,0.0,1.0 +PDBC,2017-02-28,17.17,17.19,17.035,17.08,4903216,16.1168455259,16.135618788,15.9901260067,16.0323658464,4903216,0.0,1.0 +PDBC,2017-03-01,17.23,17.31,17.2,17.26,817631,16.1731653123,16.2482583607,16.145005419100002,16.2013252054,817631,0.0,1.0 +PDBC,2017-03-02,16.97,17.0801,16.96,17.03,173109,15.9291129048,16.0324597127,15.919726273699998,15.9854326911,173109,0.0,1.0 +PDBC,2017-03-03,17.06,17.08,16.97,16.99,160283,16.0135925843,16.0323658464,15.9291129048,15.9478861669,160283,0.0,1.0 +PDBC,2017-03-06,17.06,17.13,17.04,17.11,172174,16.0135925843,16.0792990017,15.9948193222,16.0605257396,172174,0.0,1.0 +PDBC,2017-03-07,16.97,17.11,16.95,17.11,100331,15.9291129048,16.0605257396,15.9103396427,16.0605257396,100331,0.0,1.0 +PDBC,2017-03-08,16.58,16.96,16.565,16.93,119834,15.5630342935,15.919726273699998,15.5489543469,15.891566380499999,119834,0.0,1.0 +PDBC,2017-03-09,16.42,16.53,16.3101,16.53,2721619,15.4128481966,15.5161011382,15.309689121300002,15.5161011382,2721619,0.0,1.0 +PDBC,2017-03-10,16.29,16.4468,16.26,16.34,308196,15.2908219929,15.4380043678,15.2626620997,15.3377551481,308196,0.0,1.0 +PDBC,2017-03-13,16.25,16.35,16.24,16.35,246379,15.253275468599998,15.347141779200001,15.2438888376,15.347141779200001,246379,0.0,1.0 +PDBC,2017-03-14,16.2,16.21,16.08,16.16,250163,15.206342313299999,15.2157289444,15.0937027406,15.1687957891,250163,0.0,1.0 +PDBC,2017-03-15,16.35,16.35,16.2301,16.3,186961,15.347141779200001,15.347141779200001,15.2345960728,15.300208623900001,186961,0.0,1.0 +PDBC,2017-03-16,16.34,16.39,16.31,16.39,104170,15.3377551481,15.384688303399999,15.309595255,15.384688303399999,104170,0.0,1.0 +PDBC,2017-03-17,16.36,16.42,16.31,16.31,99793,15.3565284103,15.4128481966,15.309595255,15.309595255,99793,0.0,1.0 +PDBC,2017-03-20,16.37,16.42,16.33,16.35,220967,15.365915041300001,15.4128481966,15.328368517100001,15.347141779200001,220967,0.0,1.0 +PDBC,2017-03-21,16.28,16.4312,16.2704,16.41,304485,15.2814353618,15.423361223399999,15.272424196,15.403461565599999,304485,0.0,1.0 +PDBC,2017-03-22,16.27,16.32,16.15,16.25,270868,15.2720487307,15.318981886,15.159409158099999,15.253275468599998,270868,0.0,1.0 +PDBC,2017-03-23,16.22,16.25,16.2,16.22,89692,15.2251155755,15.253275468599998,15.206342313299999,15.2251155755,89692,0.0,1.0 +PDBC,2017-03-24,16.31,16.31,16.2301,16.24,386589,15.309595255,15.309595255,15.2345960728,15.2438888376,386589,0.0,1.0 +PDBC,2017-03-27,16.29,16.34,16.06,16.34,102169,15.2908219929,15.3377551481,15.0749294785,15.3377551481,102169,0.0,1.0 +PDBC,2017-03-28,16.345,16.42,16.32,16.33,237287,15.342448463699998,15.4128481966,15.318981886,15.328368517100001,237287,0.0,1.0 +PDBC,2017-03-29,16.505,16.52,16.41,16.421,122932,15.492634560599999,15.5067145072,15.403461565599999,15.4137868597,122932,0.0,1.0 +PDBC,2017-03-30,16.55,16.61,16.48,16.48,147966,15.5348744004,15.591194186700001,15.469167983,15.469167983,147966,0.0,1.0 +PDBC,2017-03-31,16.63,16.65,16.53,16.53,131849,15.6099674488,15.628740710899999,15.5161011382,15.5161011382,131849,0.0,1.0 +PDBC,2017-04-03,16.5599,16.67,16.5366,16.65,155349,15.5441671651,15.647513972999999,15.5222963147,15.628740710899999,155349,0.0,1.0 +PDBC,2017-04-04,16.71,16.74,16.49,16.49,1078071,15.6850604973,15.7132203905,15.478554614,15.478554614,1078071,0.0,1.0 +PDBC,2017-04-05,16.76,16.89,16.73,16.87,180924,15.7319936526,15.8540198563,15.7038337594,15.835246594200001,180924,0.0,1.0 +PDBC,2017-04-06,16.8,16.8613,16.8,16.83,82822,15.769540176800001,15.8270802252,15.769540176800001,15.79770007,82822,0.0,1.0 +PDBC,2017-04-07,16.85,16.89,16.8,16.82,305215,15.816473332100001,15.8540198563,15.769540176800001,15.788313438900001,305215,0.0,1.0 +PDBC,2017-04-10,16.94,16.95,16.87,16.89,136668,15.9009530116,15.9103396427,15.835246594200001,15.8540198563,136668,0.0,1.0 +PDBC,2017-04-11,16.99,17.02,16.87,16.98,177866,15.9478861669,15.9760460601,15.835246594200001,15.9384995358,177866,0.0,1.0 +PDBC,2017-04-12,16.97,17.07,16.91,16.91,1090392,15.9291129048,16.0229792154,15.872793118399999,15.872793118399999,1090392,0.0,1.0 +PDBC,2017-04-13,17.03,17.09,17.0,17.07,179802,15.9854326911,16.0417524775,15.9572727979,16.0229792154,179802,0.0,1.0 +PDBC,2017-04-17,16.96,17.07,16.96,17.01,170970,15.919726273699998,16.0229792154,15.919726273699998,15.966659429000002,170970,0.0,1.0 +PDBC,2017-04-18,16.87,16.92,16.79,16.86,278667,15.835246594200001,15.8821797495,15.7601535457,15.8258599631,278667,0.0,1.0 +PDBC,2017-04-19,16.6,16.92,16.53,16.88,273106,15.5818075556,15.8821797495,15.5161011382,15.844633225299999,273106,0.0,1.0 +PDBC,2017-04-20,16.53,16.6536,16.52,16.64,101904,15.5161011382,15.6321198981,15.5067145072,15.6193540799,101904,0.0,1.0 +PDBC,2017-04-21,16.37,16.56,16.345,16.56,115596,15.365915041300001,15.544261031400001,15.342448463699998,15.544261031400001,115596,0.0,1.0 +PDBC,2017-04-24,16.31,16.37,16.2818,16.37,589820,15.309595255,15.365915041300001,15.2831249554,15.365915041300001,589820,0.0,1.0 +PDBC,2017-04-25,16.4199,16.42,16.27,16.3,120037,15.4127543303,15.4128481966,15.2720487307,15.300208623900001,120037,0.0,1.0 +PDBC,2017-04-26,16.28,16.42,16.28,16.34,187960,15.2814353618,15.4128481966,15.2814353618,15.3377551481,187960,0.0,1.0 +PDBC,2017-04-27,16.19,16.21,16.07,16.18,137895,15.1969556823,15.2157289444,15.0843161096,15.187569051199999,137895,0.0,1.0 +PDBC,2017-04-28,16.21,16.27,16.16,16.25,134431,15.2157289444,15.2720487307,15.1687957891,15.253275468599998,134431,0.0,1.0 +PDBC,2017-05-01,16.2,16.26,16.18,16.19,4178182,15.206342313299999,15.2626620997,15.187569051199999,15.1969556823,4178182,0.0,1.0 +PDBC,2017-05-02,16.02,16.2,15.99,16.18,1292996,15.0373829543,15.206342313299999,15.009223061099998,15.187569051199999,1292996,0.0,1.0 +PDBC,2017-05-03,15.99,16.045,15.94,16.03,151372,15.009223061099998,15.0608495319,14.962289905799999,15.0467695854,151372,0.0,1.0 +PDBC,2017-05-04,15.57,15.84,15.56,15.84,191113,14.614984556700001,14.8684235953,14.6055979257,14.8684235953,191113,0.0,1.0 +PDBC,2017-05-05,15.8,15.8101,15.63,15.64,256364,14.830877071,14.8403575684,14.6713043431,14.680690974100001,256364,0.0,1.0 +PDBC,2017-05-08,15.73,15.7714,15.63,15.74,3583381,14.765170653599998,14.804031306199999,14.6713043431,14.7745572847,3583381,0.0,1.0 +PDBC,2017-05-09,15.66,15.76,15.62,15.75,1794306,14.699464236199999,14.7933305468,14.661917712000001,14.7839439157,1794306,0.0,1.0 +PDBC,2017-05-10,15.9,15.95,15.7,15.7,1008639,14.9247433816,14.9716765369,14.737010760499999,14.737010760499999,1008639,0.0,1.0 +PDBC,2017-05-11,15.99,16.02,15.95,15.99,245884,15.009223061099998,15.0373829543,14.9716765369,15.009223061099998,245884,0.0,1.0 +PDBC,2017-05-12,15.99,16.0,15.935,15.99,126930,15.009223061099998,15.0186096922,14.9575965903,15.009223061099998,126930,0.0,1.0 +PDBC,2017-05-15,16.11,16.19,16.06,16.19,114980,15.121862633800001,15.1969556823,15.0749294785,15.1969556823,114980,0.0,1.0 +PDBC,2017-05-16,16.1,16.16,16.07,16.12,127784,15.1124760028,15.1687957891,15.0843161096,15.1312492649,127784,0.0,1.0 +PDBC,2017-05-17,16.2,16.25,16.14,16.21,143119,15.206342313299999,15.253275468599998,15.150022527,15.2157289444,143119,0.0,1.0 +PDBC,2017-05-18,16.16,16.22,16.0798,16.1,106663,15.1687957891,15.2251155755,15.093515007999999,15.1124760028,106663,0.0,1.0 +PDBC,2017-05-19,16.48,16.48,16.34,16.34,477582,15.469167983,15.469167983,15.3377551481,15.3377551481,477582,0.0,1.0 +IAU,2017-01-03,11.16,11.22,11.05,11.09,7937709,11.16,11.22,11.05,11.09,7937709,0.0,1.0 +IAU,2017-01-04,11.21,11.24,11.18,11.23,8860361,11.21,11.24,11.18,11.23,8860361,0.0,1.0 +IAU,2017-01-05,11.38,11.415,11.325,11.33,14333931,11.38,11.415,11.325,11.33,14333931,0.0,1.0 +IAU,2017-01-06,11.3,11.3599,11.27,11.3,10424990,11.3,11.3599,11.27,11.3,10424990,0.0,1.0 +IAU,2017-01-09,11.38,11.42,11.34,11.35,6615967,11.38,11.42,11.34,11.35,6615967,0.0,1.0 +IAU,2017-01-10,11.44,11.47,11.38,11.41,6144327,11.44,11.47,11.38,11.41,6144327,0.0,1.0 +IAU,2017-01-11,11.46,11.54,11.33,11.41,10125476,11.46,11.54,11.33,11.41,10125476,0.0,1.0 +IAU,2017-01-12,11.51,11.62,11.5,11.58,7555113,11.51,11.62,11.5,11.58,7555113,0.0,1.0 +IAU,2017-01-13,11.55,11.55,11.44,11.49,5288265,11.55,11.55,11.44,11.49,5288265,0.0,1.0 +IAU,2017-01-17,11.71,11.72,11.67,11.71,6359304,11.71,11.72,11.67,11.71,6359304,0.0,1.0 +IAU,2017-01-18,11.6,11.719,11.5701,11.7,7732090,11.6,11.719,11.5701,11.7,7732090,0.0,1.0 +IAU,2017-01-19,11.59,11.62,11.51,11.56,9849442,11.59,11.62,11.51,11.56,9849442,0.0,1.0 +IAU,2017-01-20,11.62,11.7,11.55,11.59,5982044,11.62,11.7,11.55,11.59,5982044,0.0,1.0 +IAU,2017-01-23,11.7,11.74,11.6431,11.68,6801599,11.7,11.74,11.6431,11.68,6801599,0.0,1.0 +IAU,2017-01-24,11.65,11.73,11.62,11.69,6298510,11.65,11.73,11.62,11.69,6298510,0.0,1.0 +IAU,2017-01-25,11.56,11.57,11.49,11.54,6912066,11.56,11.57,11.49,11.54,6912066,0.0,1.0 +IAU,2017-01-26,11.44,11.47,11.4,11.45,9303593,11.44,11.47,11.4,11.45,9303593,0.0,1.0 +IAU,2017-01-27,11.46,11.48,11.4,11.41,8744621,11.46,11.48,11.4,11.41,8744621,0.0,1.0 +IAU,2017-01-30,11.52,11.5463,11.47,11.48,8660388,11.52,11.5463,11.47,11.48,8660388,0.0,1.0 +IAU,2017-01-31,11.67,11.71,11.64,11.65,11920097,11.67,11.71,11.64,11.65,11920097,0.0,1.0 +IAU,2017-02-01,11.64,11.67,11.54,11.59,9800007,11.64,11.67,11.54,11.59,9800007,0.0,1.0 +IAU,2017-02-02,11.7,11.78,11.68,11.75,7043752,11.7,11.78,11.68,11.75,7043752,0.0,1.0 +IAU,2017-02-03,11.74,11.76,11.69,11.7,6555145,11.74,11.76,11.69,11.7,6555145,0.0,1.0 +IAU,2017-02-06,11.9,11.9,11.8,11.83,5639706,11.9,11.9,11.8,11.83,5639706,0.0,1.0 +IAU,2017-02-07,11.87,11.9,11.84,11.86,5765219,11.87,11.9,11.84,11.86,5765219,0.0,1.0 +IAU,2017-02-08,11.94,11.99,11.9,11.94,6623471,11.94,11.99,11.9,11.94,6623471,0.0,1.0 +IAU,2017-02-09,11.86,11.98,11.84,11.94,7884906,11.86,11.98,11.84,11.94,7884906,0.0,1.0 +IAU,2017-02-10,11.89,11.91,11.79,11.8,7489365,11.89,11.91,11.79,11.8,7489365,0.0,1.0 +IAU,2017-02-13,11.81,11.82,11.74,11.8,5365418,11.81,11.82,11.74,11.8,5365418,0.0,1.0 +IAU,2017-02-14,11.82,11.88,11.76,11.88,8850069,11.82,11.88,11.76,11.88,8850069,0.0,1.0 +IAU,2017-02-15,11.87,11.88,11.75,11.75,7483706,11.87,11.88,11.75,11.75,7483706,0.0,1.0 +IAU,2017-02-16,11.93,11.96,11.91,11.92,13999799,11.93,11.96,11.91,11.92,13999799,0.0,1.0 +IAU,2017-02-17,11.89,11.97,11.89,11.95,5523224,11.89,11.97,11.89,11.95,5523224,0.0,1.0 +IAU,2017-02-21,11.9,11.93,11.8,11.83,5147996,11.9,11.93,11.8,11.83,5147996,0.0,1.0 +IAU,2017-02-22,11.91,11.93,11.85,11.92,7404628,11.91,11.93,11.85,11.92,7404628,0.0,1.0 +IAU,2017-02-23,12.03,12.05,11.99,12.0,5688125,12.03,12.05,11.99,12.0,5688125,0.0,1.0 +IAU,2017-02-24,12.09,12.12,12.05,12.1,4833489,12.09,12.12,12.05,12.1,4833489,0.0,1.0 +IAU,2017-02-27,12.04,12.17,12.04,12.1,6367492,12.04,12.17,12.04,12.1,6367492,0.0,1.0 +IAU,2017-02-28,12.04,12.12,12.01,12.11,6151837,12.04,12.12,12.01,12.11,6151837,0.0,1.0 +IAU,2017-03-01,12.04,12.04,11.92,11.93,7396838,12.04,12.04,11.92,11.93,7396838,0.0,1.0 +IAU,2017-03-02,11.89,11.96,11.85,11.91,28204041,11.89,11.96,11.85,11.91,28204041,0.0,1.0 +IAU,2017-03-03,11.88,11.9,11.77,11.83,7965528,11.88,11.9,11.77,11.83,7965528,0.0,1.0 +IAU,2017-03-06,11.8,11.87,11.79,11.86,5144996,11.8,11.87,11.79,11.86,5144996,0.0,1.0 +IAU,2017-03-07,11.71,11.75,11.68,11.73,6028823,11.71,11.75,11.68,11.73,6028823,0.0,1.0 +IAU,2017-03-08,11.63,11.66,11.62,11.63,8427233,11.63,11.66,11.62,11.63,8427233,0.0,1.0 +IAU,2017-03-09,11.57,11.62,11.56,11.6,4983171,11.57,11.62,11.56,11.6,4983171,0.0,1.0 +IAU,2017-03-10,11.59,11.6,11.53,11.57,5657059,11.59,11.6,11.53,11.57,5657059,0.0,1.0 +IAU,2017-03-13,11.59,11.62,11.57,11.59,4695421,11.59,11.62,11.57,11.59,4695421,0.0,1.0 +IAU,2017-03-14,11.54,11.62,11.52,11.57,4593580,11.54,11.62,11.52,11.57,4593580,0.0,1.0 +IAU,2017-03-15,11.74,11.75,11.53,11.56,8413996,11.74,11.75,11.53,11.56,8413996,0.0,1.0 +IAU,2017-03-16,11.81,11.86,11.79,11.86,5049313,11.81,11.86,11.79,11.86,5049313,0.0,1.0 +IAU,2017-03-17,11.82,11.86,11.82,11.83,5558617,11.82,11.86,11.82,11.83,5558617,0.0,1.0 +IAU,2017-03-20,11.87,11.89,11.85,11.86,3620513,11.87,11.89,11.85,11.86,3620513,0.0,1.0 +IAU,2017-03-21,11.98,12.01,11.9,11.9,8375542,11.98,12.01,11.9,11.9,8375542,0.0,1.0 +IAU,2017-03-22,12.02,12.05,12.0,12.02,5795112,12.02,12.05,12.0,12.02,5795112,0.0,1.0 +IAU,2017-03-23,11.99,12.06,11.96,12.05,5571714,11.99,12.06,11.96,12.05,5571714,0.0,1.0 +IAU,2017-03-24,12.01,12.05,11.97,11.99,5207326,12.01,12.05,11.97,11.99,5207326,0.0,1.0 +IAU,2017-03-27,12.08,12.14,12.05,12.13,6528379,12.08,12.14,12.05,12.13,6528379,0.0,1.0 +IAU,2017-03-28,12.04,12.11,12.0,12.11,5150201,12.04,12.11,12.0,12.11,5150201,0.0,1.0 +IAU,2017-03-29,12.07,12.08,12.03,12.05,4121615,12.07,12.08,12.03,12.05,4121615,0.0,1.0 +IAU,2017-03-30,11.97,12.04,11.96,12.0,4187669,11.97,12.04,11.96,12.0,4187669,0.0,1.0 +IAU,2017-03-31,12.01,12.04,11.97,11.99,5233055,12.01,12.04,11.97,11.99,5233055,0.0,1.0 +IAU,2017-04-03,12.07,12.07,11.99,12.0,4738115,12.07,12.07,11.99,12.0,4738115,0.0,1.0 +IAU,2017-04-04,12.09,12.11,12.07,12.09,4650722,12.09,12.11,12.07,12.09,4650722,0.0,1.0 +IAU,2017-04-05,12.1,12.1,11.97,11.99,7201904,12.1,12.1,11.97,11.99,7201904,0.0,1.0 +IAU,2017-04-06,12.05,12.07,12.03,12.05,6280696,12.05,12.07,12.03,12.05,6280696,0.0,1.0 +IAU,2017-04-07,12.08,12.2,12.04,12.16,7501537,12.08,12.2,12.04,12.16,7501537,0.0,1.0 +IAU,2017-04-10,12.08,12.1,12.02,12.04,9857611,12.08,12.1,12.02,12.04,9857611,0.0,1.0 +IAU,2017-04-11,12.24,12.27,12.16,12.16,7803358,12.24,12.27,12.16,12.16,7803358,0.0,1.0 +IAU,2017-04-12,12.34,12.36,12.24,12.27,13581260,12.34,12.36,12.24,12.27,13581260,0.0,1.0 +IAU,2017-04-13,12.4,12.4,12.33,12.39,4541407,12.4,12.4,12.33,12.39,4541407,0.0,1.0 +IAU,2017-04-17,12.35,12.44,12.33,12.39,5767192,12.35,12.44,12.33,12.39,5767192,0.0,1.0 +IAU,2017-04-18,12.41,12.44,12.31,12.38,8307456,12.41,12.44,12.31,12.38,8307456,0.0,1.0 +IAU,2017-04-19,12.31,12.36,12.26,12.36,7782175,12.31,12.36,12.26,12.36,7782175,0.0,1.0 +IAU,2017-04-20,12.33,12.35,12.28,12.31,5126305,12.33,12.35,12.28,12.31,5126305,0.0,1.0 +IAU,2017-04-21,12.37,12.4,12.31,12.35,8352730,12.37,12.4,12.31,12.35,8352730,0.0,1.0 +IAU,2017-04-24,12.29,12.29,12.2,12.21,5454472,12.29,12.29,12.2,12.21,5454472,0.0,1.0 +IAU,2017-04-25,12.16,12.22,12.14,12.19,7624509,12.16,12.22,12.14,12.19,7624509,0.0,1.0 +IAU,2017-04-26,12.22,12.23,12.12,12.16,7094617,12.22,12.23,12.12,12.16,7094617,0.0,1.0 +IAU,2017-04-27,12.18,12.19,12.13,12.18,7420745,12.18,12.19,12.13,12.18,7420745,0.0,1.0 +IAU,2017-04-28,12.21,12.21,12.16,12.16,7477191,12.21,12.21,12.16,12.16,7477191,0.0,1.0 +IAU,2017-05-01,12.09,12.21,12.07,12.16,8020570,12.09,12.21,12.07,12.16,8020570,0.0,1.0 +IAU,2017-05-02,12.1,12.1,12.05,12.06,5347623,12.1,12.1,12.05,12.06,5347623,0.0,1.0 +IAU,2017-05-03,11.92,12.06,11.92,12.05,28859724,11.92,12.06,11.92,12.05,28859724,0.0,1.0 +IAU,2017-05-04,11.81,11.86,11.79,11.8,7499030,11.81,11.86,11.79,11.8,7499030,0.0,1.0 +IAU,2017-05-05,11.82,11.84,11.79,11.81,4265861,11.82,11.84,11.79,11.81,4265861,0.0,1.0 +IAU,2017-05-08,11.8,11.85,11.79,11.83,4139587,11.8,11.85,11.79,11.83,4139587,0.0,1.0 +IAU,2017-05-09,11.73,11.75,11.68,11.75,9599366,11.73,11.75,11.68,11.75,9599366,0.0,1.0 +IAU,2017-05-10,11.74,11.78,11.71,11.77,5605514,11.74,11.78,11.71,11.77,5605514,0.0,1.0 +IAU,2017-05-11,11.77,11.81,11.74,11.75,5806127,11.77,11.81,11.74,11.75,5806127,0.0,1.0 +IAU,2017-05-12,11.81,11.85,11.8,11.83,3596295,11.81,11.85,11.8,11.83,3596295,0.0,1.0 +IAU,2017-05-15,11.85,11.89,11.83,11.88,4323273,11.85,11.89,11.83,11.88,4323273,0.0,1.0 +IAU,2017-05-16,11.89,11.93,11.87,11.88,4855073,11.89,11.93,11.87,11.88,4855073,0.0,1.0 +IAU,2017-05-17,12.12,12.14,12.06,12.07,8534265,12.12,12.14,12.06,12.07,8534265,0.0,1.0 +IAU,2017-05-18,12.02,12.12,11.98,12.11,6349296,12.02,12.12,11.98,12.11,6349296,0.0,1.0 +IAU,2017-05-19,12.08,12.09,12.02,12.07,7532037,12.08,12.09,12.02,12.07,7532037,0.0,1.0 +VNQI,2017-01-03,49.86,49.8615,49.62,49.73,512706,42.517266873400004,42.5185459729,42.3126109559,42.4064115848,512706,0.0,1.0 +VNQI,2017-01-04,50.52,50.5299,50.16,50.16,468586,43.0800706467,43.0885127033,42.7730867704,42.7730867704,468586,0.0,1.0 +VNQI,2017-01-05,51.12,51.16,50.67,50.67,1449652,43.5917104406,43.6258197602,43.207980595200006,43.207980595200006,1449652,0.0,1.0 +VNQI,2017-01-06,51.07,51.25,51.015,51.12,2760414,43.5490737911,43.702565729300005,43.5021734767,43.5917104406,2760414,0.0,1.0 +VNQI,2017-01-09,50.97,51.04,50.9,50.94,334101,43.4638004922,43.523491801400006,43.4041091829,43.4382185025,334101,0.0,1.0 +VNQI,2017-01-10,51.08,51.2096,51.05,51.11,353081,43.557601121000005,43.66811531649999,43.532019131300004,43.5831831107,353081,0.0,1.0 +VNQI,2017-01-11,51.14,51.21,50.6826,50.87,547448,43.6087651004,43.6684564097,43.2187250309,43.3785271932,547448,0.0,1.0 +VNQI,2017-01-12,50.85,51.04,50.7675,51.04,6141626,43.361472533400004,43.523491801400006,43.2911220617,43.523491801400006,6141626,0.0,1.0 +VNQI,2017-01-13,50.89,50.94,50.7,50.7,284764,43.395581853,43.4382185025,43.2335625849,43.2335625849,284764,0.0,1.0 +VNQI,2017-01-17,50.84,50.85,50.6506,50.85,253329,43.352945203500006,43.361472533400004,43.191437575200005,43.361472533400004,253329,0.0,1.0 +VNQI,2017-01-18,50.84,50.949,50.7,50.78,416798,43.352945203500006,43.445893099399996,43.2335625849,43.3017812241,416798,0.0,1.0 +VNQI,2017-01-19,50.49,50.5815,50.2928,50.51,262290,43.054488657,43.132513725600006,42.8863297114,43.0715433168,262290,0.0,1.0 +VNQI,2017-01-20,50.59,50.62,50.42,50.42,311393,43.139761956,43.165343945699995,42.99479734770001,42.99479734770001,311393,0.0,1.0 +VNQI,2017-01-23,51.0,51.04,50.67,50.73,477814,43.4893824818,43.523491801400006,43.207980595200006,43.2591445746,477814,0.0,1.0 +VNQI,2017-01-24,51.13,51.19,50.91,50.91,444378,43.6002377705,43.651401749899996,43.4126365128,43.4126365128,444378,0.0,1.0 +VNQI,2017-01-25,51.21,51.25,50.92,51.02,499880,43.6684564097,43.702565729300005,43.421163842700004,43.506437141599996,499880,0.0,1.0 +VNQI,2017-01-26,51.03,51.19,50.98,51.16,235578,43.514964471499994,43.651401749899996,43.4723278221,43.6258197602,235578,0.0,1.0 +VNQI,2017-01-27,50.94,51.1,50.92,51.1,362788,43.4382185025,43.5746557808,43.421163842700004,43.5746557808,362788,0.0,1.0 +VNQI,2017-01-30,50.84,50.86,50.59,50.8,356612,43.352945203500006,43.3699998633,43.139761956,43.3188358839,356612,0.0,1.0 +VNQI,2017-01-31,51.23,51.27,51.02,51.12,570838,43.685511069499995,43.7196203891,43.506437141599996,43.5917104406,570838,0.0,1.0 +VNQI,2017-02-01,51.35,51.4399,51.23,51.34,303528,43.7878390283,43.8644997241,43.685511069499995,43.7793116984,303528,0.0,1.0 +VNQI,2017-02-02,51.35,51.46,51.2258,51.43,264911,43.7878390283,43.881639657200004,43.68192959100001,43.8560576675,264911,0.0,1.0 +VNQI,2017-02-03,51.62,51.67,51.422,51.54,331740,44.01807693550001,44.060713585,43.849235803599996,43.9498582964,331740,0.0,1.0 +VNQI,2017-02-06,51.42,51.46,51.3001,51.46,310387,43.84753033760001,43.881639657200004,43.745287652100004,43.881639657200004,310387,0.0,1.0 +VNQI,2017-02-07,51.6,51.67,51.464,51.48,228057,44.0010222758,44.060713585,43.8850505891,43.898694317,228057,0.0,1.0 +VNQI,2017-02-08,52.08,52.11,51.96,51.98,240449,44.4103341109,44.435916100600004,44.3080061521,44.325060811899995,240449,0.0,1.0 +VNQI,2017-02-09,52.36,52.4,52.1932,52.25,222349,44.649099348,44.6832086676,44.506863485299995,44.5552987191,222349,0.0,1.0 +VNQI,2017-02-10,52.42,52.46,52.1,52.1,320362,44.700263327399995,44.734372647,44.4273887707,44.4273887707,320362,0.0,1.0 +VNQI,2017-02-13,52.25,52.35,52.1845,52.3,229521,44.5552987191,44.6405720181,44.4994447083,44.5979353686,229521,0.0,1.0 +VNQI,2017-02-14,52.3,52.3996,52.0404,52.22,366477,44.5979353686,44.68286757439999,44.376565884499996,44.529716729499995,366477,0.0,1.0 +VNQI,2017-02-15,52.58,52.61,52.1246,52.2,1757769,44.8367006058,44.86228259550001,44.448366002200004,44.5126620697,1757769,0.0,1.0 +VNQI,2017-02-16,52.55,52.57,52.38,52.49,356842,44.811118616099996,44.8281732759,44.666154007799996,44.7599546367,356842,0.0,1.0 +VNQI,2017-02-17,52.43,52.46,52.28,52.3,345238,44.70879065729999,44.734372647,44.5808807088,44.5979353686,345238,0.0,1.0 +VNQI,2017-02-21,52.55,52.5695,52.3524,52.42,1447484,44.811118616099996,44.8277469094,44.6426185773,44.700263327399995,1447484,0.0,1.0 +VNQI,2017-02-22,52.78,52.79,52.5701,52.7,861251,45.0072472038,45.0157745337,44.8282585492,44.9390285646,861251,0.0,1.0 +VNQI,2017-02-23,52.98,53.07,52.87,52.99,235586,45.1777938017,45.2545397708,45.0839931728,45.186321131599996,235586,0.0,1.0 +VNQI,2017-02-24,52.88,52.9,52.72,52.8,258541,45.092520502700005,45.1095751625,44.9560832244,45.024301863599995,258541,0.0,1.0 +VNQI,2017-02-27,52.62,52.74,52.55,52.74,392496,44.870809925399996,44.9731378842,44.811118616099996,44.9731378842,392496,0.0,1.0 +VNQI,2017-02-28,52.6,52.73,52.55,52.63,396901,44.85375526560001,44.9646105543,44.811118616099996,44.879337255299994,396901,0.0,1.0 +VNQI,2017-03-01,52.8,52.9199,52.57,52.6,379620,45.024301863599995,45.126544548999995,44.8281732759,44.85375526560001,379620,0.0,1.0 +VNQI,2017-03-02,52.1,52.35,52.09,52.3,321334,44.4273887707,44.6405720181,44.4188614408,44.5979353686,321334,0.0,1.0 +VNQI,2017-03-03,52.25,52.3,52.02,52.05,294611,44.5552987191,44.5979353686,44.359170131499994,44.3847521212,294611,0.0,1.0 +VNQI,2017-03-06,52.2,52.23,52.08,52.22,560767,44.5126620697,44.53824405939999,44.4103341109,44.529716729499995,560767,0.0,1.0 +VNQI,2017-03-07,52.09,52.2,52.0478,52.07,779591,44.4188614408,44.5126620697,44.382876108599994,44.401806781000005,779591,0.0,1.0 +VNQI,2017-03-08,51.83,52.1399,51.83,52.08,330500,44.19715086340001,44.461412816999996,44.19715086340001,44.4103341109,330500,0.0,1.0 +VNQI,2017-03-09,51.8,51.8799,51.66,51.85,196455,44.1715688737,44.2397022396,44.052186255100004,44.2142055232,196455,0.0,1.0 +VNQI,2017-03-10,52.04,52.0461,51.86,51.98,248513,44.376224791300004,44.3814264625,44.222732853100005,44.325060811899995,248513,0.0,1.0 +VNQI,2017-03-13,52.39,52.42,52.2476,52.25,831369,44.67468133770001,44.700263327399995,44.55325216,44.5552987191,831369,0.0,1.0 +VNQI,2017-03-14,51.99,52.08,51.94,52.05,206221,44.3335881418,44.4103341109,44.290951492299996,44.3847521212,206221,0.0,1.0 +VNQI,2017-03-15,52.91,52.94,52.13,52.13,313061,45.1181024924,45.1436844821,44.4529707604,44.4529707604,313061,0.0,1.0 +VNQI,2017-03-16,53.27,53.32,53.2,53.24,196247,45.4250863688,45.4677230183,45.365395059499996,45.3995043791,196247,0.0,1.0 +VNQI,2017-03-17,53.31,53.43,53.23,53.31,174923,45.4591956884,45.56152364720001,45.3909770492,45.4591956884,174923,0.0,1.0 +VNQI,2017-03-20,53.35,53.46,53.25,53.28,479080,45.493305008,45.5871056369,45.408031709,45.4336136987,479080,0.0,1.0 +VNQI,2017-03-21,53.11,53.59,53.02,53.49,512827,45.2886490904,45.6979609255,45.211903121300004,45.6126876265,512827,0.0,1.0 +VNQI,2017-03-22,53.3,53.35,53.09,53.09,875002,45.4506683585,45.493305008,45.271594430600004,45.271594430600004,875002,0.0,1.0 +VNQI,2017-03-23,53.53,53.604,53.32,53.32,168865,45.6467969461,45.7098991874,45.4677230183,45.4677230183,168865,0.0,1.0 +VNQI,2017-03-24,53.63,53.72,53.46,53.5,202052,45.73207024510001,45.8088162142,45.5871056369,45.6212149564,202052,0.0,1.0 +VNQI,2017-03-27,53.43,53.505,53.3161,53.39,479647,45.56152364720001,45.625478621400006,45.4643973596,45.5274143276,479647,0.0,1.0 +VNQI,2017-03-28,53.45,53.5686,53.35,53.35,731410,45.578578307,45.6797124396,45.493305008,45.493305008,731410,0.0,1.0 +VNQI,2017-03-29,53.5,53.52,53.32,53.35,214544,45.6212149564,45.6382696162,45.4677230183,45.493305008,214544,0.0,1.0 +VNQI,2017-03-30,53.2,53.31,53.16,53.24,474361,45.365395059499996,45.4591956884,45.3312857399,45.3995043791,474361,0.0,1.0 +VNQI,2017-03-31,53.26,53.34,53.0744,53.11,263703,45.416559038900004,45.4847776781,45.258291796,45.2886490904,263703,0.0,1.0 +VNQI,2017-04-03,53.38,53.38,53.06,53.21,392540,45.51888699770001,45.51888699770001,45.2460124409,45.37392238939999,392540,0.0,1.0 +VNQI,2017-04-04,53.51,53.54,53.31,53.36,197565,45.6297422863,45.655324276,45.4591956884,45.5018323379,197565,0.0,1.0 +VNQI,2017-04-05,53.57,53.73,53.525,53.56,387404,45.680906265699996,45.8173435441,45.6425332812,45.6723789358,387404,0.0,1.0 +VNQI,2017-04-06,53.75,53.816,53.66,53.72,256005,45.8343982039,45.8906785812,45.7576522348,45.8088162142,256005,0.0,1.0 +VNQI,2017-04-07,53.88,53.97,53.84,53.84,237436,45.9452534926,46.0219994617,45.911144173000004,45.911144173000004,237436,0.0,1.0 +VNQI,2017-04-10,53.73,53.8,53.62,53.71,380200,45.8173435441,45.87703485340001,45.72354291520001,45.8002888843,380200,0.0,1.0 +VNQI,2017-04-11,54.1,54.12,53.77,53.94,355067,46.1328547504,46.1499094101,45.8514528637,45.996417472,355067,0.0,1.0 +VNQI,2017-04-12,54.42,54.42,54.16,54.24,552881,46.4057293071,46.4057293071,46.1840187297,46.252237368900005,552881,0.0,1.0 +VNQI,2017-04-13,54.36,54.59,54.33,54.57,261817,46.3545653277,46.5506939154,46.328983338,46.5336392556,261817,0.0,1.0 +VNQI,2017-04-17,54.9,54.97,54.73,54.75,354111,46.8150411422,46.874732451499995,46.670076533999996,46.6871311937,354111,0.0,1.0 +VNQI,2017-04-18,54.75,54.77,54.56,54.57,230334,46.6871311937,46.7041858535,46.525111925699996,46.5336392556,230334,0.0,1.0 +VNQI,2017-04-19,54.37,54.67,54.3,54.63,327225,46.3630926576,46.6189125546,46.3034013483,46.584803235,327225,0.0,1.0 +VNQI,2017-04-20,54.56,54.7,54.54,54.57,231223,46.525111925699996,46.6444945443,46.5080572659,46.5336392556,231223,0.0,1.0 +VNQI,2017-04-21,54.52,54.53,54.32,54.39,2718009,46.4910026061,46.499529936,46.3204560081,46.380147317399995,2718009,0.0,1.0 +VNQI,2017-04-24,54.7,54.82,54.58,54.69,405595,46.6444945443,46.746822503000004,46.5421665855,46.6359672144,405595,0.0,1.0 +VNQI,2017-04-25,54.96,55.03,54.88,54.91,314791,46.8662051216,46.9258964309,46.7979864824,46.8235684721,314791,0.0,1.0 +VNQI,2017-04-26,54.81,54.94,54.71,54.79,1011644,46.738295173100006,46.8491504618,46.6530218742,46.721240513299996,1011644,0.0,1.0 +VNQI,2017-04-27,54.76,54.79,54.61,54.74,234075,46.695658523599995,46.721240513299996,46.56774857520001,46.6786038639,234075,0.0,1.0 +VNQI,2017-04-28,54.46,54.61,54.43,54.61,379344,46.4398386267,46.56774857520001,46.414256637,46.56774857520001,379344,0.0,1.0 +VNQI,2017-05-01,54.63,54.72,54.55,54.68,340989,46.584803235,46.6615492041,46.5165845958,46.6274398845,340989,0.0,1.0 +VNQI,2017-05-02,55.1,55.1,54.8478,54.89,378019,46.9855877402,46.9855877402,46.77052848020001,46.8065138123,378019,0.0,1.0 +VNQI,2017-05-03,54.83,55.01,54.77,54.94,275774,46.7553498329,46.90884177109999,46.7041858535,46.8491504618,275774,0.0,1.0 +VNQI,2017-05-04,54.62,54.69,54.51,54.69,245537,46.57627590510001,46.6359672144,46.4824752762,46.6359672144,245537,0.0,1.0 +VNQI,2017-05-05,54.99,55.0,54.57,54.58,195108,46.89178711130001,46.900314441199995,46.5336392556,46.5421665855,195108,0.0,1.0 +VNQI,2017-05-08,54.99,55.14,54.9,55.11,260020,46.89178711130001,47.019697059799995,46.8150411422,46.9941150701,260020,0.0,1.0 +VNQI,2017-05-09,55.1,55.16,55.005,55.09,240568,46.9855877402,47.0367517196,46.9045781062,46.9770604103,240568,0.0,1.0 +VNQI,2017-05-10,55.19,55.34,55.02,55.34,347240,47.062333709300006,47.190243657799996,46.917369101000006,47.190243657799996,347240,0.0,1.0 +VNQI,2017-05-11,55.19,55.19,55.01,55.06,354360,47.062333709300006,47.062333709300006,46.90884177109999,46.951478420600004,354360,0.0,1.0 +VNQI,2017-05-12,55.26,55.28,55.0,55.0,420873,47.1220250186,47.1390796784,46.900314441199995,46.900314441199995,420873,0.0,1.0 +VNQI,2017-05-15,55.51,55.5499,55.4,55.42,318888,47.335208266,47.36923231229999,47.241407637100004,47.25846229689999,318888,0.0,1.0 +VNQI,2017-05-16,55.55,55.55,55.419,55.52,292744,47.3693175856,47.3693175856,47.257609564,47.3437355959,292744,0.0,1.0 +VNQI,2017-05-17,55.39,55.55,55.345,55.5,755465,47.23288030720001,47.3693175856,47.194507322700005,47.3266809361,755465,0.0,1.0 +VNQI,2017-05-18,55.07,55.37,54.95,55.21,228509,46.9600057505,47.215825647399996,46.8576777917,47.0793883691,228509,0.0,1.0 +VNQI,2017-05-19,55.58,55.605,55.375,55.5,510562,47.394899575299995,47.4162179001,47.2200893124,47.3266809361,510562,0.0,1.0 diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py new file mode 100644 index 0000000..d51a562 --- /dev/null +++ b/backtester/test/conftest.py @@ -0,0 +1,22 @@ +import os + +import pytest + +from backtester.datahandler import HistoricalOptionsData, TiingoData + +TEST_DIR = os.path.abspath(os.path.dirname(__file__)) + +SAMPLE_DATA_STOCKS = os.path.join(TEST_DIR, 'backtester', 'test_data', 'test_data_stocks.csv') +SAMPLE_DATA_OPTIONS = os.path.join(TEST_DIR, 'backtester', 'test_data', 'test_data.csv') + + +@pytest.fixture(scope='module') +def sample_datahandler_stocks(): + data = TiingoData(SAMPLE_DATA_STOCKS) + return data + + +@pytest.fixture(scope='module') +def sample_datahandler_options(): + data = HistoricalOptionsData(SAMPLE_DATA_OPTIONS) + return data From 13557f9a54afbdf02f65f89b0920f7e663216380 Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Tue, 17 Mar 2020 19:16:39 -0300 Subject: [PATCH 2/8] Added only stocks test --- backtester/test/backtester/test_backtester.py | 64 +++++++++++++------ backtester/test/conftest.py | 35 ++++++++-- .../{backtester => }/test_data/test_data.csv | 0 .../test_data/test_data_stocks.csv | 0 4 files changed, 74 insertions(+), 25 deletions(-) rename backtester/test/{backtester => }/test_data/test_data.csv (100%) rename backtester/test/{backtester => }/test_data/test_data_stocks.csv (100%) diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py index 5ccf014..b241513 100644 --- a/backtester/test/backtester/test_backtester.py +++ b/backtester/test/backtester/test_backtester.py @@ -1,13 +1,14 @@ import numpy as np -from backtester.enums import Stock from backtester.strategy import Strategy, StrategyLeg from backtester.enums import Type, Direction from backtester import Backtest -def test_backtest(sample_datahandler_stocks, sample_datahandler_options): - tl_long, balance_long = run_backtest(sample_datahandler_stocks, sample_datahandler_options, Direction.BUY) +def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler): + bt = run_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler, + sample_options_strategy(Direction.BUY, sample_options_datahandler.schema)) + tl_long, balance_long = bt.trade_log, bt.balance last_day_balance_long = balance_long.iloc[-1].values @@ -30,7 +31,9 @@ def test_backtest(sample_datahandler_stocks, sample_datahandler_options): assert (np.isclose(total_costs, [195015.0, -197060.0, 189290.0, -185650.0], atol=tol)).all() assert (dates == ['2017-01-03', '2017-02-01', '2017-03-01', '2017-04-03']).all() - tl_short, balance_short = run_backtest(sample_datahandler_stocks, sample_datahandler_options, Direction.SELL) + bt = run_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler, + sample_options_strategy(Direction.SELL, sample_options_datahandler.schema)) + tl_short, balance_short = bt.trade_log, bt.balance last_day_balance_short = balance_short.iloc[-1].values @@ -51,22 +54,50 @@ def test_backtest(sample_datahandler_stocks, sample_datahandler_options): assert (dates == ['2017-03-01', '2017-04-03']).all() -def run_backtest(stock_data, options_data, direction): - schema = options_data.schema - test_strat = strategy(direction, schema) - stocks = portfolio() +# We use Portfolio Visualizer (https://www.portfoliovisualizer.com/backtest-portfolio) +# to find the actual return for the Ivy porfolio. - bt = Backtest({'stocks': 0.50, 'options': 0.50, 'cash': 0}) + +def test_backtest_only_stocks(ivy_portfolio, ivy_portfolio_datahandler, sample_options_datahandler): + allocation = {'stocks': 1.0, 'options': 0.0, 'cash': 0.0} + bt = run_backtest(ivy_portfolio, + ivy_portfolio_datahandler, + sample_options_datahandler, + sample_options_strategy(Direction.BUY, sample_options_datahandler.schema), + allocation=allocation) + + print(bt.balance.columns) + balance = bt.balance[1:] + tolerance = 0.0001 + assert np.allclose(balance['total capital'], balance['cash'] + balance['stocks capital'], rtol=tolerance) + assert np.allclose(balance['total capital'], bt.initial_capital * balance['accumulated return'], rtol=tolerance) + + actual_return = 1.025 + return_tolerance = 0.01 + assert np.isclose(balance['accumulated return'].iloc[-1], actual_return, rtol=return_tolerance) + + +def run_backtest(stocks, + stock_data, + options_data, + strategy, + allocation={ + 'stocks': 0.50, + 'options': 0.50, + 'cash': 0 + }, + **kwargs): + bt = Backtest(allocation, **kwargs) bt.stocks = stocks - bt.options_strategy = test_strat + bt.options_strategy = strategy bt.options_data = options_data bt.stocks_data = stock_data bt.run(rebalance_freq=1) - return bt.trade_log, bt.balance + return bt -def strategy(direction, schema): +def sample_options_strategy(direction, schema): test_strat = Strategy(schema) leg1 = StrategyLeg("leg_1", schema, option_type=Type.CALL, direction=direction) leg1.entry_filter = ((schema.contract == "SPX170317C00300000") & @@ -83,12 +114,3 @@ def strategy(direction, schema): test_strat.add_legs([leg1, leg2]) return test_strat - - -def portfolio(): - VOO = Stock('VOO', 0.4) - TUR = Stock('TUR', 0.1) - RSX = Stock('RSX', 0.5) - - stocks = [VOO, TUR, RSX] - return stocks diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py index d51a562..8803969 100644 --- a/backtester/test/conftest.py +++ b/backtester/test/conftest.py @@ -3,20 +3,47 @@ import os import pytest from backtester.datahandler import HistoricalOptionsData, TiingoData +from backtester.enums import Stock TEST_DIR = os.path.abspath(os.path.dirname(__file__)) -SAMPLE_DATA_STOCKS = os.path.join(TEST_DIR, 'backtester', 'test_data', 'test_data_stocks.csv') -SAMPLE_DATA_OPTIONS = os.path.join(TEST_DIR, 'backtester', 'test_data', 'test_data.csv') +SAMPLE_DATA_STOCKS = os.path.join(TEST_DIR, 'test_data', 'test_data_stocks.csv') +IVY_PORTFOLIO_DATA = os.path.join(TEST_DIR, 'test_data', 'ivy_portfolio.csv') +SAMPLE_DATA_OPTIONS = os.path.join(TEST_DIR, 'test_data', 'test_data.csv') + +# DataHandler fixtures @pytest.fixture(scope='module') -def sample_datahandler_stocks(): +def sample_stocks_datahandler(): data = TiingoData(SAMPLE_DATA_STOCKS) return data @pytest.fixture(scope='module') -def sample_datahandler_options(): +def ivy_portfolio_datahandler(): + data = TiingoData(IVY_PORTFOLIO_DATA) + return data + + +@pytest.fixture(scope='module') +def sample_options_datahandler(): data = HistoricalOptionsData(SAMPLE_DATA_OPTIONS) return data + + +# Stock Porfolio fixtures + + +@pytest.fixture(scope='module') +def ivy_portfolio(): + return [Stock('VTI', 0.2), Stock('VEU', 0.2), Stock('BND', 0.2), Stock('VNQ', 0.2), Stock('DBC', 0.2)] + + +@pytest.fixture(scope='module') +def sample_stock_portfolio(): + VOO = Stock('VOO', 0.4) + TUR = Stock('TUR', 0.1) + RSX = Stock('RSX', 0.5) + + return [VOO, TUR, RSX] diff --git a/backtester/test/backtester/test_data/test_data.csv b/backtester/test/test_data/test_data.csv similarity index 100% rename from backtester/test/backtester/test_data/test_data.csv rename to backtester/test/test_data/test_data.csv diff --git a/backtester/test/backtester/test_data/test_data_stocks.csv b/backtester/test/test_data/test_data_stocks.csv similarity index 100% rename from backtester/test/backtester/test_data/test_data_stocks.csv rename to backtester/test/test_data/test_data_stocks.csv From d8011a441899773fee21dc0e82251589cda27a98 Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Wed, 18 Mar 2020 12:04:20 -0300 Subject: [PATCH 3/8] Added Ivy portfolio data --- backtester/test/test_data/ivy_portfolio.csv | 769 ++++++++++++++++++++ 1 file changed, 769 insertions(+) create mode 100644 backtester/test/test_data/ivy_portfolio.csv diff --git a/backtester/test/test_data/ivy_portfolio.csv b/backtester/test/test_data/ivy_portfolio.csv new file mode 100644 index 0000000..ef45e18 --- /dev/null +++ b/backtester/test/test_data/ivy_portfolio.csv @@ -0,0 +1,769 @@ +symbol,date,close,high,low,open,volume,adjClose,adjHigh,adjLow,adjOpen,adjVolume,divCash,splitFactor +VTI,2017-01-03,116.2,116.55,115.49,116.15,2731646,109.81434579209999,110.1451118939,109.1433631285,109.7670934918,2731646,0.0,1.0 +VTI,2017-01-04,117.09,117.19,116.4151,116.47,3228738,110.6554367366,110.7499413371,110.01762518780001,110.0695082135,3228738,0.0,1.0 +VTI,2017-01-05,116.86,117.0886,116.4,116.95,2604038,110.43807615540001,110.6541136722,110.00335499309999,110.5231302959,2604038,0.0,1.0 +VTI,2017-01-06,117.23,117.515,116.64,117.02,2317806,110.7877431773,111.05708128879999,110.2301660343,110.58928351629999,2317806,0.0,1.0 +VTI,2017-01-09,116.78,117.1357,116.735,117.1,2461680,110.362472475,110.698625339,110.3199454048,110.66488719670001,2461680,0.0,1.0 +VTI,2017-01-10,116.87,117.36,116.62,116.76,2055428,110.4475266155,110.910599158,110.2112651142,110.3435715549,2055428,0.0,1.0 +VTI,2017-01-11,117.24,117.24,116.4898,116.91,2751838,110.7971936374,110.7971936374,110.08822012440001,110.4853284557,2751838,0.0,1.0 +VTI,2017-01-12,116.93,117.04,116.01,117.04,2342402,110.5042293758,110.6081844364,109.6347870511,110.6081844364,2342402,0.0,1.0 +VTI,2017-01-13,117.22,117.4,116.98,116.99,2031780,110.77829271729999,110.9484009982,110.55148167610001,110.5609321361,2031780,0.0,1.0 +VTI,2017-01-17,116.7,117.06,116.4741,116.86,2583709,110.2868687946,110.62708535649999,110.0733829021,110.43807615540001,2583709,0.0,1.0 +VTI,2017-01-18,116.97,117.0,116.48,116.8,1901752,110.542031216,110.5703825962,110.0789586735,110.3813733951,1901752,0.0,1.0 +VTI,2017-01-19,116.51,117.14,116.24,117.03,1899267,110.1073100537,110.70268903690001,109.85214763229999,110.5987339763,1899267,0.0,1.0 +VTI,2017-01-20,116.91,117.23,116.59,116.84,2636114,110.4853284557,110.7877431773,110.1829137341,110.4191752353,2636114,0.0,1.0 +VTI,2017-01-23,116.6,116.97,116.17,116.75,1938950,110.1923641941,110.542031216,109.7859944119,110.3341210949,1938950,0.0,1.0 +VTI,2017-01-24,117.51,117.74,116.74,116.82,2165876,111.05235605879999,111.2697166399,110.3246706348,110.40027431520001,2165876,0.0,1.0 +VTI,2017-01-25,118.52,118.56,117.94,118.02,2427847,112.0068525239,112.0446543641,111.4587258409,111.5343295214,2427847,0.0,1.0 +VTI,2017-01-26,118.35,118.62,118.2299,118.56,2178512,111.846194703,112.10135712440001,111.73269467780001,112.0446543641,2178512,0.0,1.0 +VTI,2017-01-27,118.16,118.48,118.0236,118.45,1479541,111.66663596209999,111.9690506837,111.537731687,111.9406993035,1479541,0.0,1.0 +VTI,2017-01-30,117.36,117.8,116.68,117.73,3006131,110.910599158,111.32641940020001,110.2679678745,111.2602661799,3006131,0.0,1.0 +VTI,2017-01-31,117.46,117.46,116.73,117.0,3309743,111.0051037585,111.0051037585,110.31522017479999,110.5703825962,3309743,0.0,1.0 +VTI,2017-02-01,117.45,118.0401,117.07,117.86,2614514,110.9956532985,111.5533249461,110.6365358165,111.3831221605,2614514,0.0,1.0 +VTI,2017-02-02,117.53,117.72,117.02,117.21,1745302,111.0712569789,111.2508157198,110.58928351629999,110.76884225719999,1745302,0.0,1.0 +VTI,2017-02-03,118.42,118.5199,117.92,117.99,1837627,111.9123479234,112.00675801930001,111.43982492079999,111.5059781412,1837627,0.0,1.0 +VTI,2017-02-06,118.14,118.41,117.94,118.26,1598846,111.64773504200001,111.9028974633,111.4587258409,111.7611405626,1598846,0.0,1.0 +VTI,2017-02-07,118.13,118.53,117.96,118.43,3366070,111.63828458190001,112.01630298399999,111.47762676100001,111.9217983834,3366070,0.0,1.0 +VTI,2017-02-08,118.26,118.32,117.69,117.92,1835984,111.7611405626,111.8178433229,111.2224643397,111.43982492079999,1835984,0.0,1.0 +VTI,2017-02-09,119.04,119.2063,118.38,118.42,1635319,112.4982764466,112.65543759719999,111.8745460832,111.9123479234,1635319,0.0,1.0 +VTI,2017-02-10,119.54,119.7,119.21,119.29,1837821,112.9707994491,113.1220068099,112.6589342674,112.7345379478,1837821,0.0,1.0 +VTI,2017-02-13,120.14,120.33,119.87,119.92,1985570,113.53782705219999,113.7173857931,113.2826646308,113.329916931,1985570,0.0,1.0 +VTI,2017-02-14,120.58,120.63,119.8501,120.1,2051179,113.9536472944,114.00089959469999,113.2638582153,113.50002521200001,2051179,0.0,1.0 +VTI,2017-02-15,121.24,121.35,120.45,120.57,1998213,114.57737765780001,114.6813327183,113.8307913137,113.9441968343,1998213,0.0,1.0 +VTI,2017-02-16,121.13,121.37,120.64,121.25,2034805,114.4734225972,114.70023363840001,114.0103500547,114.58682811780001,2034805,0.0,1.0 +VTI,2017-02-17,121.31,121.31,120.66,120.66,1948471,114.6435308781,114.6435308781,114.0292509748,114.0292509748,1948471,0.0,1.0 +VTI,2017-02-21,122.03,122.13,121.39,121.55,2423039,115.32396400180001,115.4184686023,114.7191345585,114.8703419193,2423039,0.0,1.0 +VTI,2017-02-22,121.87,122.03,121.6807,121.82,1973959,115.172756641,115.32396400180001,114.9938594322,115.12550434069999,1973959,0.0,1.0 +VTI,2017-02-23,121.78,122.23,121.32,122.21,2024945,115.08770250049999,115.51297320280001,114.6529813382,115.4940722827,2024945,0.0,1.0 +VTI,2017-02-24,121.98,121.99,121.24,121.38,2962944,115.27671170149999,115.2861621616,114.57737765780001,114.7096840985,2962944,0.0,1.0 +VTI,2017-02-27,122.25,122.3554,121.74,121.92,2625148,115.5318741229,115.6314819718,115.04990066030001,115.2200089412,2625148,0.0,1.0 +VTI,2017-02-28,121.8,122.18,121.61,122.18,2231827,115.1066034206,115.4657209026,114.92704467959999,115.4657209026,2231827,0.0,1.0 +VTI,2017-03-01,123.44,123.727,122.65,122.81,2874677,116.656478869,116.9277070724,115.9098925249,116.0610998858,2874677,0.0,1.0 +VTI,2017-03-02,122.65,123.42,122.61,123.42,2421598,115.9098925249,116.63757794889999,115.8720906847,116.63757794889999,2421598,0.0,1.0 +VTI,2017-03-03,122.75,122.8,122.33,122.63,1651644,116.00439712549999,116.05164942569999,115.6074778033,115.89099160479999,1651644,0.0,1.0 +VTI,2017-03-06,122.27,122.48,121.9,122.48,1716343,115.55077504299999,115.7492347041,115.20110802110001,115.7492347041,1716343,0.0,1.0 +VTI,2017-03-07,121.88,122.29,121.75,122.21,1612658,115.182207101,115.5696759631,115.05935112040001,115.4940722827,1612658,0.0,1.0 +VTI,2017-03-08,121.54,122.18,121.47,121.99,2374579,114.8608914593,115.4657209026,114.7947382389,115.2861621616,2374579,0.0,1.0 +VTI,2017-03-09,121.6,121.8899,121.02,121.6,3852842,114.91759421959999,115.1915630565,114.3694675366,114.91759421959999,3852842,0.0,1.0 +VTI,2017-03-10,122.04,122.25,121.4551,122.19,2987473,115.3334144618,115.5318741229,114.78065705350001,115.47517136260001,2987473,0.0,1.0 +VTI,2017-03-13,122.13,122.16,121.86,122.06,2003857,115.4184686023,115.4468199824,115.16330618090001,115.3523153819,2003857,0.0,1.0 +VTI,2017-03-14,121.69,121.87,121.24,121.87,2269587,115.0026483601,115.172756641,114.57737765780001,115.172756641,2269587,0.0,1.0 +VTI,2017-03-15,122.79,123.04,121.8914,121.98,1892226,116.0421989657,116.2784604669,115.1929806255,115.27671170149999,1892226,0.0,1.0 +VTI,2017-03-16,122.64,123.0,122.43,122.96,2050110,115.90044206489999,116.2406586267,115.70198240379999,116.20285678649999,2050110,0.0,1.0 +VTI,2017-03-17,122.57,122.8848,122.45,122.84,1973987,115.83428884450001,116.1317893269,115.7208833239,116.0894512659,1973987,0.0,1.0 +VTI,2017-03-20,122.2717,122.62,122.0708,122.51,3239871,115.55238162120001,115.8815411448,115.3625218788,115.7775860842,3239871,0.0,1.0 +VTI,2017-03-21,120.57,122.72,120.444,122.69,3355145,113.9441968343,115.97604574530001,113.8251210377,115.9476943651,3355145,0.0,1.0 +VTI,2017-03-22,120.73,120.91,120.1,120.48,2896603,114.0954041952,114.2655124761,113.50002521200001,113.8591426939,2896603,0.0,1.0 +VTI,2017-03-23,120.69,121.39,120.4667,120.66,2257114,114.057602355,114.7191345585,113.846573582,114.0292509748,2257114,0.0,1.0 +VTI,2017-03-24,120.16,120.74,119.66,120.42,2305692,114.06894290700001,114.61954199889999,113.5942885174,114.31576318959999,2305692,0.542,1.0 +VTI,2017-03-27,120.02,120.19,118.89,119.18,2927702,113.93603967790001,114.09742217040001,112.8633207575,113.1386203034,2927702,0.0,1.0 +VTI,2017-03-28,120.86,121.14,119.78,119.96,2699241,114.7334590525,114.9992655106,113.7082055709,113.87908115120001,2699241,0.0,1.0 +VTI,2017-03-29,121.08,121.23,120.58,120.88,3196549,114.9423069839,115.0847033007,114.4676525943,114.752445228,3196549,0.0,1.0 +VTI,2017-03-30,121.53,121.62,120.99,121.14,2076852,115.36949593450001,115.4549337246,114.8568691937,114.9992655106,2076852,0.0,1.0 +VTI,2017-03-31,121.32,121.7155,121.26,121.42,1815860,115.1701410909,115.54559271299999,115.1131825641,115.26507196879999,1815860,0.0,1.0 +VTI,2017-04-03,121.02,121.5,120.33,121.45,3103060,114.8853484571,115.34101667110001,114.2303253995,115.29355123219999,3103060,0.0,1.0 +VTI,2017-04-04,121.08,121.105,120.64,120.89,2462645,114.9423069839,114.9660397034,114.524611121,114.7619383158,2462645,0.0,1.0 +VTI,2017-04-05,120.59,122.0199,120.441,121.49,3905750,114.47714568209999,115.83456230540001,114.335698674,115.3315235833,3905750,0.0,1.0 +VTI,2017-04-06,120.97,121.26,120.38,120.69,2056068,114.8378830182,115.1131825641,114.27779083840001,114.57207656,2056068,0.0,1.0 +VTI,2017-04-07,120.88,121.29,120.59,120.84,1997240,114.752445228,115.1416618275,114.47714568209999,114.7144728769,1997240,0.0,1.0 +VTI,2017-04-10,121.03,121.51,120.7,121.04,1669475,114.8948415449,115.35050975889999,114.58156964780001,114.9043346327,1669475,0.0,1.0 +VTI,2017-04-11,120.99,121.0,120.0591,120.87,2895455,114.8568691937,114.8663622815,113.97315765120001,114.7429521402,2895455,0.0,1.0 +VTI,2017-04-12,120.37,120.99,120.23,120.88,1967393,114.2682977507,114.8568691937,114.13539452159999,114.752445228,1967393,0.0,1.0 +VTI,2017-04-13,119.55,120.56,119.55,120.15,2852219,113.4898645517,114.44866641870001,113.4898645517,114.0594498192,2852219,0.0,1.0 +VTI,2017-04-17,120.59,120.61,119.68,119.88,3198909,114.47714568209999,114.49613185770001,113.613274693,113.80313644879999,3198909,0.0,1.0 +VTI,2017-04-18,120.33,120.565,119.85,120.2,1865766,114.2303253995,114.4534129626,113.77465718549999,114.10691525819999,1865766,0.0,1.0 +VTI,2017-04-19,120.23,120.92,120.0784,120.72,1807017,114.13539452159999,114.7904175792,113.9914793106,114.6005558234,1807017,0.0,1.0 +VTI,2017-04-20,121.22,121.4299,120.3748,120.59,1783429,115.07521021299999,115.27447012569999,114.2728544328,114.47714568209999,1783429,0.0,1.0 +VTI,2017-04-21,120.83,121.21,120.61,121.21,2006549,114.7049797891,115.06571712520001,114.49613185770001,115.06571712520001,2006549,0.0,1.0 +VTI,2017-04-24,122.11,122.2755,121.88,122.17,2178763,115.92009502639999,116.07720562940001,115.7017540072,115.9770535532,2178763,0.0,1.0 +VTI,2017-04-25,122.87,123.09,122.52,122.56,2145193,116.64156969860001,116.85041763,116.30931162590001,116.34728397709999,2145193,0.0,1.0 +VTI,2017-04-26,122.9,123.45,122.8546,122.9,3080062,116.67004896200001,117.19216879049999,116.6269503434,116.67004896200001,3080062,0.0,1.0 +VTI,2017-04-27,123.02,123.21,122.69,123.12,1868179,116.7839660155,116.9643346835,116.4706941184,116.8788968934,1868179,0.0,1.0 +VTI,2017-04-28,122.61,123.21,122.55,123.16,1795827,116.39474941600001,116.9643346835,116.33779088930001,116.9168692446,1795827,0.0,1.0 +VTI,2017-05-01,122.93,123.1942,122.62,122.93,1983507,116.69852822540001,116.9493356048,116.40424250379999,116.69852822540001,1983507,0.0,1.0 +VTI,2017-05-02,122.93,123.25,122.7,123.09,1756917,116.69852822540001,117.0023070347,116.48018720620001,116.85041763,1756917,0.0,1.0 +VTI,2017-05-03,122.63,122.78,122.28,122.59,3690976,116.4137355916,116.5561319085,116.08147751889999,116.3757632404,3690976,0.0,1.0 +VTI,2017-05-04,122.72,122.83,122.1601,122.83,1564459,116.4991733817,116.6035973474,115.96765539629999,116.6035973474,1564459,0.0,1.0 +VTI,2017-05-05,123.33,123.33,122.68,122.95,2057663,117.078251737,117.078251737,116.4612010306,116.7175144009,2057663,0.0,1.0 +VTI,2017-05-08,123.14,123.45,122.9,123.36,2150873,116.897883069,117.19216879049999,116.67004896200001,117.1067310004,2150873,0.0,1.0 +VTI,2017-05-09,123.1,123.4261,122.85,123.36,1846216,116.8599107178,117.1694803107,116.62258352299999,117.1067310004,1846216,0.0,1.0 +VTI,2017-05-10,123.37,123.38,122.93,123.09,1468633,117.1162240882,117.12571717600001,116.69852822540001,116.85041763,1468633,0.0,1.0 +VTI,2017-05-11,123.01,123.129,122.33,123.02,1500018,116.7744729277,116.8874406724,116.12894295790001,116.7839660155,1500018,0.0,1.0 +VTI,2017-05-12,122.77,122.91,122.595,122.91,1235304,116.5466388207,116.67954204979999,116.3805097843,116.67954204979999,1235304,0.0,1.0 +VTI,2017-05-15,123.43,123.59,123.04,123.07,3097149,117.173182615,117.32507201959999,116.8029521911,116.8314314545,3097149,0.0,1.0 +VTI,2017-05-16,123.36,123.65,123.0699,123.63,2128403,117.1067310004,117.38203054639999,116.8313365236,117.3630443708,2128403,0.0,1.0 +VTI,2017-05-17,121.14,122.56,121.07,122.31,3703517,114.9992655106,116.34728397709999,114.9328138961,116.10995678229999,3703517,0.0,1.0 +VTI,2017-05-18,121.5,122.02,120.85,120.94,2883455,115.34101667110001,115.83465723629999,114.7239659647,114.8094037548,2883455,0.0,1.0 +VTI,2017-05-19,122.37,122.77,121.8159,121.91,2144173,116.16691530899999,116.5466388207,115.64090331450001,115.7302332706,2144173,0.0,1.0 +VEU,2017-01-03,44.5,44.54,44.39,44.47,3659944,40.6522153181,40.6887566352,40.551726695999996,40.6248093302,3659944,0.0,1.0 +VEU,2017-01-04,45.01,45.01,44.7501,44.77,2614490,41.1181171116,41.1181171116,40.8806899035,40.8988692088,2614490,0.0,1.0 +VEU,2017-01-05,45.43,45.46,45.16,45.16,1850756,41.501800941599996,41.5292069295,41.2551470509,41.2551470509,1850756,0.0,1.0 +VEU,2017-01-06,45.26,45.31,45.19,45.27,2030140,41.3465003438,41.3921769902,41.2825530388,41.355635673,2030140,0.0,1.0 +VEU,2017-01-09,45.21,45.24,45.06,45.14,2213759,41.3008236973,41.3282296852,41.1637937581,41.2368763923,2213759,0.0,1.0 +VEU,2017-01-10,45.23,45.3867,45.23,45.26,1620113,41.3190943559,41.4622449658,41.3190943559,41.3465003438,1620113,0.0,1.0 +VEU,2017-01-11,45.6,45.6,45.14,45.24,2437833,41.6571015394,41.6571015394,41.2368763923,41.3282296852,2437833,0.0,1.0 +VEU,2017-01-12,45.62,45.69,45.46,45.69,2443289,41.675372198000005,41.739319503000004,41.5292069295,41.739319503000004,2443289,0.0,1.0 +VEU,2017-01-13,45.77,45.77,45.61,45.67,2576150,41.8124021373,41.8124021373,41.6662368687,41.7210488444,2576150,0.0,1.0 +VEU,2017-01-17,45.69,45.72,45.585,45.7,2435023,41.739319503000004,41.7667254909,41.6433985455,41.7484548323,2435023,0.0,1.0 +VEU,2017-01-18,45.48,45.64,45.385,45.58,1427893,41.547477588,41.6936428566,41.4606919598,41.6388308809,1427893,0.0,1.0 +VEU,2017-01-19,45.38,45.48,45.23,45.44,2017702,41.4561242952,41.547477588,41.3190943559,41.510936270900004,2017702,0.0,1.0 +VEU,2017-01-20,45.6,45.6,45.44,45.5,1382883,41.6571015394,41.6571015394,41.510936270900004,41.5657482466,1382883,0.0,1.0 +VEU,2017-01-23,45.73,45.78,45.535,45.62,2017851,41.7758608201,41.8215374666,41.5977218991,41.675372198000005,2017851,0.0,1.0 +VEU,2017-01-24,45.97,46.01,45.75,45.77,2133320,41.995108723,42.031650040100004,41.794131478699995,41.8124021373,2133320,0.0,1.0 +VEU,2017-01-25,46.4,46.41,46.18,46.23,1996364,42.387927882199996,42.397063211500004,42.186950638,42.2326272844,1996364,0.0,1.0 +VEU,2017-01-26,46.25,46.37,46.2,46.35,1802778,42.250897943000005,42.3605218944,42.2052212965,42.3422512358,1802778,0.0,1.0 +VEU,2017-01-27,46.17,46.25,46.09,46.23,1729930,42.1778153087,42.250897943000005,42.1047326744,42.2326272844,1729930,0.0,1.0 +VEU,2017-01-30,45.88,45.89,45.68,45.84,1991675,41.9128907594,41.9220260887,41.730184173699996,41.8763494423,1991675,0.0,1.0 +VEU,2017-01-31,46.01,46.03,45.79,45.94,3433359,42.031650040100004,42.0499206987,41.8306727959,41.967702735100005,3433359,0.0,1.0 +VEU,2017-02-01,46.12,46.26,46.0,46.21,2878028,42.1321386623,42.2600332722,42.022514710799996,42.2143566258,2878028,0.0,1.0 +VEU,2017-02-02,46.18,46.2565,46.09,46.21,2262766,42.186950638,42.256835906999996,42.1047326744,42.2143566258,2262766,0.0,1.0 +VEU,2017-02-03,46.41,46.46,46.24,46.33,1471660,42.397063211500004,42.4427398579,42.2417626137,42.3239805772,1471660,0.0,1.0 +VEU,2017-02-06,46.12,46.13,45.9801,46.06,1255117,42.1321386623,42.1412739915,42.0043354056,42.077326686599996,1255117,0.0,1.0 +VEU,2017-02-07,46.02,46.07,45.975,46.04,1220938,42.0407853694,42.0864620158,41.999676387600005,42.059056028,1220938,0.0,1.0 +VEU,2017-02-08,46.18,46.2,45.96,46.05,1151922,42.186950638,42.2052212965,41.9859733937,42.0681913573,1151922,0.0,1.0 +VEU,2017-02-09,46.33,46.39,46.22,46.27,1354424,42.3239805772,42.378792553000004,42.2234919551,42.2691686015,1354424,0.0,1.0 +VEU,2017-02-10,46.53,46.58,46.35,46.37,1445026,42.5066871629,42.5523638094,42.3422512358,42.3605218944,1445026,0.0,1.0 +VEU,2017-02-13,46.75,46.82,46.6801,46.71,1780130,42.7076644072,42.7716117122,42.6438084555,42.671123090100004,1780130,0.0,1.0 +VEU,2017-02-14,46.7,46.7199,46.4311,46.67,1857832,42.6619877608,42.680167066100005,42.4163387563,42.6345817729,1857832,0.0,1.0 +VEU,2017-02-15,46.94,46.96,46.57,46.57,3694444,42.8812356636,42.8995063222,42.543228480100005,42.543228480100005,3694444,0.0,1.0 +VEU,2017-02-16,46.99,47.01,46.9,46.98,1870974,42.9269123101,42.9451829686,42.8446943465,42.9177769808,1870974,0.0,1.0 +VEU,2017-02-17,46.87,46.87,46.69,46.73,2025551,42.8172883586,42.8172883586,42.6528524315,42.689393748600004,2025551,0.0,1.0 +VEU,2017-02-21,47.09,47.1,46.87,46.9,2401986,43.0182656029,43.0274009322,42.8172883586,42.8446943465,2401986,0.0,1.0 +VEU,2017-02-22,47.1,47.12,46.885,46.92,1978209,43.0274009322,43.0456715908,42.8309913526,42.8629650051,1978209,0.0,1.0 +VEU,2017-02-23,47.17,47.3,47.09,47.25,1727952,43.0913482372,43.2101075179,43.0182656029,43.164430871499995,1727952,0.0,1.0 +VEU,2017-02-24,46.76,46.8399,46.66,46.7,1628183,42.7167997365,42.7897910175,42.6254464436,42.6619877608,1628183,0.0,1.0 +VEU,2017-02-27,46.73,46.785,46.6,46.6,1769078,42.689393748600004,42.7396380597,42.5706344679,42.5706344679,1769078,0.0,1.0 +VEU,2017-02-28,46.59,46.7584,46.522,46.68,1705772,42.5614991387,42.7153380838,42.499378899499995,42.6437171022,1705772,0.0,1.0 +VEU,2017-03-01,47.1,47.18899999999999,46.89,46.9,1729098,43.0274009322,43.108705362799995,42.8355590172,42.8446943465,1729098,0.0,1.0 +VEU,2017-03-02,46.71,46.87,46.68,46.87,1771382,42.671123090100004,42.8172883586,42.6437171022,42.8172883586,1771382,0.0,1.0 +VEU,2017-03-03,46.96,46.99,46.695,46.75,2168516,42.8995063222,42.9269123101,42.657420096100005,42.7076644072,2168516,0.0,1.0 +VEU,2017-03-06,46.85,46.86,46.735,46.85,1474415,42.7990177001,42.8081530293,42.6939614133,42.7990177001,1474415,0.0,1.0 +VEU,2017-03-07,46.74,46.84,46.6628,46.76,1284590,42.6985290779,42.7898823708,42.6280043358,42.7167997365,1284590,0.0,1.0 +VEU,2017-03-08,46.5,46.7472,46.48,46.72,2458292,42.4792811751,42.705106515,42.461010516500004,42.6802584194,2458292,0.0,1.0 +VEU,2017-03-09,46.55,46.59,46.4,46.55,2591914,42.5249578215,42.5614991387,42.387927882199996,42.5249578215,2591914,0.0,1.0 +VEU,2017-03-10,46.93,46.96,46.77,46.88,1811419,42.8721003343,42.8995063222,42.7259350658,42.8264236879,1811419,0.0,1.0 +VEU,2017-03-13,47.23,47.23,47.1,47.1,1757000,43.1461602129,43.1461602129,43.0274009322,43.0274009322,1757000,0.0,1.0 +VEU,2017-03-14,46.88,46.97,46.83,46.93,942164,42.8264236879,42.9086416515,42.7807470415,42.8721003343,942164,0.0,1.0 +VEU,2017-03-15,47.65,47.69,47.0,47.02,1749764,43.5298440429,43.56638536,42.9360476393,42.9543182979,1749764,0.0,1.0 +VEU,2017-03-16,47.95,47.99,47.8401,47.95,1670615,43.8039039214,43.8404452385,43.70350665260001,43.8039039214,1670615,0.0,1.0 +VEU,2017-03-17,47.98,48.07,47.89,48.0,1411025,43.8313099093,43.913527872799996,43.749091945699995,43.8495805678,1411025,0.0,1.0 +VEU,2017-03-20,48.0193,48.15,47.95,48.0,1639510,43.8672117534,43.9866105071,43.8039039214,43.8495805678,1639510,0.0,1.0 +VEU,2017-03-21,47.69,48.3973,47.685,48.36,1920712,43.56638536,44.212527200299995,43.5618176954,44.1784524221,1920712,0.0,1.0 +VEU,2017-03-22,47.66,47.6689,47.38,47.45,2242054,43.678749910200004,43.6869064539,43.422139545600004,43.4862921368,2242054,0.153,1.0 +VEU,2017-03-23,47.73,47.8365,47.53,47.55,1767117,43.7429025013,43.840506086400005,43.5596093838,43.577938695600004,1767117,0.0,1.0 +VEU,2017-03-24,47.86,47.94,47.771,47.81,1524520,43.862043027700004,43.9353602748,43.7804775904,43.8162197484,1524520,0.0,1.0 +VEU,2017-03-27,47.95,47.9785,47.6562,47.73,1497092,43.944524930600004,43.9706441999,43.675267341,43.7429025013,1497092,0.0,1.0 +VEU,2017-03-28,48.1,48.18,47.95,47.97,1902183,44.0819947688,44.1553120158,43.944524930600004,43.9628542424,1902183,0.0,1.0 +VEU,2017-03-29,48.18,48.18,47.94,47.98,1531746,44.1553120158,44.1553120158,43.9353602748,43.9720188983,1531746,0.0,1.0 +VEU,2017-03-30,47.99,48.1477,47.96,48.04,1306761,43.9811835541,44.12571017729999,43.9536895865,44.0270068335,1306761,0.0,1.0 +VEU,2017-03-31,47.83,47.94,47.725,47.77,1193233,43.8345490601,43.9353602748,43.7383201734,43.7795611249,1193233,0.0,1.0 +VEU,2017-04-03,47.84,47.87,47.51,47.84,2729192,43.843713716,43.8712076836,43.541280072,43.843713716,2729192,0.0,1.0 +VEU,2017-04-04,47.88,47.89,47.62,47.69,2006765,43.8803723395,43.8895369954,43.6420912867,43.7062438778,2006765,0.0,1.0 +VEU,2017-04-05,47.64,48.026,47.64,47.89,2306961,43.660420598500004,44.0141763153,43.660420598500004,43.8895369954,2306961,0.0,1.0 +VEU,2017-04-06,47.65,47.7299,47.5633,47.65,2522960,43.6695852543,43.7428108548,43.5901276879,43.6695852543,2522960,0.0,1.0 +VEU,2017-04-07,47.59,47.7,47.54,47.56,1580473,43.6145973191,43.7154085337,43.5687740397,43.5871033514,1580473,0.0,1.0 +VEU,2017-04-10,47.52,47.6,47.46,47.53,1042868,43.5504447279,43.6237619749,43.495456792700004,43.5596093838,1042868,0.0,1.0 +VEU,2017-04-11,47.67,47.7004,47.36,47.68,1884299,43.6879145661,43.715775119899995,43.4038102339,43.697079222,1884299,0.0,1.0 +VEU,2017-04-12,47.73,47.74,47.51,47.67,1694025,43.7429025013,43.7520671572,43.541280072,43.6879145661,1694025,0.0,1.0 +VEU,2017-04-13,47.39,47.6299,47.39,47.57,1067794,43.4313042015,43.651164296000005,43.4313042015,43.5962680073,1067794,0.0,1.0 +VEU,2017-04-17,47.79,47.8,47.61,47.63,1278098,43.7978904366,43.8070550925,43.6329266308,43.6512559426,1278098,0.0,1.0 +VEU,2017-04-18,47.45,47.505,47.2635,47.41,1597393,43.4862921368,43.536697744099996,43.3153713047,43.4496335133,1597393,0.0,1.0 +VEU,2017-04-19,47.21,47.53,47.18,47.52,1188674,43.2663403957,43.5596093838,43.238846428100004,43.5504447279,1188674,0.0,1.0 +VEU,2017-04-20,47.64,47.72,47.6,47.62,1202625,43.660420598500004,43.7337378455,43.6237619749,43.6420912867,1202625,0.0,1.0 +VEU,2017-04-21,47.66,47.6757,47.5557,47.63,1060130,43.678749910200004,43.693138419899995,43.583162549399994,43.6512559426,1060130,0.0,1.0 +VEU,2017-04-24,48.66,48.7064,48.54,48.54,1763796,44.5952154979,44.6377395012,44.4852396274,44.4852396274,1763796,0.0,1.0 +VEU,2017-04-25,49.01,49.06,48.8736,48.91,1406827,44.9159784536,44.961801733,44.790972547399996,44.8243318948,1406827,0.0,1.0 +VEU,2017-04-26,48.85,49.04,48.85,48.91,3264074,44.7693439596,44.9434724212,44.7693439596,44.8243318948,3264074,0.0,1.0 +VEU,2017-04-27,48.83,48.93,48.72,48.93,1220193,44.7510146478,44.8426612066,44.6502034332,44.8426612066,1220193,0.0,1.0 +VEU,2017-04-28,48.83,48.88,48.801,48.87,1245121,44.7510146478,44.7968379272,44.724437145799996,44.7876732713,1245121,0.0,1.0 +VEU,2017-05-01,48.96,49.09,48.93,49.04,1676487,44.8701551742,44.9892957006,44.8426612066,44.9434724212,1676487,0.0,1.0 +VEU,2017-05-02,49.27,49.28,49.11,49.15,1277386,45.1542595064,45.1634241623,45.0076250124,45.0442836359,1277386,0.0,1.0 +VEU,2017-05-03,49.1,49.19,49.01,49.12,1223836,44.9984603565,45.0809422594,44.9159784536,45.0167896683,1223836,0.0,1.0 +VEU,2017-05-04,49.3,49.31,49.095,49.21,1127750,45.181753474,45.1909181299,44.993878028599994,45.0992715712,1127750,0.0,1.0 +VEU,2017-05-05,49.78,49.78,49.3,49.31,1275385,45.6216569561,45.6216569561,45.181753474,45.1909181299,1275385,0.0,1.0 +VEU,2017-05-08,49.52,49.6,49.4701,49.56,1707045,45.3833759033,45.4566931504,45.3376442705,45.4200345269,1707045,0.0,1.0 +VEU,2017-05-09,49.54,49.61,49.45,49.55,2404019,45.4017052151,45.4658578062,45.3192233122,45.410869871,2404019,0.0,1.0 +VEU,2017-05-10,49.64,49.66,49.53,49.59,1283289,45.4933517739,45.5116810856,45.3925405592,45.4475284945,1283289,0.0,1.0 +VEU,2017-05-11,49.59,49.61,49.4,49.52,1548461,45.4475284945,45.4658578062,45.2734000328,45.3833759033,1548461,0.0,1.0 +VEU,2017-05-12,49.84,49.84,49.64,49.64,1174404,45.6766448914,45.6766448914,45.4933517739,45.4933517739,1174404,0.0,1.0 +VEU,2017-05-15,50.16,50.16,50.01,50.01,1830096,45.9699138795,45.9699138795,45.8324440413,45.8324440413,1830096,0.0,1.0 +VEU,2017-05-16,50.36,50.41,50.3,50.39,2110313,46.153206997,46.1990302764,46.0982190618,46.1807009647,2110313,0.0,1.0 +VEU,2017-05-17,49.76,50.14,49.74,50.13,2262366,45.6033276444,45.9515845677,45.5849983326,45.9424199118,2262366,0.0,1.0 +VEU,2017-05-18,49.6,49.7267,49.35,49.45,3195011,45.4566931504,45.5728093403,45.2275767534,45.3192233122,3195011,0.0,1.0 +VEU,2017-05-19,50.28,50.32,50.03,50.05,1554436,46.07988975,46.1165483735,45.8507733531,45.869102664799996,1554436,0.0,1.0 +BND,2017-01-03,80.8,80.84,80.5,80.55,3312581,74.1847965619,74.2215217087,73.9093579608,73.9552643943,3312581,0.0,1.0 +BND,2017-01-04,80.86,80.8801,80.75,80.84,3095025,74.23988428210002,74.2583386684,74.1388901284,74.2215217087,3095025,0.0,1.0 +BND,2017-01-05,81.27,81.28,80.9,80.98,3890365,74.6163170369,74.6254983236,74.2766094289,74.3500597225,3890365,0.0,1.0 +BND,2017-01-06,80.95,81.13,80.95,81.1,2287987,74.3225158624,74.4877790231,74.3225158624,74.46023516300001,2287987,0.0,1.0 +BND,2017-01-09,81.15,81.18,81.09,81.17,1785910,74.5061415965,74.5336854566,74.4510538763,74.5245041699,1785910,0.0,1.0 +BND,2017-01-10,81.13,81.18,81.06,81.14,2250692,74.4877790231,74.5336854566,74.4235100162,74.4969603098,2250692,0.0,1.0 +BND,2017-01-11,81.17,81.43,81.06,81.14,2327647,74.5245041699,74.7632176242,74.4235100162,74.4969603098,2327647,0.0,1.0 +BND,2017-01-12,81.19,81.42,81.15,81.37,2981241,74.5428667433,74.7540363375,74.5061415965,74.70812990399999,2981241,0.0,1.0 +BND,2017-01-13,81.06,81.15,80.9135,81.12,2424983,74.4235100162,74.5061415965,74.289004166,74.4785977364,2424983,0.0,1.0 +BND,2017-01-17,81.31,81.4,81.21,81.34,2188598,74.6530421837,74.7356737641,74.56122931670002,74.6805860439,2188598,0.0,1.0 +BND,2017-01-18,80.89,81.21,80.875,81.21,1981696,74.2674281422,74.56122931670002,74.2536562122,74.56122931670002,1981696,0.0,1.0 +BND,2017-01-19,80.75,80.84,80.64,80.78,2121301,74.1388901284,74.2215217087,74.0378959746,74.1664339885,2121301,0.0,1.0 +BND,2017-01-20,80.81,80.85,80.62,80.67,1836282,74.1939778486,74.2307029954,74.0195334012,74.0654398347,1836282,0.0,1.0 +BND,2017-01-23,81.03,81.19,80.82,80.82,1490164,74.3959661561,74.5428667433,74.2031591353,74.2031591353,1490164,0.0,1.0 +BND,2017-01-24,80.91,81.05,80.8165,80.97,2136042,74.2857907156,74.4143287295,74.1999456849,74.3408784358,2136042,0.0,1.0 +BND,2017-01-25,80.67,80.7865,80.62,80.74,1897825,74.0654398347,74.17240182479999,74.0195334012,74.1297088417,1897825,0.0,1.0 +BND,2017-01-26,80.7,80.73,80.52,80.62,2381630,74.0929836949,74.120527555,73.9277205342,74.0195334012,2381630,0.0,1.0 +BND,2017-01-27,80.79,80.84,80.74,80.74,1768665,74.1756152752,74.2215217087,74.1297088417,74.1297088417,1768665,0.0,1.0 +BND,2017-01-30,80.77,80.885,80.75,80.78,2699524,74.1572527018,74.2628374989,74.1388901284,74.1664339885,2699524,0.0,1.0 +BND,2017-01-31,80.94,81.02,80.8,80.8,2857626,74.3133345757,74.38678486939999,74.1847965619,74.1847965619,2857626,0.0,1.0 +BND,2017-02-01,80.63,80.745,80.5,80.56,2313445,74.1829814215,74.2887862443,74.0633759696,74.1185784859,2313445,0.168023,1.0 +BND,2017-02-02,80.68,80.85,80.67,80.79,1745432,74.2289835184,74.3853906478,74.219783099,74.3301881315,1745432,0.0,1.0 +BND,2017-02-03,80.7,80.94,80.61,80.86,2398917,74.2473843571,74.4681944221,74.1645805828,74.3945910671,2398917,0.0,1.0 +BND,2017-02-06,80.95,81.01,80.8,80.96,3238073,74.4773948415,74.5325973578,74.3393885509,74.4865952609,3238073,0.0,1.0 +BND,2017-02-07,81.08,81.15,80.9,80.96,5239327,74.5970002934,74.661403229,74.4313927446,74.4865952609,5239327,0.0,1.0 +BND,2017-02-08,81.3,81.35,81.16,81.17,2172725,74.7994095196,74.8454116165,74.6706036484,74.67980406779999,2172725,0.0,1.0 +BND,2017-02-09,81.08,81.22,81.03,81.14,3410760,74.5970002934,74.7258061646,74.55099819649999,74.6522028096,3410760,0.0,1.0 +BND,2017-02-10,81.06,81.089,80.94,80.95,2011917,74.5785994546,74.6052806708,74.4681944221,74.4773948415,2011917,0.0,1.0 +BND,2017-02-13,80.97,81.01,80.8801,80.98,1863017,74.49579568029999,74.5325973578,74.4130839101,74.5049960996,1863017,0.0,1.0 +BND,2017-02-14,80.8,80.97,80.66,80.94,2178328,74.3393885509,74.49579568029999,74.2105826796,74.4681944221,2178328,0.0,1.0 +BND,2017-02-15,80.67,80.72,80.6,80.61,1503728,74.219783099,74.26578519590001,74.1553801634,74.1645805828,1503728,0.0,1.0 +BND,2017-02-16,80.82,80.94,80.73,80.74,3290696,74.3577893896,74.4681944221,74.2749856153,74.2841860346,3290696,0.0,1.0 +BND,2017-02-17,81.01,81.05,80.96,81.0,1520021,74.5325973578,74.5693990353,74.4865952609,74.5233969384,1520021,0.0,1.0 +BND,2017-02-21,81.0,81.08,80.9,80.94,1811284,74.5233969384,74.5970002934,74.4313927446,74.4681944221,1811284,0.0,1.0 +BND,2017-02-22,81.05,81.17,80.88,81.17,1965822,74.5693990353,74.67980406779999,74.4129919059,74.67980406779999,1965822,0.0,1.0 +BND,2017-02-23,81.2,81.2,81.13,81.17,1590520,74.7074053259,74.7074053259,74.6430023903,74.67980406779999,1590520,0.0,1.0 +BND,2017-02-24,81.5,81.52,81.32,81.36,1703834,74.9834179071,75.0018187459,74.8178103584,74.8546120359,1703834,0.0,1.0 +BND,2017-02-27,81.33,81.465,81.29,81.46,2005647,74.8270107778,74.9512164393,74.7902091003,74.9466162296,2005647,0.0,1.0 +BND,2017-02-28,81.27,81.405,81.26,81.33,1975726,74.7718082615,74.8960139231,74.7626078421,74.8270107778,1975726,0.0,1.0 +BND,2017-03-01,80.78,80.81,80.71,80.78,2954358,74.46670027399999,74.4943556467,74.402171071,74.46670027399999,2954358,0.158376,1.0 +BND,2017-03-02,80.63,80.715,80.54,80.71,2077305,74.3284234104,74.40678029979999,74.24545729229999,74.402171071,2077305,0.0,1.0 +BND,2017-03-03,80.69,80.69,80.53,80.64,2242758,74.3837341559,74.3837341559,74.2362388347,74.337641868,2242758,0.0,1.0 +BND,2017-03-06,80.64,80.72,80.57,80.72,1880936,74.337641868,74.4113895286,74.273112665,74.4113895286,1880936,0.0,1.0 +BND,2017-03-07,80.49,80.63,80.49,80.6,1644855,74.1993650044,74.3284234104,74.1993650044,74.30076803770001,1644855,0.0,1.0 +BND,2017-03-08,80.3,80.35,80.21,80.24,2173044,74.0242143105,74.0703065984,73.9412481924,73.9689035651,2173044,0.0,1.0 +BND,2017-03-09,80.05,80.18,80.02,80.16,2761256,73.7937528712,73.9135928196,73.7660974985,73.8951559045,2761256,0.0,1.0 +BND,2017-03-10,80.21,80.23,80.1,80.14,3430937,73.9412481924,73.9596851075,73.8398451591,73.87671898939999,3430937,0.0,1.0 +BND,2017-03-13,80.05,80.21,80.03,80.12,2164621,73.7937528712,73.9412481924,73.7753159561,73.8582820742,2164621,0.0,1.0 +BND,2017-03-14,80.04,80.14,80.02,80.03,3620704,73.7845344136,73.87671898939999,73.7660974985,73.7753159561,3620704,0.0,1.0 +BND,2017-03-15,80.54,80.55,80.13,80.16,2281368,74.24545729229999,74.2546757498,73.8675005318,73.8951559045,2281368,0.0,1.0 +BND,2017-03-16,80.42,80.53,80.41,80.48,2617769,74.1348358014,74.2362388347,74.1256173438,74.19014654680001,2617769,0.0,1.0 +BND,2017-03-17,80.58,80.61,80.47,80.47,1292991,74.2823311226,74.3099864953,74.1809280893,74.1809280893,1292991,0.0,1.0 +BND,2017-03-20,80.744,80.75,80.57,80.59,1510931,74.43351382680001,74.43904490130002,74.273112665,74.2915495801,1510931,0.0,1.0 +BND,2017-03-21,80.93,80.93,80.66,80.7,2078954,74.6049771376,74.6049771376,74.3560787831,74.3929526134,2078954,0.0,1.0 +BND,2017-03-22,81.04,81.107,80.9532,81.0,1339572,74.7063801709,74.7681438367,74.6263639592,74.66950634060001,1339572,0.0,1.0 +BND,2017-03-23,81.0,81.1,80.8934,81.07,1790362,74.66950634060001,74.7616909164,74.5712375829,74.7340355436,1790362,0.0,1.0 +BND,2017-03-24,80.98,81.07,80.93,80.94,3736682,74.6510694255,74.7340355436,74.6049771376,74.6141955952,3736682,0.0,1.0 +BND,2017-03-27,81.15,81.22,81.09,81.2,1870514,74.8077832042,74.8723124072,74.7524724588,74.8538754921,1870514,0.0,1.0 +BND,2017-03-28,81.0,81.23,80.96,81.23,1990824,74.66950634060001,74.8815308648,74.6326325103,74.8815308648,1990824,0.0,1.0 +BND,2017-03-29,81.16,81.16,81.025,81.05,1356818,74.8170016618,74.8170016618,74.6925524846,74.7155986285,1356818,0.0,1.0 +BND,2017-03-30,81.03,81.11,80.97,81.1,1403541,74.6971617133,74.7709093739,74.6418509679,74.7616909164,1403541,0.0,1.0 +BND,2017-03-31,81.08,81.1,81.01,81.01,2399459,74.7432540012,74.7616909164,74.6787247982,74.6787247982,2399459,0.0,1.0 +BND,2017-04-03,81.2,81.2,80.91,80.97,2142715,75.0139097592,75.0139097592,74.7460029387,74.801431936,2142715,0.173602,1.0 +BND,2017-04-04,81.11,81.18,81.08,81.18,1983228,74.9307662632,74.9954334268,74.90305176449999,74.9954334268,1983228,0.0,1.0 +BND,2017-04-05,81.18,81.24,81.015,81.07,2050810,74.9954334268,75.0508624242,74.8430036841,74.8938135983,2050810,0.0,1.0 +BND,2017-04-06,81.21,81.23,81.0601,81.18,1855272,75.0231479255,75.0416242579,74.8846678137,74.9954334268,1855272,0.0,1.0 +BND,2017-04-07,81.03,81.36,81.01,81.3,1608178,74.8568609334,75.1617204189,74.8383846009,75.10629142149999,1608178,0.0,1.0 +BND,2017-04-10,81.11,81.19,81.07,81.12,1481751,74.9307662632,75.004671593,74.8938135983,74.94000442939999,1481751,0.0,1.0 +BND,2017-04-11,81.37,81.41,81.23,81.24,1340521,75.1709585851,75.20791125,75.0416242579,75.0508624242,1340521,0.0,1.0 +BND,2017-04-12,81.56,81.56,81.3312,81.36,1801558,75.3464837434,75.3464837434,75.1351145001,75.1617204189,1801558,0.0,1.0 +BND,2017-04-13,81.68,81.729,81.52,81.61,1393521,75.4573417381,75.5026087526,75.3095310785,75.39267457449999,1393521,0.0,1.0 +BND,2017-04-17,81.63,81.73,81.54,81.69,1494596,75.41115090699999,75.5035325692,75.3280074109,75.4665799043,1494596,0.0,1.0 +BND,2017-04-18,81.92,81.9666,81.718,81.72,1783017,75.6790577276,75.7221075822,75.4924467698,75.494294403,1783017,0.0,1.0 +BND,2017-04-19,81.77,81.83,81.7201,81.83,1437089,75.5404852342,75.59591423149999,75.4943867847,75.59591423149999,1437089,0.0,1.0 +BND,2017-04-20,81.66,81.74,81.5834,81.74,1425716,75.4388654057,75.5127707355,75.3681010524,75.5127707355,1425716,0.0,1.0 +BND,2017-04-21,81.68,81.79,81.655,81.73,1241682,75.4573417381,75.5589615666,75.4342463226,75.5035325692,1241682,0.0,1.0 +BND,2017-04-24,81.57,81.59,81.43,81.48,2665681,75.3557219096,75.37419824210002,75.2263875825,75.2725784136,2665681,0.0,1.0 +BND,2017-04-25,81.32,81.4571,81.27,81.41,1670922,75.12476775399999,75.2514230129,75.0785769228,75.20791125,1670922,0.0,1.0 +BND,2017-04-26,81.4,81.42,81.26,81.29,1876229,75.1986730838,75.2171494162,75.0693387566,75.0970532553,1876229,0.0,1.0 +BND,2017-04-27,81.46,81.525,81.3746,81.42,1543129,75.2541020811,75.3141501616,75.1752081416,75.2171494162,1543129,0.0,1.0 +BND,2017-04-28,81.55,81.59,81.36,81.4,2100002,75.33724557720001,75.37419824210002,75.1617204189,75.1986730838,2100002,0.0,1.0 +BND,2017-05-01,81.23,81.4087,81.14,81.34,1478157,75.1967386118,75.36216588239999,75.11342325439999,75.2985684929,1478157,0.167906,1.0 +BND,2017-05-02,81.37,81.38,81.2,81.24,1664291,75.3263402787,75.3355975406,75.168966826,75.2059958737,1664291,0.0,1.0 +BND,2017-05-03,81.28,81.45,81.215,81.4,2948426,75.2430249214,75.40039837409999,75.18285271890001,75.3541120645,2948426,0.0,1.0 +BND,2017-05-04,81.19,81.2,81.09,81.14,1216082,75.1597095641,75.168966826,75.0671369448,75.11342325439999,1216082,0.0,1.0 +BND,2017-05-05,81.24,81.24,81.1047,81.2,1658920,75.2059958737,75.2059958737,75.0807451199,75.168966826,1658920,0.0,1.0 +BND,2017-05-08,81.1,81.21,81.06,81.19,1832262,75.0763942068,75.1782240879,75.0393651591,75.1597095641,1832262,0.0,1.0 +BND,2017-05-09,81.06,81.1,81.0,81.05,2532184,75.0393651591,75.0763942068,74.9838215875,75.0301078971,2532184,0.0,1.0 +BND,2017-05-10,81.05,81.2,81.01,81.14,1845536,75.0301078971,75.168966826,74.99307884939999,75.11342325439999,1845536,0.0,1.0 +BND,2017-05-11,81.11,81.11,80.93,81.0,1421523,75.0856514687,75.0856514687,74.919020754,74.9838215875,1421523,0.0,1.0 +BND,2017-05-12,81.35,81.38,81.25,81.29,1510314,75.3078257549,75.3355975406,75.21525313560001,75.2522821833,1510314,0.0,1.0 +BND,2017-05-15,81.33,81.39,81.3,81.3,1823465,75.289311231,75.3448548026,75.2615394452,75.2615394452,1823465,0.0,1.0 +BND,2017-05-16,81.41,81.51,81.36,81.36,1760573,75.3633693264,75.4559419456,75.3170830168,75.3170830168,1760573,0.0,1.0 +BND,2017-05-17,81.85,81.87,81.63,81.63,1987109,75.77068885109999,75.7892033749,75.5670290887,75.5670290887,1987109,0.0,1.0 +BND,2017-05-18,81.78,81.892,81.74,81.87,1881841,75.7058880176,75.8095693512,75.6688589699,75.7892033749,1881841,0.0,1.0 +BND,2017-05-19,81.83,81.8343,81.7,81.81,1394681,75.75217432720001,75.7561549499,75.6318299222,75.7336598034,1394681,0.0,1.0 +VNQ,2017-01-03,82.8,83.0,82.14,82.98,9380344,72.7227670446,72.8984259022,72.1430928146,72.8808600165,9380344,0.0,1.0 +VNQ,2017-01-04,84.01,84.19,82.83,82.91,6598743,73.78550313310001,73.9435961049,72.7491158733,72.8193794163,6598743,0.0,1.0 +VNQ,2017-01-05,84.28,84.38,82.92,83.7,8555674,74.0226425908,74.1104720196,72.82816235920002,73.5132319038,8555674,0.0,1.0 +VNQ,2017-01-06,84.29,84.7,83.82,84.02,3901163,74.0314255337,74.3915261918,73.61862721840001,73.794286076,3901163,0.0,1.0 +VNQ,2017-01-09,83.53,84.53,83.495,84.53,3546074,73.3639218749,74.24221616279999,73.3331815748,74.24221616279999,3546074,0.0,1.0 +VNQ,2017-01-10,82.82,83.57,82.78,83.57,3959633,72.7403329304,73.3990536464,72.70520115890001,73.3990536464,3959633,0.0,1.0 +VNQ,2017-01-11,82.31,82.96,82.23,82.87,4498021,72.2924028435,72.8632941307,72.2221393005,72.78424764479999,4498021,0.0,1.0 +VNQ,2017-01-12,82.73,82.77,81.6,82.4,4670739,72.66128644449999,72.696418216,71.6688138991,72.3714493294,4670739,0.0,1.0 +VNQ,2017-01-13,82.61,83.02,82.33,82.72,3658131,72.5558911299,72.915991788,72.3099687293,72.6525035016,3658131,0.0,1.0 +VNQ,2017-01-17,83.25,83.32,82.76,82.96,4139242,73.1179994742,73.17948007439999,72.6876352731,72.8632941307,4139242,0.0,1.0 +VNQ,2017-01-18,83.39,83.665,83.03,83.22,3317394,73.2409606745,73.4824916037,72.9247747309,73.0916506456,3317394,0.0,1.0 +VNQ,2017-01-19,82.54,83.25,82.3361,83.08,3169244,72.49441052979999,73.1179994742,72.31532632439999,72.9686894453,3169244,0.0,1.0 +VNQ,2017-01-20,83.14,83.1873,82.38,82.57,3285567,73.0213871026,73.0629304224,72.3538834437,72.5207593584,3285567,0.0,1.0 +VNQ,2017-01-23,83.84,83.97,83.0,83.26,3165576,73.6361931041,73.7503713616,72.8984259022,73.1267824171,3165576,0.0,1.0 +VNQ,2017-01-24,83.86,84.21,83.5,83.84,4204177,73.6537589899,73.96116199069999,73.33757304619998,73.6361931041,4204177,0.0,1.0 +VNQ,2017-01-25,83.31,84.16,83.055,83.81,3461494,73.17069713149999,73.9172472763,72.9467320881,73.6098442755,3461494,0.0,1.0 +VNQ,2017-01-26,83.15,83.72,83.0341,83.32,4093711,73.0301700454,73.5307977896,72.9283757375,73.17948007439999,4093711,0.0,1.0 +VNQ,2017-01-27,82.34,83.5,82.02,83.39,2996199,72.31875167220001,73.33757304619998,72.0376975,73.2409606745,2996199,0.0,1.0 +VNQ,2017-01-30,81.78,82.27,81.57,82.1,3182619,71.8269068709,72.257271072,71.6424650704,72.1079610431,3182619,0.0,1.0 +VNQ,2017-01-31,82.37,82.95,81.8,81.8,11091498,72.3451005008,72.8545111878,71.8444727567,71.8444727567,11091498,0.0,1.0 +VNQ,2017-02-01,81.38,82.89,81.32,82.28,4555854,71.47558915569999,72.8018135306,71.4228914984,72.26605401489999,4555854,0.0,1.0 +VNQ,2017-02-02,82.35,82.43,81.42,81.43,4754825,72.327534615,72.3977981581,71.5107209272,71.5195038701,4754825,0.0,1.0 +VNQ,2017-02-03,82.8,83.23,82.46,82.96,4165139,72.7227670446,73.10043358850001,72.4241469867,72.8632941307,4165139,0.0,1.0 +VNQ,2017-02-06,82.66,83.06,82.48899999999998,82.9,2985824,72.59980584430001,72.9511235595,72.4496175211,72.8105964734,2985824,0.0,1.0 +VNQ,2017-02-07,82.37,83.03,82.235,82.73,3250658,72.3451005008,72.9247747309,72.2265307719,72.66128644449999,3250658,0.0,1.0 +VNQ,2017-02-08,83.02,83.2,82.3,82.62,3316789,72.915991788,73.0740847598,72.2836199007,72.5646740728,3316789,0.0,1.0 +VNQ,2017-02-09,83.22,83.38,82.92,83.0,2806990,73.0916506456,73.2321777317,72.82816235920002,72.8984259022,2806990,0.0,1.0 +VNQ,2017-02-10,83.81,83.86,83.03,83.19,2983820,73.6098442755,73.6537589899,72.9247747309,73.06530181699999,2983820,0.0,1.0 +VNQ,2017-02-13,83.84,84.2,83.38,83.88,3968165,73.6361931041,73.9523790478,73.2321777317,73.6713248757,3968165,0.0,1.0 +VNQ,2017-02-14,83.4,83.69,82.75,83.64,2688061,73.2497436174,73.5044489609,72.6788523302,73.46053424649999,2688061,0.0,1.0 +VNQ,2017-02-15,83.12,83.25,82.34,82.88,3687277,73.0038212168,73.1179994742,72.31875167220001,72.7930305877,3687277,0.0,1.0 +VNQ,2017-02-16,83.61,84.17,83.12,83.21,3097815,73.4341854179,73.9260302192,73.0038212168,73.0828677027,3097815,0.0,1.0 +VNQ,2017-02-17,83.77,83.9,83.069,83.81,2624200,73.57471250399999,73.6888907614,72.95902820810001,73.6098442755,2624200,0.0,1.0 +VNQ,2017-02-21,84.84,84.93,83.57,83.68,5646684,74.5144873921,74.593533878,73.3990536464,73.49566601810001,5646684,0.0,1.0 +VNQ,2017-02-22,84.56,85.25,84.13,84.96,3464404,74.2685649915,74.8745880502,73.89089844770001,74.6198827067,3464404,0.0,1.0 +VNQ,2017-02-23,85.0,85.07,84.22,84.79,3430911,74.6550144782,74.7164950784,73.96994493359999,74.4705726777,3430911,0.0,1.0 +VNQ,2017-02-24,85.4,85.43,84.52,84.98,3667437,75.0063321934,75.03268102199999,74.23343322,74.63744859239999,3667437,0.0,1.0 +VNQ,2017-02-27,85.85,86.16,85.32,85.39,3326666,75.401564623,75.6738358522,74.9360686503,74.9975492505,3326666,0.0,1.0 +VNQ,2017-02-28,85.26,85.85,85.06,85.85,5778083,74.8833709931,75.401564623,74.7077121355,75.401564623,5778083,0.0,1.0 +VNQ,2017-03-01,85.0,85.49,84.7,85.0,6282779,74.6550144782,75.0853786793,74.3915261918,74.6550144782,6282779,0.0,1.0 +VNQ,2017-03-02,84.54,84.95,84.25,84.88,3060437,74.2509991057,74.6110997638,73.9962937622,74.5496191636,3060437,0.0,1.0 +VNQ,2017-03-03,84.21,84.55,83.35,84.47,4177733,73.96116199069999,74.2597820486,73.205828903,74.1895185056,4177733,0.0,1.0 +VNQ,2017-03-06,83.83,84.1,83.43,84.06,3237738,73.6274101613,73.864549619,73.2760924461,73.8294178475,3237738,0.0,1.0 +VNQ,2017-03-07,83.43,83.79,83.03,83.65,4658035,73.2760924461,73.5922783897,72.9247747309,73.4693171894,4658035,0.0,1.0 +VNQ,2017-03-08,81.89,83.04,81.83,82.94,4814124,71.92351924260001,72.9335576738,71.87082158529999,72.845728245,4814124,0.0,1.0 +VNQ,2017-03-09,80.66,82.22,80.48,81.73,5604251,70.8432172684,72.2133563576,70.68512429649999,71.7829921565,5604251,0.0,1.0 +VNQ,2017-03-10,80.41,81.71,79.98,81.3,6278799,70.62364369640001,71.76542627069999,70.2459771525,71.40532561270001,6278799,0.0,1.0 +VNQ,2017-03-13,80.61,81.11,80.34,80.5,4691167,70.799302554,71.238449698,70.5621630962,70.70269018229999,4691167,0.0,1.0 +VNQ,2017-03-14,80.59,80.79,80.07,80.53,4582403,70.7817366682,70.9573955258,70.3250236385,70.7290390109,4582403,0.0,1.0 +VNQ,2017-03-15,82.22,82.635,80.78,80.83,7177832,72.2133563576,72.5778484871,70.9486125829,70.9925272973,7177832,0.0,1.0 +VNQ,2017-03-16,82.06,82.62,81.91,82.13,4456696,72.0728292715,72.5646740728,71.9410851283,72.1343098717,4456696,0.0,1.0 +VNQ,2017-03-17,82.44,82.7,82.0,82.4,4380626,72.406581101,72.6349376158,72.0201316143,72.3714493294,4380626,0.0,1.0 +VNQ,2017-03-20,82.2991,82.74,82.16,82.5,2748459,72.2828294358,72.67006938739999,72.1606587003,72.4592787582,2748459,0.0,1.0 +VNQ,2017-03-21,82.01,82.72,81.88,82.48,6969660,72.0289145571,72.6525035016,71.9147362997,72.4417128725,6969660,0.0,1.0 +VNQ,2017-03-22,81.37,81.56,80.55,81.51,4618023,71.9893913142,72.1574874718,71.2639236863,72.1132516409,4618023,0.595,1.0 +VNQ,2017-03-23,81.97,82.63,81.26,81.38,7610221,72.5202212858,73.1041342545,71.89207248609999,71.9982384804,7610221,0.0,1.0 +VNQ,2017-03-24,81.88,82.45,81.78,82.09,4399217,72.44059679,72.944885263,72.3521251281,72.6263872801,4399217,0.0,1.0 +VNQ,2017-03-27,81.14,82.12,80.885,81.76,4555963,71.7859064917,72.6529287787,71.5603037538,72.3344307957,4555963,0.0,1.0 +VNQ,2017-03-28,81.49,81.61,80.57,81.33,4231891,72.0955573085,72.20172330279999,71.2816180187,71.9540026494,4231891,0.0,1.0 +VNQ,2017-03-29,81.95,81.96,81.21,81.46,3123293,72.50252695340001,72.5113741196,71.8478366551,72.0690158099,3123293,0.0,1.0 +VNQ,2017-03-30,82.1,82.225,81.275,81.82,4593334,72.6352344463,72.7458240237,71.9053432353,72.3875137929,4593334,0.0,1.0 +VNQ,2017-03-31,82.59,82.8864,81.99,82.13,7167920,73.0687455897,73.3309755957,72.5379156182,72.6617759449,7167920,0.0,1.0 +VNQ,2017-04-03,82.83,82.985,82.32,82.36,7468996,73.2810775784,73.41820865439999,72.8298721025,72.8652607673,7468996,0.0,1.0 +VNQ,2017-04-04,82.83,83.37,82.5995,82.71,5359286,73.2810775784,73.7588245528,73.07715039760001,73.1749115841,5359286,0.0,1.0 +VNQ,2017-04-05,82.95,83.41,82.82,82.91,4738723,73.3872435727,73.7942132176,73.2722304122,73.3518549079,4738723,0.0,1.0 +VNQ,2017-04-06,83.39,83.535,82.4335,82.77,4711527,73.7765188852,73.904802795,72.93028743880002,73.2279945812,4711527,0.0,1.0 +VNQ,2017-04-07,83.51,83.88,83.27,83.59,4483834,73.8826848795,74.2100300287,73.6703528909,73.9534622091,4483834,0.0,1.0 +VNQ,2017-04-10,84.03,84.16,83.36,83.56,2547820,74.3427375216,74.4577506821,73.7499773866,73.9269207105,2547820,0.0,1.0 +VNQ,2017-04-11,84.61,84.77,83.94,84.06,3864186,74.8558731608,74.9974278199,74.2631130258,74.36927902020001,3864186,0.0,1.0 +VNQ,2017-04-12,84.46,84.9,84.31,84.58,3526946,74.7231656679,75.1124409804,74.590458175,74.8293316622,3526946,0.0,1.0 +VNQ,2017-04-13,84.27,84.65,84.16,84.43,2759502,74.5550695102,74.8912618256,74.4577506821,74.69662416930001,2759502,0.0,1.0 +VNQ,2017-04-17,85.29,85.31,84.31,84.4,3875010,75.45748046189999,75.4751747943,74.590458175,74.6700826707,3875010,0.0,1.0 +VNQ,2017-04-18,85.52,85.6,85.16,85.22,2807318,75.66096528439999,75.73174261390001,75.3424673014,75.3955502986,2807318,0.0,1.0 +VNQ,2017-04-19,85.4,85.72,85.25,85.45,3622934,75.55479929,75.8379086082,75.4220917971,75.599035121,3622934,0.0,1.0 +VNQ,2017-04-20,85.41,85.47,84.8,85.24,3109054,75.5636464562,75.6167294534,75.0239693184,75.413244631,3109054,0.0,1.0 +VNQ,2017-04-21,85.1,85.46,84.955,85.36,3261924,75.2893843042,75.6078822872,75.1611003944,75.5194106253,3261924,0.0,1.0 +VNQ,2017-04-24,84.16,85.55,83.39,85.5,6595301,74.4577506821,75.6875067829,73.7765188852,75.643270952,6595301,0.0,1.0 +VNQ,2017-04-25,84.51,84.64,84.02,84.16,3412276,74.7674014988,74.8824146594,74.3338903554,74.4577506821,3412276,0.0,1.0 +VNQ,2017-04-26,83.88,84.62,83.67,84.45,4185489,74.2100300287,74.864720327,74.0242395386,74.7143185017,4185489,0.0,1.0 +VNQ,2017-04-27,83.66,84.21,83.495,84.01,4822219,74.0153923724,74.50198651310001,73.8694141302,74.3250431892,4822219,0.0,1.0 +VNQ,2017-04-28,82.79,83.57,82.49,83.44,5983748,73.24568891359999,73.9357678767,72.9802739278,73.8207547162,5983748,0.0,1.0 +VNQ,2017-05-01,83.28,83.53,82.46,83.15,6003561,73.6792000571,73.9003792119,72.9537324292,73.56418689659999,6003561,0.0,1.0 +VNQ,2017-05-02,83.14,83.59,82.83,83.38,4930021,73.5553397304,73.9534622091,73.2810775784,73.76767171899999,4930021,0.0,1.0 +VNQ,2017-05-03,82.03,83.2,81.76100000000002,83.1,6207577,72.5733042829,73.6084227275,72.3353155123,73.5199510656,6207577,0.0,1.0 +VNQ,2017-05-04,81.63,81.76,80.7,81.52,8025099,72.2194176352,72.3344307957,71.3966311792,72.1220988071,8025099,0.0,1.0 +VNQ,2017-05-05,82.4,82.4,81.77,81.81,5458059,72.9006494321,72.9006494321,72.3432779619,72.3786666267,5458059,0.0,1.0 +VNQ,2017-05-08,81.82,82.58,81.365,82.58,3940834,72.3875137929,73.0598984236,71.9849677311,73.0598984236,3940834,0.0,1.0 +VNQ,2017-05-09,81.38,81.92,81.06,81.81,5790894,71.9982384804,72.4759854548,71.7151291622,72.3786666267,5790894,0.0,1.0 +VNQ,2017-05-10,82.02,82.3,81.17,81.37,3801407,72.5644571167,72.8121777701,71.8124479903,71.9893913142,3801407,0.0,1.0 +VNQ,2017-05-11,81.61,81.85,80.9,81.72,3542814,72.20172330279999,72.41405529149999,71.5735745031,72.2990421309,3542814,0.0,1.0 +VNQ,2017-05-12,81.28,81.78,81.21,81.75,3115409,71.9097668184,72.3521251281,71.8478366551,72.3255836295,3115409,0.0,1.0 +VNQ,2017-05-15,81.52,82.2158,81.3,81.35,3263946,72.1220988071,72.7376846308,71.9274611508,71.97169698180001,3263946,0.0,1.0 +VNQ,2017-05-16,80.97,81.69,80.71,81.52,4338574,71.63550466640001,72.2725006324,71.4054783454,72.1220988071,4338574,0.0,1.0 +VNQ,2017-05-17,81.3,81.61,80.75,80.92,7243679,71.9274611508,72.20172330279999,71.44086701020001,71.5912688355,7243679,0.0,1.0 +VNQ,2017-05-18,81.75,81.96,80.73,81.17,4128222,72.3255836295,72.5113741196,71.4231726778,71.8124479903,4128222,0.0,1.0 +VNQ,2017-05-19,82.19,82.6799,81.345,81.69,6390302,72.71485894199999,73.1482816138,71.9672733987,72.2725006324,6390302,0.0,1.0 +DBC,2017-01-03,15.65,15.98,15.585,15.97,5935170,15.2036276052,15.5242152799,15.140481548,15.5145005019,5935170,0.0,1.0 +DBC,2017-01-04,15.77,15.8,15.61,15.66,3281478,15.3202049415,15.3493492755,15.164768493099999,15.213342383199999,3281478,0.0,1.0 +DBC,2017-01-05,15.85,15.92,15.7,15.84,28475953,15.3979231656,15.4659266118,15.2522014953,15.3882083876,28475953,0.0,1.0 +DBC,2017-01-06,15.83,15.89,15.75,15.85,2782087,15.3784936096,15.436782277699999,15.3007753854,15.3979231656,2782087,0.0,1.0 +DBC,2017-01-09,15.59,15.71,15.56,15.71,3365965,15.1453389371,15.261916273299999,15.116194603,15.261916273299999,3365965,0.0,1.0 +DBC,2017-01-10,15.52,15.7,15.51,15.66,1915147,15.0773354909,15.2522014953,15.0676207129,15.213342383199999,1915147,0.0,1.0 +DBC,2017-01-11,15.69,15.77,15.49,15.63,2711922,15.2424867173,15.3202049415,15.048191156800003,15.1841980492,2711922,0.0,1.0 +DBC,2017-01-12,15.92,15.989,15.83,15.83,1752715,15.4659266118,15.532958580199999,15.3784936096,15.3784936096,1752715,0.0,1.0 +DBC,2017-01-13,15.89,15.91,15.8201,15.85,1240969,15.436782277699999,15.456211833800001,15.3688759794,15.3979231656,1240969,0.0,1.0 +DBC,2017-01-17,15.88,16.08,15.88,16.06,2168075,15.4270674997,15.6213630602,15.4270674997,15.601933504100002,2168075,0.0,1.0 +DBC,2017-01-18,15.74,15.88,15.67,15.8,1570600,15.2910606074,15.4270674997,15.223057161199998,15.3493492755,1570600,0.0,1.0 +DBC,2017-01-19,15.69,15.7999,15.69,15.77,2495886,15.2424867173,15.3492521278,15.2424867173,15.3202049415,2495886,0.0,1.0 +DBC,2017-01-20,15.87,15.9377,15.71,15.89,1780932,15.4173527217,15.4831217689,15.261916273299999,15.436782277699999,1780932,0.0,1.0 +DBC,2017-01-23,15.87,15.91,15.76,15.77,1390745,15.4173527217,15.456211833800001,15.310490163399999,15.3202049415,1390745,0.0,1.0 +DBC,2017-01-24,15.91,15.98,15.89,15.95,2219182,15.456211833800001,15.5242152799,15.436782277699999,15.495070945899998,2219182,0.0,1.0 +DBC,2017-01-25,15.81,15.88,15.765,15.8,1724204,15.3590640536,15.4270674997,15.3153475525,15.3493492755,1724204,0.0,1.0 +DBC,2017-01-26,15.88,15.96,15.87,15.89,2201365,15.4270674997,15.504785723900001,15.4173527217,15.436782277699999,2201365,0.0,1.0 +DBC,2017-01-27,15.75,15.9,15.69,15.9,1835637,15.3007753854,15.4464970558,15.2424867173,15.4464970558,1835637,0.0,1.0 +DBC,2017-01-30,15.66,15.69,15.62,15.68,4275017,15.213342383199999,15.2424867173,15.1744832711,15.232771939300001,4275017,0.0,1.0 +DBC,2017-01-31,15.75,15.84,15.7,15.78,14620186,15.3007753854,15.3882083876,15.2522014953,15.329919719500001,14620186,0.0,1.0 +DBC,2017-02-01,15.92,15.95,15.76,15.8,4732012,15.4659266118,15.495070945899998,15.310490163399999,15.3493492755,4732012,0.0,1.0 +DBC,2017-02-02,15.92,15.98,15.87,15.97,3617149,15.4659266118,15.5242152799,15.4173527217,15.5145005019,3617149,0.0,1.0 +DBC,2017-02-03,15.91,15.95,15.82,15.85,2433534,15.456211833800001,15.495070945899998,15.3687788316,15.3979231656,2433534,0.0,1.0 +DBC,2017-02-06,15.81,15.935,15.78,15.91,2332827,15.3590640536,15.480498778800001,15.329919719500001,15.456211833800001,2332827,0.0,1.0 +DBC,2017-02-07,15.74,15.75,15.67,15.69,2026529,15.2910606074,15.3007753854,15.223057161199998,15.2424867173,2026529,0.0,1.0 +DBC,2017-02-08,15.8,15.8354,15.685,15.75,2314612,15.3493492755,15.383739589700001,15.237629328299999,15.3007753854,2314612,0.0,1.0 +DBC,2017-02-09,15.88,15.91,15.82,15.91,1669716,15.4270674997,15.456211833800001,15.3687788316,15.456211833800001,1669716,0.0,1.0 +DBC,2017-02-10,16.05,16.07,15.98,16.01,2768614,15.592218726099999,15.6116482821,15.5242152799,15.553359614000001,2768614,0.0,1.0 +DBC,2017-02-13,15.87,15.91,15.84,15.9,1122521,15.4173527217,15.456211833800001,15.3882083876,15.4464970558,1122521,0.0,1.0 +DBC,2017-02-14,15.89,15.99,15.84,15.97,1679740,15.436782277699999,15.533930058,15.3882083876,15.5145005019,1679740,0.0,1.0 +DBC,2017-02-15,15.91,15.9599,15.84,15.87,1350379,15.456211833800001,15.5046885761,15.3882083876,15.4173527217,1350379,0.0,1.0 +DBC,2017-02-16,15.81,15.94,15.79,15.91,1300268,15.3590640536,15.4853561678,15.3396344975,15.456211833800001,1300268,0.0,1.0 +DBC,2017-02-17,15.78,15.785,15.69,15.71,2265544,15.329919719500001,15.334777108499999,15.2424867173,15.261916273299999,2265544,0.0,1.0 +DBC,2017-02-21,15.76,15.88,15.73,15.85,1838728,15.310490163399999,15.4270674997,15.281345829400001,15.3979231656,1838728,0.0,1.0 +DBC,2017-02-22,15.68,15.7,15.65,15.69,2480686,15.232771939300001,15.2522014953,15.2036276052,15.2424867173,2480686,0.0,1.0 +DBC,2017-02-23,15.73,15.84,15.69,15.83,2209653,15.281345829400001,15.3882083876,15.2424867173,15.3784936096,2209653,0.0,1.0 +DBC,2017-02-24,15.7,15.74,15.655,15.74,1371642,15.2522014953,15.2910606074,15.2084849942,15.2910606074,1371642,0.0,1.0 +DBC,2017-02-27,15.66,15.74,15.65,15.72,1914255,15.213342383199999,15.2910606074,15.2036276052,15.271631051400002,1914255,0.0,1.0 +DBC,2017-02-28,15.72,15.73,15.6,15.63,2321025,15.271631051400002,15.281345829400001,15.1550537151,15.1841980492,2321025,0.0,1.0 +DBC,2017-03-01,15.79,15.85,15.75,15.81,2324044,15.3396344975,15.3979231656,15.3007753854,15.3590640536,2324044,0.0,1.0 +DBC,2017-03-02,15.54,15.65,15.53,15.62,1381236,15.0967650469,15.2036276052,15.0870502689,15.1744832711,1381236,0.0,1.0 +DBC,2017-03-03,15.62,15.63,15.53,15.56,1805581,15.1744832711,15.1841980492,15.0870502689,15.116194603,1805581,0.0,1.0 +DBC,2017-03-06,15.6,15.6966,15.6,15.69,1297766,15.1550537151,15.248898470799999,15.1550537151,15.2424867173,1297766,0.0,1.0 +DBC,2017-03-07,15.53,15.64,15.52,15.64,1468045,15.0870502689,15.1939128272,15.0773354909,15.1939128272,1468045,0.0,1.0 +DBC,2017-03-08,15.18,15.545,15.15,15.48,4012228,14.7470330381,15.101622436,14.717888704100002,15.0384763788,4012228,0.0,1.0 +DBC,2017-03-09,15.05,15.1499,14.93,15.13,4657754,14.620740923800001,14.717791556300002,14.504163587599999,14.698459148,4657754,0.0,1.0 +DBC,2017-03-10,14.91,15.08,14.87,15.05,4163741,14.4847340315,14.6498852579,14.445874919400001,14.620740923800001,4163741,0.0,1.0 +DBC,2017-03-13,14.89,14.965,14.86,14.92,2701206,14.4653044755,14.5381653107,14.4361601414,14.4944488096,2701206,0.0,1.0 +DBC,2017-03-14,14.83,14.85,14.7,14.78,2946350,14.4070158074,14.4264453634,14.280723693099999,14.3584419172,2946350,0.0,1.0 +DBC,2017-03-15,14.96,14.99,14.87,14.92,3442653,14.5333079216,14.562452255699997,14.445874919400001,14.4944488096,3442653,0.0,1.0 +DBC,2017-03-16,14.94,15.02,14.93,15.02,2088325,14.5138783656,14.5915965898,14.504163587599999,14.5915965898,2088325,0.0,1.0 +DBC,2017-03-17,14.99,15.02,14.94,15.0,1161788,14.562452255699997,14.5915965898,14.5138783656,14.5721670337,1161788,0.0,1.0 +DBC,2017-03-20,14.9817,15.04,14.94,14.96,2166405,14.55438899,14.611026145799999,14.5138783656,14.5333079216,2166405,0.0,1.0 +DBC,2017-03-21,14.9,15.06,14.89,15.02,1882036,14.4750192535,14.6304557019,14.4653044755,14.5915965898,1882036,0.0,1.0 +DBC,2017-03-22,14.89,14.935,14.77,14.86,1921486,14.4653044755,14.5090209766,14.348727139200001,14.4361601414,1921486,0.0,1.0 +DBC,2017-03-23,14.86,14.89,14.82,14.87,1511520,14.4361601414,14.4653044755,14.397301029300001,14.445874919400001,1511520,0.0,1.0 +DBC,2017-03-24,14.91,14.92,14.86,14.9,1372420,14.4847340315,14.4944488096,14.4361601414,14.4750192535,1372420,0.0,1.0 +DBC,2017-03-27,14.89,14.9,14.77,14.81,2123961,14.4653044755,14.4750192535,14.348727139200001,14.387586251300002,2123961,0.0,1.0 +DBC,2017-03-28,14.98,15.06,14.95,14.96,1713273,14.5527374777,14.6304557019,14.5235931436,14.5333079216,1713273,0.0,1.0 +DBC,2017-03-29,15.12,15.14,15.02,15.04,2552967,14.68874437,14.708173925999999,14.5915965898,14.611026145799999,2552967,0.0,1.0 +DBC,2017-03-30,15.18,15.22,15.1202,15.16,1325058,14.7470330381,14.7858921502,14.6889386656,14.727603482100001,1325058,0.0,1.0 +DBC,2017-03-31,15.21,15.25,15.14,15.15,3000072,14.776177372200001,14.8150364843,14.708173925999999,14.717888704100002,3000072,0.0,1.0 +DBC,2017-04-03,15.15,15.27,15.14,15.25,4604322,14.717888704100002,14.8344660403,14.708173925999999,14.8150364843,4604322,0.0,1.0 +DBC,2017-04-04,15.3,15.32,15.15,15.23,4604387,14.8636103744,14.883039930499999,14.717888704100002,14.7956069283,4604387,0.0,1.0 +DBC,2017-04-05,15.33,15.47,15.31,15.47,4604593,14.892754708499998,15.0287616008,14.8733251524,15.0287616008,4604593,0.0,1.0 +DBC,2017-04-06,15.37,15.44,15.37,15.4,2856183,14.931613820599999,14.999617266700001,14.931613820599999,14.9607581546,2856183,0.0,1.0 +DBC,2017-04-07,15.41,15.47,15.39,15.42,6227130,14.9704729327,15.0287616008,14.951043376600001,14.9801877107,6227130,0.0,1.0 +DBC,2017-04-10,15.53,15.53,15.45,15.48,945755,15.0870502689,15.0870502689,15.0093320447,15.0384763788,945755,0.0,1.0 +DBC,2017-04-11,15.56,15.59,15.4401,15.52,1391664,15.116194603,15.1453389371,14.9997144145,15.0773354909,1391664,0.0,1.0 +DBC,2017-04-12,15.56,15.64,15.52,15.56,1429337,15.116194603,15.1939128272,15.0773354909,15.116194603,1429337,0.0,1.0 +DBC,2017-04-13,15.61,15.65,15.56,15.63,2122972,15.164768493099999,15.2036276052,15.116194603,15.1841980492,2122972,0.0,1.0 +DBC,2017-04-17,15.52,15.63,15.52,15.61,1866010,15.0773354909,15.1841980492,15.0773354909,15.164768493099999,1866010,0.0,1.0 +DBC,2017-04-18,15.46,15.4899,15.35,15.44,1462969,15.0190468228,15.048094009100002,14.9121842645,14.999617266700001,1462969,0.0,1.0 +DBC,2017-04-19,15.19,15.48,15.13,15.47,2094492,14.756747816199999,15.0384763788,14.698459148,15.0287616008,2094492,0.0,1.0 +DBC,2017-04-20,15.13,15.235,15.11,15.22,1847358,14.698459148,14.8004643173,14.679029592000001,14.7858921502,1847358,0.0,1.0 +DBC,2017-04-21,14.98,15.15,14.95,15.15,1585084,14.5527374777,14.717888704100002,14.5235931436,14.717888704100002,1585084,0.0,1.0 +DBC,2017-04-24,14.93,14.97,14.89,14.97,1767648,14.504163587599999,14.5430226997,14.4653044755,14.5430226997,1767648,0.0,1.0 +DBC,2017-04-25,15.0,15.01,14.855,14.89,1586409,14.5721670337,14.5818818118,14.4313027524,14.4653044755,1586409,0.0,1.0 +DBC,2017-04-26,14.92,15.046,14.9,14.94,5213778,14.4944488096,14.6168550126,14.4750192535,14.5138783656,5213778,0.0,1.0 +DBC,2017-04-27,14.84,14.84,14.71,14.8,919028,14.4167305854,14.4167305854,14.290438471099998,14.377871473299999,919028,0.0,1.0 +DBC,2017-04-28,14.8,14.905,14.78,14.87,2065889,14.377871473299999,14.4798766425,14.3584419172,14.445874919400001,2065889,0.0,1.0 +DBC,2017-05-01,14.83,14.89,14.8025,14.81,3598660,14.4070158074,14.4653044755,14.3803001678,14.387586251300002,3598660,0.0,1.0 +DBC,2017-05-02,14.67,14.8399,14.63,14.82,3161977,14.251579359,14.4166334376,14.2127202469,14.397301029300001,3161977,0.0,1.0 +DBC,2017-05-03,14.61,14.7,14.57,14.7,2146443,14.1932906909,14.280723693099999,14.1544315788,14.280723693099999,2146443,0.0,1.0 +DBC,2017-05-04,14.26,14.4727,14.24,14.46,3352873,13.8532734601,14.0599067886,13.833843904,14.0475690205,3352873,0.0,1.0 +DBC,2017-05-05,14.46,14.49,14.31,14.32,2436220,14.0475690205,14.0767133546,13.9018473502,13.9115621282,2436220,0.0,1.0 +DBC,2017-05-08,14.4,14.455,14.32,14.39,1583092,13.9892803524,14.042711631500001,13.9115621282,13.9795655744,1583092,0.0,1.0 +DBC,2017-05-09,14.33,14.4399,14.3065,14.43,1472964,13.9212769062,14.0280423167,13.8984471779,14.018424686500001,1472964,0.0,1.0 +DBC,2017-05-10,14.56,14.6,14.42,14.43,2232071,14.1447168007,14.1835759128,14.008709908399998,14.018424686500001,2232071,0.0,1.0 +DBC,2017-05-11,14.62,14.6693,14.5887,14.63,1312198,14.2030054689,14.2508993245,14.172598213699999,14.2127202469,1312198,0.0,1.0 +DBC,2017-05-12,14.62,14.66,14.58,14.66,788714,14.2030054689,14.241864581,14.1641463568,14.241864581,788714,0.0,1.0 +DBC,2017-05-15,14.7,14.83,14.69,14.83,893761,14.280723693099999,14.4070158074,14.271008915,14.4070158074,893761,0.0,1.0 +DBC,2017-05-16,14.72,14.79,14.72,14.77,755684,14.300153249100001,14.3681566953,14.300153249100001,14.348727139200001,755684,0.0,1.0 +DBC,2017-05-17,14.82,14.88,14.75,14.81,3215022,14.397301029300001,14.4555896975,14.329297583199999,14.387586251300002,3215022,0.0,1.0 +DBC,2017-05-18,14.78,14.85,14.6801,14.72,841738,14.3584419172,14.4264453634,14.2613912848,14.300153249100001,841738,0.0,1.0 +DBC,2017-05-19,15.07,15.07,14.95,14.96,736627,14.6401704799,14.6401704799,14.5235931436,14.5333079216,736627,0.0,1.0 +TLT,2017-01-03,119.64,119.99,118.18,118.41,13217317,110.63378819729999,110.9574410381,109.2836934901,109.4963796426,13217317,0.0,1.0 +TLT,2017-01-04,120.1,120.24,119.45,119.76,6699562,111.05916050229999,111.18862163860001,110.45809094090001,110.74475488549999,6699562,0.0,1.0 +TLT,2017-01-05,121.98,122.03,120.17,120.45,13265820,112.7976386184,112.8438747385,111.1238910704,111.3828133431,13265820,0.0,1.0 +TLT,2017-01-06,120.86,121.54,120.75,121.13,8369334,111.76194952799999,112.39076076139999,111.66023006370001,112.0116245765,8369334,0.0,1.0 +TLT,2017-01-09,121.83,122.0,121.46,121.88,8839108,112.6589302581,112.8161330664,112.31678296930001,112.70516637819999,8839108,0.0,1.0 +TLT,2017-01-10,121.75,121.91,121.28,121.55,8417941,112.5849524659,112.73290805020001,112.1503329369,112.4000079855,8417941,0.0,1.0 +TLT,2017-01-11,122.16,122.69,121.41,121.94,9402523,112.9640886508,113.4541915239,112.2705468492,112.7606497223,9402523,0.0,1.0 +TLT,2017-01-12,121.89,123.14,121.83,122.8,9977612,112.7144136022,113.8703166049,112.6589302581,113.5559109882,9977612,0.0,1.0 +TLT,2017-01-13,121.31,121.75,120.62,121.33,9820003,112.17807460889999,112.5849524659,111.5400161514,112.196569057,9820003,0.0,1.0 +TLT,2017-01-17,122.58,122.94,121.99,122.81,7853301,113.35247205969999,113.6853721245,112.80688584239999,113.56515821219999,7853301,0.0,1.0 +TLT,2017-01-18,121.01,121.96,120.91,121.77,9064689,111.9006578883,112.7791441704,111.8081856481,112.6034469139,9064689,0.0,1.0 +TLT,2017-01-19,120.18,120.58,119.55,120.49,11795591,111.13313829450001,111.50302725530001,110.5505631811,111.4198022391,11795591,0.0,1.0 +TLT,2017-01-20,119.94,120.31,119.29,119.84,16953217,110.91120491790001,111.2533522067,110.3101353565,110.8187326777,16953217,0.0,1.0 +TLT,2017-01-23,121.14,121.87,120.02,120.34,13118414,112.02087180059999,112.6959191542,110.9851827101,111.2810938788,13118414,0.0,1.0 +TLT,2017-01-24,120.31,121.13,119.8,120.77,8394978,111.2533522067,112.0116245765,110.7817437816,111.6787245118,8394978,0.0,1.0 +TLT,2017-01-25,118.8,119.6,118.56,119.28,11115069,109.85702137950001,110.59679930120001,109.6350880029,110.3008881325,11115069,0.0,1.0 +TLT,2017-01-26,119.2,119.26,118.33,118.91,7827932,110.22691034030001,110.28239368450001,109.42240185040001,109.95874084370001,7827932,0.0,1.0 +TLT,2017-01-27,119.63,119.83,119.25,119.4,7197762,110.6245409733,110.8094854537,110.27314646040001,110.4118548208,7197762,0.0,1.0 +TLT,2017-01-30,119.27,119.88,119.2,119.44,6569509,110.2916409085,110.8557215738,110.22691034030001,110.4488437169,6569509,0.0,1.0 +TLT,2017-01-31,120.1,120.4,119.25,119.33,13298521,111.05916050229999,111.3365772229,110.27314646040001,110.3471242526,13298521,0.0,1.0 +TLT,2017-02-01,119.1,119.53,118.58,119.1,10975521,110.3740882331,110.7725841017,109.8921862526,110.3740882331,10975521,0.25915900000000003,1.0 +TLT,2017-02-02,119.05,120.14,119.0,119.93,6978567,110.3277515042,111.3378921942,110.28141477530001,111.1432779328,6978567,0.0,1.0 +TLT,2017-02-03,119.0,119.87,118.47,119.44,10275574,110.28141477530001,111.08767385819999,109.790245449,110.6891779896,10275574,0.0,1.0 +TLT,2017-02-06,119.72,120.13,119.12,119.76,8433772,110.9486636715,111.3286248484,110.39262292469999,110.98573305459999,8433772,0.0,1.0 +TLT,2017-02-07,120.6,121.01,119.47,119.78,8418420,111.76419010010001,112.144151277,110.716980027,111.00426774610001,8418420,0.0,1.0 +TLT,2017-02-08,122.24,122.27,121.41,121.42,15734201,113.28403480790001,113.3118368452,112.51484510819999,112.52411245399999,15734201,0.0,1.0 +TLT,2017-02-09,120.83,121.59,120.66,121.41,16890586,111.977339053,112.68165733219999,111.8197941747,112.51484510819999,16890586,0.0,1.0 +TLT,2017-02-10,120.76,120.95,120.11,120.11,7978462,111.9124676325,112.08854720229999,111.3100901569,111.3100901569,7978462,0.0,1.0 +TLT,2017-02-13,120.38,120.41,119.88,120.25,11536780,111.5603084929,111.5881105302,111.09694120389999,111.43983299780001,11536780,0.0,1.0 +TLT,2017-02-14,119.51,120.3,118.83,120.24,13210451,110.75404941010001,111.4861697267,110.1238698971,111.43056565200001,13210451,0.0,1.0 +TLT,2017-02-15,118.96,119.22,118.65,118.76,8481015,110.24434539219999,110.4852963825,109.9570576731,110.0589984766,8481015,0.0,1.0 +TLT,2017-02-16,119.61,120.21,119.12,119.22,10005829,110.84672286790001,111.40276361469999,110.39262292469999,110.4852963825,10005829,0.0,1.0 +TLT,2017-02-17,120.32,120.7,120.13,120.61,7886448,111.50470441819999,111.85686355780001,111.3286248484,111.7734574458,7886448,0.0,1.0 +TLT,2017-02-21,120.11,120.61,119.6,119.68,8703755,111.3100901569,111.7734574458,110.83745552209999,110.9115942883,8703755,0.0,1.0 +TLT,2017-02-22,120.31,120.82,119.59,120.8,8101522,111.4954370724,111.9680717072,110.82818817629999,111.9495370156,8101522,0.0,1.0 +TLT,2017-02-23,120.67,120.74,120.33,120.57,5330784,111.82906152049999,111.893932941,111.51397176399999,111.7363880627,5330784,0.0,1.0 +TLT,2017-02-24,122.01,122.14,121.26,121.35,11335989,113.070885855,113.1913613501,112.3758349215,112.4592410335,11335989,0.0,1.0 +TLT,2017-02-27,121.29,121.9,121.23,121.81,11039831,112.40363695879999,112.9689450514,112.3480328842,112.8855389394,11039831,0.0,1.0 +TLT,2017-02-28,121.74,122.08,121.32,121.5,8410508,112.8206675189,113.13575727540001,112.43143899620001,112.5982512202,8410508,0.0,1.0 +TLT,2017-03-01,119.47,119.55,118.95,119.44,10717113,110.9337219299,111.0080058317,110.45087656780001,110.9058654667,10717113,0.233877,1.0 +TLT,2017-03-02,119.04,119.21,118.62,119.01,8201247,110.5344459574,110.6922992488,110.1444554727,110.5065894942,8201247,0.0,1.0 +TLT,2017-03-03,119.35,119.35,118.55,119.23,9515219,110.82229607709999,110.82229607709999,110.0794570586,110.71087022430001,9515219,0.0,1.0 +TLT,2017-03-06,118.78,119.12,118.52,119.12,4489229,110.29302327639999,110.6087298593,110.0516005954,110.6087298593,4489229,0.0,1.0 +TLT,2017-03-07,118.42,118.68,118.25,118.48,7080088,109.95874571799999,110.2001683991,109.8008924266,110.01445864440001,7080088,0.0,1.0 +TLT,2017-03-08,117.78,117.95,117.23,117.31,11336336,109.3644745032,109.52232779469999,108.853772678,108.9280565798,11336336,0.0,1.0 +TLT,2017-03-09,116.84,117.48,116.77,117.34,10575439,108.4916386564,109.08590987129999,108.4266402423,108.955913043,10575439,0.0,1.0 +TLT,2017-03-10,117.25,117.32,116.68,117.14,9218505,108.8723436534,108.9373420676,108.34307085270001,108.7702032884,9218505,0.0,1.0 +TLT,2017-03-13,116.51,117.09,116.49,116.83,6993071,108.18521756129999,108.72377584969999,108.1666465858,108.4823531687,6993071,0.0,1.0 +TLT,2017-03-14,117.07,117.35,116.71,116.77,9869230,108.70520487430001,108.9651985308,108.3709273159,108.4266402423,9869230,0.0,1.0 +TLT,2017-03-15,118.5,118.83,117.43,117.56,14600488,110.03302961989999,110.339450715,109.0394824326,109.16019377309999,14600488,0.0,1.0 +TLT,2017-03-16,117.9,118.15,117.63,117.99,8018165,109.475900356,109.7080375493,109.2251921872,109.5594697456,8018165,0.0,1.0 +TLT,2017-03-17,118.64,118.75,118.03,118.11,7266766,110.1630264481,110.2651668132,109.59661169649999,109.67089559840001,7266766,0.0,1.0 +TLT,2017-03-20,119.15,119.23,118.5,118.55,5497756,110.63658632239999,110.71087022430001,110.03302961989999,110.0794570586,5497756,0.0,1.0 +TLT,2017-03-21,120.14,120.3,119.02,119.05,12540662,111.55584960790002,111.7044174116,110.51587498190001,110.54373144510001,12540662,0.0,1.0 +TLT,2017-03-22,120.62,121.17,120.43,120.72,11661374,112.001553019,112.5122548442,111.82512875209999,112.0944078963,11661374,0.0,1.0 +TLT,2017-03-23,120.45,121.02,120.06,120.83,6746461,111.8436997276,112.3729725283,111.481565706,112.1965482614,6746461,0.0,1.0 +TLT,2017-03-24,120.88,121.1,120.4,120.53,5819630,112.2429757,112.4472564301,111.79727228889999,111.9179836294,5819630,0.0,1.0 +TLT,2017-03-27,121.43,121.97,121.19,121.83,6878473,112.7536775253,113.25509386280001,112.5308258197,113.1250970345,6878473,0.0,1.0 +TLT,2017-03-28,120.62,121.82,120.49,121.79,6811244,112.001553019,113.1158115468,111.8808416785,113.08795508360001,6811244,0.0,1.0 +TLT,2017-03-29,121.34,121.38,120.88,120.94,6291020,112.67010813569999,112.7072500866,112.2429757,112.2986886264,6291020,0.0,1.0 +TLT,2017-03-30,120.36,121.09,120.32,121.07,7042448,111.760130338,112.4379709424,111.722988387,112.4193999669,7042448,0.0,1.0 +TLT,2017-03-31,120.71,120.81,120.21,120.28,5144760,112.0851224086,112.1779772859,111.620848022,111.68584643610001,5144760,0.0,1.0 +TLT,2017-04-03,121.67,121.87,120.4,120.45,12996495,113.21289874940001,113.398997046,112.0311745659,112.07769914,12996495,0.254558,1.0 +TLT,2017-04-04,121.01,121.59,120.95,121.37,6976660,112.5987743706,113.1384594308,112.5429448816,112.9337513045,6976660,0.0,1.0 +TLT,2017-04-05,121.38,121.52,120.36,120.56,8555235,112.9430562193,113.07332502700001,111.9939549066,112.1800532032,8555235,0.0,1.0 +TLT,2017-04-06,121.2,121.41,120.52,121.24,6496995,112.7755677524,112.97097096379999,112.1428335438,112.8127874117,6496995,0.0,1.0 +TLT,2017-04-07,120.71,122.25,120.69,121.84,10264226,112.31962692559999,113.7525838096,112.30101709600001,113.3710823015,10264226,0.0,1.0 +TLT,2017-04-10,121.27,121.62,121.0,121.14,5314493,112.84070215620001,113.1663741753,112.5894694557,112.7197382634,5314493,0.0,1.0 +TLT,2017-04-11,122.42,122.65,121.72,121.8,11297362,113.9107673617,114.12478040290002,113.2594233236,113.33386264219999,11297362,0.0,1.0 +TLT,2017-04-12,123.09,123.19,122.29,122.51,11532463,114.53419665540001,114.6272458037,113.78980346889999,113.99451159520001,11532463,0.0,1.0 +TLT,2017-04-13,123.47,123.74,122.91,123.45,8396661,114.887783419,115.13901611940001,114.3667081885,114.8691735893,8396661,0.0,1.0 +TLT,2017-04-17,123.09,123.55,122.86,123.46,8015015,114.53419665540001,114.9622227377,114.3201836143,114.8784785042,8015015,0.0,1.0 +TLT,2017-04-18,124.7,124.98,123.55,123.86,11529704,116.0322879432,116.2928255585,114.9622227377,115.25067509739999,11529704,0.0,1.0 +TLT,2017-04-19,124.02,124.17,123.7,124.1,7343991,115.39955373469999,115.5391274572,115.1017964601,115.47399305340001,7343991,0.0,1.0 +TLT,2017-04-20,123.54,123.92,123.14,123.52,7932918,114.9529178228,115.3065045864,114.58072122959999,114.9343079932,7932918,0.0,1.0 +TLT,2017-04-21,123.54,124.24,123.49,123.82,9798520,114.9529178228,115.604261861,114.90639324870001,115.2134554381,9798520,0.0,1.0 +TLT,2017-04-24,122.93,123.16,122.46,122.55,8066371,114.3853180181,114.5993310592,113.9479870211,114.03173125459999,8066371,0.0,1.0 +TLT,2017-04-25,121.45,122.46,121.38,122.21,8122253,113.00819062309999,113.9479870211,112.9430562193,113.7153641503,8122253,0.0,1.0 +TLT,2017-04-26,122.12,122.14,121.43,121.52,5766213,113.6316199168,113.6502297465,112.98958079350001,113.07332502700001,5766213,0.0,1.0 +TLT,2017-04-27,122.08,122.35,121.58,121.75,4978328,113.5944002575,113.84563295790001,113.1291545159,113.2873380681,4978328,0.0,1.0 +TLT,2017-04-28,122.35,122.44,121.55,121.6,8166295,113.84563295790001,113.9293771914,113.10123977139999,113.1477643456,8166295,0.0,1.0 +TLT,2017-05-01,121.08,122.14,120.71,121.69,8795929,112.9010073092,113.8894039705,112.55600092739999,113.4698016143,8795929,0.25481,1.0 +TLT,2017-05-02,121.7,121.78,120.94,120.97,6727813,113.4791261111,113.5537220855,112.7704643539,112.7984378443,6727813,0.0,1.0 +TLT,2017-05-03,121.78,122.39,121.55,122.22,8932912,113.5537220855,114.1225163906,113.339258659,113.9639999449,8932912,0.0,1.0 +TLT,2017-05-04,121.18,121.22,120.67,121.01,9707211,112.99425227719999,113.03155026450001,112.5187029402,112.8357358316,9707211,0.0,1.0 +TLT,2017-05-05,121.29,121.47,120.89,121.38,5605412,113.09682174209999,113.2646626846,112.7238418699,113.1807422133,5605412,0.0,1.0 +TLT,2017-05-08,120.63,121.14,120.53,121.11,8057780,112.481404953,112.95695429,112.3881599849,112.9289807996,8057780,0.0,1.0 +TLT,2017-05-09,120.62,120.63,120.14,120.38,5536746,112.4720804562,112.481404953,112.02450460959999,112.24829253290001,5536746,0.0,1.0 +TLT,2017-05-10,120.48,121.06,120.16,120.91,6517131,112.3415375009,112.8823583156,112.0431536032,112.74249086350001,6517131,0.0,1.0 +TLT,2017-05-11,120.48,120.57,119.91,120.0,7479834,112.3415375009,112.4254579722,111.8100411831,111.8939616543,7479834,0.0,1.0 +TLT,2017-05-12,121.39,121.49,120.98,121.01,7464184,113.1900667101,113.2833116782,112.8077623412,112.8357358316,7464184,0.0,1.0 +TLT,2017-05-15,121.06,121.21,120.75,121.06,5173188,112.8823583156,113.02222576770001,112.59329891459998,112.8823583156,5173188,0.0,1.0 +TLT,2017-05-16,121.51,121.89,121.11,121.11,6722728,113.3019606718,113.65629155040001,112.9289807996,112.9289807996,6722728,0.0,1.0 +TLT,2017-05-17,123.28,123.54,122.39,122.63,11236435,114.95239660620001,115.1948335231,114.1225163906,114.34630431389999,11236435,0.0,1.0 +TLT,2017-05-18,123.42,123.94,123.19,123.75,8350484,115.0829395615,115.5678133953,114.868476135,115.39064795600001,8350484,0.0,1.0 +TLT,2017-05-19,123.71,123.78,123.01,123.36,11277436,115.35334996879999,115.4186214464,114.7006351925,115.0269925806,11277436,0.0,1.0 +IEF,2017-01-03,104.77,104.8856,104.29,104.35,3230548,98.21476239399999,98.32312954620001,97.76479498020001,97.82104090690001,3230548,0.0,1.0 +IEF,2017-01-04,104.89,104.935,104.615,104.73,1522962,98.3272542475,98.3694386925,98.0694604166,98.17726510959999,1522962,0.0,1.0 +IEF,2017-01-05,105.57,105.68,105.03,105.1,3344376,98.96470808379999,99.06782561610001,98.45849474319999,98.5241149911,3344376,0.0,1.0 +IEF,2017-01-06,105.09,105.375,105.0441,105.18,1601433,98.5147406699,98.7819088219,98.471712536,98.59910956,1601433,0.0,1.0 +IEF,2017-01-09,105.49,105.53,105.355,105.47,1275042,98.8897135148,98.9272107993,98.7631601797,98.8709648726,1275042,0.0,1.0 +IEF,2017-01-10,105.44,105.6,105.385,105.44,1352734,98.8428419092,98.9928310472,98.79128314299999,98.8428419092,1352734,0.0,1.0 +IEF,2017-01-11,105.56,105.93,105.31,105.5,1833735,98.95533376270001,99.3021836442,98.72097573459999,98.8990878359,1833735,0.0,1.0 +IEF,2017-01-12,105.62,106.025,105.59,105.82,1544660,99.01157968940001,99.39123969479999,98.983456726,99.19906611180001,1544660,0.0,1.0 +IEF,2017-01-13,105.39,105.5576,105.05,105.37,1833203,98.7959703036,98.9530839256,98.47724338549999,98.77722166139999,1833203,0.0,1.0 +IEF,2017-01-17,105.92,106.0301,105.7343,105.97,1656782,99.29280932309999,99.3960205986,99.1187281798,99.3396809287,1656782,0.0,1.0 +IEF,2017-01-18,105.17,105.69,105.13,105.6,3640392,98.58973523889999,99.0771999373,98.5522379544,98.9928310472,3640392,0.0,1.0 +IEF,2017-01-19,104.77,104.885,104.5644,104.83,1839952,98.21476239399999,98.32256708690001,98.02202635180001,98.2710083208,1839952,0.0,1.0 +IEF,2017-01-20,104.82,104.9159,104.48,104.64,1306421,98.2616339996,98.35153373920001,97.9429070815,98.0928962195,1306421,0.0,1.0 +IEF,2017-01-23,105.37,105.57,104.84,105.01,1720212,98.77722166139999,98.96470808379999,98.2803826419,98.439746101,1720212,0.0,1.0 +IEF,2017-01-24,104.97,105.28,104.825,105.14,1343970,98.40224881649999,98.6928527713,98.26632116020001,98.5616122755,1343970,0.0,1.0 +IEF,2017-01-25,104.45,104.675,104.31,104.55,1815965,97.91478411809999,98.1257063434,97.7835436224,98.00852732940001,1815965,0.0,1.0 +IEF,2017-01-26,104.59,104.62,104.18,104.41,2212910,98.04602461379999,98.0741475772,97.6616774478,97.87728683370001,2212910,0.0,1.0 +IEF,2017-01-27,104.72,104.8,104.64,104.65,2285159,98.1678907884,98.2428853574,98.0928962195,98.10227054059999,2285159,0.0,1.0 +IEF,2017-01-30,104.69,104.945,104.69,104.74,1909335,98.13976782510001,98.37881301370001,98.13976782510001,98.1866394307,1909335,0.0,1.0 +IEF,2017-01-31,105.05,105.22,104.79,104.79,1411700,98.47724338549999,98.63660684450001,98.23351103629999,98.23351103629999,1411700,0.0,1.0 +IEF,2017-02-01,104.69,104.85,104.385,104.56,2055086,98.2890838868,98.4393012277,98.0027320806,98.1670322973,2055086,0.159282,1.0 +IEF,2017-02-02,104.73,105.1,104.72,105.03,1423492,98.32663822200001,98.6740158229,98.3172496382,98.6082957362,1423492,0.0,1.0 +IEF,2017-02-03,104.81,105.22,104.62,105.0,1711147,98.4017468925,98.7866788286,98.2233638001,98.5801299848,1711147,0.0,1.0 +IEF,2017-02-06,105.31,105.4062,104.9961,105.24,1500484,98.8711760829,98.9614942591,98.57646843709999,98.80545599620001,1500484,0.0,1.0 +IEF,2017-02-07,105.5,105.69,105.18,105.25,1540579,99.0495591752,99.2279422676,98.7491244934,98.81484458,1540579,0.0,1.0 +IEF,2017-02-08,105.93,106.0,105.66,105.74,3182186,99.453268279,99.5189883656,99.1997765161,99.2748851866,3182186,0.0,1.0 +IEF,2017-02-09,105.3,105.73,105.28,105.71,1530153,98.861787499,99.26549660280001,98.8430103314,99.2467194352,1530153,0.0,1.0 +IEF,2017-02-10,105.23,105.31,105.07,105.07,1646365,98.79606741239999,98.8711760829,98.64585007149999,98.64585007149999,1646365,0.0,1.0 +IEF,2017-02-13,105.07,105.08,104.88,105.0,1045207,98.64585007149999,98.65523865530001,98.4674669791,98.5801299848,1045207,0.0,1.0 +IEF,2017-02-14,104.69,105.1,104.4615,105.02,2318128,98.2890838868,98.6740158229,98.0745547467,98.5989071524,2318128,0.0,1.0 +IEF,2017-02-15,104.49,104.56,104.32,104.33,2750913,98.1013122106,98.1670322973,97.9417062859,97.95109486969999,2750913,0.0,1.0 +IEF,2017-02-16,104.91,105.01,104.6,104.6,2459817,98.49563273049999,98.5895185686,98.2045866325,98.2045866325,2459817,0.0,1.0 +IEF,2017-02-17,105.19,105.315,105.12,105.2,2237724,98.75851307719999,98.8758703748,98.6927929905,98.76790166100001,2237724,0.0,1.0 +IEF,2017-02-21,105.14,105.2799,104.92,104.94,2832683,98.71157015809999,98.8429164456,98.50502131430001,98.523798482,2832683,0.0,1.0 +IEF,2017-02-22,105.31,105.42,104.96,105.36,2812755,98.8711760829,98.97445050469999,98.5425756496,98.91811900190001,2812755,0.0,1.0 +IEF,2017-02-23,105.59,105.59,105.4334,105.5,1842686,99.1340564295,99.1340564295,98.987031207,99.0495591752,1842686,0.0,1.0 +IEF,2017-02-24,106.08,106.16,105.82,105.94,2676989,99.59409703610001,99.6692057065,99.34999385709999,99.4626568628,2676989,0.0,1.0 +IEF,2017-02-27,105.7,106.0,105.64,105.99,3292633,99.23733085139999,99.5189883656,99.18099934850001,99.5095997818,3292633,0.0,1.0 +IEF,2017-02-28,105.65,105.91,105.63,105.75,2482544,99.1903879323,99.43449111129999,99.17161076469999,99.2842737704,2482544,0.0,1.0 +IEF,2017-03-01,104.77,104.795,104.65,104.71,2249019,98.5001711719,98.5236750784,98.387352421,98.4437617965,2249019,0.144834,1.0 +IEF,2017-03-02,104.47,104.6,104.3316,104.56,2023327,98.2181242945,98.3403446081,98.0880066684,98.30273835770001,2023327,0.0,1.0 +IEF,2017-03-03,104.57,104.58,104.26,104.5,2509000,98.31213992030001,98.3215414829,98.0206914803,98.2463289822,2509000,0.0,1.0 +IEF,2017-03-06,104.55,104.6,104.4349,104.59,1401721,98.2933367951,98.3403446081,98.1851248098,98.33094304549999,1401721,0.0,1.0 +IEF,2017-03-07,104.4,104.48,104.3533,104.43,1596283,98.1523133564,98.22752585709999,98.1084080592,98.1805180442,1596283,0.0,1.0 +IEF,2017-03-08,104.05,104.15,103.9,103.92,2392776,97.823258666,97.9172742919,97.6822352273,97.7010383525,2392776,0.0,1.0 +IEF,2017-03-09,103.76,103.975,103.7,103.94,2322915,97.55061335120001,97.7527469467,97.4942039757,97.7198414776,2322915,0.0,1.0 +IEF,2017-03-10,103.98,104.01,103.7537,103.98,1332989,97.75744772799999,97.7856524157,97.5446903667,97.75744772799999,1332989,0.0,1.0 +IEF,2017-03-13,103.72,103.92,103.692,103.81,1342568,97.5130071008,97.7010383525,97.48668272559999,97.5976211641,1342568,0.0,1.0 +IEF,2017-03-14,103.83,103.9386,103.75,103.77,864637,97.6164242892,97.71852525889999,97.54121178860001,97.5600149137,864637,0.0,1.0 +IEF,2017-03-15,104.74,104.74,103.92,103.99,3701856,98.4719664842,98.4719664842,97.7010383525,97.76684929049999,3701856,0.0,1.0 +IEF,2017-03-16,104.45,104.62,104.42,104.49,2749919,98.1993211693,98.3591477332,98.1711164816,98.2369274197,2749919,0.0,1.0 +IEF,2017-03-17,104.73,104.82,104.56,104.58,1186685,98.46256492159999,98.5471789849,98.30273835770001,98.3215414829,1186685,0.0,1.0 +IEF,2017-03-20,104.9877,105.01,104.75,104.75,1362724,98.70484318940001,98.72580867389999,98.4813680468,98.4813680468,1362724,0.0,1.0 +IEF,2017-03-21,105.33,105.368,104.91,104.91,1406989,99.02665867649999,99.0623846144,98.6317930481,98.6317930481,1406989,0.0,1.0 +IEF,2017-03-22,105.53,105.73,105.445,105.53,2231348,99.2146899282,99.4027211798,99.13477664620001,99.2146899282,2231348,0.0,1.0 +IEF,2017-03-23,105.42,105.64,105.239,105.59,2584684,99.1112727398,99.3181071166,98.94110445700001,99.27109930370001,2584684,0.0,1.0 +IEF,2017-03-24,105.48,105.61,105.35,105.39,2540044,99.16768211530001,99.28990242879999,99.0454618017,99.083068052,2540044,0.0,1.0 +IEF,2017-03-27,105.74,105.96,105.67,105.92,2614005,99.4121227424,99.6189571192,99.3463118043,99.58135086889999,2614005,0.0,1.0 +IEF,2017-03-28,105.38,105.86,105.3735,105.86,1356809,99.07366648950001,99.52494149340001,99.06755547379998,99.52494149340001,1356809,0.0,1.0 +IEF,2017-03-29,105.68,105.72,105.56,105.56,1860381,99.3557133669,99.39331961719999,99.2428946159,99.2428946159,1860381,0.0,1.0 +IEF,2017-03-30,105.38,105.64,105.36,105.63,1487784,99.07366648950001,99.3181071166,99.0548633643,99.308705554,1487784,0.0,1.0 +IEF,2017-03-31,105.59,105.63,105.45,105.53,1698488,99.27109930370001,99.308705554,99.1394774275,99.2146899282,1698488,0.0,1.0 +IEF,2017-04-03,105.95,106.0,105.53,105.56,4175518,99.7587545942,99.8058328172,99.3632975208,99.3915444546,4175518,0.158696,1.0 +IEF,2017-04-04,105.8,106.015,105.8,105.92,1319595,99.6175199251,99.8199562841,99.6175199251,99.73050766040001,1319595,0.0,1.0 +IEF,2017-04-05,106.0,106.1022,105.6201,105.67,2551140,99.8058328172,99.9020607051,99.4481324786,99.4951165452,2551140,0.0,1.0 +IEF,2017-04-06,105.93,106.1,105.7967,106.03,1496344,99.739923305,99.8999892633,99.6144127624,99.834079751,1496344,0.0,1.0 +IEF,2017-04-07,105.61,106.315,105.61,106.19,1185411,99.43862267760001,100.10242562229999,99.43862267760001,99.98473006469999,1185411,0.0,1.0 +IEF,2017-04-10,105.8,105.9184,105.7,105.75,1752459,99.6175199251,99.72900115719999,99.523363479,99.57044170209998,1752459,0.0,1.0 +IEF,2017-04-11,106.29,106.395,106.03,106.05,2219221,100.0788865108,100.1777507791,99.834079751,99.8529110402,2219221,0.0,1.0 +IEF,2017-04-12,106.62,106.68,106.29,106.37,2273640,100.38960278270001,100.44609665040001,100.0788865108,100.15421166760001,2273640,0.0,1.0 +IEF,2017-04-13,106.94,107.01,106.61,106.8,1868187,100.6909034101,100.7568129224,100.3801871381,100.55908438559999,1868187,0.0,1.0 +IEF,2017-04-17,106.77,107.04,106.675,106.95,1110547,100.5308374518,100.78505985620001,100.44138882809999,100.70031905469999,1110547,0.0,1.0 +IEF,2017-04-18,107.38,107.47,107.0,107.06,1678639,101.10519177280001,101.1899325742,100.7473972777,100.80389114540002,1678639,0.0,1.0 +IEF,2017-04-19,107.1,107.17,106.985,107.12,1749970,100.84155372379999,100.907463236,100.7332738108,100.860385013,1749970,0.0,1.0 +IEF,2017-04-20,106.86,107.01,106.72,106.93,1695070,100.6155782533,100.7568129224,100.4837592288,100.6814877655,1695070,0.0,1.0 +IEF,2017-04-21,106.91,107.12,106.8757,106.96,2792479,100.66265647629999,100.860385013,100.63036081530001,100.7097346993,2792479,0.0,1.0 +IEF,2017-04-24,106.69,106.69,106.37,106.43,3557972,100.455512295,100.455512295,100.15421166760001,100.2107055352,3557972,0.0,1.0 +IEF,2017-04-25,106.14,106.465,106.09,106.35,1985745,99.9376518417,100.24366029139999,99.8905736187,100.1353803784,1985745,0.0,1.0 +IEF,2017-04-26,106.42,106.42,106.12,106.14,1314388,100.2012898906,100.2012898906,99.9188205525,99.9376518417,1314388,0.0,1.0 +IEF,2017-04-27,106.49,106.62,106.33,106.38,1988199,100.2671994029,100.38960278270001,100.1165490892,100.16362731219999,1988199,0.0,1.0 +IEF,2017-04-28,106.6,106.65,106.27,106.32,5490008,100.3707714935,100.4178497166,100.0600552216,100.1071334446,5490008,0.0,1.0 +IEF,2017-05-01,106.21,106.4874,106.05,106.32,2044444,100.15448377969999,100.41606794129999,100.003606109,100.2582121783,2044444,0.160289,1.0 +IEF,2017-05-02,106.43,106.4885,106.14,106.16,1585337,100.36194057690001,100.4171052253,100.0884747988,100.1073345076,1585337,0.0,1.0 +IEF,2017-05-03,106.21,106.49,106.145,106.45,1861314,100.15448377969999,100.41851970350001,100.093189726,100.38080028579999,1861314,0.0,1.0 +IEF,2017-05-04,105.97,105.99,105.82,105.85,1237107,99.92816727370001,99.9470269825,99.7867194574,99.8150090207,1237107,0.0,1.0 +IEF,2017-05-05,105.99,106.02,105.8,105.98,980046,99.9470269825,99.9753165458,99.7678597486,99.9375971281,980046,0.0,1.0 +IEF,2017-05-08,105.73,105.89,105.67,105.89,4887359,99.7018507676,99.8527284383,99.64527164110001,99.8527284383,4887359,0.0,1.0 +IEF,2017-05-09,105.61,105.66,105.4701,105.59,1457894,99.58869251459998,99.6358417867,99.4567688513,99.5698328058,1457894,0.0,1.0 +IEF,2017-05-10,105.57,105.859,105.5,105.84,995492,99.55097309690001,99.8234958896,99.484964116,99.8055791662,995492,0.0,1.0 +IEF,2017-05-11,105.65,105.7,105.41,105.41,1088840,99.6264119323,99.6735612044,99.40009542620001,99.40009542620001,1088840,0.0,1.0 +IEF,2017-05-12,106.19,106.2776,106.06,106.06,2005629,100.13562407090001,100.2182295956,100.0130359635,100.0130359635,2005629,0.0,1.0 +IEF,2017-05-15,106.12,106.17,106.05,106.14,672599,100.06961509,100.11676436209999,100.003606109,100.0884747988,672599,0.0,1.0 +IEF,2017-05-16,106.26,106.41,106.11,106.11,1314453,100.2016330518,100.34308086809999,100.06018523549999,100.06018523549999,1314453,0.0,1.0 +IEF,2017-05-17,107.11,107.17,106.73,106.8,5644708,101.00317067739999,101.05974980389999,100.64483620950001,100.71084519040001,5644708,0.0,1.0 +IEF,2017-05-18,107.08,107.25,106.97,107.2,1715184,100.9748811142,101.1351886393,100.87115271549999,101.0880393672,1715184,0.0,1.0 +IEF,2017-05-19,107.05,107.065,106.8,106.97,3503125,100.9465915509,100.9607363325,100.71084519040001,100.87115271549999,3503125,0.0,1.0 +GLD,2017-01-03,110.47,111.0,109.37,109.62,7527353,110.47,111.0,109.37,109.62,7527353,0.0,1.0 +GLD,2017-01-04,110.86,111.22,110.61,111.06,4904119,110.86,111.22,110.61,111.06,4904119,0.0,1.0 +GLD,2017-01-05,112.58,112.94,112.07,112.16,9606761,112.58,112.94,112.07,112.16,9606761,0.0,1.0 +GLD,2017-01-06,111.75,112.38,111.57,111.81,7686070,111.75,112.38,111.57,111.81,7686070,0.0,1.0 +GLD,2017-01-09,112.67,113.0399,112.18,112.39,5674636,112.67,113.0399,112.18,112.39,5674636,0.0,1.0 +GLD,2017-01-10,113.15,113.45,112.635,112.94,6093404,113.15,113.45,112.635,112.94,6093404,0.0,1.0 +GLD,2017-01-11,113.5,114.19,112.17,112.87,9918689,113.5,114.19,112.17,112.87,9918689,0.0,1.0 +GLD,2017-01-12,113.91,114.93,113.805,114.52,8457319,113.91,114.93,113.805,114.52,8457319,0.0,1.0 +GLD,2017-01-13,114.21,114.31,113.19,113.65,7261454,114.21,114.31,113.19,113.65,7261454,0.0,1.0 +GLD,2017-01-17,115.85,115.96,115.495,115.89,9142370,115.85,115.96,115.495,115.89,9142370,0.0,1.0 +GLD,2017-01-18,114.87,115.92,114.56,115.74,6498109,114.87,115.92,114.56,115.74,6498109,0.0,1.0 +GLD,2017-01-19,114.77,114.96,113.935,114.32,6437008,114.77,114.96,113.935,114.32,6437008,0.0,1.0 +GLD,2017-01-20,115.05,115.76,114.32,114.65,12261510,115.05,115.76,114.32,114.65,12261510,0.0,1.0 +GLD,2017-01-23,115.79,116.17,115.2,115.51,6373102,115.79,116.17,115.2,115.51,6373102,0.0,1.0 +GLD,2017-01-24,115.27,116.02,114.94,115.69,5798840,115.27,116.02,114.94,115.69,5798840,0.0,1.0 +GLD,2017-01-25,114.32,114.44,113.68,114.14,6697523,114.32,114.44,113.68,114.14,6697523,0.0,1.0 +GLD,2017-01-26,113.26,113.505,112.83,113.24,5390463,113.26,113.505,112.83,113.24,5390463,0.0,1.0 +GLD,2017-01-27,113.49,113.545,112.81,112.93,6706135,113.49,113.545,112.81,112.93,6706135,0.0,1.0 +GLD,2017-01-30,113.97,114.3,113.535,113.61,7687782,113.97,114.3,113.535,113.61,7687782,0.0,1.0 +GLD,2017-01-31,115.55,115.8173,115.18,115.27,10421882,115.55,115.8173,115.18,115.27,10421882,0.0,1.0 +GLD,2017-02-01,115.2,115.45,114.14,114.66,6932889,115.2,115.45,114.14,114.66,6932889,0.0,1.0 +GLD,2017-02-02,115.84,116.57,115.625,116.26,7189461,115.84,116.57,115.625,116.26,7189461,0.0,1.0 +GLD,2017-02-03,116.13,116.365,115.71,115.73,9455464,116.13,116.365,115.71,115.73,9455464,0.0,1.0 +GLD,2017-02-06,117.7,117.74,116.74,117.07,8547843,117.7,117.74,116.74,117.07,8547843,0.0,1.0 +GLD,2017-02-07,117.46,117.74,117.2,117.31,8621039,117.46,117.74,117.2,117.31,8621039,0.0,1.0 +GLD,2017-02-08,118.19,118.59,117.81,118.09,9633443,118.19,118.59,117.81,118.09,9633443,0.0,1.0 +GLD,2017-02-09,117.29,118.58,117.2,118.32,8177210,117.29,118.58,117.2,118.32,8177210,0.0,1.0 +GLD,2017-02-10,117.6,117.86,116.67,116.68,9072146,117.6,117.86,116.67,116.68,9072146,0.0,1.0 +GLD,2017-02-13,116.8,116.95,116.15,116.73,7354924,116.8,116.95,116.15,116.73,7354924,0.0,1.0 +GLD,2017-02-14,116.93,117.56,116.38,117.51,6927842,116.93,117.56,116.38,117.51,6927842,0.0,1.0 +GLD,2017-02-15,117.45,117.48,116.2466,116.33,7088419,117.45,117.48,116.2466,116.33,7088419,0.0,1.0 +GLD,2017-02-16,118.08,118.35,117.83,117.93,6378650,118.08,118.35,117.83,117.93,6378650,0.0,1.0 +GLD,2017-02-17,117.68,118.4,117.6201,118.19,7338065,117.68,118.4,117.6201,118.19,7338065,0.0,1.0 +GLD,2017-02-21,117.75,118.0,116.77,117.04,6166875,117.75,118.0,116.77,117.04,6166875,0.0,1.0 +GLD,2017-02-22,117.91,118.02,117.24,117.86,6057179,117.91,118.02,117.24,117.86,6057179,0.0,1.0 +GLD,2017-02-23,118.94,119.155,118.675,118.76,7523304,118.94,119.155,118.675,118.76,7523304,0.0,1.0 +GLD,2017-02-24,119.7,119.88,119.25,119.74,9808957,119.7,119.88,119.25,119.74,9808957,0.0,1.0 +GLD,2017-02-27,119.12,120.4,119.12,119.73,9263499,119.12,120.4,119.12,119.73,9263499,0.0,1.0 +GLD,2017-02-28,119.23,119.84,118.82,119.71,8727832,119.23,119.84,118.82,119.71,8727832,0.0,1.0 +GLD,2017-03-01,119.06,119.12,117.95,117.98,8679637,119.06,119.12,117.95,117.98,8679637,0.0,1.0 +GLD,2017-03-02,117.58,118.34,117.225,117.76,10986262,117.58,118.34,117.225,117.76,10986262,0.0,1.0 +GLD,2017-03-03,117.51,117.73,116.44,116.95,10665818,117.51,117.73,116.44,116.95,10665818,0.0,1.0 +GLD,2017-03-06,116.72,117.35,116.63,117.35,4883547,116.72,117.35,116.63,117.35,4883547,0.0,1.0 +GLD,2017-03-07,115.78,116.25,115.615,116.13,6846277,115.78,116.25,115.615,116.13,6846277,0.0,1.0 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+GLD,2017-04-20,121.96,122.17,121.5,121.82,11787330,121.96,122.17,121.5,121.82,11787330,0.0,1.0 +GLD,2017-04-21,122.31,122.61,121.73,122.14,15608031,122.31,122.61,121.73,122.14,15608031,0.0,1.0 +GLD,2017-04-24,121.48,121.51,120.6601,120.77,11053559,121.48,121.51,120.6601,120.77,11053559,0.0,1.0 +GLD,2017-04-25,120.25,120.87,120.05,120.53,10344784,120.25,120.87,120.05,120.53,10344784,0.0,1.0 +GLD,2017-04-26,120.84,120.96,119.87,120.21,9758844,120.84,120.96,119.87,120.21,9758844,0.0,1.0 +GLD,2017-04-27,120.39,120.5975,119.97,120.42,8266954,120.39,120.5975,119.97,120.42,8266954,0.0,1.0 +GLD,2017-04-28,120.77,120.77,120.27,120.34,9134246,120.77,120.77,120.27,120.34,9134246,0.0,1.0 +GLD,2017-05-01,119.67,120.75,119.35,120.21,9331809,119.67,120.75,119.35,120.21,9331809,0.0,1.0 +GLD,2017-05-02,119.65,119.65,119.24,119.3,4900784,119.65,119.65,119.24,119.3,4900784,0.0,1.0 +GLD,2017-05-03,117.98,119.34,117.92,119.18,10811052,117.98,119.34,117.92,119.18,10811052,0.0,1.0 +GLD,2017-05-04,116.79,117.28,116.63,116.81,12405323,116.79,117.28,116.63,116.81,12405323,0.0,1.0 +GLD,2017-05-05,117.01,117.07,116.68,116.86,7127199,117.01,117.07,116.68,116.86,7127199,0.0,1.0 +GLD,2017-05-08,116.75,117.14,116.68,117.03,5438375,116.75,117.14,116.68,117.03,5438375,0.0,1.0 +GLD,2017-05-09,116.05,116.24,115.56,116.18,6801280,116.05,116.24,115.56,116.18,6801280,0.0,1.0 +GLD,2017-05-10,116.04,116.4999,115.86,116.42,4290459,116.04,116.4999,115.86,116.42,4290459,0.0,1.0 +GLD,2017-05-11,116.5,116.845,116.185,116.21,6274368,116.5,116.845,116.185,116.21,6274368,0.0,1.0 +GLD,2017-05-12,116.83,117.16,116.73,117.07,5434477,116.83,117.16,116.73,117.07,5434477,0.0,1.0 +GLD,2017-05-15,117.14,117.54,116.99,117.52,5019589,117.14,117.54,116.99,117.52,5019589,0.0,1.0 +GLD,2017-05-16,117.65,117.91,117.4,117.45,4942822,117.65,117.91,117.4,117.45,4942822,0.0,1.0 +GLD,2017-05-17,119.79,120.02,119.27,119.36,13936876,119.79,120.02,119.27,119.36,13936876,0.0,1.0 +GLD,2017-05-18,118.81,119.84,118.56,119.77,10341141,118.81,119.84,118.56,119.77,10341141,0.0,1.0 +GLD,2017-05-19,119.4,119.545,118.88,119.39,6787254,119.4,119.545,118.88,119.39,6787254,0.0,1.0 From bb0a294c86d9c9cbf46dcdddd3b63f6cb1a93126 Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Wed, 18 Mar 2020 17:48:40 -0300 Subject: [PATCH 4/8] Added only cash test --- backtester/test/backtester/test_backtester.py | 45 ++++++++++++++----- 1 file changed, 34 insertions(+), 11 deletions(-) diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py index b241513..7745816 100644 --- a/backtester/test/backtester/test_backtester.py +++ b/backtester/test/backtester/test_backtester.py @@ -6,8 +6,10 @@ from backtester import Backtest def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler): - bt = run_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler, - sample_options_strategy(Direction.BUY, sample_options_datahandler.schema)) + bt = run_backtest(sample_stocks_datahandler, + sample_options_datahandler, + sample_options_strategy(Direction.BUY, sample_options_datahandler.schema), + stocks=sample_stock_portfolio) tl_long, balance_long = bt.trade_log, bt.balance last_day_balance_long = balance_long.iloc[-1].values @@ -31,8 +33,10 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti assert (np.isclose(total_costs, [195015.0, -197060.0, 189290.0, -185650.0], atol=tol)).all() assert (dates == ['2017-01-03', '2017-02-01', '2017-03-01', '2017-04-03']).all() - bt = run_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler, - sample_options_strategy(Direction.SELL, sample_options_datahandler.schema)) + bt = run_backtest(sample_stocks_datahandler, + sample_options_datahandler, + sample_options_strategy(Direction.SELL, sample_options_datahandler.schema), + stocks=sample_stock_portfolio) tl_short, balance_short = bt.trade_log, bt.balance last_day_balance_short = balance_short.iloc[-1].values @@ -58,29 +62,47 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti # to find the actual return for the Ivy porfolio. -def test_backtest_only_stocks(ivy_portfolio, ivy_portfolio_datahandler, sample_options_datahandler): +def test_only_stocks(ivy_portfolio, ivy_portfolio_datahandler, sample_options_datahandler): allocation = {'stocks': 1.0, 'options': 0.0, 'cash': 0.0} - bt = run_backtest(ivy_portfolio, - ivy_portfolio_datahandler, + bt = run_backtest(ivy_portfolio_datahandler, sample_options_datahandler, sample_options_strategy(Direction.BUY, sample_options_datahandler.schema), + stocks=ivy_portfolio, allocation=allocation) - print(bt.balance.columns) balance = bt.balance[1:] tolerance = 0.0001 assert np.allclose(balance['total capital'], balance['cash'] + balance['stocks capital'], rtol=tolerance) assert np.allclose(balance['total capital'], bt.initial_capital * balance['accumulated return'], rtol=tolerance) + assert np.allclose(balance['options capital'], 0, rtol=tolerance) actual_return = 1.025 return_tolerance = 0.01 assert np.isclose(balance['accumulated return'].iloc[-1], actual_return, rtol=return_tolerance) -def run_backtest(stocks, - stock_data, +def test_only_cash(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler): + allocation = {'stocks': 0.0, 'options': 0.0, 'cash': 1.0} + bt = run_backtest(sample_stocks_datahandler, + sample_options_datahandler, + sample_options_strategy(Direction.BUY, sample_options_datahandler.schema), + stocks=sample_stock_portfolio, + allocation=allocation) + + balance = bt.balance[1:] + tolerance = 0.0001 + assert np.allclose(balance['total capital'], balance['cash'], rtol=tolerance) + assert np.allclose(balance['total capital'], bt.initial_capital * balance['accumulated return'], rtol=tolerance) + assert np.allclose(balance['stocks capital'], 0, rtol=tolerance) + assert np.allclose(balance['options capital'], 0, rtol=tolerance) + assert np.allclose(balance['% change'], 0, rtol=tolerance) + assert np.allclose(balance['accumulated return'], 1.0, rtol=tolerance) + + +def run_backtest(stock_data, options_data, strategy, + stocks=None, allocation={ 'stocks': 0.50, 'options': 0.50, @@ -88,7 +110,8 @@ def run_backtest(stocks, }, **kwargs): bt = Backtest(allocation, **kwargs) - bt.stocks = stocks + if stocks: + bt.stocks = stocks bt.options_strategy = strategy bt.options_data = options_data bt.stocks_data = stock_data From 565931c062f67165b2be72e58b7586880c57ef6a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Javier=20Rodr=C3=ADguez=20Chatruc?= Date: Wed, 18 Mar 2020 18:04:06 -0300 Subject: [PATCH 5/8] Added tests for buy_stocks, current_stock_capital and sma --- backtester/test/backtester/test_backtester.py | 63 ++++++++++++++++--- .../test/datahandler/test_tiingo_data.py | 10 +++ 2 files changed, 63 insertions(+), 10 deletions(-) create mode 100644 backtester/test/datahandler/test_tiingo_data.py diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py index 7745816..a4574b6 100644 --- a/backtester/test/backtester/test_backtester.py +++ b/backtester/test/backtester/test_backtester.py @@ -1,4 +1,5 @@ import numpy as np +import pandas as pd from backtester.strategy import Strategy, StrategyLeg from backtester.enums import Type, Direction @@ -22,15 +23,15 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti # We test with np.isclose instead of true equality because of possible floating point inaccuracies. tol = 0.000001 - assert (np.isclose(last_day_balance_long, [ + assert np.allclose(last_day_balance_long, [ 1.001336e+06, 507298.034603, 201228.973492, 49853.700558, 242954.82254999998, 0.0, 0.0, 0.0, 16415.0, 0.0, 494037.49659999995, -0.004165, 1.001336 ], - atol=tol)).all() + atol=tol) - assert (np.isclose(leg_1_costs, [195010.0, -197060.0, 189250.0, -185650.0], atol=tol)).all() - assert (np.isclose(leg_2_costs, [5.0, 0.0, 40.0, 0.0], atol=tol)).all() - assert (np.isclose(total_costs, [195015.0, -197060.0, 189290.0, -185650.0], atol=tol)).all() + assert np.allclose(leg_1_costs, [195010.0, -197060.0, 189250.0, -185650.0], atol=tol) + assert np.allclose(leg_2_costs, [5.0, 0.0, 40.0, 0.0], atol=tol) + assert np.allclose(total_costs, [195015.0, -197060.0, 189290.0, -185650.0], atol=tol) assert (dates == ['2017-01-03', '2017-02-01', '2017-03-01', '2017-04-03']).all() bt = run_backtest(sample_stocks_datahandler, @@ -46,15 +47,15 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti total_costs = tl_short['totals']['cost'] dates = tl_short['totals']['date'].dt.strftime("%Y-%m-%d") - assert (np.isclose(last_day_balance_short, [ + assert np.allclose(last_day_balance_short, [ 1010305.1222639999, 511978.532206, 202876.70306, 50312.368716, 245137.518282, 0.0, 0.0, 0.0, 16562.0, 0.0, 498326.590058, -0.004166, 1.010305 ], - atol=tol)).all() + atol=tol) - assert (np.isclose(leg_1_costs, [-188980.0, 186060.0], atol=tol)).all() - assert (np.isclose(leg_2_costs, [-5.0, 10.0], atol=tol)).all() - assert (np.isclose(total_costs, [-188985.0, 186070.0], atol=tol)).all() + assert np.allclose(leg_1_costs, [-188980.0, 186060.0], atol=tol) + assert np.allclose(leg_2_costs, [-5.0, 10.0], atol=tol) + assert np.allclose(total_costs, [-188985.0, 186070.0], atol=tol) assert (dates == ['2017-03-01', '2017-04-03']).all() @@ -99,6 +100,48 @@ def test_only_cash(sample_stock_portfolio, sample_stocks_datahandler, sample_opt assert np.allclose(balance['accumulated return'], 1.0, rtol=tolerance) +def test_current_stock_capital(sample_stocks_datahandler, sample_stock_portfolio): + bt = Backtest({'stocks': 1, 'options': 0, 'cash': 0}) + bt.stocks_data = sample_stocks_datahandler + bt.stocks = sample_stock_portfolio + stock_symbols = [stock.symbol for stock in sample_stock_portfolio] + bt._stocks_inventory = pd.DataFrame({'symbol': stock_symbols, 'price': [0, 0, 0], 'qty': [1, 5, 10]}) + stocks = sample_stocks_datahandler.query('date == "2017-05-15"') + + tolerance = 0.0000001 + capital = bt._current_stock_capital(stocks) + actual_capital = 572.107697 + assert np.isclose(capital, actual_capital, atol=tolerance) + + +def test_buy_stocks(sample_stocks_datahandler, sample_stock_portfolio): + bt = Backtest({'stocks': 1, 'options': 0, 'cash': 0}) + bt.stocks_data = sample_stocks_datahandler + bt.stocks = sample_stock_portfolio + sma_days = 30 + bt.stocks_data.sma(sma_days) + stocks = bt.stocks_data.query('date == "2017-03-01"') + allocation = 100_000 + + tolerance = 0.0000001 + + bt.current_cash = allocation + bt._buy_stocks(stocks, allocation, 0) + inventory = bt._stocks_inventory + assert np.isclose(bt.current_cash, 157.41366399999242, atol=tolerance) + assert (inventory['symbol'].values == ['VOO', 'TUR', 'RSX']).all() + assert np.allclose(inventory['price'].values, [207.646172, 32.502688, 17.754331], atol=tolerance) + assert (inventory['qty'].values == [192., 307., 2816.]).all() + + bt.current_cash = allocation + bt._buy_stocks(stocks, allocation, sma_days) + inventory = bt._stocks_inventory + assert np.isclose(bt.current_cash, 50153.60976, atol=tolerance) + assert (inventory['symbol'].values == ['VOO', 'TUR', 'RSX']).all() + assert np.allclose(inventory['price'].values, [207.646172, 32.502688, 17.754331], atol=tolerance) + assert (inventory['qty'].values == [192., 307., 0.]).all() + + def run_backtest(stock_data, options_data, strategy, diff --git a/backtester/test/datahandler/test_tiingo_data.py b/backtester/test/datahandler/test_tiingo_data.py new file mode 100644 index 0000000..31539f3 --- /dev/null +++ b/backtester/test/datahandler/test_tiingo_data.py @@ -0,0 +1,10 @@ +from backtester.datahandler import TiingoData + + +def test_sma(sample_stocks_datahandler): + data = sample_stocks_datahandler + data.sma(30) + for symbol in data['symbol'].unique(): + symbol_data = data.query('symbol == "{}"'.format(symbol)) + sma = symbol_data.rolling(30)['adjClose'].mean().fillna(0) + assert (symbol_data['sma'] == sma).all() \ No newline at end of file From ff70bf12eb6337979173f24c97d95b85bd95280c Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Thu, 19 Mar 2020 14:36:11 -0300 Subject: [PATCH 6/8] Add constant price sma test --- backtester/test/conftest.py | 7 +++++++ backtester/test/datahandler/test_tiingo_data.py | 13 +++++++++---- 2 files changed, 16 insertions(+), 4 deletions(-) diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py index 8803969..46c0a7a 100644 --- a/backtester/test/conftest.py +++ b/backtester/test/conftest.py @@ -26,6 +26,13 @@ def ivy_portfolio_datahandler(): return data +@pytest.fixture(scope='module') +def constant_price_stocks(): + data = TiingoData(SAMPLE_DATA_STOCKS) + data['adjClose'] = data['close'] = 10.0 + return data + + @pytest.fixture(scope='module') def sample_options_datahandler(): data = HistoricalOptionsData(SAMPLE_DATA_OPTIONS) diff --git a/backtester/test/datahandler/test_tiingo_data.py b/backtester/test/datahandler/test_tiingo_data.py index 31539f3..e5cc720 100644 --- a/backtester/test/datahandler/test_tiingo_data.py +++ b/backtester/test/datahandler/test_tiingo_data.py @@ -1,10 +1,15 @@ -from backtester.datahandler import TiingoData - - def test_sma(sample_stocks_datahandler): data = sample_stocks_datahandler data.sma(30) for symbol in data['symbol'].unique(): symbol_data = data.query('symbol == "{}"'.format(symbol)) sma = symbol_data.rolling(30)['adjClose'].mean().fillna(0) - assert (symbol_data['sma'] == sma).all() \ No newline at end of file + assert (symbol_data['sma'] == sma).all() + + +def test_constant_price_sma(constant_price_stocks): + fixed_price = constant_price_stocks['adjClose'].iloc[0] + for window in range(1, 20): + constant_price_stocks.sma(window) + for _symbol, data in constant_price_stocks.groupby('symbol'): + assert (data['sma'][window:] == fixed_price).all() From e0272074da8d820111717fddbbb28e9887947f9e Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Thu, 19 Mar 2020 15:11:23 -0300 Subject: [PATCH 7/8] Added only options test --- backtester/test/backtester/test_backtester.py | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py index a4574b6..1aaacbf 100644 --- a/backtester/test/backtester/test_backtester.py +++ b/backtester/test/backtester/test_backtester.py @@ -100,6 +100,25 @@ def test_only_cash(sample_stock_portfolio, sample_stocks_datahandler, sample_opt assert np.allclose(balance['accumulated return'], 1.0, rtol=tolerance) +def test_only_options(sample_stock_portfolio, sample_stocks_datahandler, sample_options_datahandler): + allocation = {'stocks': 0.0, 'options': 1.0, 'cash': 0.0} + bt = run_backtest(sample_stocks_datahandler, + sample_options_datahandler, + sample_options_strategy(Direction.BUY, sample_options_datahandler.schema), + stocks=sample_stock_portfolio, + allocation=allocation) + + balance = bt.balance[1:] + tolerance = 0.0001 + assert np.allclose(balance['total capital'], balance['cash'] + balance['options capital'], rtol=tolerance) + assert np.allclose(balance['total capital'], bt.initial_capital * balance['accumulated return'], rtol=tolerance) + assert np.allclose(balance['stocks capital'], 0, rtol=tolerance) + + actual_return = 0.992025 + return_tolerance = 0.01 + assert np.allclose(balance['accumulated return'].iloc[-1], actual_return, rtol=return_tolerance) + + def test_current_stock_capital(sample_stocks_datahandler, sample_stock_portfolio): bt = Backtest({'stocks': 1, 'options': 0, 'cash': 0}) bt.stocks_data = sample_stocks_datahandler From 0f1637fac0ff3e9616c5935561d8936653c5f5e3 Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Thu, 19 Mar 2020 16:11:53 -0300 Subject: [PATCH 8/8] Renamed test_data.csv to test_data_options.csv --- backtester/test/conftest.py | 2 +- .../test/test_data/{test_data.csv => test_data_options.csv} | 0 2 files changed, 1 insertion(+), 1 deletion(-) rename backtester/test/test_data/{test_data.csv => test_data_options.csv} (100%) diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py index 46c0a7a..2918a05 100644 --- a/backtester/test/conftest.py +++ b/backtester/test/conftest.py @@ -9,7 +9,7 @@ TEST_DIR = os.path.abspath(os.path.dirname(__file__)) SAMPLE_DATA_STOCKS = os.path.join(TEST_DIR, 'test_data', 'test_data_stocks.csv') IVY_PORTFOLIO_DATA = os.path.join(TEST_DIR, 'test_data', 'ivy_portfolio.csv') -SAMPLE_DATA_OPTIONS = os.path.join(TEST_DIR, 'test_data', 'test_data.csv') +SAMPLE_DATA_OPTIONS = os.path.join(TEST_DIR, 'test_data', 'test_data_options.csv') # DataHandler fixtures diff --git a/backtester/test/test_data/test_data.csv b/backtester/test/test_data/test_data_options.csv similarity index 100% rename from backtester/test/test_data/test_data.csv rename to backtester/test/test_data/test_data_options.csv