Ivz S&p 500 S&s (SPEP)
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| Time | Price | Size | Type | Bid Price | Ask Price | B/S | Buy Ind. | Total Volume | Num | Exch. |
|---|---|---|---|---|---|---|---|---|---|---|
| 07:03:50 | 6427.0 | 96 | AT | 6425.0 | 6427.0 | Buy | 7,825 | 25 | LSE | |
| 07:03:22 | 6426.0 | 959 | AT | 6426.0 | 6429.0 | Sell | 7,729 | 24 | LSE | |
| 07:03:22 | 6426.0 | 32 | AT | 6426.0 | 6429.0 | Sell | 6,770 | 23 | LSE | |
| 07:03:00 | 6428.0 | 959 | AT | 6428.0 | 6432.0 | Sell | 6,738 | 22 | LSE | |
| 07:03:00 | 6428.0 | 32 | AT | 6428.0 | 6432.0 | Sell | 5,779 | 21 | LSE | |
| 06:51:17 | 6433.0 | 32 | AT | 6433.0 | 6435.0 | Sell | 5,747 | 20 | LSE | |
| 04:58:53 | 6428.589 | 11 | O | 6428.0 | 6431.0 | Sell | 5,715 | 19 | LSE | |
| 04:53:51 | 6434.0 | 9 | O | 6430.0 | 6434.0 | Buy | 5,704 | 18 | LSE | |
| 04:52:00 | 6431.0 | 4 | O | 6431.0 | 6434.0 | Sell | 5,695 | 17 | LSE | |
| 04:49:11 | 6430.0 | 3 | O | 6430.0 | 6435.0 | Sell | 5,691 | 16 | LSE | |
| 04:48:57 | 6435.0 | 2 | O | 6430.0 | 6435.0 | Buy | 5,688 | 15 | LSE | |
| 04:43:40 | 6431.0 | 4 | O | 6428.0 | 6431.0 | Buy | 5,686 | 14 | LSE | |
| 04:41:11 | 6432.0 | 3 | O | 6428.0 | 6432.0 | Buy | 5,682 | 13 | LSE | |
| 03:31:12 | 6424.0 | 3 | O | 6420.0 | 6424.0 | Buy | 5,679 | 12 | LSE | |
| 03:31:09 | 6424.0 | 9 | O | 6420.0 | 6424.0 | Buy | 5,676 | 11 | LSE | |
| 03:13:00 | 6426.0 | 1237 | AT | 6425.0 | 6426.0 | Buy | 5,667 | 10 | LSE | |
| 03:05:05 | 6431.0 | 6 | AT | 6425.0 | 6431.0 | Buy | 4,430 | 9 | LSE | |
| 03:03:12 | 6429.605 | 369 | O | 6427.0 | 6434.0 | Sell | 4,424 | 8 | LSE | |
| 03:03:09 | 6429.374 | 305 | O | 6427.0 | 6434.0 | Sell | 4,055 | 7 | LSE | |
| 03:02:45 | 6429.0 | 1237 | AT | 6425.0 | 6429.0 | Buy | 3,750 | 6 | LSE | |
| 03:02:45 | 6430.0 | 32 | AT | 6425.0 | 6430.0 | Buy | 2,513 | 5 | LSE | |
| 03:00:31 | 6434.0 | 1 | AT | 6429.0 | 6434.0 | Buy | 2,481 | 4 | LSE | |
| 03:00:26 | 6430.0 | 1237 | AT | 6410.0 | 6430.0 | Buy | 2,480 | 3 | LSE | |
| 03:00:24 | 6431.0 | 6 | AT | 6431.0 | 6434.0 | Sell | 1,243 | 2 | LSE | |
| 03:00:16 | 6431.0 | 1237 | AT | 6426.0 | 6431.0 | Buy | 1,237 | 1 | LSE |
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