aprence7

ts,bid,ask,mid,spread,depth_z,depth_z_prev1,depth_z_prev2,ofi_ema,micro,slope_z,rt_vol,vwap_pct,vwap_pct_last120,rsi,tmf,vix_ratio,atr5,atr60,mom60_pct,vol_z,ma_fast,ma_slow,roll_low,roll_high,gapPct,premktVol,sqzFlag,depthFlip,atrPinch,ORH,ORL,pivotL3,pivotL4,waveCValue,latencyRTT,slippageTicks
2025-07-03 07:17:20.656728-06:00,622.02,622.05,622.035,0.029999999999972715,0.27586206896551724,0.46153846153846156,0.28888888888888886,180.70218647828466,0.002022556390988749,0.0,0,0,0.000000,44.79944679329151,nan,nan,0.03600000000003547,0.03033333333332659,1.607652425544135e-05,nan,nan,nan,nan,nan,0.000016,0,0,1,0,622.0699999999999,622.01,619.383,618.316,nan,61110.9,
2025-07-03 07:17:21.667950-06:00,622.02,622.05,622.035,0.029999999999972715,0.27586206896551724,0.27586206896551724,0.46153846153846156,157.64441889297515,0.0017781954887185292,-0.7071067811865468,0,0,0.000000;0.000000,44.799446793291516,nan,nan,0.03400000000001455,0.03033333333332659,1.607652425544135e-05,nan,nan,nan,nan,nan,0.000016,0,0,1,0,622.069999

aprence7

ts,bid,ask,mid,spread,depth_z,ofi_ema,micro,rt_vol,vwap_pct,rsi,tmf,vix_ratio,atr5,atr60
2025-06-27 09:55:56.840538-06:00,616.04,616.05,616.045,0.009999999999990905,0.12195121951219512,561.0007356688984,0.001135338345869341,0,0.0,66.03471198953133,nan,nan,0.009999999999990905,0.009999999999990905
2025-06-27 09:55:57.852579-06:00,616.06,616.07,616.065,0.010000000000104592,0.15492957746478872,372.14338245613044,0.0014511278195469151,0,0.0,76.72425857193339,nan,nan,0.010000000000013642,0.0099999999999928
2025-06-27 09:55:58.863788-06:00,616.06,616.07,616.065,0.010000000000104592,0.2235294117647059,465.8167018126629,0.0017067669172837249,0,0.0,76.7242585719334,nan,nan,0.010000000000036379,0.009999999999994695
2025-06-27 09:55:59.875328-06:00,616.05,616.06,616.055,0.009999999999990905,-0.2222222222222222,447.01192985783035,0.0019172932330809745,0,0.0,64.88308274947697,nan,nan,0.010000000000036379,0.009999999999994695
2025-06-27 09:56:00.886841-06:00,616.05,616.06,616.055,0.009999999999990905,-0.19148936170212766,3

aprence7

ts,bid,ask,mid,spread,depth_z,ofi_ema,micro,slope_z,rt_vol,vwap_pct,rsi2,macd_line,macd_signal,ema10,vol_z,vix_ratio,atr5,atr60,latency_rtt
2025-07-11 10:35:07.787637-06:00,623.91,623.92,623.915,0.009999999999990905,0.15463917525773196,500.0,0,0,0,0,0.0,-0.004523060231463205,-0.0019662528377688924,623.9394513027446,nan,nan,0.009999999999990905,nan,11039.1
2025-07-11 10:35:08.794206-06:00,623.92,623.93,623.925,0.009999999999990905,0.10588235294117647,-260.0,0,0,0,0,24.999999999928946,-0.0053596358714003145,-0.004228508193523174,623.9368237931546,nan,nan,0.009999999999990905,nan,1006.6
2025-07-11 10:35:09.799765-06:00,623.91,623.92,623.915,0.009999999999990905,0.44680851063829785,640.0,0,0,0,0,50.0,-0.007051403537047918,-0.00611043842253967,623.9328558307628,nan,nan,0.009999999999990905,nan,1005.5
2025-07-11 10:35:10.807919-06:00,623.95,623.96,623.955,0.009999999999990905,-0.11904761904761904,80.0,0,0,0,0,80.00000000004547,-0.00010299257769474934,-0.00210547452597639,623.9368820433514,nan,nan,0.0099999999999909