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Message: Bid side building
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SLI Market Book By Price @11:52:30
Bid Ask
Orders Size Price Price Size Orders
33 162,058 2.27 2.26 45 1
1 3,000 2.26 2.27 98,693 12
2 12,450 2.25 2.28 700 1
5 10,850 2.20 2.29 2,000 1
1 4,000 2.19 2.30 20,100 6
3 4,600 2.18 2.32 6,390 1
1 75 2.13 2.35 7,350 3
1 50 2.12 2.39 2,300 1
2 8,000 2.09 2.40 3,750 3
1 3,500 2.08 2.44 2,500 1
1 1,100 2.06 2.48 1,000 1
1 1,000 2.05 2.49 5,000 1
1 2,000 2.01 2.50 23,080 2
1 10,000 1.99 2.51 2,500 1
4 10,065 1.90 2.63 88 1
1 2,000 1.51 2.75 13,400 3
1 2,000 1.31 2.80 110 1
1 2,000 1.21 2.87 5,000 1
1 2,000 1.11 2.90 7,000 2
1 2,000 0.91 2.98 10,000 1
1 3,000 0.71 2.99 3,100 1
1 1,400 0.05 3.00 16,900 3
3.05 4,000 1
3.10 5,500 2
3.14 1,700
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