quantconnect--lean/Tests/TestData/spy_tdd.csv

date,open,high,low,close,tdd
19980102 00:00,973100,975300,965300,973600,
19980105 00:00,978400,984400,967800,977500,
19980106 00:00,972500,972800,961900,966300,
19980107 00:00,960900,965000,952200,964700,0.006683882798144525
19980108 00:00,963100,963100,955000,957800,0.007856650593644847
19980109 00:00,952500,955000,919100,924700,0.02039754993829824
19980112 00:00,911300,941900,909100,940600,0.020375135625230804
19980113 00:00,946300,956300,942200,952200,0.019952280131735868
19980114 00:00,956900,959700,947200,958100,0.0
19980115 00:00,955000,957500,948100,949400,0.005242612819068744
19980116 00:00,962500,966900,956600,962300,0.005242612819068744
19980120 00:00,966900,980000,965000,980000,0.005242612819068744
19980121 00:00,972200,976900,961600,971600,0.00494871659305393
19980122 00:00,961600,968800,958800,963000,0.007113749619283539
19980123 00:00,965000,967800,950000,956600,0.008082579297133163
19980126 00:00,963800,967300,937500,957500,0.006390484502451933
19980127 00:00,958100,980000,956600,970000,0.0038370111348012687
19980128 00:00,974100,981100,971700,978800,0.0
19980129 00:00,978400,995600,975600,987500,0.0
19980130 00:00,987800,989700,980000,983100,0.0025724974019588195
19980202 00:00,999100,1005000,997500,1002500,0.0025724974019588195
19980203 00:00,1000000,1008100,997200,1006900,0.0025724974019588195
19980204 00:00,1002800,1011600,998800,1005900,0.0005733938516135187
19980205 00:00,1013100,1015900,1000300,1003800,0.0013347609607653641
19980206 00:00,1010000,1015000,1006900,1012800,0.0013347609607653641
19980209 00:00,1017200,1017500,1007200,1011400,0.0014455898607557214
19980210 00:00,1014400,1024700,1011900,1020500,0.0007980750166523533
19980211 00:00,1020900,1031900,1017000,1021300,0.0007980750166523533
19980212 00:00,1017200,1029400,1008800,1026600,0.0
19980213 00:00,1021900,1029400,1018800,1021600,0.002811953385883643
19980217 00:00,1028100,1030900,1021600,1023400,0.002811953385883643
19980218 00:00,1023100,1034700,1022800,1034100,0.002811953385883643
19980219 00:00,1032500,1034100,1027500,1030000,0.0022890785259427936
19980220 00:00,1030800,1037500,1023800,1035600,0.0022890785259427936
19980223 00:00,1042500,1042500,1033400,1040000,0.0022890785259427936
19980224 00:00,1039100,1040900,1029400,1031900,0.004496670365803838
19980225 00:00,1037500,1048800,1036300,1044800,0.004496670365803838
19980226 00:00,1044400,1051600,1041900,1050600,0.004496670365803838
19980227 00:00,1049700,1055300,1043100,1052000,0.0
19980302 00:00,1052500,1057500,1046300,1048100,0.0021403669675281035
19980303 00:00,1045300,1054700,1045000,1054100,0.0021403669675281035
19980304 00:00,1050900,1054100,1040600,1049700,0.0032232109294324848
19980305 00:00,1035000,1044400,1031600,1037500,0.007129824650035391
19980306 00:00,1045600,1058800,1044400,1057500,0.007129824650035391
19980309 00:00,1055300,1062200,1052500,1054400,0.00692032748434124
19980310 00:00,1062200,1068400,1053800,1066600,0.0016924688742201565
19980311 00:00,1069700,1073100,1067300,1072500,0.0016924688742201565
19980312 00:00,1070900,1075900,1065000,1072500,0.0
19980313 00:00,1078400,1080000,1068800,1072200,0.00016149657879427237
19980316 00:00,1078400,1082800,1075300,1082500,0.00016149657879427237
19980317 00:00,1083100,1085000,1076600,1084700,0.00016149657879427237
19980318 00:00,1082500,1089400,1080000,1087800,0.0
19980319 00:00,1089700,1093800,1086600,1093400,0.0
19980320 00:00,1095600,1101900,1088800,1100000,0.0
19980323 00:00,1097200,1103100,1094100,1095000,0.0026243194054073747
19980324 00:00,1100600,1108100,1099400,1105900,0.0026243194054073747
19980325 00:00,1114100,1115300,1091900,1101900,0.003353783058606782
19980326 00:00,1098800,1107500,1096300,1101300,0.002111786045596085
19980327 00:00,1107500,1107800,1090000,1095300,0.003788614013282762
19980330 00:00,1096300,1100900,1089700,1093400,0.003315996258761735
19980331 00:00,1101600,1111900,1097500,1100900,0.0033010603369747157
19980401 00:00,1103100,1110800,1094100,1109800,0.0010015205984299333
19980402 00:00,1109400,1122500,1107500,1120300,0.0
19980403 00:00,1123400,1128100,1118400,1121900,0.0
19980406 00:00,1132500,1133800,1120600,1122500,0.0
19980407 00:00,1117500,1119400,1101600,1110000,0.006429290302779811
19980408 00:00,1112200,1112800,1097500,1101300,0.007862124890140463
19980409 00:00,1105600,1112800,1105300,1110000,0.007862124890140463
19980413 00:00,1113800,1113800,1100000,1110000,0.004525177785540328
19980414 00:00,1111300,1117200,1109100,1116900,0.0
19980415 00:00,1119700,1121300,1111600,1120200,0.0
19980416 00:00,1113100,1115000,1105000,1109100,0.005720931965724734
19980417 00:00,1107200,1124100,1104400,1122200,0.005720931965724734
19980420 00:00,1120000,1125600,1118800,1124100,0.005720931965724734
19980421 00:00,1124400,1131600,1119100,1126300,0.0
19980422 00:00,1128800,1134400,1128100,1130000,0.0
19980423 00:00,1126300,1130000,1117500,1120900,0.00464945792002263
19980424 00:00,1117500,1124700,1103400,1108800,0.0077756495372785775
19980427 00:00,1093800,1106600,1076300,1085900,0.014235248009168231
19980428 00:00,1097800,1098100,1081300,1086300,0.013454546701114347
19980429 00:00,1090300,1099700,1084400,1095300,0.011923990949172493
19980430 00:00,1105600,1119200,1104100,1114400,0.0
19980501 00:00,1117500,1123100,1113100,1121900,0.0
19980504 00:00,1127200,1133100,1121600,1122500,0.0
19980505 00:00,1120000,1121600,1111300,1116600,0.0030346250229120434
19980506 00:00,1121300,1121300,1104700,1105000,0.0067218925309760185
19980507 00:00,1105000,1105600,1094100,1095900,0.008233500405824264
19980508 00:00,1100000,1113800,1100000,1110000,0.007653860457509295
19980511 00:00,1115600,1122200,1103800,1108600,0.004810088328132507
19980512 00:00,1108100,1118800,1102500,1116400,0.0007281895287076286
19980513 00:00,1120600,1125600,1115900,1120600,0.0007281895287076286
19980514 00:00,1115300,1126900,1113400,1119700,0.0004636937732202872
19980515 00:00,1120000,1122200,1108100,1110000,0.005023053741749631
19980518 00:00,1107200,1115900,1098300,1108400,0.005091527606610143
19980519 00:00,1110000,1116900,1107800,1110600,0.005070368966214387
19980520 00:00,1120900,1125000,1108800,1122800,0.0008322166042372899
19980521 00:00,1123800,1127800,1113100,1116900,0.003033814203971138
19980522 00:00,1117500,1120600,1109400,1111600,0.004087776114547724
19980526 00:00,1120900,1120900,1094400,1095300,0.00940123009284852
19980527 00:00,1093100,1099100,1075800,1096300,0.008898263798880295
19980528 00:00,1098800,1103800,1087300,1100000,0.008466003407512527
19980529 00:00,1106300,1108100,1093800,1093800,0.003254156062705178
19980601 00:00,1089700,1102200,1085600,1095000,0.003254156062705178
19980602 00:00,1100000,1103400,1091600,1095900,0.003254156062705178
19980603 00:00,1098800,1101900,1082200,1085000,0.005742419868753451
19980604 00:00,1082500,1100600,1080600,1099100,0.005742419868753451
19980605 00:00,1103800,1118800,1098800,1118100,0.005742419868753451
19980608 00:00,1119400,1124700,1116600,1118800,0.0
19980609 00:00,1117200,1124200,1114100,1122800,0.0
19980610 00:00,1116300,1130600,1112500,1113800,0.004627852175549219
19980611 00:00,1114400,1118800,1092800,1096600,0.010045327814643823
19980612 00:00,1098800,1104400,1082500,1102500,0.010045327814643823
19980615 00:00,1088100,1099100,1078800,1080000,0.014775744914083067
19980616 00:00,1084100,1091600,1077500,1090600,0.011782658554890335
19980617 00:00,1101600,1117800,1099400,1112500,0.011782658554890335
19980618 00:00,1111900,1114400,1107500,1111600,0.00046706988069270184
19980619 00:00,1110600,1112300,1096300,1100300,0.005887625594545278
19980622 00:00,1102500,1110600,1100600,1103800,0.005887625594545278
19980623 00:00,1110900,1121900,1110000,1119700,0.005869069846925861
19980624 00:00,1121600,1136900,1116100,1134700,0.0
19980625 00:00,1139100,1144700,1128100,1130000,0.002391421754817345
19980626 00:00,1133100,1138400,1131300,1134100,0.002391421754817345
19980629 00:00,1142500,1146900,1138000,1138900,0.002391421754817345
19980630 00:00,1139100,1141900,1130600,1133600,0.0026867647964746956
19980701 00:00,1140600,1149400,1136300,1149400,0.0026867647964746956
19980702 00:00,1147200,1148800,1142500,1146300,0.0031053848002507473
19980706 00:00,1147800,1158400,1145600,1157800,0.0015571479332589636
19980707 00:00,1159800,1161300,1152800,1155600,0.0019047939396810553
19980708 00:00,1158800,1169400,1157500,1168100,0.0010970552705278863
19980709 00:00,1162800,1167200,1156300,1160000,0.0041511296338914904
19980710 00:00,1160300,1169100,1150600,1165300,0.004003541803301058
19980713 00:00,1165600,1168400,1160600,1167500,0.004003541803301058
19980714 00:00,1169400,1181600,1169400,1178100,0.0
19980715 00:00,1180600,1182800,1174400,1175600,0.001225172458173357
19980716 00:00,1176900,1185900,1170600,1184400,0.001225172458173357
19980717 00:00,1186300,1190000,1183100,1187500,0.001225172458173357
19980720 00:00,1187500,1192300,1179400,1185000,0.0012154742509255189
19980721 00:00,1190000,1190000,1162800,1165300,0.009674799245502672
19980722 00:00,1163400,1195900,1155300,1166300,0.009674799245502672
19980723 00:00,1163100,1168400,1138800,1141900,0.015427848270014767
19980724 00:00,1149700,1150900,1128800,1141600,0.012079616994239636
19980727 00:00,1136300,1150000,1128400,1149800,0.012079616994239636
19980728 00:00,1144400,1146600,1118800,1133100,0.00838696008109297
19980729 00:00,1137200,1141300,1122500,1126600,0.009015938176645429
19980730 00:00,1136300,1145900,1134100,1143400,0.009015938176645429
19980731 00:00,1143400,1145000,1113100,1120600,0.01197959117381564
19980803 00:00,1117800,1124200,1110300,1113800,0.01203394432709135
19980804 00:00,1122200,1122200,1072500,1076100,0.022950239535941885
19980805 00:00,1079400,1088800,1055900,1081600,0.0198537638532253
19980806 00:00,1081300,1095200,1075600,1090900,0.019542202503545394
19980807 00:00,1096900,1105900,1084700,1090300,0.0003175452942650696
19980810 00:00,1087500,1096600,1081900,1085900,0.0023514863193157616
19980811 00:00,1067800,1074400,1055000,1070600,0.008467742203993753
19980812 00:00,1077500,1088100,1075000,1085000,0.008461786041929155
19980813 00:00,1088100,1096600,1076300,1076400,0.00933354565320945
19980814 00:00,1083400,1087200,1057800,1064800,0.0077236040240690985
19980817 00:00,1060000,1089400,1055000,1085000,0.0077236040240690985
19980818 00:00,1090000,1105900,1087800,1102500,0.00622190925548092
19980819 00:00,1110900,1110900,1096300,1100000,0.0013091842838767252
19980820 00:00,1096900,1104100,1091600,1092500,0.004148473364714414
19980821 00:00,1081900,1087200,1055000,1083800,0.0061926037051729475
19980824 00:00,1092500,1099400,1083100,1090600,0.00605263390270483
19980825 00:00,1103800,1112500,1086400,1095000,0.00459766347089223
19980826 00:00,1082800,1096300,1077500,1085000,0.0052726051980787735
19980827 00:00,1070000,1078400,1038900,1042500,0.023221611403332308
19980828 00:00,1049700,1057200,1021600,1030000,0.02423151931326568
19980831 00:00,1037500,1040200,950000,962500,0.04461988009454136
19980901 00:00,960600,1005600,936300,996900,0.03846414991987581
19980902 00:00,998100,1017500,987800,990000,0.03804650299866568
19980903 00:00,976300,993800,966900,985200,0.00487901511980142
19980904 00:00,994400,998100,957800,976300,0.007141943679597398
19980908 00:00,1008800,1029700,998100,1025900,0.005919333247246081
19980909 00:00,1027500,1031300,1004800,1007500,0.011594378572822483
19980910 00:00,984400,993400,968100,982500,0.01767682620817326
19980911 00:00,981900,1015000,970000,1012500,0.01767682620817326
19980914 00:00,1028800,1044500,1020900,1031600,0.014326309409171862
19980915 00:00,1028800,1043100,1022800,1042000,0.0
19980916 00:00,1047500,1052500,1031600,1050000,0.0
19980917 00:00,1022500,1030300,1017800,1022300,0.015231049958621564
19980918 00:00,1023800,1024100,1010900,1019700,0.015301665986051254
19980921 00:00,996300,1034100,989400,1021900,0.015301665986051254
19980922 00:00,1035000,1036600,1021600,1030000,0.001468366135080731
19980923 00:00,1038800,1070000,1037800,1066300,0.0
19980924 00:00,1063100,1068100,1032500,1043800,0.012182670033542712
19980925 00:00,1031300,1054200,1026300,1043000,0.01219070360180144
19980928 00:00,1053100,1063100,1042500,1049100,0.01219070360180144
19980929 00:00,1053800,1059400,1033800,1049400,0.0004424987692581618
19980930 00:00,1035000,1043100,1013800,1018400,0.01705532527623249
19981001 00:00,1000300,1015500,980900,986300,0.02494102872556214
19981002 00:00,988800,1008800,972200,1003100,0.02494102872556214
19981005 00:00,995900,1000000,963400,990000,0.01969825141122241
19981006 00:00,1007500,1012800,975300,985300,0.008022665010735201
19981007 00:00,986300,1000300,957500,972200,0.011103426896176726
19981008 00:00,945600,967500,922200,962200,0.01008477526255491
19981009 00:00,970000,995600,940600,986300,0.00970514571092415
19981012 00:00,1006300,1014400,996900,997800,0.00593859565099389
19981013 00:00,995600,1004100,987500,995300,0.0014465581007958252
19981014 00:00,989400,1018100,988400,1005000,0.0014465581007958252
19981015 00:00,1001300,1072500,999400,1050300,0.0014465581007958252
19981016 00:00,1061300,1067500,1050000,1056600,0.0
19981019 00:00,1056900,1068100,1055000,1063400,0.0
19981020 00:00,1075600,1088000,1060900,1065000,0.0
19981021 00:00,1068800,1076300,1058800,1071300,0.0
19981022 00:00,1067800,1084700,1061600,1080000,0.0
19981023 00:00,1079700,1080000,1067800,1071300,0.0046508771684720075
19981026 00:00,1077200,1085600,1067800,1075500,0.0046508771684720075
19981027 00:00,1084400,1089700,1062800,1066300,0.006783942886182902
19981028 00:00,1065600,1078100,1060300,1067800,0.004938747072565815
19981029 00:00,1070900,1089700,1066300,1089700,0.004938747072565815
19981030 00:00,1101300,1109100,1095000,1100000,0.0
19981102 00:00,1108100,1117500,1101900,1114800,0.0
19981103 00:00,1115900,1118100,1107500,1111300,0.0018126353984245724
19981104 00:00,1124700,1130900,1110900,1118400,0.0018126353984245724
19981105 00:00,1115300,1138100,1111300,1137300,0.0018126353984245724
19981106 00:00,1134700,1145000,1133100,1142800,0.0
19981109 00:00,1139400,1142500,1125000,1131400,0.00575935690301167
19981110 00:00,1130000,1139400,1125000,1126900,0.006200270776622957
19981111 00:00,1138100,1140600,1118900,1123800,0.006400457707587035
19981112 00:00,1123100,1131300,1116900,1120300,0.0033209785094718415
19981113 00:00,1122200,1130600,1121300,1127700,0.0023991107713478644
19981116 00:00,1142200,1143600,1128900,1138400,0.0017981188308984768
19981117 00:00,1136600,1156300,1130000,1143400,0.0
19981118 00:00,1143100,1149400,1135000,1147500,0.0
19981119 00:00,1152800,1159100,1146300,1155000,0.0
19981120 00:00,1163600,1167500,1158400,1166300,0.0
19981123 00:00,1174700,1192200,1171600,1191600,0.0
19981124 00:00,1190000,1196600,1184500,1186900,0.0022772291584350806
19981125 00:00,1189400,1191900,1181600,1188800,0.0022772291584350806
19981127 00:00,1194700,1197200,1190000,1195000,0.0022772291584350806
19981130 00:00,1190200,1193800,1166600,1166900,0.013576186246216308
19981201 00:00,1161300,1180300,1152200,1178100,0.013576186246216308
19981202 00:00,1172200,1179100,1160000,1175000,0.01366092396978762
19981203 00:00,1172500,1183100,1151900,1152800,0.011013518909288512
19981204 00:00,1166300,1188800,1155900,1179700,0.011013518909288512
19981207 00:00,1180600,1195300,1180000,1192500,0.01090823487319972
19981208 00:00,1185300,1197500,1175000,1184700,0.0037763791192277144
19981209 00:00,1186900,1189700,1178800,1188100,0.0037763791192277144
19981210 00:00,1188400,1188400,1167200,1168100,0.01042677965916762
19981211 00:00,1164400,1173400,1155600,1170600,0.0097188834136794
19981214 00:00,1161600,1164100,1139100,1144700,0.016050998568379424
19981215 00:00,1146900,1167500,1145300,1166300,0.012774108980019929
19981216 00:00,1171300,1171300,1157500,1164100,0.012820448968613474
19981217 00:00,1172200,1185600,1170200,1185000,0.001089059926448721
19981218 00:00,1183100,1191300,1178800,1190200,0.001089059926448721
19981221 00:00,1192500,1213400,1190000,1203100,0.0
19981222 00:00,1204100,1212200,1191900,1205300,0.0
19981223 00:00,1211900,1231900,1208100,1228100,0.0
19981224 00:00,1231600,1238800,1222800,1226900,0.0005641399910655369
19981228 00:00,1232500,1233100,1220000,1226300,0.00063085111245837
19981229 00:00,1227200,1244400,1221300,1243100,0.00063085111245837
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