ENTER LONG AT SUN OCT 11, 11:13 AM CDT
pressure up — ask 2.53e+03, bid 2.53e+03, contracts 6, depth5_usd 2.01e+06, efficiency_60m 0.291, entries_today 0, fee 2.18, fill_px 2.53e+03, flow_ratio_15m 0.266, flow_ratio_5m 0.476
EXIT AT SUN OCT 11, 2:30 PM CDT
pressure reversed — ask 2.53e+03, bid 2.53e+03, depth5_usd 1.47e+06, efficiency_60m 0.126, exit_px 2.53e+03, fees 4.36, flow_ratio_15m -0.309, flow_ratio_5m -1, imbalance_1m -0.187, microprice_bps -1.67
IN BETWEEN
196 decisions a minute apart to hold it