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the cluster effect - of commercial activity
data compression and defragmentation
pareto's principle - 'the vital few" and the "useful many"
This section demonstrates the behaviour of commercial activity.
The data has been defragmented through our defragmentation algorithm - disclosing more "vital few".
displays commercial trades of 20+ lots extracted from spi trading for 09/06/2004
format = time, price, size, classification.
where trade classification 'a' = buy and 'b' = sell
lines with time only, trades occured in non-commercial sizes, and are ommitted.
the resulting cluster effect when commercials trade speaks for itself.
of particular note is the extended time periods when they do not trade.
this observation is influenced by the
de-fragmentation of sfe trade data
examples of this can be seen in action by downloading and running the replay software.
0950 3496 20 a
0951
0952
0953
0954 3494 27 b
0955
0956
0957
0958
0959 3497 24 b high 
0959 3496 21 b
1000
1001
1002
1003
1004
1005
1006 3492 27 b
1006 3491 24 b
1007 3493 30 a
1008
1009 3489 64 b
1010 3490 22 a
1010 3490 27 b
1011
1012
1013 3490 20 a
1014
1015
1016
1017
1018 3488 21 b
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032 3486 75 b
1032 3486 23 a
1032 3485 30 b
1033 3486 20 a
1033 3486 21 b
1033 3486 21 a
1034
1035
1036
1037
1038
1039
1040 3485 61 b
1040 3485 47 a
1041
1042 3485 30 b
1043
1044
1045
1046
1047 3484 30 b
1048
1049 3485 20 a
1050 3485 25 b
1051
1052 3484 24 b
1053
1054 3483 91 b
1055
1056
1057
1058
1059
1100
1101
1102 3482 40 b
1103
1104 3481 35 b
1105
1106 3481 21 b
1107
1108 3481 25 b
1109 3481 22 a
1110
1111
1112
1113
1114
1115
1116
1117 3483 31 b
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133 3480 34 b
1134
1135
1136
1137
1138
1139 3480 28 b
1139 3479 21 b
1140 3478 43 b
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1153 3478 70 b
1154
1155
1156
1157
1158
1159
1200 3479 24 a
1201 3478 20 b
1202 3480 40 a
1203 3480 33 b
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258 3479 20 a
1259
1300
1301
1302
1303
1304 3480 27 a
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341 3476 40 b
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351 3476 21 b
1352
1353
1354
1355
1356
1357
1358
1359
1400
1401
1402
1403
1404
1405
1406 3475 42 b
1407
1408
1409
1410
1411
1412
1413 3474 22 a
1414
1415
1416
1417 3471 27 b
1417 3470 22 b
1418 3470 67 a
1418 3470 26 b
1418 3469 24 b
1419 3468 67 b
1420 3468 39 a
1421
1422 3469 50 a
1423
1424
1425
1426 3469 22 b
1427
1428 3468 24 b
1429
1430
1431
1432
1433
1434 3470 29 a
1436 3469 100 b
1437
1438
1439
1440
1441 3467 81 b
1441 3465 20 b
1442 3464 low
1443
1444
1445
1446
1447 3464 30 b
1448 3465 20 a
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511 3469 29 a
1511 3468 31 a
1513 3469 71 a
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1531 3470 48 a
1532
1533
1534
1535
1536
1538 3469 66 b
1539
1540
1541
1542 3470 30 a
1543 3470 29 b
1544
1545
1546
1547
1548
1549
1550 3470 20 b
1551
1552 3470 25 a
1553
1554 3469 65 b
1555 3470 89 a
1556
1558 3471 60 a
1559 3472 28 a
1600 3473 20 b
1600 3474 48 a
1601 3475 46 a
1602 3476 44 a
1602 3477 34 a
1603 3477 47 b
1603 3477 25 a
1603 3477 22 b
1604 3476 20 b
1604 3475 114 b
1604 3475 55 a
1604 3474 42 b
1605 3473 66 a
1606
1607 3473 46 b
1608
1609
1610 3473 29 a
1610 3474 22 a
1611 3475 50 a
1612 3475 42 b
1613
1614 3476 64 a
1615 3477 50 a
1617 3478 120 b
1618 3479 62 a
1618 3480 57 a
1619
1620
1621
1622
1623
1624 3478 40 b
1626 3479 148 a
1626 3479 70 b
1627 3480 138 a
1627 3481 102 a
1628 3482 57 a
1628 3481 27 b
1628 3481 40 a
1628 3482 148 a
1628 3482 43 b
1628 3483 95 a
1628 3483 90 b
1628 3482 47 b
1629 3483 25 a
1629 3484 199 a
1629 3485 59 a
1629 3484 31 b
1629 3483 39 b
1629 3483 25 a
1629 3484 29 a
1629 3482 36 b
