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Arrival Time Broker Buy/Sell Size Price 09:35 111 09:45 222 09:48 111 09:49 555 09:50 444 09:52 333 09:55 222 09:59 444 BSBSSBBS B

Arrival Time Broker Buy/Sell Size Price 09:35 111 09:45 222 09:48 111 09:49 555 09:50 444 09:52 333 09:55 222 09:59 444 BSBSSBBS B 200 50.11 600 50.13 400 50.12 300 50.12 100 50.14 600 50.12 B 500 50.13 500 50.12

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