In [1]: 
import numpy as np
import pandas as pd
from pandas import Series, DataFrame
import matplotlib.pyplot as plt
import datetime as dt
import string
figsize(18,6)

Generate Some Synthetic Futures Contracts For Demo

In [2]: 
source = DataFrame(np.random.uniform(100, 200, [60,30]))
cols = ['price', 'volume', 'open_interest']
scale = (len(source.columns) / len(cols))
source.columns = [scale  * cols]
sym = lambda x: np.random.choice([abc for abc in x], 
                                 np.random.choice([2,3]))
month = lambda x: np.random.choice([abc for abc in x], 
                                 np.random.choice([1]))

contracts = np.ravel([[(''.join(month(string.letters[:26])) + 
             str(np.random.choice([14,15,16])))] * len(cols)
             for x in xrange(len(source.columns) / len(cols)/ 2)])

level_1 = len(source.columns) / len(contracts) * list(contracts)

numsyms = len(source.columns) / (len(set(level_1)) * len(cols))
underlyings = [''.join(sym(string.letters[:26])) for x in xrange(numsyms)]
level_0 = np.ravel([[sym] * len(set(level_1)) * len(cols) for sym in underlyings])

source.columns = pd.MultiIndex.from_tuples(zip(level_0, level_1, source.columns))
source.index = pd.date_range(start= dt.datetime.utcnow() - dt.timedelta(days=len(source.index)-1), 
                             end = dt.datetime.utcnow(), freq='D')
In [3]: 
source.head(15).T.head().T
Out[3]:
KJB
B14 R16
price volume open_interest price volume
2013-12-31 18:11:12.726700 152.737221 176.699345 143.094225 121.205209 117.140858
2014-01-01 18:11:12.726700 191.977855 176.826277 190.689572 130.507187 159.802314
2014-01-02 18:11:12.726700 134.621310 145.733226 119.189954 188.696122 100.936994
2014-01-03 18:11:12.726700 107.470644 181.742206 104.818942 186.340348 118.806208
2014-01-04 18:11:12.726700 186.783183 113.315514 128.548470 106.465332 154.092252
2014-01-05 18:11:12.726700 133.922613 115.748611 134.838001 121.102384 158.908435
2014-01-06 18:11:12.726700 110.188109 108.312588 197.998474 106.165418 139.961672
2014-01-07 18:11:12.726700 151.330155 185.965353 158.744099 121.697264 111.113209
2014-01-08 18:11:12.726700 183.598273 128.870176 133.748533 165.066655 148.424690
2014-01-09 18:11:12.726700 198.869695 128.725057 143.878637 120.089148 145.783527
2014-01-10 18:11:12.726700 157.696126 147.053275 151.445822 190.255436 131.909160
2014-01-11 18:11:12.726700 132.407775 168.921754 172.522732 185.937653 112.988585
2014-01-12 18:11:12.726700 121.393733 199.626319 161.162472 116.475755 153.640240
2014-01-13 18:11:12.726700 168.603465 113.117539 153.618085 176.002651 175.798287
2014-01-14 18:11:12.726700 147.147836 166.652606 170.633559 178.968374 120.577153

15 rows × 5 columns

In [4]: 
from alephnull.algorithm import TradingAlgorithm
from alephnull.sources.futures_data_frame_source import FuturesDataFrameSource
%load_ext autoreload
%autoreload 2

"Hello World" Example

This example simply iterates through all the available contracts buying 1 of each at every bar

In [5]: 
futdata = FuturesDataFrameSource(source.tz_localize('UTC'))

class TradeFutures(TradingAlgorithm):
    def handle_data(self, data):
        for sym in data:
            for contract in data[sym]:
                self.order((sym, contract), 1)

bot = TradeFutures()
stats = bot.run(futdata)
stats['portfolio_value'].plot()

[2014-02-28 18:11] INFO: Performance: Simulated 40 trading days out of 40.
[2014-02-28 18:11] INFO: Performance: first open: 2013-12-31 14:31:00+00:00
[2014-02-28 18:11] INFO: Performance: last close: 2014-02-27 21:00:00+00:00
Out[5]:
<matplotlib.axes.AxesSubplot at 0x1067e4290>
In [6]: 
positions = bot.perf_tracker.get_portfolio().positions
DataFrame({k:v.__dict__ for k,v in positions.iteritems()})
Out[6]:
(KJB, B14) (KJB, I16) (KJB, K16) (KJB, R16) (KJB, X15) (TCB, B14) (TCB, I16) (TCB, K16) (TCB, R16) (TCB, X15)
amount 59 59 59 59 59 59 59 59 59 59
contract B14 I16 K16 R16 X15 B14 I16 K16 R16 X15
cost_basis 150.705 146.4571 146.7682 152.3615 143.4117 148.3868 151.495 140.3671 147.7024 148.8325
last_sale_price 130.441 147.203 142.4328 199.6471 114.4086 113.8215 141.7195 146.8937 136.7716 160.1796
sid KJB KJB KJB KJB KJB TCB TCB TCB TCB TCB

5 rows × 10 columns

Capital Restrictions Example

This example illustrates the limits imposed on leverage, these restrictions are imposed in blotter and test if there is suffient funds to complete the trade. This is essentially an initial margin check, and is implemented with two seperate methods. The first is strictly cash based for equities positions, however if the SIDdata includes a contract field a conditional statement checks against the futures margining assumptions (currently these methods share identical logic but this is the end intention).

In [7]: 
futdata = FuturesDataFrameSource(source.tz_localize('UTC'))
class BigSpender(TradingAlgorithm):
    def handle_data(self, data):
        for sym in data:
            for contract in data[sym]:
                self.order((sym, contract), 100)
bot = BigSpender()
stats = bot.run(futdata)
stats['portfolio_value'].plot()

[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $12392.5478564 of TCB, with $8898.79454931 available 
filled 27 of 100 shares, outstanding 73 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $12153.9502856 of KJB, with $8898.79454931 available 
filled 39 of 100 shares, outstanding 61 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5600.28529456 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3168.26645937 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4867.42203484 of KJB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4835.75896321 of KJB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4337.92107604 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3726.22262775 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7879.81636384 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5437.37910667 of KJB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5299.03712355 of KJB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $13052.6200283 of KJB, with $1680.20203194 available 
filled 87 of 100 shares, outstanding 13 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2361.36500572 of KJB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $13429.0850133 of TCB, with $1680.20203194 available 
filled 72 of 100 shares, outstanding 28 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2696.63920809 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $19426.8718558 of TCB, with $1680.20203194 available 
filled 78 of 100 shares, outstanding 22 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3707.10879405 of TCB, with $1680.20203194 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $18739.8297381 of KJB, with $1680.20203194 available 
filled 80 of 100 shares, outstanding 20 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $13195.6385452 of KJB, with $176.521973369 available 
filled 82 of 100 shares, outstanding 18 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2651.90044392 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $16700.4231125 of TCB, with $176.521973369 available 
filled 58 of 100 shares, outstanding 42 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $16200.1918081 of TCB, with $176.521973369 available 
filled 56 of 100 shares, outstanding 44 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6072.85604569 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4071.45564523 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $14842.4331987 of KJB, with $176.521973369 available 
filled 50 of 100 shares, outstanding 50 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9073.05999307 of KJB, with $176.521973369 available 
filled 26 of 100 shares, outstanding 74 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5916.75253969 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5543.70048244 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3772.90278845 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7809.14449683 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6939.24575517 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6668.33939342 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3816.76892342 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4752.93909163 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6300.11862069 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3877.02262858 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5246.05857054 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4957.06603185 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3881.73744988 of KJB, with $176.521973369 available 
filled 8 of 100 shares, outstanding 92 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5313.13344822 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4123.94956482 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5304.88018154 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4491.32384882 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3632.2410654 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3548.82137656 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5546.59446261 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4371.87576517 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6745.65174388 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7005.60546349 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5801.27876537 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7573.15214922 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4822.86493648 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3722.68759219 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3306.07746613 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4487.74966073 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3113.83989242 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7606.85774397 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5393.50389293 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5912.82440525 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5795.12791645 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4690.27486003 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8017.46137609 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5589.89619874 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6146.74789599 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2575.02948359 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5029.37456113 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8945.984784 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7923.25216334 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6404.56419361 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4554.94470402 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3991.0105773 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6229.62055701 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5978.06812072 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4350.9379745 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5693.79824214 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6857.53578463 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4171.42413035 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6021.82300408 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5712.18870245 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7243.88560057 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6111.16957432 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6539.99552209 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5206.19155921 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6125.46220584 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7567.11832807 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6644.7940994 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8014.00406749 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7518.07797829 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5597.14358214 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6321.27274362 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3461.56155967 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8758.94537216 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5671.07116442 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5239.63336821 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3880.81179173 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6468.0564907 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7929.8420375 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3174.44645534 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5985.82729228 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5479.25538517 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4947.70886968 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5604.63649431 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5566.45541712 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4454.52123986 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3640.77191637 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3701.57706115 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6418.76524089 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7530.9246493 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4750.72270181 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4770.82672329 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7769.39752193 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3790.76252934 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5024.47152569 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7615.09687884 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7195.58916559 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2997.94331067 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6124.62510558 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8370.27983144 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6071.09477741 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4249.63655902 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5291.57388645 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6625.99936792 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4048.09844988 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5403.50777884 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3863.73932496 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5894.03896938 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3748.06424516 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6251.95439653 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4216.70251422 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6785.53346925 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3888.03948472 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4949.78443328 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5932.50709982 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3538.74183285 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4297.62246463 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9802.02448457 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8609.28602068 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6141.82599686 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6913.43284601 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4184.65083767 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6907.14348129 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8395.19818361 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4085.72330159 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3978.2981225 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7689.70805989 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7067.32129868 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3799.17889796 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2969.97899231 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8622.29277098 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8643.90231667 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5686.79660958 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8574.09615332 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5004.78927256 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4913.08653429 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7511.57497174 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8838.67973544 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5158.74012487 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4969.14508136 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7439.2839959 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6214.62803745 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5050.58312673 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7540.35078624 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4326.67310475 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6765.7547369 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4584.14895245 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2980.72384982 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3972.10701524 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5390.20477583 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4488.04771228 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6711.16189331 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4748.14408131 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5134.12104668 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3519.67983653 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4751.72685954 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6099.23205029 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4716.57336416 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5429.37532194 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5236.00515947 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2922.30196741 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3543.53805734 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7110.57258638 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6776.21176633 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4292.6386102 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6649.01260794 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6088.60735208 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5787.63289408 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4504.60259431 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4563.87487503 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4180.36504084 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3712.48973252 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7527.25788774 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5193.85994271 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4209.15832598 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5976.3955718 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5225.55216218 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4521.20323033 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6786.14811311 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6068.91310177 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4753.83601904 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4647.35487339 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6508.19808386 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3679.67824871 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3161.0732049 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7547.70702072 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5996.5666707 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6956.56848886 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8272.33443763 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5971.71955598 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5012.25476036 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5539.80258471 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2860.96594834 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6716.49871075 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3893.90673102 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5088.95592359 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2766.40607764 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6501.75224832 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7179.00343783 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7288.96961579 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6519.45131484 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4453.32793494 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4813.57664338 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3689.6212231 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3033.685065 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3790.26506567 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4093.94624463 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4240.62543779 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4530.47537493 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9426.96350942 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3919.28511203 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5148.97608637 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6931.81324722 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5493.83488779 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4615.3457353 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4420.9301938 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4865.10709606 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7519.47371015 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3408.03347255 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5165.61971777 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4057.34061926 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3119.06962971 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5126.69696797 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2760.72011823 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7778.6904019 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7088.62207299 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7262.99890888 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4283.31935571 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8125.29989009 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6394.62136906 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8224.64532385 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4146.70184906 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4812.13185909 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4530.29159612 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6062.1127066 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4530.02944513 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7936.6683003 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5245.31956361 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3244.94075215 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4317.12071672 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5430.43871825 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6110.47593491 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5714.97503176 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3793.18320583 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8115.20986114 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3746.97005585 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3946.02710622 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4713.28093399 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4255.80542112 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4841.81370695 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6746.57291378 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3525.88710808 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5502.13903329 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5732.68593808 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5104.03613728 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5129.61803337 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3953.68625186 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4609.73531806 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6960.26296545 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5533.51982206 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4548.1284218 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5093.63937513 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4817.56133128 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7564.61404044 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5900.33645924 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5302.55772445 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7882.71011013 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6909.53820792 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4335.84479715 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7611.16398608 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5026.43688191 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3932.97995091 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5265.31718714 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5638.44475906 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5975.52154312 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6773.66586166 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7347.28905829 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2616.73204895 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8989.18286475 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2784.75362115 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4624.42075784 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3033.47545204 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9188.9109506 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8035.90708349 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6688.91943208 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6286.28159571 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6751.70050192 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7791.29245411 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3735.38853196 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3660.68191707 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6853.20785285 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7534.20296839 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3104.89980254 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8444.84613774 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2786.3147868 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4808.10834907 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4619.66087476 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4485.219338 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4532.20204773 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7275.61700245 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5429.01498466 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5034.31248179 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7878.45054178 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6715.05891037 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4187.18102457 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6456.33463117 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5404.30577062 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4579.65877668 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4586.85288438 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9034.18304196 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5554.15234348 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5662.02255279 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5135.66239464 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3269.53079073 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4117.95242471 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7470.09140153 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5251.90887888 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6827.70045017 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6000.9788454 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8862.91604064 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4534.004836 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3569.51604496 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4546.10403437 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3076.83747794 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7442.33878988 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5880.52755401 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5014.40998178 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4034.00570279 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4707.73502993 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5392.73079782 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3640.86921961 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6887.7594191 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4453.59698043 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7077.99383727 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4756.4901898 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3660.42203144 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4008.38863943 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5103.1145717 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5833.37394425 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3044.40033152 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8245.26378757 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4145.09385772 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4202.22336663 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3171.75763291 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5718.73177286 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5750.62930045 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7669.81801339 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3999.58998829 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3736.42870352 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3052.92058101 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6983.73345146 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4964.77275617 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3619.26120196 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5296.38568025 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3352.18168182 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5916.286795 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3118.97514874 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3645.63506384 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6179.03000033 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2836.83450554 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3229.37305766 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4737.94306854 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5595.14163646 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3700.14269055 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5652.97320498 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8550.71132502 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4224.95448704 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6786.9675694 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5827.90825448 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4730.18702051 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7022.66575298 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6795.26805635 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4798.92264869 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8618.45078804 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4570.33336505 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4404.7529082 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9301.34374218 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8725.1430747 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4722.92078544 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5257.60411177 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4189.00155054 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4976.88182292 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5708.86988982 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5318.93556821 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3224.07534008 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4642.65881598 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4579.79726443 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3521.32706712 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3960.49202746 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6717.60919253 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3980.73229302 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7045.2129041 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5458.93439866 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7135.81776286 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3535.65074742 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6716.41661477 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6989.46292963 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6754.65098352 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4630.73151053 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6326.84646382 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4387.70969459 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3638.64463677 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4493.25424135 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4095.28458048 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7216.23544351 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8410.23456464 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5376.11584659 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6084.12544947 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6548.9194382 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5966.61936286 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4518.32722022 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6460.91169126 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5669.44593892 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4957.48457602 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7059.99901211 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4625.01169771 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7041.18387966 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4235.06204211 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5698.81103093 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4239.40972909 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4607.00575639 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5850.44030351 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4235.18989857 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3014.77150872 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4264.11864335 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5364.40954447 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5561.98750682 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5104.10998174 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4207.52608213 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5101.43341177 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4811.7598212 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7576.9490847 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6601.03685504 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5844.49954653 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3139.96888535 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5088.12774363 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4774.9393619 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3129.53886926 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6546.00686914 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7372.91880296 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7678.52302992 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7865.07390459 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5232.93882551 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5363.27804496 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6550.56740509 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3812.9819049 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5058.54941668 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4141.85371381 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4537.74283025 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3699.2020344 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7370.81190849 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3557.67518941 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4252.33663587 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5876.29379423 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4463.36817189 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7523.88989251 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2998.3983146 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6503.72988096 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5900.09726346 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8437.89280019 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6258.34670668 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4141.60434888 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5137.83906751 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3562.32528127 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3571.81910988 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5636.19909997 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5450.35985857 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4200.42498725 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7038.79128959 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6333.96230278 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5934.88460284 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5486.80310787 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4939.78425233 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4997.60523395 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4227.45150627 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9248.59419847 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4940.59501685 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5315.65191455 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4744.62022505 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6423.96857393 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7109.00771009 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4926.56895971 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5381.79304442 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6879.2288352 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7370.6498685 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5176.93192183 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5303.14889401 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3280.15998323 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6299.97080882 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8357.73195943 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3018.35501444 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7996.02399238 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8741.12079563 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4831.26609213 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8231.65269395 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6390.87610879 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7884.91555491 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9041.28519521 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7429.9928805 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3883.67249718 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7402.75846925 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5246.19445874 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5780.94059028 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6810.56156076 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8366.98292232 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6526.47780714 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5587.7229502 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4271.32383253 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6248.56629878 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3359.10720256 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4785.40484717 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4400.19450797 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $9534.55022802 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4957.27506768 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3499.98453744 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2865.82261693 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4126.87814942 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8956.32338015 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8017.6096623 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5173.0158825 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $8600.05296979 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6327.15806022 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4527.95523712 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6120.95588106 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6550.18630883 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4957.6308457 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5561.51869991 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4208.43816856 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4483.69026205 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4942.53165057 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6904.89277858 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4387.80517095 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4808.94248602 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7698.66736741 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3673.51874894 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5336.36038281 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5873.65154973 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3121.06202915 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6058.84080286 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2636.81821602 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $2808.22052224 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5332.57318668 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4186.82498909 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4301.95695107 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4774.32051218 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6148.99971434 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4133.15201886 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6879.6419954 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $7254.48446156 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3715.89068476 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4200.36282474 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5642.17526934 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4991.36825355 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $4238.12853292 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $6652.8803963 of TCB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $5021.91086776 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Blotter: INSUFFICIENT CAPITAL
requested to transact $3703.37203395 of KJB, with $176.521973369 available 
filled 0 of 100 shares, outstanding 100 shares cancelled
[2014-02-28 18:11] INFO: Performance: Simulated 40 trading days out of 40.
[2014-02-28 18:11] INFO: Performance: first open: 2013-12-31 14:31:00+00:00
[2014-02-28 18:11] INFO: Performance: last close: 2014-02-27 21:00:00+00:00
Out[7]:
<matplotlib.axes.AxesSubplot at 0x10687f0d0>
In [8]: 
positions = bot.perf_tracker.get_portfolio().positions
DataFrame({k:v.__dict__ for k,v in positions.iteritems()})
Out[8]:
(KJB, B14) (KJB, I16) (KJB, K16) (KJB, R16) (KJB, X15) (TCB, B14) (TCB, I16) (TCB, K16) (TCB, R16) (TCB, X15)
amount 88 50 113 39 82 56 58 27 78 72
contract B14 I16 K16 R16 X15 B14 I16 K16 R16 X15
cost_basis 169.1152 159.0502 136.0995 131.3224 141.8134 165.7222 128.8149 197.5859 138.5844 166.1557
last_sale_price 130.441 147.203 142.4328 199.6471 114.4086 113.8215 141.7195 146.8937 136.7716 160.1796
sid KJB KJB KJB KJB KJB TCB TCB TCB TCB TCB

5 rows × 10 columns

Rolling Positions

Since we are dealing with actual futures contracts versus synthetic continous timeseries like lesser systems, a methodology needs to be inplace to ensure that the algorithm doesn't buy underlyings at numerous expirations. Thus the need for a roll method, ultimately this filters data available to the algorithm.

Conceptual Prototype

In [9]: 
from alephnull.roll_method import roll
futdata = FuturesDataFrameSource(source.tz_localize('UTC'))

#Here I define my front month as that with the greatest open interest
my_logic = lambda x: x[x['open_interest'] == x['open_interest'].max()]
class FrontTrader(TradingAlgorithm):

    @roll(my_logic)
    def handle_data(self, data):
        [self.order((sym, data[sym]['contract']), 2) for sym in data.keys()]
        return data

bot = FrontTrader()
stats = bot.run(futdata) 
stats['portfolio_value'].plot()

[2014-02-28 18:12] INFO: Performance: Simulated 40 trading days out of 40.
[2014-02-28 18:12] INFO: Performance: first open: 2013-12-31 14:31:00+00:00
[2014-02-28 18:12] INFO: Performance: last close: 2014-02-27 21:00:00+00:00
Out[9]:
<matplotlib.axes.AxesSubplot at 0x1067bf290>

Issues

  • Roll Return Type

    Currently roll returns a dictionary instead of a BarData object

  • Multiple Front Months

    Behind the scenes roll converts the Bar into a DataFrame and applies a groupby operation using your logic, this allows you to define your front month as to your liking and can be as simple as a lambda function. The problem is that the logic can result in multiple contract returns which results in various issues, A standard methodology needs employed to resolve multiple contract returns.

  • Uses Position Amount to Offset

    When switching to the next contract, the roll method looks at the aggreagate position sizes for each underlying, it then sells off the current holdings and buys into the front month. The problem being that orders dont fill until the next bar, and large orders may fill over several bars. Therefore after rolling, outstanding orders for a prior contract aren't included in the amount directed towards the front month.

  • Outstanding Orders

    As previously mentioned, it is undesireable for outstanding orders to exist after roll associates your strategy with a new front month. Thus on roll over all outstanding orders need to be cancelled.

    • There is also some arithmetic error here as noticed in the position sizes

    In [10]: 
    positions = bot.perf_tracker.get_portfolio().positions
DataFrame({k:v.__dict__ for k,v in positions.iteritems()})
    Out[10]:
    (KJB, B14) (KJB, I16) (KJB, K16) (KJB, R16) (KJB, X15) (TCB, B14) (TCB, I16) (TCB, K16) (TCB, R16) (TCB, X15)
    amount 0 0 0 10 0 0 0 0 0 -6
    contract B14 I16 K16 R16 X15 B14 I16 K16 R16 X15
    cost_basis 0 0 0 153.6665 0 0 0 0 0 160.071
    last_sale_price 130.441 147.203 142.4328 199.6471 114.4086 113.8215 141.7195 146.8937 136.7716 160.1796
    sid KJB KJB KJB KJB KJB TCB TCB TCB TCB TCB

    5 rows × 10 columns

    Handling Spreads

    API

    Eventually I hope add methods to BarData/SIDData To facillitate spread trading, the API would be similar to the following 

    class SpreadTrader(TradingAlgorithm):

    #defines front month to be contract with greatest OI
    @roll(lambda 
    x: x[x['open_interest'] == x['open_interest'].max()])
    def handle_data(self, data):
        for sym in data.keys():
            #no need to iterate through contracts as they
            #have already been filtered by the roll method
            
            #purchases 5 contracts of the front month
            self.order((sym, data[sym].contract), 5)
            
            #takes an opposite position in the contract two
            #expirations out from the front month
            self.order((sym, data[sym].expirations(2)), -5)

    Issues

  • This API has conflicts with the current roll implementation: Because roll determines front month size using the aggregates of the underlying, this position would result in a net zero position. Therefore on roll, both legs would be flattened and no order would be placed in the front month since there is a conditional preventing orders for zero contracts