Missing data help?

[nitro]

I was wondering if someone with access to historical data can tell me what the bid and ask for ESZ1 and SPY was at 13:30:25:889 CT on December 15, 2011?

Thanks.

 

[jeb9999]

Here is the time and sales for ESZ11 for the 13:30 minute:

ES,2011-12,12/15/2011,13:30:07,121700.0,3
ES,2011-12,12/15/2011,13:30:10,121700.0,1
ES,2011-12,12/15/2011,13:30:16,121750.0,1
ES,2011-12,12/15/2011,13:30:20,121750.0,1
ES,2011-12,12/15/2011,13:30:34,121725.0,1
ES,2011-12,12/15/2011,13:30:37,121750.0,8
ES,2011-12,12/15/2011,13:30:37,121750.0,7
ES,2011-12,12/15/2011,13:30:37,121750.0,10
ES,2011-12,12/15/2011,13:30:39,121725.0,3
ES,2011-12,12/15/2011,13:30:49,121750.0,3
ES,2011-12,12/15/2011,13:30:49,121750.0,1
ES,2011-12,12/15/2011,13:30:49,121750.0,1
ES,2011-12,12/15/2011,13:30:51,121750.0,6
ES,2011-12,12/15/2011,13:30:52,121725.0,1
ES,2011-12,12/15/2011,13:30:54,121725.0,1

I would say 1217.25/1217.50

I don't have SPY data.

 

[nitro]

Thank you! Now maybe someone with SPY data

 

[nitro]

Quote from nitro:

Thank you! Now maybe someone with SPY data

122.50 x 122.51

 

[nitro]

Quote from nitro:

122.50 x 122.51

Incorrect. The correct values are 122.29 x 122.30.

I didn't take into account that my CFTC data is timestamped CT and the SEC data is timestamped ET.