feature1,feature2,correlation,abs_correlation
order_flow_imbalance,selling_pressure,-0.9998269645883334,0.9998269645883334
X168,X174,0.9640576770119043,0.9640576770119043
X421,X415,0.9606630052541335,0.9606630052541335
volume,sell_qty,0.954279056120866,0.954279056120866
buy_qty,volume,0.9535028298611281,0.9535028298611281
buy_qty,sell_qty,0.81981890498611,0.81981890498611
X333,X345,0.8006784542268871,0.8006784542268871
sell_qty,volume_weighted_sell,0.7767621914712912,0.7767621914712912
volume,volume_weighted_sell,0.7518342326577094,0.7518342326577094
X302,X385,0.7056162438974067,0.7056162438974067
buy_qty,volume_weighted_sell,0.6570841318933999,0.6570841318933999
order_flow_imbalance,buy_sell_ratio,0.6494628804944776,0.6494628804944776
selling_pressure,buy_sell_ratio,-0.6492560587770688,0.6492560587770688
X862,X855,0.6433668714554807,0.6433668714554807
log_volume,volume,0.6278119731769588,0.6278119731769588
buy_qty,log_volume,0.6001313296992913,0.6001313296992913
log_volume,sell_qty,0.5976093469800675,0.5976093469800675
X862,X852,0.5645568338832078,0.5645568338832078
X855,X856,0.5295127715685163,0.5295127715685163
X421,X302,0.5232897762822516,0.5232897762822516
X302,X415,0.4781578612768097,0.4781578612768097
X855,X852,0.4526109966832386,0.4526109966832386
bid_ask_imbalance,ask_qty,-0.43600118087724843,0.43600118087724843
bid_ask_imbalance,bid_qty,0.43476927444845725,0.43476927444845725
X421,X174,0.3786401520375654,0.3786401520375654
X178,X345,-0.3767579250349783,0.3767579250349783
effective_spread_proxy,buy_sell_ratio,0.370634582532172,0.370634582532172
X174,X415,0.3568804304942728,0.3568804304942728
X168,X421,0.34292569574188847,0.34292569574188847
X168,X415,0.34147225175332163,0.34147225175332163
X421,X385,0.34016597030948725,0.34016597030948725
X612,X603,0.33655636782378284,0.33655636782378284
log_volume,X888,-0.3246474773742238,0.3246474773742238
X333,X178,-0.306257429721086,0.306257429721086
X385,X415,0.3062398689017993,0.3062398689017993
X862,X345,-0.2930882845165354,0.2930882845165354
X598,X178,0.29143825095242276,0.29143825095242276
X674,X174,0.2883775747636479,0.2883775747636479
X856,X345,-0.2819667066771051,0.2819667066771051
X855,X385,-0.2788924189185039,0.2788924189185039
X168,X674,0.24664999356452888,0.24664999356452888
X856,X852,0.24553342374557127,0.24553342374557127
X612,X345,-0.24518754724378922,0.24518754724378922
X302,X174,0.24364925352740402,0.24364925352740402
X862,X856,0.2304436199492713,0.2304436199492713
X598,X345,-0.23023721201715125,0.23023721201715125
X612,X178,0.22520761087082952,0.22520761087082952
X855,X302,-0.2240076998573728,0.2240076998573728
X333,X856,-0.2233393881564395,0.2233393881564395
X598,X333,-0.22222130080563124,0.22222130080563124
X168,X302,0.22186727151024124,0.22186727151024124
X385,X174,0.21828438236619077,0.21828438236619077
log_volume,volume_weighted_sell,0.2163191206723741,0.2163191206723741
X302,X852,-0.21203869316951862,0.21203869316951862
X862,X302,-0.20605874174042987,0.20605874174042987
X178,X302,0.20520442009069498,0.20520442009069498
X862,X674,0.20238646345383174,0.20238646345383174
X345,X852,-0.20222304213597525,0.20222304213597525
X862,X385,-0.20092121455094558,0.20092121455094558
X612,X598,0.20081953403640546,0.20081953403640546
X421,X345,-0.1993902897456582,0.1993902897456582
X345,X415,-0.19512823041027486,0.19512823041027486
X178,X385,0.1922850660235683,0.1922850660235683
X168,X385,0.19090905176101838,0.19090905176101838
X598,X852,0.18990077094478003,0.18990077094478003
X855,X345,-0.185791246694014,0.185791246694014
order_flow_imbalance,bid_ask_imbalance,0.18119416623864598,0.18119416623864598
selling_pressure,bid_ask_imbalance,-0.1810036669396185,0.1810036669396185
X612,X852,0.16966056003054641,0.16966056003054641
X385,X852,-0.16932403823734613,0.16932403823734613
X856,X863,0.16865944909606714,0.16865944909606714
X598,X856,0.16288423792148468,0.16288423792148468
X178,X174,0.15909519026211263,0.15909519026211263
X862,X598,0.15877057810657247,0.15877057810657247
X860,X345,-0.15848190049607533,0.15848190049607533
X612,X333,-0.15288801759925943,0.15288801759925943
X674,X852,0.1513968442931661,0.1513968442931661
X333,X415,-0.15131943986026436,0.15131943986026436
X598,X863,0.14838176786853294,0.14838176786853294
X856,X178,0.14559708543333374,0.14559708543333374
effective_spread_proxy,log_volume,-0.1449340638251181,0.1449340638251181
X674,ask_qty,-0.14181067134749364,0.14181067134749364
X598,X855,0.13983190140662638,0.13983190140662638
bid_ask_imbalance,buy_sell_ratio,0.139468657669799,0.139468657669799
X612,X856,0.13857684003569767,0.13857684003569767
X862,X333,-0.13705515998720946,0.13705515998720946
effective_spread_proxy,X888,0.13619279003347062,0.13619279003347062
X862,ask_qty,-0.13587526985639065,0.13587526985639065
X178,X421,0.13489580688652605,0.13489580688652605
volume,X888,-0.13421152034983477,0.13421152034983477
X168,X178,0.13341918055010635,0.13341918055010635
X603,X302,0.13341162898842981,0.13341162898842981
X862,log_volume,0.13333732846867008,0.13333732846867008
X674,bid_qty,-0.13331985736879443,0.13331985736879443
X603,X174,-0.13313800780190674,0.13313800780190674
X860,X863,-0.13170285685596525,0.13170285685596525
X178,X415,0.13059926360702592,0.13059926360702592
X862,bid_qty,-0.13003784920675007,0.13003784920675007
sell_qty,X888,-0.12850233840911754,0.12850233840911754
X862,X178,0.12835914620881092,0.12835914620881092
X333,X421,-0.12827973500027604,0.12827973500027604
buy_qty,X888,-0.1275404443067787,0.1275404443067787
buy_sell_ratio,bid_qty,0.12572775278212853,0.12572775278212853
order_flow_imbalance,buy_qty,0.12509594502577176,0.12509594502577176
selling_pressure,buy_qty,-0.12501793310776857,0.12501793310776857
X862,X612,0.12496549584712702,0.12496549584712702
X178,X603,0.12458862331100108,0.12458862331100108
X862,X860,0.12189600273506095,0.12189600273506095
X333,X852,-0.12021898402087544,0.12021898402087544
X168,X603,-0.11730896052881375,0.11730896052881375
selling_pressure,sell_qty,0.11705574680485507,0.11705574680485507
order_flow_imbalance,sell_qty,-0.11702025050963685,0.11702025050963685
X862,X421,0.11696663202946746,0.11696663202946746
X674,X855,0.11364842857572884,0.11364842857572884
X612,X302,0.11292630960414046,0.11292630960414046
ask_qty,X174,-0.10900609540686673,0.10900609540686673
bid_qty,X174,-0.10740346694779486,0.10740346694779486
ask_qty,log_volume,-0.10687550986723988,0.10687550986723988
log_volume,bid_qty,-0.10590236620976436,0.10590236620976436
X333,X855,-0.10456715665622476,0.10456715665622476
X852,X863,0.1044266654462221,0.1044266654462221
X888,X852,0.10344731694369115,0.10344731694369115
buy_sell_ratio,sell_qty,-0.10314792072423815,0.10314792072423815
X612,X421,0.10193089358645097,0.10193089358645097
X598,X421,0.10095650741935308,0.10095650741935308
X862,X415,0.10038863926985718,0.10038863926985718
X333,X603,-0.09974836953251355,0.09974836953251355
X178,X852,0.09945076348995041,0.09945076348995041
X856,X421,0.09904390926898592,0.09904390926898592
X856,X415,0.09888788502102556,0.09888788502102556
X674,X178,0.09874068865191545,0.09874068865191545
X168,ask_qty,-0.09818956897550998,0.09818956897550998
X168,bid_qty,-0.09676559927517508,0.09676559927517508
X598,X415,0.09547699946070227,0.09547699946070227
X603,X385,0.09355374706669223,0.09355374706669223
effective_spread_proxy,bid_qty,0.0931603675768527,0.0931603675768527
ask_qty,effective_spread_proxy,0.09246571291575541,0.09246571291575541
X421,X863,0.09185837011998729,0.09185837011998729
selling_pressure,ask_qty,0.09032757989918255,0.09032757989918255
order_flow_imbalance,ask_qty,-0.09031497951627886,0.09031497951627886
X855,X178,0.08994494530341675,0.08994494530341675
X174,X852,-0.08929852004530195,0.08929852004530195
order_flow_imbalance,bid_qty,0.08924263335046576,0.08924263335046576
selling_pressure,bid_qty,-0.08914956339669838,0.08914956339669838
X345,X603,-0.08876739047742735,0.08876739047742735
X174,X863,0.08805549251181428,0.08805549251181428
X612,X415,0.08655796699989919,0.08655796699989919
effective_spread_proxy,volume,-0.08511177292442157,0.08511177292442157
X674,X302,-0.08395383273379296,0.08395383273379296
X168,X863,0.0838233499292054,0.0838233499292054
buy_qty,effective_spread_proxy,-0.08253522549467217,0.08253522549467217
X168,X852,-0.0822987322938402,0.0822987322938402
X862,effective_spread_proxy,-0.08142406430871045,0.08142406430871045
X855,ask_qty,-0.08018530355014,0.08018530355014
X863,X415,0.08009160379269435,0.08009160379269435
effective_spread_proxy,sell_qty,-0.07985077614584968,0.07985077614584968
X855,log_volume,0.07939196092308465,0.07939196092308465
X612,X674,0.07931935348602223,0.07931935348602223
ask_qty,X852,-0.07737710501512081,0.07737710501512081
X855,bid_qty,-0.07644270553560388,0.07644270553560388
X674,X603,-0.0745935217046256,0.0745935217046256
X612,X385,0.07411830481735722,0.07411830481735722
X333,X385,-0.07389989355199765,0.07389989355199765
X345,X385,-0.07389838497963258,0.07389838497963258
bid_qty,X852,-0.07329873615404495,0.07329873615404495
buy_qty,X345,-0.07226698026067321,0.07226698026067321
buy_sell_ratio,X888,0.07209710307454532,0.07209710307454532
X385,X863,0.07104618884261817,0.07104618884261817
X598,X603,0.07061502811003709,0.07061502811003709
log_volume,buy_sell_ratio,-0.06996845865645958,0.06996845865645958
X860,X302,-0.06870078699134259,0.06870078699134259
X856,X860,-0.06852716853091123,0.06852716853091123
volume,bid_qty,-0.06591024281397315,0.06591024281397315
X345,volume,-0.06584786472799993,0.06584786472799993
X855,X174,-0.06515732625192941,0.06515732625192941
bid_qty,sell_qty,-0.06491274747299873,0.06491274747299873
X856,log_volume,0.06369828270071533,0.06369828270071533
X598,X385,0.0631643828752119,0.0631643828752119
buy_qty,ask_qty,-0.06272083381572846,0.06272083381572846
ask_qty,volume,-0.06244154558691262,0.06244154558691262
X612,X860,0.06182661415104711,0.06182661415104711
ask_qty,X888,0.06180903136170904,0.06180903136170904
effective_spread_proxy,X174,-0.06174938077074878,0.06174938077074878
X333,X302,-0.06154689599332899,0.06154689599332899
X168,X855,-0.06106447309981888,0.06106447309981888
buy_qty,bid_qty,-0.06081298253070442,0.06081298253070442
X168,effective_spread_proxy,-0.06077039831016596,0.06077039831016596
X598,X674,0.0603426391579037,0.0603426391579037
log_volume,X345,-0.059901118904246244,0.059901118904246244
X598,X860,-0.05965303033231675,0.05965303033231675
X168,X333,-0.059193063454004415,0.059193063454004415
bid_qty,X888,0.05911591155283912,0.05911591155283912
X612,X174,-0.05899959510283756,0.05899959510283756
X860,sell_qty,0.058757472150643815,0.058757472150643815
X674,X888,0.058545093344049684,0.058545093344049684
log_volume,X415,0.05834492941396615,0.05834492941396615
selling_pressure,X863,0.05782531696567128,0.05782531696567128
order_flow_imbalance,X863,-0.057697231201079925,0.057697231201079925
X862,volume,0.05739594374886857,0.05739594374886857
X862,buy_qty,0.05717935409791279,0.05717935409791279
ask_qty,sell_qty,-0.05643006625409947,0.05643006625409947
X178,X863,0.05618346329336848,0.05618346329336848
X612,X168,-0.05480658678882382,0.05480658678882382
X855,X863,0.054044396193206515,0.054044396193206515
X888,X863,0.05401824385622398,0.05401824385622398
X612,X888,-0.05394853525709963,0.05394853525709963
X612,X855,0.05364593751252705,0.05364593751252705
X345,sell_qty,-0.05343398567475489,0.05343398567475489
log_volume,X421,0.05282742657705396,0.05282742657705396
X862,sell_qty,0.05233965904747912,0.05233965904747912
X674,X421,0.051522057027346135,0.051522057027346135
bid_ask_imbalance,X863,0.05113057014618456,0.05113057014618456
X333,buy_qty,-0.050865758167461,0.050865758167461
ask_qty,X421,-0.04987812335499171,0.04987812335499171
X855,X888,0.049499180498121895,0.049499180498121895
X421,X888,-0.04891121963153853,0.04891121963153853
X862,buy_sell_ratio,-0.048712873576788523,0.048712873576788523
X421,bid_qty,-0.048384255465749926,0.048384255465749926
X333,X174,-0.047614094593183075,0.047614094593183075
X855,X860,0.04732980387190962,0.04732980387190962
X855,effective_spread_proxy,-0.047296130639516654,0.047296130639516654
X168,log_volume,0.04655193182335421,0.04655193182335421
X860,X852,0.04646653490479088,0.04646653490479088
X888,X415,-0.04645182347308155,0.04645182347308155
X345,X302,-0.04483142405311038,0.04483142405311038
ask_qty,X415,-0.04424884560483345,0.04424884560483345
X345,X174,-0.04355142959906456,0.04355142959906456
bid_qty,X415,-0.043271861274095345,0.043271861274095345
X856,X888,0.043257317730831905,0.043257317730831905
X168,X345,-0.04306978745704484,0.04306978745704484
X674,X415,0.0427922156359869,0.0427922156359869
X860,X421,0.04224986671113772,0.04224986671113772
log_volume,X385,-0.041904312944543914,0.041904312944543914
buy_qty,X863,-0.040869857402537096,0.040869857402537096
X860,log_volume,0.040050456166226364,0.040050456166226364
ask_qty,X603,0.03908631987213583,0.03908631987213583
X612,bid_qty,-0.03893626058996361,0.03893626058996361
X612,ask_qty,-0.03884107838228504,0.03884107838228504
volume,buy_sell_ratio,-0.03867002816980252,0.03867002816980252
X333,volume,-0.03788581538126262,0.03788581538126262
X603,bid_qty,0.037861974672772865,0.037861974672772865
X860,volume,0.03773711544754136,0.03773711544754136
log_volume,X603,0.03745777476458625,0.03745777476458625
buy_qty,X856,0.03739900982370987,0.03739900982370987
X674,log_volume,-0.036954917197204215,0.036954917197204215
X860,X415,0.03645827473914468,0.03645827473914468
effective_spread_proxy,X421,-0.03596814980644667,0.03596814980644667
X598,X302,0.035691965395245974,0.035691965395245974
X888,X174,-0.03515969031342753,0.03515969031342753
effective_spread_proxy,X415,-0.03505416285794421,0.03505416285794421
log_volume,X863,-0.035031488154044624,0.035031488154044624
X856,volume,0.03499130281616903,0.03499130281616903
X855,X603,-0.034732399259824895,0.034732399259824895
X302,X863,0.03455591953762155,0.03455591953762155
X856,X385,-0.03447322169133405,0.03447322169133405
X674,effective_spread_proxy,-0.03385268545105884,0.03385268545105884
X856,bid_qty,-0.033398844116028045,0.033398844116028045
X603,X888,-0.03307692123138795,0.03307692123138795
X860,X174,0.03283223316168133,0.03283223316168133
X674,X345,-0.03216255357994392,0.03216255357994392
X855,volume,0.03215479276315378,0.03215479276315378
X856,ask_qty,-0.031960766849831596,0.031960766849831596
buy_qty,X855,0.03152576988190227,0.03152576988190227
X888,volume_weighted_sell,-0.03129009159038988,0.03129009159038988
log_volume,X852,-0.031156547421130037,0.031156547421130037
log_volume,X174,0.03086738610470558,0.03086738610470558
buy_sell_ratio,X174,-0.03085781192366414,0.03085781192366414
ask_qty,X860,-0.030340646148891467,0.030340646148891467
X168,buy_sell_ratio,-0.030121158936483122,0.030121158936483122
buy_qty,buy_sell_ratio,0.02992065026743134,0.02992065026743134
X855,sell_qty,0.02982565034087239,0.02982565034087239
X674,X385,-0.029753500179810984,0.029753500179810984
X612,X863,0.029623729169132515,0.029623729169132515
X856,sell_qty,0.02938978857672035,0.02938978857672035
X856,effective_spread_proxy,-0.02889254025332603,0.02889254025332603
X674,volume,-0.02873381822404078,0.02873381822404078
X855,X421,0.028659686159077186,0.028659686159077186
X855,buy_sell_ratio,-0.028466311656197917,0.028466311656197917
ask_qty,X863,-0.028147613964747808,0.028147613964747808
X862,X603,-0.027962998882484096,0.027962998882484096
X168,X888,-0.027698125503018922,0.027698125503018922
liquidity_ratio,log_volume,-0.027626720981850955,0.027626720981850955
X345,bid_qty,0.027605531557909683,0.027605531557909683
X674,buy_qty,-0.02746473606235787,0.02746473606235787
X674,sell_qty,-0.027353669931742763,0.027353669931742763
sell_qty,X415,0.026652289799969434,0.026652289799969434
X598,volume_weighted_sell,-0.026639469903603708,0.026639469903603708
X333,log_volume,-0.026553493855488615,0.026553493855488615
buy_qty,X603,0.026434201630739108,0.026434201630739108
X860,volume_weighted_sell,0.026333728334084056,0.026333728334084056
X302,X888,-0.02594898771275581,0.02594898771275581
bid_ask_imbalance,X860,0.025741991270568722,0.025741991270568722
X856,X174,0.025284270593533234,0.025284270593533234
volume,X415,0.025054773852885476,0.025054773852885476
X855,X415,0.024885892008797175,0.024885892008797175
X603,X863,-0.024802836006383378,0.024802836006383378
X168,X860,0.024646311789639375,0.024646311789639375
selling_pressure,X860,0.02457186496024198,0.02457186496024198
order_flow_imbalance,X860,-0.024498254280129323,0.024498254280129323
ask_qty,X345,0.024245744624884814,0.024245744624884814
volume,X603,0.023991029969923184,0.023991029969923184
X168,X856,0.023729353431203862,0.023729353431203862
X421,X852,-0.023179178504778818,0.023179178504778818
bid_qty,volume_weighted_sell,-0.022648049118139505,0.022648049118139505
X856,buy_sell_ratio,-0.022310407727103264,0.022310407727103264
X862,X863,0.02222647155170821,0.02222647155170821
X598,X888,-0.022178493540855753,0.022178493540855753
buy_sell_ratio,X863,-0.02217064096812721,0.02217064096812721
ask_qty,buy_sell_ratio,-0.021794050877982814,0.021794050877982814
X674,buy_sell_ratio,-0.02168267734100934,0.02168267734100934
X421,X603,0.021648941792122373,0.021648941792122373
X333,sell_qty,-0.021532775998518834,0.021532775998518834
X603,X415,0.02142194418666413,0.02142194418666413
X421,sell_qty,0.02130352009317475,0.02130352009317475
X421,volume,0.021149038058804335,0.021149038058804335
buy_qty,X415,0.021124116350805716,0.021124116350805716
X598,sell_qty,-0.02104687655031149,0.02104687655031149
effective_spread_proxy,volume_weighted_sell,-0.020802222975591176,0.020802222975591176
ask_qty,volume_weighted_sell,-0.020645162551981035,0.020645162551981035
X856,X603,-0.020445370291788126,0.020445370291788126
volume,X863,-0.0203240079200469,0.0203240079200469
sell_qty,X852,-0.020252458494188105,0.020252458494188105
volume,X852,-0.0198820729312738,0.0198820729312738
X603,sell_qty,0.019364579215099716,0.019364579215099716
buy_sell_ratio,X415,-0.01930367570678795,0.01930367570678795
buy_qty,X421,0.01903497672790321,0.01903497672790321
X852,X415,-0.01878719482139944,0.01878719482139944
X421,buy_sell_ratio,-0.018771401000855222,0.018771401000855222
X345,X863,-0.018317532584638606,0.018317532584638606
effective_spread_proxy,X385,0.018198700533354376,0.018198700533354376
selling_pressure,effective_spread_proxy,0.018083224933623427,0.018083224933623427
order_flow_imbalance,effective_spread_proxy,-0.017895459459356142,0.017895459459356142
buy_qty,X852,-0.017667641469616302,0.017667641469616302
buy_sell_ratio,volume_weighted_sell,-0.01714048580983651,0.01714048580983651
X674,X860,0.0170911491893148,0.0170911491893148
X333,X888,-0.016875918433431947,0.016875918433431947
X674,X856,0.01677299246226854,0.01677299246226854
volume,X385,-0.016728078814894017,0.016728078814894017
X385,sell_qty,-0.016711965347189762,0.016711965347189762
selling_pressure,liquidity_ratio,-0.016679181380588066,0.016679181380588066
X168,sell_qty,0.015942600430455273,0.015942600430455273
bid_qty,X863,0.015909023474294907,0.015909023474294907
X345,volume_weighted_sell,-0.0158362776782557,0.0158362776782557
ask_qty,bid_qty,0.015470951061218822,0.015470951061218822
buy_qty,X385,-0.015195381511116147,0.015195381511116147
order_flow_imbalance,X856,-0.01506809884440131,0.01506809884440131
selling_pressure,X856,0.015024981669554795,0.015024981669554795
selling_pressure,volume_weighted_sell,0.01496607631427902,0.01496607631427902
effective_spread_proxy,X345,0.014960586707981664,0.014960586707981664
order_flow_imbalance,volume_weighted_sell,-0.014959419147635522,0.014959419147635522
X168,volume,0.014944100737990872,0.014944100737990872
effective_spread_proxy,X860,-0.01491298554196065,0.01491298554196065
X860,buy_sell_ratio,-0.014577143758054315,0.014577143758054315
X862,X174,0.013905509695429506,0.013905509695429506
X345,X888,-0.013863680009444783,0.013863680009444783
buy_qty,X860,0.013048999042643698,0.013048999042643698
buy_qty,X302,0.013019002219422156,0.013019002219422156
X860,X603,0.012602589782112476,0.012602589782112476
X168,buy_qty,0.012553605187181202,0.012553605187181202
volume_weighted_sell,X852,-0.012369894201438615,0.012369894201438615
X674,X863,0.012263100632305067,0.012263100632305067
X333,bid_qty,0.01201914753788288,0.01201914753788288
effective_spread_proxy,X603,0.011973326746460533,0.011973326746460533
buy_qty,X178,0.011793742943528744,0.011793742943528744
X674,volume_weighted_sell,-0.011760413779228495,0.011760413779228495
X598,log_volume,0.011505452939652121,0.011505452939652121
X598,bid_qty,-0.011427854499015047,0.011427854499015047
X333,X860,0.011399727942423131,0.011399727942423131
X598,volume,-0.011366266915984257,0.011366266915984257
ask_qty,X178,-0.011298449054230952,0.011298449054230952
X178,X860,0.0108298395383925,0.0108298395383925
X598,ask_qty,-0.010572629059222198,0.010572629059222198
X178,effective_spread_proxy,0.010257238663053378,0.010257238663053378
X302,bid_qty,-0.010242235456106516,0.010242235456106516
X862,liquidity_ratio,-0.010199453995343867,0.010199453995343867
effective_spread_proxy,X863,0.010195251449013502,0.010195251449013502
X603,X852,-0.010101884370910096,0.010101884370910096
ask_qty,X302,-0.009920214418190586,0.009920214418190586
buy_qty,bid_ask_imbalance,0.009206311226138892,0.009206311226138892
liquidity_ratio,X302,0.009191185644062681,0.009191185644062681
effective_spread_proxy,liquidity_ratio,-0.009140254748815177,0.009140254748815177
order_flow_imbalance,X598,-0.00908040477825993,0.00908040477825993
buy_sell_ratio,X385,0.009023550404787898,0.009023550404787898
selling_pressure,X598,0.008999492117467854,0.008999492117467854
X862,X888,-0.008833147155397857,0.008833147155397857
X862,volume_weighted_sell,0.008592498057388315,0.008592498057388315
X178,bid_qty,-0.008483601249982719,0.008483601249982719
volume,X302,0.008389943480602288,0.008389943480602288
liquidity_ratio,X345,-0.00828811782345129,0.00828811782345129
X612,buy_sell_ratio,-0.007957734583557398,0.007957734583557398
bid_ask_imbalance,liquidity_ratio,-0.007953891860493204,0.007953891860493204
X612,liquidity_ratio,0.007745102475252325,0.007745102475252325
X598,buy_sell_ratio,-0.007623953751686761,0.007623953751686761
X855,bid_ask_imbalance,0.007302196648691816,0.007302196648691816
buy_sell_ratio,X852,-0.007292127923152613,0.007292127923152613
selling_pressure,X852,0.007291410871979722,0.007291410871979722
order_flow_imbalance,X852,-0.007254130026875787,0.007254130026875787
X862,X168,0.007225369974495739,0.007225369974495739
X674,bid_ask_imbalance,0.007178624924121406,0.007178624924121406
X178,log_volume,-0.007169162872074155,0.007169162872074155
bid_ask_imbalance,X302,-0.007166212243744477,0.007166212243744477
X603,buy_sell_ratio,0.007000574444145749,0.007000574444145749
bid_ask_imbalance,X385,-0.006895472334764674,0.006895472334764674
X862,bid_ask_imbalance,0.006806703268819811,0.006806703268819811
X598,X168,0.006493815477892888,0.006493815477892888
buy_sell_ratio,X302,0.0064629886906651625,0.0064629886906651625
X178,volume_weighted_sell,-0.006447394047459712,0.006447394047459712
X860,X385,-0.0063882199873646585,0.0063882199873646585
X333,bid_ask_imbalance,0.006379124533157776,0.006379124533157776
ask_qty,X385,0.006299204029579912,0.006299204029579912
X333,liquidity_ratio,-0.00622919975449908,0.00622919975449908
X612,volume_weighted_sell,-0.006211011397643908,0.006211011397643908
X333,ask_qty,0.005961376860320093,0.005961376860320093
bid_ask_imbalance,X603,-0.00593015544238998,0.00593015544238998
selling_pressure,X855,0.005791070569503637,0.005791070569503637
order_flow_imbalance,X855,-0.005756430965091568,0.005756430965091568
X612,sell_qty,-0.005543505247734681,0.005543505247734681
X345,buy_sell_ratio,0.005430966356608948,0.005430966356608948
X178,sell_qty,-0.005409791763901282,0.005409791763901282
order_flow_imbalance,X415,-0.005203227488924327,0.005203227488924327
selling_pressure,X415,0.00516247906000673,0.00516247906000673
bid_ask_imbalance,X888,-0.005112813351156767,0.005112813351156767
X612,order_flow_imbalance,-0.005087523176540232,0.005087523176540232
order_flow_imbalance,log_volume,0.004973277156297156,0.004973277156297156
X612,selling_pressure,0.004969445628942904,0.004969445628942904
volume_weighted_sell,X415,0.004822971440454981,0.004822971440454981
X178,liquidity_ratio,0.004806564919546594,0.004806564919546594
X860,X888,-0.004701675300672825,0.004701675300672825
liquidity_ratio,X888,-0.004577001851169225,0.004577001851169225
X612,log_volume,0.004575391316802176,0.004575391316802176
order_flow_imbalance,X603,0.0045481174268203,0.0045481174268203
selling_pressure,X603,-0.0045172222239283095,0.0045172222239283095
bid_ask_imbalance,X852,0.00445680699041339,0.00445680699041339
sell_qty,X174,0.004452825517222569,0.004452825517222569
liquidity_ratio,buy_sell_ratio,-0.004449595550483817,0.004449595550483817
X598,X174,0.004445960448995158,0.004445960448995158
selling_pressure,log_volume,-0.0043953945238484875,0.0043953945238484875
bid_ask_imbalance,sell_qty,-0.004384666543852827,0.004384666543852827
log_volume,X302,0.0042973906176143675,0.0042973906176143675
selling_pressure,X302,-0.0042962399618004,0.0042962399618004
X385,volume_weighted_sell,-0.004254190192423984,0.004254190192423984
order_flow_imbalance,X302,0.00420946949239095,0.00420946949239095
liquidity_ratio,X385,0.0041769509934090855,0.0041769509934090855
bid_ask_imbalance,log_volume,0.003979928239205176,0.003979928239205176
order_flow_imbalance,X333,0.003975941182341515,0.003975941182341515
X603,volume_weighted_sell,0.003879821638020195,0.003879821638020195
X333,effective_spread_proxy,0.0038461053732840745,0.0038461053732840745
X855,volume_weighted_sell,-0.0038413929791107663,0.0038413929791107663
volume,X174,0.0038337054170627183,0.0038337054170627183
X178,X888,-0.003831540658746837,0.003831540658746837
liquidity_ratio,X863,-0.003812940871095759,0.003812940871095759
selling_pressure,X333,-0.0037357818949760465,0.0037357818949760465
order_flow_imbalance,volume,0.003711498733655853,0.003711498733655853
volume_weighted_sell,X863,-0.0036578651027700908,0.0036578651027700908
selling_pressure,volume,-0.0036520929332357396,0.0036520929332357396
liquidity_ratio,bid_qty,-0.0036479028843873977,0.0036479028843873977
order_flow_imbalance,X178,-0.0034966761504495753,0.0034966761504495753
effective_spread_proxy,X852,0.003481853661350564,0.003481853661350564
X385,bid_qty,0.0034369324134333394,0.0034369324134333394
X674,liquidity_ratio,-0.003426520518476394,0.003426520518476394
X174,volume_weighted_sell,-0.0034128619675639622,0.0034128619675639622
X598,bid_ask_imbalance,-0.00337756513386558,0.00337756513386558
selling_pressure,X178,0.0033753793033728546,0.0033753793033728546
liquidity_ratio,X421,0.0033285731310651622,0.0033285731310651622
X178,volume,0.003309206592904218,0.003309206592904218
liquidity_ratio,X852,-0.0032547790992677236,0.0032547790992677236
liquidity_ratio,X860,-0.003229657802580646,0.003229657802580646
X598,effective_spread_proxy,-0.0031672718330686862,0.0031672718330686862
bid_ask_imbalance,X345,0.00312587842916668,0.00312587842916668
X302,sell_qty,0.0030282626983152206,0.0030282626983152206
X855,liquidity_ratio,-0.0029648216880355043,0.0029648216880355043
X333,buy_sell_ratio,0.00295813765387518,0.00295813765387518
order_flow_imbalance,X168,-0.0028785939832297806,0.0028785939832297806
effective_spread_proxy,X302,0.002875464517585112,0.002875464517585112
buy_qty,X174,0.002854492269668238,0.002854492269668238
selling_pressure,X168,0.002832883138808916,0.002832883138808916
X421,volume_weighted_sell,0.0028204535995534764,0.0028204535995534764
liquidity_ratio,volume,-0.0028131414944382537,0.0028131414944382537
liquidity_ratio,X415,0.0026874878712043176,0.0026874878712043176
buy_qty,liquidity_ratio,-0.002684853917912484,0.002684853917912484
liquidity_ratio,sell_qty,-0.0026820270580133663,0.0026820270580133663
bid_ask_imbalance,volume,0.002498076937591479,0.002498076937591479
X856,liquidity_ratio,0.0024791834789155633,0.0024791834789155633
order_flow_imbalance,X421,-0.002477375632702489,0.002477375632702489
selling_pressure,X421,0.0024367494428286403,0.0024367494428286403
X385,X888,0.0023620130102363825,0.0023620130102363825
X612,volume,-0.00235545976829187,0.00235545976829187
order_flow_imbalance,X385,-0.0022640256580554238,0.0022640256580554238
selling_pressure,X385,0.002221511740639911,0.002221511740639911
bid_ask_imbalance,X415,-0.0022120805765464095,0.0022120805765464095
X612,bid_ask_imbalance,-0.0020898832836029426,0.0020898832836029426
X860,bid_qty,-0.001954634498785395,0.001954634498785395
bid_ask_imbalance,X421,-0.0019333943191948946,0.0019333943191948946
sell_qty,X863,0.001920176986572152,0.001920176986572152
X856,bid_ask_imbalance,0.0018889472178557577,0.0018889472178557577
liquidity_ratio,X603,0.0017941753207980733,0.0017941753207980733
order_flow_imbalance,X174,-0.0017872923123115221,0.0017872923123115221
selling_pressure,X174,0.0017625686723847208,0.0017625686723847208
bid_ask_imbalance,X178,-0.0014896148319742562,0.0014896148319742562
bid_ask_imbalance,volume_weighted_sell,0.001480280280963554,0.001480280280963554
order_flow_imbalance,X345,0.001465483408166226,0.001465483408166226
order_flow_imbalance,X888,0.0014336769666786686,0.0014336769666786686
X856,X302,0.0014282287005248002,0.0014282287005248002
selling_pressure,X888,-0.0013381392361614876,0.0013381392361614876
selling_pressure,X345,-0.0012361043588781685,0.0012361043588781685
X612,buy_qty,0.0010770005707372453,0.0010770005707372453
X598,liquidity_ratio,0.0008001197225169243,0.0008001197225169243
ask_qty,liquidity_ratio,-0.0006566364638519638,0.0006566364638519638
X168,volume_weighted_sell,0.0006041288224175274,0.0006041288224175274
X598,buy_qty,-0.0005533015145265073,0.0005533015145265073
liquidity_ratio,volume_weighted_sell,-0.00044433846905143426,0.00044433846905143426
bid_ask_imbalance,X174,-0.0004386342245418559,0.0004386342245418559
X333,X863,0.00042570439368229683,0.00042570439368229683
order_flow_imbalance,X674,0.0003010035497237428,0.0003010035497237428
selling_pressure,X674,-0.0002874417904182295,0.0002874417904182295
X302,volume_weighted_sell,-0.0002499410424590647,0.0002499410424590647
X333,volume_weighted_sell,0.00024747078486734615,0.00024747078486734615
X612,effective_spread_proxy,-0.0002127101154971053,0.0002127101154971053
liquidity_ratio,X174,-0.00014306089086598385,0.00014306089086598385
order_flow_imbalance,liquidity_ratio,0.0001111182151739161,0.0001111182151739161
X856,volume_weighted_sell,-9.200129320317494e-05,9.200129320317494e-05
X862,order_flow_imbalance,8.957211852960507e-05,8.957211852960507e-05
X862,selling_pressure,5.658356522177225e-05,5.658356522177225e-05
X674,X333,-3.853556974589049e-05,3.853556974589049e-05
X168,liquidity_ratio,-3.569481848616056e-05,3.569481848616056e-05
X178,buy_sell_ratio,-2.8487432278652737e-05,2.8487432278652737e-05
bid_ask_imbalance,effective_spread_proxy,1.809515393885331e-05,1.809515393885331e-05
X168,bid_ask_imbalance,-1.1325854107999617e-05,1.1325854107999617e-05