Delete Imbalance_Bars
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- Imbalance_Bars/BTCUSDT-2020-01-imbalance_bars.csv +0 -36
- Imbalance_Bars/BTCUSDT-2020-02-imbalance_bars.csv +0 -58
- Imbalance_Bars/BTCUSDT-2020-03-imbalance_bars.csv +0 -69
- Imbalance_Bars/BTCUSDT-2020-04-imbalance_bars.csv +0 -61
- Imbalance_Bars/BTCUSDT-2020-05-imbalance_bars.csv +0 -41
- Imbalance_Bars/BTCUSDT-2020-06-imbalance_bars.csv +0 -70
- Imbalance_Bars/BTCUSDT-2020-07-imbalance_bars.csv +0 -73
- Imbalance_Bars/BTCUSDT-2020-08-imbalance_bars.csv +0 -83
- Imbalance_Bars/BTCUSDT-2020-09-imbalance_bars.csv +0 -94
- Imbalance_Bars/BTCUSDT-2020-10-imbalance_bars.csv +0 -75
- Imbalance_Bars/BTCUSDT-2020-11-imbalance_bars.csv +0 -74
- Imbalance_Bars/BTCUSDT-2020-12-imbalance_bars.csv +0 -36
- Imbalance_Bars/BTCUSDT-2021-01-imbalance_bars.csv +0 -26
- Imbalance_Bars/BTCUSDT-2021-02-imbalance_bars.csv +0 -26
- Imbalance_Bars/BTCUSDT-2021-03-imbalance_bars.csv +0 -30
- Imbalance_Bars/BTCUSDT-2021-04-imbalance_bars.csv +0 -33
- Imbalance_Bars/BTCUSDT-2021-05-imbalance_bars.csv +0 -24
- Imbalance_Bars/BTCUSDT-2021-06-imbalance_bars.csv +0 -19
- Imbalance_Bars/BTCUSDT-2021-07-imbalance_bars.csv +0 -22
- Imbalance_Bars/BTCUSDT-2021-08-imbalance_bars.csv +0 -19
- Imbalance_Bars/BTCUSDT-2021-09-imbalance_bars.csv +0 -24
- Imbalance_Bars/BTCUSDT-2021-10-imbalance_bars.csv +0 -34
- Imbalance_Bars/BTCUSDT-2021-11-imbalance_bars.csv +0 -47
- Imbalance_Bars/BTCUSDT-2021-12-imbalance_bars.csv +0 -29
- Imbalance_Bars/BTCUSDT-2022-01-imbalance_bars.csv +0 -35
- Imbalance_Bars/BTCUSDT-2022-02-imbalance_bars.csv +0 -46
- Imbalance_Bars/BTCUSDT-2022-03-imbalance_bars.csv +0 -30
- Imbalance_Bars/BTCUSDT-2022-04-imbalance_bars.csv +0 -36
- Imbalance_Bars/BTCUSDT-2022-05-imbalance_bars.csv +0 -29
- Imbalance_Bars/BTCUSDT-2022-06-imbalance_bars.csv +0 -30
- Imbalance_Bars/BTCUSDT-2022-07-imbalance_bars.csv +0 -29
- Imbalance_Bars/BTCUSDT-2022-08-imbalance_bars.csv +0 -37
- Imbalance_Bars/BTCUSDT-2022-09-imbalance_bars.csv +0 -35
- Imbalance_Bars/BTCUSDT-2022-10-imbalance_bars.csv +0 -45
- Imbalance_Bars/BTCUSDT-2022-11-imbalance_bars.csv +0 -37
- Imbalance_Bars/BTCUSDT-2022-12-imbalance_bars.csv +0 -56
- Imbalance_Bars/BTCUSDT-2023-01-imbalance_bars.csv +0 -40
- Imbalance_Bars/BTCUSDT-2023-02-imbalance_bars.csv +0 -44
- Imbalance_Bars/BTCUSDT-2023-03-imbalance_bars.csv +0 -36
- Imbalance_Bars/BTCUSDT-2023-04-imbalance_bars.csv +0 -46
- Imbalance_Bars/BTCUSDT-2023-05-imbalance_bars.csv +0 -43
- Imbalance_Bars/BTCUSDT-2023-06-imbalance_bars.csv +0 -43
- Imbalance_Bars/BTCUSDT-2023-07-imbalance_bars.csv +0 -58
- Imbalance_Bars/BTCUSDT-2023-08-imbalance_bars.csv +0 -66
- Imbalance_Bars/BTCUSDT-2023-09-imbalance_bars.csv +0 -56
- Imbalance_Bars/BTCUSDT-2023-10-imbalance_bars.csv +0 -43
- Imbalance_Bars/BTCUSDT-2023-11-imbalance_bars.csv +0 -49
- Imbalance_Bars/BTCUSDT-2023-12-imbalance_bars.csv +0 -43
- Imbalance_Bars/BTCUSDT-2024-01-imbalance_bars.csv +0 -37
- Imbalance_Bars/BTCUSDT-2024-02-imbalance_bars.csv +0 -37
Imbalance_Bars/BTCUSDT-2020-01-imbalance_bars.csv
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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2020-01-01 00:00:01.481,7189.43,7260.43,7030.0,7030.0,125880.89500000002,173282,-3469.5009999995464
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2020-01-02 16:47:30.093,7033.0,7260.0,6863.44,7260.0,86732.83,108309,3460.5679999999957
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2020-01-03 04:43:50.980,7260.17,7407.28,7148.14,7400.0,126845.89799999999,184313,3449.4840000000127
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2020-01-03 17:01:59.052,7398.52,7489.0,7255.84,7488.01,168561.81699999998,240005,3446.190999999797
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2020-01-05 04:02:17.035,7488.13,7495.0,7362.71,7366.7,66769.591,93564,-3444.9509999999814
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2020-01-05 21:32:58.036,7366.69,7921.19,7303.0,7921.19,195667.718,268306,3448.512000000003
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2020-01-07 00:16:53.149,7921.44,8468.42,7733.0,8250.0,441695.69299999997,608563,-3470.091000000069
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2020-01-08 14:11:09.076,8249.83,8366.02,7978.04,7978.04,100997.66399999999,147534,-3445.50200000015
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2020-01-08 19:47:47.525,7978.0,8129.0,7862.0,7873.04,111291.93,159236,-3447.250000000032
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2020-01-09 09:59:33.867,7873.0,8006.83,7718.05,7721.82,162908.465,240070,-3446.1410000001556
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2020-01-10 08:08:44.974,7722.2,7954.77,7670.0,7944.85,77192.932,125431,3445.8640000006726
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2020-01-10 14:38:52.923,7945.0,8190.0,7912.95,8190.0,134741.493,213824,3477.1070000000104
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2020-01-10 23:50:25.939,8190.1,8292.19,7956.28,8088.42,239353.093,398077,-3445.837000000756
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2020-01-12 17:06:07.398,8088.35,8349.35,8053.78,8344.15,131121.431,228898,3446.3329999998987
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2020-01-14 01:04:35.032,8344.16,8509.74,8327.16,8509.74,42589.829,64756,3446.206999999968
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2020-01-14 04:01:19.085,8503.33,8918.5,8467.74,8600.91,282288.055,487566,-3449.4790000001512
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2020-01-15 04:26:09.360,8600.76,8921.2,8570.52,8738.8,362865.89,471915,-3446.7139999996816
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2020-01-17 02:02:46.196,8738.55,8927.67,8721.08,8917.63,33527.928,46624,3446.367999999864
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2020-01-17 06:00:48.069,8921.17,9039.0,8785.0,8876.32,161868.08400000003,229427,-3446.1480000000865
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2020-01-18 00:01:15.057,8876.07,9159.86,8816.0,9156.0,142872.202,196634,3446.8520000000767
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2020-01-19 01:37:57.451,9157.0,9205.3,8949.8,8949.8,59749.846,75015,-3448.911999999985
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2020-01-19 11:01:06.093,8949.8,8950.0,8551.0,8551.0,14242.837,16704,-3452.1530000000294
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2020-01-19 11:03:46.089,8554.02,8760.93,8445.91,8466.36,101895.602,152765,-3446.3139999998725
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2020-01-19 22:16:29.082,8466.32,8740.0,8440.91,8603.39,75541.031,112536,-3446.1789999999482
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2020-01-20 12:21:40.871,8603.18,8750.37,8475.0,8475.0,130297.415,177922,-3448.6649999999913
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2020-01-21 19:41:43.085,8474.1,8790.1,8448.6,8761.36,62660.982,88400,3446.1899999997895
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2020-01-22 06:57:06.502,8761.37,8820.0,8590.0,8590.0,52183.459,71828,-3454.6910000001144
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2020-01-22 16:36:48.105,8589.86,8720.59,8452.67,8468.88,88596.26999999999,127851,-3446.3600000000715
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2020-01-23 09:47:18.375,8468.88,8657.82,8247.0,8657.82,462713.802,651372,3447.273999999704
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2020-01-27 00:01:01.177,8658.0,8886.83,8565.0,8886.83,121636.303,176548,3446.7409999996426
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2020-01-27 18:59:49.954,8885.95,9121.55,8862.0,9121.55,63616.266,100219,3448.482000000015
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2020-01-28 01:02:16.118,9120.32,9207.81,8952.41,8989.83,131342.403,159351,-3447.1230000001065
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2020-01-28 15:02:02.921,8991.0,9450.0,8905.0,9394.14,117480.728,152839,3446.633999999986
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2020-01-29 01:06:41.270,9394.17,9449.0,9266.0,9285.48,74123.089,98660,-3451.7350000000206
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2020-01-29 11:20:19.717,9285.46,9599.0,9210.42,9310.0,332168.376,480186,-3476.297999999667
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Imbalance_Bars/BTCUSDT-2020-02-imbalance_bars.csv
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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2020-02-01 00:00:00.613,9364.5,9477.76,9246.0,9246.0,131100.199,198298,-3055.6089999994965
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2020-02-02 04:07:56.566,9245.87,9445.62,9160.01,9445.62,47774.65,67264,3054.626000000014
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2020-02-02 10:11:52.984,9445.66,9489.92,9325.0,9330.65,78774.084,105603,-3054.664000000019
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2020-02-03 00:01:31.351,9330.0,9556.0,9290.0,9541.0,15736.036000000002,23089,3084.0999999999995
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2020-02-03 01:31:29.909,9539.07,9647.61,9310.87,9352.89,63962.61400000001,92806,-3055.2299999999914
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2020-02-03 09:57:00.101,9352.85,9400.13,9201.0,9201.0,132701.367,173877,-3069.442999999961
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2020-02-04 09:25:33.787,9200.97,9399.0,9105.0,9399.0,152247.077,215304,3095.399000000089
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2020-02-05 10:48:07.106,9399.02,9552.95,9370.0,9552.95,63666.989,72595,3058.123000000008
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2020-02-05 16:12:10.684,9553.0,9755.0,9526.65,9753.44,33522.368,40561,3063.442000000005
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2020-02-05 18:22:26.868,9753.43,9799.08,9550.0,9652.08,117622.103,155035,-3057.2330000000447
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2020-02-06 08:59:01.814,9652.0,9805.0,9629.09,9805.0,29913.267,41677,3059.184999999989
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2020-02-06 12:49:20.081,9802.53,9884.0,9651.0,9700.0,102642.491,138856,-3116.931000000054
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2020-02-06 22:58:28.967,9699.56,9900.0,9662.0,9747.23,89747.976,124450,-3059.4420000000446
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2020-02-07 12:44:19.069,9747.12,9982.26,9680.55,9980.02,189470.653,253446,3058.3429999999194
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2020-02-09 02:37:11.151,9979.98,10092.27,9960.19,10091.65,17946.322,25150,3059.2720000000163
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2020-02-09 04:01:42.186,10092.27,10184.34,10026.0,10081.78,96899.096,130561,-3057.923999999989
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2020-02-09 20:00:42.709,10081.53,10213.56,9950.0,9950.0,60139.659,69472,-3165.7950000000233
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2020-02-10 05:58:09.225,9955.0,10034.56,9750.0,9878.32,54333.420999999995,68923,-3059.9550000000386
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2020-02-10 09:10:46.763,9878.27,10022.38,9729.36,10022.0,181609.78999999998,251894,3060.2600000000716
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2020-02-11 15:29:44.137,10022.15,10248.14,10004.49,10248.14,26445.869,40145,3073.9049999999565
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2020-02-11 16:01:23.384,10248.28,10409.96,10201.75,10290.62,70248.66399999999,118657,3061.8459999999986
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2020-02-12 00:09:41.521,10290.62,10512.55,10200.0,10200.0,214289.47,326801,-3067.4779999999423
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2020-02-13 08:13:26.369,10200.52,10280.74,10103.84,10110.0,46163.638999999996,68005,-3073.4750000000377
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2020-02-13 11:46:03.211,10110.0,10535.0,10101.0,10535.0,28728.203,49660,3067.4130000000455
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2020-02-13 13:48:55.289,10535.44,10540.0,10132.0,10223.56,47975.062999999995,83673,-3062.560999999992
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2020-02-13 16:42:49.643,10223.01,10299.0,10150.0,10150.0,66757.572,101413,-3061.547999999999
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2020-02-14 07:21:04.692,10152.0,10350.0,10123.37,10350.0,48366.187000000005,69033,3093.2110000000025
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2020-02-14 14:31:56.204,10350.1,10390.0,10178.0,10178.0,109738.558,161757,-3062.256000000027
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2020-02-15 15:46:12.082,10177.92,10207.41,9990.16,9990.16,9407.46,12349,-3065.6420000000003
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2020-02-15 15:53:06.180,9990.96,10100.0,9752.3,9945.12,34266.571,51764,-3061.841000000008
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2020-02-15 16:30:37.058,9944.99,10060.45,9750.0,9750.0,133130.329,222155,-3101.6389999999888
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2020-02-16 16:40:34.528,9751.0,10004.38,9626.64,9669.0,126005.804,203003,-3062.8659999999672
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2020-02-17 11:16:06.343,9668.89,9717.38,9487.2,9487.2,40974.543,69152,-3077.146999999994
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2020-02-17 14:11:39.148,9488.0,10188.0,9461.89,10188.0,210557.015,373673,3075.9010000000376
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2020-02-18 21:02:10.068,10188.26,10270.0,10028.91,10028.91,65428.51599999999,109404,-3064.097999999993
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2020-02-19 08:05:30.625,10028.67,10286.0,10000.0,10000.0,75567.617,149620,-3188.987000000021
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2020-02-19 21:33:12.886,10001.01,10033.0,9740.0,9740.0,13002.136999999999,21587,-3065.7790000000027
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2020-02-19 21:46:54.362,9748.67,9757.49,9333.98,9333.98,12755.89,14199,-3072.2399999999952
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2020-02-19 21:49:08.222,9333.61,9797.0,9293.07,9610.55,54751.827000000005,100581,-3065.859000000044
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2020-02-20 00:24:01.232,9608.8,9654.64,9466.0,9466.0,78969.84899999999,130315,-3071.2170000000506
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2020-02-20 16:38:01.361,9474.11,9759.59,9382.59,9600.0,173977.913,298845,-3070.8390000000672
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2020-02-22 05:46:01.460,9600.3,9805.0,9565.0,9804.45,52165.162000000004,94241,3068.8460000000446
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2020-02-23 03:54:54.191,9802.18,10018.9,9560.0,9745.91,117754.118,196034,-3066.737999999942
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2020-02-24 02:41:00.082,9745.86,9848.2,9668.0,9720.0,65088.090000000004,107216,-3066.1080000000356
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2020-02-24 15:01:08.579,9720.01,9785.0,9500.0,9500.0,34535.664,55828,-3115.4039999999895
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2020-02-24 18:13:06.413,9499.9,9686.78,9403.18,9403.18,102907.78700000001,162515,-3076.075000000018
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2020-02-25 14:21:11.175,9405.57,9490.97,9306.49,9307.52,42264.654,69385,-3069.14999999999
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2020-02-25 16:55:52.930,9307.51,9434.65,9235.01,9235.15,62706.425,93703,-3067.5690000000304
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2020-02-26 01:25:11.062,9235.01,9268.04,9117.71,9146.11,49572.087,73219,-3068.642999999893
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2020-02-26 07:58:02.022,9146.08,9241.73,9032.0,9032.0,34241.179000000004,48368,-3071.4090000000015
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2020-02-26 12:06:35.169,9038.0,9300.0,9001.0,9001.0,47888.0,81221,-3068.86200000001
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2020-02-26 14:23:46.807,9000.99,9093.53,8867.44,8867.46,34519.948000000004,58312,-3070.2080000000124
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2020-02-26 16:17:42.908,8870.24,8927.53,8720.0,8720.0,15928.802,26872,-3075.922000000003
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2020-02-26 16:45:09.001,8720.01,8978.0,8533.9,8658.75,325600.13399999996,536841,-3068.043999999944
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2020-02-28 09:40:57.202,8658.05,8667.26,8506.98,8506.98,34785.084,56067,-3072.444000000007
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2020-02-28 12:10:58.889,8506.99,8770.0,8450.0,8770.0,101332.783,186840,3072.1650000000504
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2020-02-28 22:40:44.125,8770.01,8809.05,8580.0,8602.45,107615.592,168002,-3067.713999999974
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Imbalance_Bars/BTCUSDT-2020-03-imbalance_bars.csv
DELETED
|
@@ -1,69 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-03-01 00:00:01.163,8532.5,8618.47,8526.0,8555.21,7239.719,11195,-7239.719000000047
|
| 3 |
-
2020-03-01 00:55:07.487,8555.21,8643.39,8520.06,8643.03,7239.817,11001,-7239.817000000065
|
| 4 |
-
2020-03-01 01:55:39.208,8642.83,8679.0,8624.21,8654.03,7242.48,10258,-7242.480000000062
|
| 5 |
-
2020-03-01 03:14:24.291,8654.29,8673.37,8567.43,8589.81,7240.316999999999,9415,-7240.317000000081
|
| 6 |
-
2020-03-01 04:33:34.639,8589.94,8606.42,8546.0,8584.61,7240.134999999999,9757,-7240.134999999971
|
| 7 |
-
2020-03-01 06:28:56.913,8583.88,8583.88,8525.0,8547.83,7241.269,10987,-7241.269000000046
|
| 8 |
-
2020-03-01 08:05:29.314,8546.69,8602.37,8530.0,8577.76,7240.004,10400,-7240.003999999972
|
| 9 |
-
2020-03-01 09:16:29.959,8577.76,8599.0,8544.9,8569.61,7242.537,12432,-7242.537000000356
|
| 10 |
-
2020-03-01 11:08:31.642,8569.56,8670.0,8560.0,8670.0,7246.124,11143,-7246.124000000035
|
| 11 |
-
2020-03-01 12:00:30.781,8670.0,8762.24,8669.65,8718.75,7240.35,10471,-7240.35000000007
|
| 12 |
-
2020-03-01 12:08:49.292,8718.75,8738.76,8654.88,8669.65,7240.246,11882,-7240.24600000008
|
| 13 |
-
2020-03-01 12:41:34.040,8669.85,8670.58,8567.08,8592.47,7241.073,10487,-7241.073000000038
|
| 14 |
-
2020-03-01 13:00:47.019,8592.47,9204.0,8409.0,9040.0,861634.6299999999,1253513,-7240.374000000337
|
| 15 |
-
2020-03-07 16:57:18.947,9040.01,9051.22,8702.0,8703.02,99952.725,145585,-7241.100999999673
|
| 16 |
-
2020-03-08 10:13:42.888,8704.0,8760.0,8440.0,8440.0,54975.424,75415,-7247.895999999965
|
| 17 |
-
2020-03-08 15:33:54.175,8441.0,8447.61,8093.0,8093.0,123971.456,180271,-7244.53800000006
|
| 18 |
-
2020-03-08 23:43:26.032,8092.98,8182.31,7672.85,7777.77,168884.11800000002,239191,-7242.245999999677
|
| 19 |
-
2020-03-09 11:13:37.782,7777.91,8156.31,7577.0,7579.44,688145.8500000001,997314,-7244.603999999692
|
| 20 |
-
2020-03-12 02:16:06.704,7580.81,7763.81,7150.0,7150.0,164104.671,244949,-7252.986999999736
|
| 21 |
-
2020-03-12 10:30:37.882,7149.63,7173.0,6779.0,6840.0,31318.760000000002,32141,-7241.254000000001
|
| 22 |
-
2020-03-12 10:37:46.338,6840.05,6980.0,5312.85,5521.12,55500.367,50220,-7247.665000000048
|
| 23 |
-
2020-03-12 10:48:10.665,5523.83,6698.0,4347.0,4503.64,572726.783,978654,-7240.946999999721
|
| 24 |
-
2020-03-13 01:23:46.749,4503.63,5646.48,3621.81,5165.0,359421.28,731382,-7263.24599999968
|
| 25 |
-
2020-03-13 08:36:46.441,5164.97,5971.0,4739.22,5552.0,552051.538,1229713,7244.412000002372
|
| 26 |
-
2020-03-14 03:05:17.811,5551.46,5638.42,5040.0,5286.0,502642.86399999994,918602,7246.2520000000295
|
| 27 |
-
2020-03-15 21:06:15.133,5286.48,5954.47,5175.0,5280.58,149411.536,286611,7241.5200000005825
|
| 28 |
-
2020-03-16 01:21:17.071,5280.77,5361.26,4413.62,4554.51,243703.523,449201,7241.581000000784
|
| 29 |
-
2020-03-16 12:03:00.529,4553.87,5200.0,4481.0,5140.0,368464.04799999995,726604,7264.35000000049
|
| 30 |
-
2020-03-17 01:09:23.111,5134.56,5416.08,5077.1,5254.46,92314.378,195455,7242.036000000983
|
| 31 |
-
2020-03-17 06:27:18.059,5254.14,5440.0,5166.66,5255.53,96973.837,199931,7242.02699999979
|
| 32 |
-
2020-03-17 12:32:36.255,5255.52,5348.75,5054.62,5329.03,91004.31,172495,7241.930000000137
|
| 33 |
-
2020-03-17 15:52:14.295,5329.36,5485.0,5281.0,5355.69,87045.84700000001,165109,7241.951000001252
|
| 34 |
-
2020-03-17 20:21:07.740,5355.67,5529.98,5261.65,5365.81,75215.136,167510,7243.5780000008535
|
| 35 |
-
2020-03-18 02:55:48.268,5366.31,5435.0,4982.75,5339.0,183992.122,316776,7243.616000000114
|
| 36 |
-
2020-03-18 13:53:30.078,5339.54,5390.0,5133.0,5332.89,139243.4,258615,7242.354000000512
|
| 37 |
-
2020-03-18 20:02:53.957,5333.34,5448.07,5250.01,5354.0,75260.56099999999,155111,7244.189000001256
|
| 38 |
-
2020-03-19 02:15:02.418,5353.56,5555.0,5246.5,5555.0,77260.78099999999,132451,7248.511000000269
|
| 39 |
-
2020-03-19 09:27:41.264,5552.47,5810.0,5454.0,5809.84,81848.48000000001,136997,7242.2080000001915
|
| 40 |
-
2020-03-19 12:43:28.333,5810.0,6088.0,5706.38,6074.0,116265.484,189994,7251.943999999965
|
| 41 |
-
2020-03-19 16:22:57.300,6075.46,6358.0,6032.0,6317.45,164965.015,297911,7243.401000000656
|
| 42 |
-
2020-03-19 22:33:24.501,6317.45,6515.99,6055.0,6502.29,133088.01799999998,253455,7253.626000000027
|
| 43 |
-
2020-03-20 08:14:53.174,6494.84,6850.0,6485.16,6850.0,83669.718,128351,7294.8760000000975
|
| 44 |
-
2020-03-20 10:31:05.182,6850.09,6911.0,5650.0,6218.55,448140.491,807013,7260.972999999947
|
| 45 |
-
2020-03-21 03:40:12.015,6218.67,6320.0,5887.0,6011.04,105512.92199999999,214664,7243.980000001413
|
| 46 |
-
2020-03-21 10:42:10.409,6010.94,6269.7,5854.01,6198.0,81065.26599999999,159456,7246.946000001006
|
| 47 |
-
2020-03-21 15:00:43.226,6198.41,6393.83,6035.0,6393.83,89703.14799999999,188167,7244.018000000675
|
| 48 |
-
2020-03-21 21:03:09.152,6393.84,6457.17,6073.02,6341.01,126412.53,301940,7244.1900000019195
|
| 49 |
-
2020-03-22 06:48:16.772,6341.05,6341.21,5900.0,6055.0,143027.868,305833,7248.539999999308
|
| 50 |
-
2020-03-22 15:01:18.888,6055.71,6134.87,5760.0,5963.85,119738.091,269926,7244.324999998895
|
| 51 |
-
2020-03-22 21:24:12.594,5959.91,6145.92,5670.0,5897.0,128421.25,281282,7244.122000001001
|
| 52 |
-
2020-03-23 05:24:37.608,5895.47,5968.15,5726.79,5954.95,94773.04999999999,183981,7244.23600000048
|
| 53 |
-
2020-03-23 12:10:32.894,5955.0,6619.9,5952.22,6310.48,250175.411,458796,7250.437000001393
|
| 54 |
-
2020-03-23 20:02:14.827,6310.26,6630.33,6290.61,6625.62,84501.92199999999,173641,7252.386000000205
|
| 55 |
-
2020-03-24 00:24:56.961,6625.61,6689.51,6369.0,6601.0,105794.692,208940,7245.892000000204
|
| 56 |
-
2020-03-24 07:07:32.490,6601.45,6840.0,6520.0,6668.0,94328.333,181997,-7246.932999999944
|
| 57 |
-
2020-03-24 11:18:08.752,6667.92,6774.0,6500.68,6597.76,86757.296,167332,-7244.500000000129
|
| 58 |
-
2020-03-24 15:04:30.776,6597.33,6790.75,6456.78,6774.82,130780.816,275405,7246.422000000433
|
| 59 |
-
2020-03-24 23:32:44.599,6774.41,6783.55,6522.34,6689.5,89023.061,197616,7244.913000000589
|
| 60 |
-
2020-03-25 06:49:20.588,6689.52,6960.71,6436.26,6629.58,219037.32,423912,7249.197999999846
|
| 61 |
-
2020-03-25 15:39:17.821,6629.59,6764.9,6550.0,6760.94,105745.436,236367,7244.650000000358
|
| 62 |
-
2020-03-26 00:19:13.597,6761.13,6777.5,6500.0,6714.52,233335.076,524437,7250.710000000396
|
| 63 |
-
2020-03-26 20:14:06.536,6714.0,6840.0,6060.0,6246.0,437548.181,991210,7246.636999997226
|
| 64 |
-
2020-03-28 08:41:15.353,6245.99,6317.34,6004.0,6253.9,162831.402,394860,7250.077999998376
|
| 65 |
-
2020-03-28 20:22:19.331,6253.99,6290.0,6060.0,6149.0,150805.63799999998,356567,7247.3619999973025
|
| 66 |
-
2020-03-29 12:44:34.553,6149.01,6163.0,5850.0,6058.0,193303.18300000002,417839,7246.226999999153
|
| 67 |
-
2020-03-30 05:00:48.018,6058.01,6330.0,6058.01,6290.05,107305.886,249530,7245.181999998815
|
| 68 |
-
2020-03-30 11:08:34.834,6290.08,6449.97,6260.0,6395.0,131731.467,286695,7255.021000002459
|
| 69 |
-
2020-03-30 19:21:08.610,6395.0,6600.0,6342.0,6600.0,66113.466,135377,7274.203999999768
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Imbalance_Bars/BTCUSDT-2020-04-imbalance_bars.csv
DELETED
|
@@ -1,61 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-04-01 00:00:00.069,6407.1,6422.82,6140.0,6245.0,263656.105,614746,6925.393000000712
|
| 3 |
-
2020-04-01 20:24:53.039,6244.99,6466.0,6244.2,6465.56,55771.266,116020,6926.0500000000075
|
| 4 |
-
2020-04-01 22:22:57.554,6459.18,6640.6,6442.89,6638.05,48976.008,86694,6926.374000000064
|
| 5 |
-
2020-04-01 23:31:29.694,6630.85,6750.0,6542.73,6679.95,142575.135,301064,6929.091000000788
|
| 6 |
-
2020-04-02 10:12:23.414,6679.98,6850.0,6602.84,6850.0,133237.41499999998,263604,6932.5389999995205
|
| 7 |
-
2020-04-02 16:02:01.782,6849.63,7011.18,6815.62,7011.18,46578.985,81662,6925.400999999999
|
| 8 |
-
2020-04-02 17:02:57.491,7011.64,7290.0,6640.05,6948.0,310978.47799999994,600688,6965.470000000003
|
| 9 |
-
2020-04-03 07:41:19.106,6948.0,7049.11,6600.0,6786.9,340852.195,698712,6927.077000002294
|
| 10 |
-
2020-04-04 01:05:33.814,6786.91,6875.51,6660.0,6875.51,85038.799,201060,6941.408999999335
|
| 11 |
-
2020-04-04 10:30:37.701,6875.51,6899.7,6629.99,6884.09,145175.454,314011,6926.889999999496
|
| 12 |
-
2020-04-04 20:30:24.378,6884.2,7020.0,6728.07,6795.0,195262.914,460601,6950.668000001654
|
| 13 |
-
2020-04-05 13:36:07.660,6795.01,6853.15,6668.02,6834.59,131400.666,270436,6927.21200000075
|
| 14 |
-
2020-04-06 00:21:48.392,6834.96,6978.41,6790.0,6973.44,79982.018,170238,6927.163999999706
|
| 15 |
-
2020-04-06 05:53:43.828,6973.45,7100.0,6954.14,7090.0,87480.463,172706,6994.4649999997955
|
| 16 |
-
2020-04-06 09:16:50.546,7090.13,7197.0,7026.77,7197.0,168609.588,361097,6957.747999997943
|
| 17 |
-
2020-04-06 17:40:47.361,7196.2,7346.75,7150.08,7343.86,115354.08099999999,215325,6933.379000000578
|
| 18 |
-
2020-04-06 23:57:36.215,7344.31,7457.0,7221.5,7453.71,213587.893,395994,6935.326999999906
|
| 19 |
-
2020-04-07 12:25:51.446,7453.32,7453.32,7152.49,7152.49,138518.064,267820,-6931.1880000008105
|
| 20 |
-
2020-04-07 20:05:25.057,7152.45,7385.52,7070.43,7368.43,143385.646,277146,6929.448000000224
|
| 21 |
-
2020-04-08 05:39:15.252,7368.97,7417.83,6988.0,6988.0,637749.0859999999,1344052,-6929.674000003004
|
| 22 |
-
2020-04-10 05:01:24.228,6987.98,7041.58,6830.0,6830.0,172498.488,401570,-6949.784000001416
|
| 23 |
-
2020-04-10 13:38:45.481,6832.69,6946.96,6741.0,6851.56,321316.387,702386,6929.651000000114
|
| 24 |
-
2020-04-11 16:04:57.512,6851.6,6898.0,6757.29,6898.0,88315.106,202860,6945.8820000005435
|
| 25 |
-
2020-04-12 00:07:26.511,6898.08,6948.0,6775.66,6945.0,107457.22499999999,247129,6930.5829999988455
|
| 26 |
-
2020-04-12 14:15:03.413,6945.09,7150.0,6930.0,7150.0,81213.261,149268,6933.710999999519
|
| 27 |
-
2020-04-12 17:00:35.582,7149.01,7173.98,6763.07,6767.79,156606.026,315893,-6930.089999999946
|
| 28 |
-
2020-04-13 00:29:22.123,6764.78,6929.0,6600.0,6680.0,165710.54099999997,391980,-6936.138999999203
|
| 29 |
-
2020-04-15 12:46:55.338,6680.39,6770.4,6465.33,6678.56,242943.562,517533,6932.5959999996485
|
| 30 |
-
2020-04-16 06:31:16.304,6678.68,6820.0,6658.6,6779.0,26037.453999999998,42723,6933.176000000034
|
| 31 |
-
2020-04-16 07:09:33.630,6779.0,6982.0,6774.3,6982.0,22831.572,33726,6930.6619999999475
|
| 32 |
-
2020-04-16 07:16:17.238,6978.36,7172.26,6854.29,7040.0,232797.085,442552,6930.792999999649
|
| 33 |
-
2020-04-16 15:22:33.419,7039.0,7095.0,6950.0,7070.0,105150.856,201708,6932.231999999903
|
| 34 |
-
2020-04-16 21:39:22.734,7070.0,7190.92,7003.16,7058.3,155816.06699999998,302749,6946.718999999406
|
| 35 |
-
2020-04-17 08:38:23.550,7056.5,7258.42,6981.0,6984.87,525269.574,1029468,-6930.704000000672
|
| 36 |
-
2020-04-20 11:46:48.341,6984.51,7090.0,6735.95,6881.78,384114.955,733751,6932.347000001263
|
| 37 |
-
2020-04-21 08:04:22.106,6881.78,6940.0,6759.16,6874.89,198554.819,394181,6931.639000000201
|
| 38 |
-
2020-04-21 20:44:16.526,6874.9,6941.56,6812.57,6941.56,90513.663,178807,6931.896999999754
|
| 39 |
-
2020-04-22 07:28:01.533,6941.62,7050.0,6915.0,7050.0,74257.984,139859,7008.862000000036
|
| 40 |
-
2020-04-22 13:21:07.041,7050.1,7142.0,7024.12,7142.0,90325.147,157468,6933.415000000017
|
| 41 |
-
2020-04-22 16:33:13.628,7141.01,7200.0,7020.0,7200.0,244922.813,503304,7071.639000000014
|
| 42 |
-
2020-04-23 13:35:15.855,7198.0,7403.07,7190.14,7395.57,45800.871,71061,6938.915000000054
|
| 43 |
-
2020-04-23 14:08:50.020,7395.59,7663.12,7341.0,7663.12,36476.019,50632,6935.705000000126
|
| 44 |
-
2020-04-23 14:21:50.571,7663.17,7802.38,7423.84,7423.84,401505.555,720795,-6935.481000000163
|
| 45 |
-
2020-04-24 14:16:44.815,7423.67,7594.41,7388.0,7594.41,182850.30599999998,348782,6936.061999999701
|
| 46 |
-
2020-04-25 11:24:42.582,7594.44,7722.33,7468.3,7592.0,216574.43,368714,6936.592000000057
|
| 47 |
-
2020-04-26 10:02:45.575,7591.99,7788.0,7476.86,7776.0,230758.126,376380,6935.205999999115
|
| 48 |
-
2020-04-27 00:24:10.468,7775.99,7795.6,7623.98,7646.67,181365.335,303893,-6937.531000000055
|
| 49 |
-
2020-04-27 14:40:16.830,7646.58,7789.54,7630.0,7789.54,323325.174,542538,6937.9740000000165
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| 50 |
-
2020-04-29 02:05:07.972,7787.05,7899.0,7710.0,7892.0,79730.024,122304,6971.098000000119
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| 51 |
-
2020-04-29 06:01:12.310,7892.16,7989.0,7842.69,7973.0,86034.856,136437,7013.735999999659
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| 52 |
-
2020-04-29 09:59:09.102,7973.0,8100.69,7964.77,8100.69,36952.579,50401,6938.88299999991
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| 53 |
-
2020-04-29 10:25:38.261,8100.7,8290.0,8053.5,8290.0,99612.789,149215,6949.071000000008
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| 54 |
-
2020-04-29 13:01:09.388,8289.99,8558.0,8256.0,8558.0,179356.04200000002,279178,6947.084000000197
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| 55 |
-
2020-04-29 16:41:16.432,8554.59,8960.04,8520.0,8951.96,133782.81799999997,191212,6940.118000000019
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| 56 |
-
2020-04-29 17:48:53.437,8952.0,8988.66,8559.7,8613.0,88622.589,128447,-6955.463000000096
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| 57 |
-
2020-04-29 18:49:22.297,8613.04,9189.26,8589.0,9186.47,252889.65899999999,421223,6939.804999999908
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| 58 |
-
2020-04-30 03:37:38.331,9187.33,9479.77,9026.04,9225.0,222292.804,310970,-6939.859999999945
|
| 59 |
-
2020-04-30 07:16:09.877,9224.88,9247.75,9020.0,9118.34,70879.186,120622,-6938.49399999965
|
| 60 |
-
2020-04-30 08:58:06.226,9118.0,9136.77,8812.0,8812.0,42364.05,62725,-6958.459999999904
|
| 61 |
-
2020-04-30 09:17:51.804,8811.53,8988.0,8503.82,8503.82,320583.793,576711,-6943.271000000005
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Imbalance_Bars/BTCUSDT-2020-05-imbalance_bars.csv
DELETED
|
@@ -1,41 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-05-01 00:00:05.431,8623.61,9065.0,8619.84,8784.19,287172.005,547791,-6861.2810000003765
|
| 3 |
-
2020-05-01 15:36:48.861,8783.82,9020.0,8656.0,8913.79,347847.738,721421,-6861.318000000448
|
| 4 |
-
2020-05-02 18:04:05.548,8913.7,9200.0,8808.35,9008.5,274187.177,508527,-6862.2549999997755
|
| 5 |
-
2020-05-03 10:47:07.043,9008.34,9105.68,8824.98,8833.64,113305.89600000001,200647,-6862.1120000001665
|
| 6 |
-
2020-05-03 14:50:16.678,8833.47,9118.17,8727.24,8928.2,319736.371,619559,-6862.123000000282
|
| 7 |
-
2020-05-05 10:01:32.006,8928.2,8955.0,8766.12,8838.21,126819.64000000001,225114,-6861.439999999988
|
| 8 |
-
2020-05-05 15:30:11.231,8838.2,10080.0,8822.33,9776.69,1034420.1730000001,1972926,-6864.05700000065
|
| 9 |
-
2020-05-09 05:15:43.618,9776.51,9853.0,9623.53,9624.33,61147.777,102596,-6866.377000000274
|
| 10 |
-
2020-05-09 07:43:08.578,9623.77,9804.9,9528.23,9575.0,258003.338,507768,-6862.071999999835
|
| 11 |
-
2020-05-09 22:51:06.527,9576.82,9646.0,9385.0,9385.0,42920.042,74831,-6862.105999999845
|
| 12 |
-
2020-05-10 00:14:47.900,9389.78,9395.04,8888.0,8888.0,27138.468,33886,-6867.4160000000975
|
| 13 |
-
2020-05-10 00:17:29.754,8887.73,8988.0,7940.0,8584.0,126846.227,170456,-6901.977000000124
|
| 14 |
-
2020-05-10 00:37:13.217,8580.8,8900.2,8250.0,8250.0,502584.858,946850,-6865.314000000052
|
| 15 |
-
2020-05-10 16:59:57.642,8258.96,8837.4,8250.0,8670.0,330488.31200000003,698787,6951.659999998348
|
| 16 |
-
2020-05-11 10:15:27.583,8669.99,8978.02,8649.74,8978.02,80738.155,141286,6864.643000000823
|
| 17 |
-
2020-05-11 11:54:11.540,8978.07,9164.0,8349.49,8400.0,236622.816,430618,-6894.762000000134
|
| 18 |
-
2020-05-11 16:39:33.019,8403.7,8812.35,8151.12,8620.0,344271.544,726893,6867.132000000731
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| 19 |
-
2020-05-12 01:46:20.384,8620.06,8829.0,8590.0,8778.0,170919.413,392298,6868.018999999774
|
| 20 |
-
2020-05-12 14:02:59.109,8777.96,9460.0,8725.0,9454.26,274754.472,578621,6941.743999999972
|
| 21 |
-
2020-05-14 06:46:25.694,9454.25,9770.0,9405.0,9770.0,91437.85399999999,162364,6867.829999999787
|
| 22 |
-
2020-05-14 09:24:50.003,9769.5,9950.0,9380.0,9380.23,467766.91199999995,866311,-6868.158000000122
|
| 23 |
-
2020-05-15 02:33:09.617,9380.0,9722.64,9118.38,9118.38,373008.67000000004,727761,-6869.323999999878
|
| 24 |
-
2020-05-15 20:38:13.260,9118.1,9482.93,9100.0,9430.0,110159.51699999999,244600,6871.207000000041
|
| 25 |
-
2020-05-16 01:42:48.252,9430.0,9585.0,9326.0,9510.0,136791.022,305142,6881.004000000326
|
| 26 |
-
2020-05-16 13:04:13.938,9510.01,9554.22,9260.0,9554.22,162269.13900000002,381674,6867.292999999043
|
| 27 |
-
2020-05-17 03:41:22.387,9554.23,9750.0,9447.13,9720.0,100748.971,232809,6881.670999999728
|
| 28 |
-
2020-05-17 12:44:19.066,9720.0,9958.67,9450.0,9778.44,639233.709,1342476,6873.70499999907
|
| 29 |
-
2020-05-19 08:20:09.941,9778.47,9900.0,9555.0,9800.0,358482.16000000003,710761,6872.026000000464
|
| 30 |
-
2020-05-20 10:00:21.529,9799.97,9808.0,9523.0,9530.0,97006.754,179672,-6868.2479999996585
|
| 31 |
-
2020-05-20 15:50:15.101,9533.0,9594.7,9151.38,9151.38,340765.32700000005,678877,-6885.350999999908
|
| 32 |
-
2020-05-21 14:16:33.006,9153.14,9225.0,8812.2,9099.68,350313.69299999997,662466,6875.7669999996415
|
| 33 |
-
2020-05-22 07:00:19.462,9099.32,9234.0,9041.0,9234.0,109996.936,209174,6879.637999999627
|
| 34 |
-
2020-05-22 16:00:15.861,9234.04,9300.0,9076.9,9238.0,253588.45399999997,512857,6882.66999999995
|
| 35 |
-
2020-05-23 20:43:37.759,9233.88,9294.44,8623.38,8860.0,594665.921,1064301,6910.890999999983
|
| 36 |
-
2020-05-25 17:35:00.779,8860.02,9011.82,8693.18,8851.81,339370.506,635231,6871.8780000007155
|
| 37 |
-
2020-05-26 23:10:03.559,8851.82,9315.92,8813.29,9315.92,125002.457,218122,6871.81900000003
|
| 38 |
-
2020-05-28 12:08:01.115,9315.99,9530.83,9300.02,9530.83,111920.299,164022,6871.520999999982
|
| 39 |
-
2020-05-28 16:00:21.266,9530.98,9621.65,9326.01,9547.0,141854.44799999997,249065,6870.080000000267
|
| 40 |
-
2020-05-30 04:44:56.136,9546.37,9695.0,9390.0,9688.55,176970.326,332317,6870.202000000031
|
| 41 |
-
2020-05-30 22:44:36.114,9689.08,9753.0,9451.0,9451.0,173410.03399999999,347470,-6871.924000000037
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Imbalance_Bars/BTCUSDT-2020-06-imbalance_bars.csv
DELETED
|
@@ -1,70 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-06-01 00:00:00.567,9446.49,9614.77,9420.85,9614.77,43865.37,88179,4456.036000000036
|
| 3 |
-
2020-06-01 04:23:46.813,9614.79,9700.0,9486.89,9675.0,145020.19199999998,313088,4501.754000000013
|
| 4 |
-
2020-06-01 22:18:22.666,9675.01,9840.0,9672.0,9840.0,26276.278000000002,40636,4496.065999999973
|
| 5 |
-
2020-06-01 23:04:01.857,9840.03,10218.89,9828.0,10218.89,29293.836000000003,40513,4466.794000000047
|
| 6 |
-
2020-06-01 23:08:19.692,10218.9,10497.25,10052.0,10167.0,212303.637,370064,4459.332999999814
|
| 7 |
-
2020-06-02 13:24:34.005,10167.33,10196.0,9920.0,9920.0,20542.713,33578,-4460.331000000028
|
| 8 |
-
2020-06-02 14:46:28.031,9919.63,9946.94,9519.85,9519.85,24035.264,33060,-4458.3680000000595
|
| 9 |
-
2020-06-02 14:48:58.343,9520.01,9643.92,9350.0,9406.0,75089.734,137537,-4468.40799999994
|
| 10 |
-
2020-06-02 15:28:08.123,9405.8,9694.75,9264.15,9681.0,312158.784,634234,4458.648000000225
|
| 11 |
-
2020-06-04 02:30:27.011,9681.01,9684.85,9500.05,9520.0,56605.33899999999,116623,-4467.75100000002
|
| 12 |
-
2020-06-04 10:10:49.394,9519.99,9720.01,9440.0,9711.47,55561.034,100258,4460.942000000032
|
| 13 |
-
2020-06-04 13:20:31.821,9710.22,9850.0,9698.04,9838.38,53450.21399999999,95085,4459.078000000085
|
| 14 |
-
2020-06-04 16:00:10.675,9834.13,9884.0,9650.0,9681.09,199136.509,393192,-4459.632999999938
|
| 15 |
-
2020-06-05 10:56:45.996,9680.45,9749.0,9528.0,9530.0,134463.411,255323,-4493.1989999999205
|
| 16 |
-
2020-06-06 00:37:01.841,9536.97,9687.43,9533.63,9687.26,47921.56,102840,4459.281999999992
|
| 17 |
-
2020-06-06 09:10:22.481,9687.43,9738.77,9445.0,9445.0,203722.174,413887,-4462.873999999812
|
| 18 |
-
2020-06-07 13:50:36.087,9444.82,9645.0,9373.0,9645.0,64153.837,121574,4464.409000000104
|
| 19 |
-
2020-06-07 19:40:30.746,9645.1,9820.0,9615.0,9820.0,27597.888,44648,4465.6680000000615
|
| 20 |
-
2020-06-07 19:58:38.628,9820.06,10015.99,9550.03,9882.0,655301.6140000001,1264877,-4461.321999999415
|
| 21 |
-
2020-06-11 05:06:44.687,9881.73,9893.21,9766.0,9766.0,18828.329,29551,-4460.624999999976
|
| 22 |
-
2020-06-11 06:18:34.593,9767.59,9840.49,9741.31,9741.31,57627.853,107741,-4467.865000000066
|
| 23 |
-
2020-06-11 12:15:03.235,9741.3,9796.88,9666.67,9688.11,23390.072,38776,-4462.587999999977
|
| 24 |
-
2020-06-11 13:15:07.889,9688.12,9703.98,9582.5,9584.02,45050.598999999995,80379,-4461.1749999999
|
| 25 |
-
2020-06-11 15:06:46.901,9584.01,9599.08,9494.02,9494.02,30446.035999999996,48959,-4463.962000000007
|
| 26 |
-
2020-06-11 16:00:29.691,9494.01,9572.64,9400.0,9400.0,32451.15,50781,-4528.17200000007
|
| 27 |
-
2020-06-11 16:50:54.498,9399.81,9429.8,9200.0,9200.0,21227.639,31822,-4562.891000000006
|
| 28 |
-
2020-06-11 16:59:13.596,9199.88,9450.0,9055.07,9450.0,176013.762,360829,4493.456
|
| 29 |
-
2020-06-12 07:30:31.189,9449.78,9550.0,9289.23,9462.29,204930.052,412836,4464.124000000167
|
| 30 |
-
2020-06-13 09:20:06.362,9462.34,9497.85,9150.0,9150.0,269795.46699999995,544353,-4467.675000000003
|
| 31 |
-
2020-06-15 03:43:48.145,9153.34,9225.3,9000.0,9000.0,52864.47,88562,-4467.633999999983
|
| 32 |
-
2020-06-15 05:50:53.113,9000.01,9124.99,8888.43,9119.12,78672.62999999999,133294,4465.962000000003
|
| 33 |
-
2020-06-15 08:16:37.241,9119.14,9210.0,9035.73,9210.0,69500.129,134542,4471.573000000001
|
| 34 |
-
2020-06-15 14:00:23.184,9210.01,9330.0,9178.18,9330.0,49395.637,89612,4506.103000000068
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| 35 |
-
2020-06-15 16:04:51.652,9329.02,9420.0,9316.17,9420.0,40629.742,75733,4473.620000000122
|
| 36 |
-
2020-06-15 18:09:12.041,9420.17,9490.83,9357.0,9482.97,93092.534,196881,4466.948000000208
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| 37 |
-
2020-06-16 03:07:13.691,9483.0,9595.0,9477.84,9550.0,19637.773999999998,29703,4467.4800000000005
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| 38 |
-
2020-06-16 03:33:11.549,9550.04,9588.0,9400.0,9509.92,239719.99099999998,472709,4466.435000000476
|
| 39 |
-
2020-06-17 08:22:07.030,9509.92,9569.0,9280.0,9280.0,120869.848,214738,-4475.889999999973
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| 40 |
-
2020-06-17 20:00:04.704,9279.99,9468.97,9231.03,9417.0,73794.378,142852,4465.503999999978
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| 41 |
-
2020-06-18 05:25:05.156,9417.01,9473.0,9408.34,9473.0,20838.811999999998,39228,4477.556000000045
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| 42 |
-
2020-06-18 09:50:01.628,9473.19,9483.85,9330.0,9330.0,64444.707,130535,-4507.034999999923
|
| 43 |
-
2020-06-18 19:15:57.489,9332.09,9410.82,9239.0,9400.0,139867.006,256316,4498.4980000000105
|
| 44 |
-
2020-06-19 09:15:23.552,9395.79,9453.0,9165.0,9322.95,210637.22,386737,4467.439999999909
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| 45 |
-
2020-06-20 12:01:44.311,9322.74,9380.0,9230.16,9380.0,63556.74,121727,4474.17599999992
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| 46 |
-
2020-06-20 22:28:01.052,9379.52,9404.32,9334.55,9404.32,38222.258,66534,4467.355999999915
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| 47 |
-
2020-06-21 06:00:16.230,9404.5,9420.47,9273.0,9395.44,112587.779,221055,4494.6269999996875
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| 48 |
-
2020-06-22 04:12:29.061,9395.46,9450.0,9370.0,9422.41,36149.558999999994,60027,4470.452999999985
|
| 49 |
-
2020-06-22 08:55:47.999,9422.42,9500.0,9408.03,9500.0,31705.027000000002,50096,4573.463000000031
|
| 50 |
-
2020-06-22 12:45:51.456,9499.0,9570.0,9451.0,9570.0,44567.226,66875,4475.29199999999
|
| 51 |
-
2020-06-22 16:38:26.343,9570.02,9698.85,9541.05,9698.85,68268.485,104486,4475.5590000000675
|
| 52 |
-
2020-06-22 21:06:20.728,9698.96,9795.0,9635.18,9662.6,60947.697,107587,-4471.459000000072
|
| 53 |
-
2020-06-23 01:10:38.125,9662.6,9673.0,9612.0,9631.79,46933.083,84145,-4488.7650000000385
|
| 54 |
-
2020-06-23 08:23:32.865,9631.7,9700.0,9585.0,9595.0,92513.04299999999,156436,-4477.172999999779
|
| 55 |
-
2020-06-23 21:06:26.974,9594.93,9678.0,9550.0,9550.0,53411.992,95961,-4634.030000000024
|
| 56 |
-
2020-06-24 07:37:31.158,9550.5,9577.99,9489.0,9489.0,47030.144,75698,-4478.550000000106
|
| 57 |
-
2020-06-24 10:37:53.108,9488.9,9488.9,9345.73,9345.73,9718.487000000001,10116,-4474.383000000022
|
| 58 |
-
2020-06-24 10:38:26.949,9345.7,9424.21,9300.0,9310.0,43694.966,71921,-4483.166000000011
|
| 59 |
-
2020-06-24 12:00:21.728,9310.0,9440.59,9257.76,9262.0,70991.153,108260,-4475.573000000076
|
| 60 |
-
2020-06-24 15:42:01.186,9262.01,9348.76,9210.0,9270.0,63404.516,104637,-4485.374000000021
|
| 61 |
-
2020-06-24 21:15:08.365,9273.18,9328.0,9166.0,9166.0,52749.589,86282,-4498.465000000036
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| 62 |
-
2020-06-25 03:07:12.789,9166.0,9333.12,9005.0,9250.17,173204.26799999998,288537,4475.888000000236
|
| 63 |
-
2020-06-25 14:23:16.974,9250.23,9344.99,9207.64,9344.99,50292.2,98794,4475.9880000000285
|
| 64 |
-
2020-06-25 21:15:54.334,9345.0,9350.9,9038.52,9171.6,301287.968,549804,4475.184000000256
|
| 65 |
-
2020-06-27 05:51:12.527,9171.56,9195.75,8980.0,8980.0,104477.64199999999,186805,-4485.874000000047
|
| 66 |
-
2020-06-27 19:45:53.773,8979.71,9098.49,8816.4,9070.0,155577.84399999998,279136,4475.268000000015
|
| 67 |
-
2020-06-28 09:35:04.007,9070.17,9155.42,9015.19,9145.0,42724.916,76274,4485.180000000077
|
| 68 |
-
2020-06-28 14:48:21.667,9145.0,9188.0,9022.0,9160.0,191133.836,371965,4480.152000000093
|
| 69 |
-
2020-06-29 17:59:47.013,9159.99,9231.13,9131.47,9231.13,22926.07,39528,4481.970000000007
|
| 70 |
-
2020-06-29 21:03:03.019,9231.2,9233.0,9068.0,9068.0,93733.658,179909,-4476.468000000065
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Imbalance_Bars/BTCUSDT-2020-07-imbalance_bars.csv
DELETED
|
@@ -1,73 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-07-01 00:00:00.400,9138.88,9293.0,9090.0,9195.0,252726.52,447171,-3829.3459999997335
|
| 3 |
-
2020-07-02 14:58:38.112,9194.94,9207.11,9100.0,9100.0,9420.775,10500,-4064.735000000017
|
| 4 |
-
2020-07-02 15:04:59.259,9099.73,9104.0,9001.0,9001.0,52771.295,84436,-3843.8069999999716
|
| 5 |
-
2020-07-02 16:38:44.534,9000.99,9086.65,8936.0,9075.17,57525.892,110078,-3812.875999999979
|
| 6 |
-
2020-07-02 21:22:55.116,9075.64,9150.0,9036.06,9055.0,114232.24799999999,238150,-3850.318000000229
|
| 7 |
-
2020-07-03 23:39:02.608,9055.01,9194.0,9040.0,9050.0,145202.42599999998,267147,-3814.083999999909
|
| 8 |
-
2020-07-05 09:55:02.397,9050.48,9054.62,8986.51,9032.06,17745.413,26045,-3813.2070000000135
|
| 9 |
-
2020-07-05 10:42:21.239,9032.0,9069.0,8998.01,9020.0,38107.006,80317,-3851.8540000001112
|
| 10 |
-
2020-07-05 20:58:21.494,9020.01,9020.6,8915.0,8916.1,8784.715,12186,-3816.2450000000113
|
| 11 |
-
2020-07-05 21:16:20.166,8915.56,9123.0,8900.0,9119.85,41500.715,81521,3814.567000000261
|
| 12 |
-
2020-07-06 02:01:13.656,9120.22,9219.98,9075.21,9219.89,28591.003,45601,3814.611000000026
|
| 13 |
-
2020-07-06 06:22:01.346,9219.99,9238.23,9171.0,9210.0,40061.229999999996,72023,3835.733999999912
|
| 14 |
-
2020-07-06 11:54:25.541,9210.0,9268.0,9200.0,9268.0,17206.328,26940,3822.8940000004054
|
| 15 |
-
2020-07-06 12:53:39.481,9268.06,9320.0,9225.24,9309.17,35746.17,57058,3818.9699999999775
|
| 16 |
-
2020-07-06 15:50:35.183,9305.24,9348.0,9255.1,9283.69,49692.579,83011,3815.0750000001067
|
| 17 |
-
2020-07-06 21:48:51.070,9283.74,9379.0,9262.24,9340.0,20790.638,33758,3819.884000000056
|
| 18 |
-
2020-07-07 00:06:11.125,9339.99,9380.0,9220.0,9292.9,70442.367,138166,3817.663000000016
|
| 19 |
-
2020-07-07 12:06:19.899,9292.91,9305.0,9201.23,9305.0,65258.645,127213,3823.6170000000875
|
| 20 |
-
2020-07-08 02:00:35.395,9305.01,9320.0,9252.0,9295.0,43730.364,87709,3815.3960000001284
|
| 21 |
-
2020-07-08 10:52:08.240,9294.88,9343.75,9280.0,9340.64,20719.597,37375,3816.103000000064
|
| 22 |
-
2020-07-08 13:43:11.619,9340.65,9394.0,9326.8,9394.0,8467.824,8615,3822.8140000000008
|
| 23 |
-
2020-07-08 13:51:01.055,9393.99,9470.0,9381.64,9441.02,66492.512,110593,3815.4500000000967
|
| 24 |
-
2020-07-08 19:38:51.844,9441.05,9466.0,9354.9,9354.9,67947.379,133486,-3819.2270000000176
|
| 25 |
-
2020-07-09 10:35:07.992,9354.86,9435.0,9332.1,9346.15,33132.077,60242,-3815.337000000023
|
| 26 |
-
2020-07-09 14:45:08.434,9346.14,9368.96,9244.38,9244.38,15851.024999999998,19923,-3816.1190000000415
|
| 27 |
-
2020-07-09 15:00:42.696,9244.28,9271.6,9164.33,9191.83,58323.164000000004,86140,-3816.883999999924
|
| 28 |
-
2020-07-09 16:46:09.722,9191.76,9255.25,9190.32,9216.88,41015.824,84745,-3817.7439999999992
|
| 29 |
-
2020-07-10 02:17:23.380,9216.87,9232.0,9150.0,9150.0,12257.284,20776,-3838.292000000007
|
| 30 |
-
2020-07-10 04:35:34.009,9150.01,9253.79,9121.42,9212.05,95765.794,168644,-3819.748000000072
|
| 31 |
-
2020-07-10 18:31:19.993,9212.04,9317.24,9178.91,9212.0,89179.401,182938,-3818.3169999997926
|
| 32 |
-
2020-07-11 17:19:52.593,9211.99,9349.0,9180.17,9202.75,102848.195,195155,-3819.9030000000134
|
| 33 |
-
2020-07-12 19:10:46.660,9202.74,9345.0,9155.0,9261.26,134314.71499999997,241202,-3820.2330000001402
|
| 34 |
-
2020-07-13 19:16:22.274,9261.19,9272.13,9200.0,9221.0,19362.787,28034,-3828.8149999999164
|
| 35 |
-
2020-07-13 19:54:16.384,9220.97,9273.98,9188.51,9188.51,35328.937,69556,-3818.6490000000513
|
| 36 |
-
2020-07-14 04:18:13.030,9188.37,9210.86,9116.26,9119.0,41598.386,69676,-3838.6220000000053
|
| 37 |
-
2020-07-14 11:22:58.238,9119.01,9279.0,9116.0,9190.0,140453.04,254875,-3822.3060000001146
|
| 38 |
-
2020-07-15 16:50:16.230,9190.0,9220.91,9156.0,9206.48,28049.342,49170,-3817.522000000015
|
| 39 |
-
2020-07-15 21:18:56.971,9206.4,9234.0,9106.82,9106.82,41765.485,74028,-3819.846999999985
|
| 40 |
-
2020-07-16 07:15:59.312,9106.8,9153.0,9070.0,9070.0,28222.101000000002,46738,-3824.229000000012
|
| 41 |
-
2020-07-16 09:14:59.020,9069.99,9111.0,9044.02,9073.0,43349.023,76117,-3823.6970000000365
|
| 42 |
-
2020-07-16 14:08:51.722,9072.95,9150.0,9070.27,9102.44,67340.55900000001,130336,-3818.2430000000168
|
| 43 |
-
2020-07-17 09:21:55.547,9102.41,9234.9,9102.23,9234.33,188832.83399999997,355827,3817.9299999995565
|
| 44 |
-
2020-07-19 23:11:03.741,9234.17,9239.59,9170.0,9177.04,31622.356999999996,61845,-3817.656999999947
|
| 45 |
-
2020-07-20 10:39:22.300,9177.0,9277.43,9131.01,9276.4,81527.762,151201,3825.8219999999733
|
| 46 |
-
2020-07-21 07:38:18.007,9275.29,9350.0,9266.0,9350.0,13650.797,15307,3877.44300000001
|
| 47 |
-
2020-07-21 07:44:22.603,9350.01,9439.6,9290.0,9352.04,125704.246,222861,-3819.929999999919
|
| 48 |
-
2020-07-21 21:34:05.974,9353.32,9389.94,9283.38,9283.38,31197.021999999997,66309,-3819.174000000045
|
| 49 |
-
2020-07-22 07:57:22.752,9283.34,9488.0,9272.0,9488.0,66502.01299999999,128893,3820.2949999999887
|
| 50 |
-
2020-07-22 22:30:42.116,9488.04,9543.0,9465.17,9516.62,25574.775,41683,3823.017000000061
|
| 51 |
-
2020-07-22 23:05:33.802,9516.76,9538.0,9463.0,9508.0,60326.436,125010,-3832.699999999718
|
| 52 |
-
2020-07-23 12:11:46.866,9507.84,9678.32,9439.86,9490.67,142321.582,274422,-3837.8840000000328
|
| 53 |
-
2020-07-24 06:25:43.013,9490.55,9650.0,9470.0,9581.86,147345.525,326514,-3819.770999999503
|
| 54 |
-
2020-07-25 11:08:30.192,9581.74,9820.26,9555.0,9820.26,149038.55599999998,278966,3829.1720000000946
|
| 55 |
-
2020-07-26 09:52:30.975,9820.27,9970.51,9804.6,9970.51,16600.467,21189,3838.9710000000346
|
| 56 |
-
2020-07-26 10:03:17.366,9970.52,10263.09,9930.28,10263.09,19061.578,29558,3833.2160000000067
|
| 57 |
-
2020-07-26 10:05:37.202,10263.86,10300.0,9852.43,9852.43,85406.06899999999,158448,-3820.857000000029
|
| 58 |
-
2020-07-26 12:32:02.006,9852.01,10410.89,9810.0,10410.89,393652.60099999997,722897,3830.1790000005076
|
| 59 |
-
2020-07-27 14:51:07.916,10410.92,10522.92,10285.64,10510.0,60698.630000000005,101668,3823.5439999999953
|
| 60 |
-
2020-07-27 16:35:47.044,10509.99,10612.39,10430.96,10612.39,23087.778,36223,3826.9760000000224
|
| 61 |
-
2020-07-27 16:50:28.902,10612.7,10827.69,10576.84,10827.69,34195.751000000004,59322,3823.342999999988
|
| 62 |
-
2020-07-27 17:00:34.666,10827.83,11208.1,10670.0,11195.0,187021.829,340383,3821.829000000004
|
| 63 |
-
2020-07-27 22:05:02.652,11195.06,11488.0,11108.01,11184.41,80781.64,153624,-3821.202000000003
|
| 64 |
-
2020-07-27 23:13:27.158,11184.95,11267.61,10780.74,11144.28,78414.655,155466,-3821.6629999999695
|
| 65 |
-
2020-07-28 00:53:48.943,11144.27,11270.0,10935.55,10935.55,39677.002,79117,-3822.5180000000883
|
| 66 |
-
2020-07-28 03:00:42.280,10935.23,11064.0,10855.95,10886.01,53851.087,98435,-3820.934999999864
|
| 67 |
-
2020-07-28 05:56:55.435,10886.0,11154.0,10711.43,10742.0,94322.385,170540,-3829.932999999914
|
| 68 |
-
2020-07-28 10:05:28.380,10742.0,11053.9,10580.0,11053.9,77028.783,131112,3823.2990000000373
|
| 69 |
-
2020-07-28 12:04:22.541,11050.03,11198.0,10855.0,10881.83,213611.311,475240,-3823.3970000000054
|
| 70 |
-
2020-07-29 00:57:51.787,10881.68,11364.8,10844.34,10990.84,353692.287,673691,-3822.744999999692
|
| 71 |
-
2020-07-30 00:04:12.012,10990.77,11137.0,10927.0,10940.2,67322.795,141975,-3822.0009999997
|
| 72 |
-
2020-07-30 07:39:38.477,10940.19,11195.52,10826.55,11060.0,166211.22,323892,-3821.3179999999543
|
| 73 |
-
2020-07-31 00:49:08.616,11059.77,11329.05,10971.78,11329.05,152628.593,271987,3828.0390000000007
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Imbalance_Bars/BTCUSDT-2020-08-imbalance_bars.csv
DELETED
|
@@ -1,83 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-08-01 00:00:00.519,11343.67,11765.05,11201.0,11550.0,213360.34399999998,382820,-4556.09200000007
|
| 3 |
-
2020-08-01 13:38:28.596,11550.1,11887.45,11505.0,11831.0,142380.03100000002,262337,-4498.908999999439
|
| 4 |
-
2020-08-01 21:19:28.649,11831.01,12154.25,11680.0,11680.0,136176.381,234600,-4515.920999999991
|
| 5 |
-
2020-08-02 04:38:30.651,11681.5,11682.11,11131.0,11133.96,15210.393,19024,-4499.845000000063
|
| 6 |
-
2020-08-02 04:39:25.051,11152.13,11402.6,10891.59,10891.59,15089.874,20785,-4506.004000000047
|
| 7 |
-
2020-08-02 04:40:56.307,10891.21,11422.46,10490.0,11147.08,183640.805,347108,-4499.3889999996345
|
| 8 |
-
2020-08-02 11:20:44.004,11147.06,11187.3,10915.42,10970.14,60784.596000000005,110766,-4501.658000000031
|
| 9 |
-
2020-08-02 12:59:44.210,10970.98,11297.98,10970.14,11100.0,83703.54,174985,-4499.900000000119
|
| 10 |
-
2020-08-02 20:59:17.991,11100.0,11260.89,10923.0,11217.55,84640.238,184799,-4499.902000000196
|
| 11 |
-
2020-08-03 07:33:47.913,11217.54,11483.0,11133.73,11391.32,123126.05900000001,225370,-4499.953000000303
|
| 12 |
-
2020-08-03 19:10:07.503,11391.28,11429.15,11150.0,11220.0,48049.403999999995,86699,-4527.374000000041
|
| 13 |
-
2020-08-03 22:52:45.281,11220.0,11427.38,11140.09,11299.73,71619.50899999999,136746,-4557.084999999949
|
| 14 |
-
2020-08-04 08:44:08.561,11299.73,11315.0,11156.0,11162.36,33437.818,63861,-4502.149999999982
|
| 15 |
-
2020-08-04 11:48:45.154,11162.32,11187.8,11050.0,11050.0,32125.003999999997,58052,-4522.098000000084
|
| 16 |
-
2020-08-04 13:18:47.233,11050.0,11280.0,11025.0,11183.59,76718.22099999999,163153,-4502.176999999653
|
| 17 |
-
2020-08-05 00:28:42.308,11183.59,11729.0,11103.0,11655.0,210072.024,380695,-4505.677999999702
|
| 18 |
-
2020-08-05 19:54:58.846,11655.0,11813.0,11518.02,11690.88,69165.065,137260,-4502.608999999883
|
| 19 |
-
2020-08-06 01:12:02.453,11690.82,11766.0,11571.78,11688.0,65550.613,134785,-4513.21299999994
|
| 20 |
-
2020-08-06 10:53:14.010,11688.25,11893.09,11663.0,11849.74,95759.88199999998,167007,-4501.93999999997
|
| 21 |
-
2020-08-06 18:43:14.673,11849.65,11916.02,11701.0,11706.34,31467.078999999998,57938,-4510.056999999826
|
| 22 |
-
2020-08-06 21:48:51.330,11705.96,11920.0,11613.05,11794.0,79113.633,157097,-4502.202999999802
|
| 23 |
-
2020-08-07 07:02:08.949,11793.76,11855.0,11700.0,11700.0,36072.307,71602,-4704.267000000235
|
| 24 |
-
2020-08-07 11:55:08.232,11699.93,11780.0,11550.0,11550.0,36628.051,68353,-4522.289000000034
|
| 25 |
-
2020-08-07 14:18:08.165,11549.67,11672.99,11475.0,11475.0,57404.314,116866,-4507.500000000111
|
| 26 |
-
2020-08-07 17:32:44.768,11475.01,11657.88,11318.93,11591.03,104764.826,216521,-4510.525999999558
|
| 27 |
-
2020-08-08 02:44:16.081,11591.0,11819.0,11513.69,11602.97,96423.468,206909,-4523.3260000000255
|
| 28 |
-
2020-08-08 16:29:10.119,11602.88,11811.0,11575.0,11653.6,72359.99899999998,169858,-4507.485000000282
|
| 29 |
-
2020-08-09 05:58:39.480,11652.99,11727.0,11545.31,11545.31,53699.833,120335,-4516.626999999861
|
| 30 |
-
2020-08-09 15:10:23.009,11545.22,12100.0,11526.9,11820.24,167057.17200000002,336541,-4516.246000000049
|
| 31 |
-
2020-08-10 10:29:23.008,11820.08,11838.51,11450.0,11501.0,8093.152,7194,-4511.704000000017
|
| 32 |
-
2020-08-10 10:29:40.016,11500.0,11983.77,11384.9,11800.0,143892.30699999997,284007,-4508.4930000000995
|
| 33 |
-
2020-08-10 21:12:41.661,11801.52,11944.0,11734.79,11750.0,52700.896,120083,-4520.416000000003
|
| 34 |
-
2020-08-11 06:33:50.343,11752.23,11797.86,11651.0,11713.69,51581.481,109928,-4519.076999999921
|
| 35 |
-
2020-08-11 12:07:36.239,11713.66,11730.0,11536.0,11551.0,51834.073,100233,-4510.027000000042
|
| 36 |
-
2020-08-11 15:07:07.838,11554.23,11559.11,11388.0,11388.0,10856.094000000001,15250,-4510.948000000001
|
| 37 |
-
2020-08-11 15:14:06.006,11387.53,11573.0,11253.0,11255.84,106468.23999999999,198907,-4514.493999999998
|
| 38 |
-
2020-08-11 20:16:32.776,11264.6,11428.78,11127.0,11280.0,129198.29899999998,258930,-4521.08899999974
|
| 39 |
-
2020-08-12 05:27:28.151,11279.89,11630.0,11140.0,11516.02,136748.074,280957,-4512.580000000005
|
| 40 |
-
2020-08-12 18:35:45.428,11516.0,11667.96,11490.7,11512.69,70744.68699999999,160338,-4508.476999999921
|
| 41 |
-
2020-08-13 08:02:29.379,11512.67,11515.92,11272.0,11280.0,30901.273,59860,-4518.441000000007
|
| 42 |
-
2020-08-13 09:16:55.235,11280.87,11850.0,11280.0,11688.4,200563.296,442901,-4517.485999999908
|
| 43 |
-
2020-08-14 03:08:57.008,11688.37,11868.42,11644.6,11742.36,113289.31199999999,252027,-4509.429999999963
|
| 44 |
-
2020-08-14 20:20:18.609,11742.3,11993.58,11708.0,11853.27,88527.606,182069,-4509.375999999977
|
| 45 |
-
2020-08-15 08:41:37.852,11853.23,11930.0,11682.0,11744.16,50482.263999999996,95576,-4508.978000000064
|
| 46 |
-
2020-08-15 13:00:34.922,11745.32,11988.0,11731.41,11880.0,153377.483,327598,-4509.691000000074
|
| 47 |
-
2020-08-16 08:33:06.138,11880.0,11900.0,11750.0,11750.0,26589.941,53309,-4516.048999999948
|
| 48 |
-
2020-08-16 11:12:00.398,11750.0,11909.0,11688.0,11823.64,60998.520000000004,132551,-4510.98999999975
|
| 49 |
-
2020-08-16 18:27:39.271,11823.59,11947.0,11791.81,11795.55,49071.556,107277,-4511.426000000025
|
| 50 |
-
2020-08-17 02:30:51.118,11795.35,12499.42,11780.0,12366.82,287035.779,595410,-4509.460999999723
|
| 51 |
-
2020-08-17 22:57:01.301,12366.79,12421.0,12224.88,12281.26,55184.570999999996,110483,-4509.344999999861
|
| 52 |
-
2020-08-18 04:16:09.923,12282.02,12316.55,12206.0,12225.96,42728.637,89456,-4509.155000000087
|
| 53 |
-
2020-08-18 10:28:23.891,12226.14,12321.0,12175.0,12183.85,39502.068,78009,-4510.991999999943
|
| 54 |
-
2020-08-18 13:44:48.125,12183.8,12222.34,12024.99,12100.0,23348.398,45922,-4540.730000000061
|
| 55 |
-
2020-08-18 14:12:28.102,12106.0,12137.0,11850.0,11850.0,36378.909,62904,-4542.559000000093
|
| 56 |
-
2020-08-18 14:29:56.058,11890.03,12100.0,11810.0,11975.0,113680.825,238556,-4510.444999999791
|
| 57 |
-
2020-08-18 23:50:53.455,11975.01,12037.05,11805.64,11805.64,39609.808000000005,77994,-4512.067999999986
|
| 58 |
-
2020-08-19 04:17:06.203,11805.59,11922.5,11620.0,11822.01,143520.361,274960,-4510.964999999658
|
| 59 |
-
2020-08-19 13:41:33.248,11822.0,11885.85,11651.0,11681.0,87762.12,174010,-4512.03799999999
|
| 60 |
-
2020-08-19 19:49:05.893,11681.07,11833.97,11574.78,11702.0,75508.149,159729,-4510.706999999751
|
| 61 |
-
2020-08-20 05:09:09.809,11701.95,11888.0,11676.03,11822.79,93383.98199999999,221677,-4510.667999999807
|
| 62 |
-
2020-08-20 21:56:56.311,11822.73,11882.68,11785.06,11830.79,41839.615999999995,115569,-4511.669999999908
|
| 63 |
-
2020-08-21 09:01:07.909,11830.77,11838.94,11674.52,11674.52,24976.084,52838,-4510.98600000005
|
| 64 |
-
2020-08-21 12:10:14.021,11674.5,11780.0,11608.08,11636.89,74531.186,151996,-4510.516000000107
|
| 65 |
-
2020-08-21 18:41:38.149,11636.89,11726.0,11500.0,11500.0,39097.027,84854,-4538.089000000038
|
| 66 |
-
2020-08-21 21:52:04.270,11500.5,11598.98,11410.0,11444.0,38001.238,77031,-4511.561999999942
|
| 67 |
-
2020-08-22 00:49:56.473,11444.0,11625.0,11385.06,11600.0,68990.44200000001,155073,-4511.327999999881
|
| 68 |
-
2020-08-22 12:40:15.196,11599.44,11695.9,11560.0,11601.61,53346.887,145666,-4511.089000000064
|
| 69 |
-
2020-08-23 04:00:30.901,11601.62,11724.0,11522.15,11595.0,86215.91,208732,-4550.73999999971
|
| 70 |
-
2020-08-24 00:17:07.520,11595.0,11831.96,11595.0,11710.54,89850.811,210755,-4512.00099999996
|
| 71 |
-
2020-08-24 19:12:31.825,11710.55,11790.0,11644.0,11644.0,45232.81,99127,-4514.00399999997
|
| 72 |
-
2020-08-25 06:24:52.235,11643.93,11652.6,11541.0,11541.0,22945.203,40314,-4528.462999999955
|
| 73 |
-
2020-08-25 08:27:52.179,11543.0,11662.71,11460.0,11460.0,56870.898,104623,-4588.038000000041
|
| 74 |
-
2020-08-25 13:39:42.022,11459.89,11474.7,11345.0,11345.0,22585.077999999998,39360,-4541.330000000015
|
| 75 |
-
2020-08-25 14:15:02.168,11347.8,11459.38,11250.0,11250.0,61148.506,108054,-4563.863999999958
|
| 76 |
-
2020-08-25 17:47:05.131,11251.01,11408.95,11130.0,11323.0,109778.771,214517,-4515.682999999761
|
| 77 |
-
2020-08-26 06:41:49.633,11323.0,11548.68,11255.95,11380.97,150639.18099999998,292233,-4520.420999999906
|
| 78 |
-
2020-08-27 03:06:19.735,11380.97,11454.08,11304.58,11304.58,48070.391,103246,-4515.554999999999
|
| 79 |
-
2020-08-27 12:01:22.463,11304.57,11558.72,11278.08,11557.88,29081.674,49927,4515.590000000066
|
| 80 |
-
2020-08-27 13:20:27.776,11557.89,11593.0,11250.0,11250.0,86430.05399999999,147840,-4543.193999999907
|
| 81 |
-
2020-08-27 17:02:08.324,11250.02,11582.0,11130.82,11490.5,238811.686,525320,-4517.419999999332
|
| 82 |
-
2020-08-29 10:41:59.499,11489.92,11730.0,11419.34,11688.24,176209.15899999999,376245,-4516.036999999469
|
| 83 |
-
2020-08-31 04:26:16.905,11688.6,11784.21,11575.78,11667.35,94883.364,180569,-4516.871999999715
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Imbalance_Bars/BTCUSDT-2020-09-imbalance_bars.csv
DELETED
|
@@ -1,94 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-09-01 00:00:00.312,11658.11,12061.07,11531.34,11897.15,225562.24800000002,392247,-4295.389999999949
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| 3 |
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2020-09-02 01:54:05.933,11897.14,11916.93,11750.0,11750.0,46297.982,85056,-4302.895999999984
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| 4 |
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2020-09-02 07:52:20.295,11750.0,11765.99,11630.01,11630.01,29289.809999999998,50651,-4296.709999999997
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| 5 |
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2020-09-02 10:29:01.425,11631.27,11656.56,11503.69,11503.69,21991.114999999998,34603,-4299.19100000001
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| 6 |
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2020-09-02 11:03:51.845,11503.32,11555.18,11300.0,11300.0,12003.298999999999,14485,-4311.137000000021
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| 7 |
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2020-09-02 11:10:14.203,11313.2,11488.0,11156.0,11221.0,86801.72200000001,155078,-4298.495999999977
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| 8 |
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2020-09-02 14:57:53.136,11222.73,11450.0,11210.0,11333.56,95734.76499999998,179635,-4296.334999999976
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| 9 |
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2020-09-03 04:38:50.415,11333.57,11475.0,11251.0,11358.61,55877.336,92557,-4299.337999999911
|
| 10 |
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2020-09-03 09:59:38.521,11357.19,11359.58,11209.27,11210.0,27701.248,45166,-4308.152000000015
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| 11 |
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2020-09-03 11:34:43.388,11210.0,11276.62,11086.82,11107.09,22211.422,30428,-4296.874000000019
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| 12 |
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2020-09-03 12:11:37.699,11107.1,11126.2,10835.79,10835.79,34347.833999999995,64255,-4296.466000000112
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2020-09-03 12:26:01.439,10835.63,10931.73,10612.16,10711.89,95759.45499999999,163039,-4296.169000000007
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2020-09-03 15:19:33.098,10711.55,10739.53,10500.0,10500.0,27544.935,37657,-4367.193000000025
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2020-09-03 15:38:06.794,10499.94,10800.0,10443.6,10463.46,129344.317,213358,-4301.174999999937
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2020-09-03 23:27:07.117,10462.2,10480.9,10055.79,10075.19,24957.697999999997,43200,-4298.53199999998
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2020-09-03 23:31:25.131,10079.77,10530.37,9901.16,10404.25,230533.49799999996,419757,-4297.938000000074
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2020-09-04 11:40:07.120,10404.59,10500.0,10255.55,10291.0,55425.933000000005,95410,-4334.825000000005
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2020-09-04 14:32:00.896,10290.65,10302.33,10000.0,10000.0,29780.042999999998,54106,-4344.718999999939
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2020-09-04 14:52:08.200,10000.02,10525.0,9878.65,10525.0,105593.988,200579,4316.304000000005
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2020-09-04 19:00:00.020,10525.06,10635.77,10371.56,10477.9,114880.435,228638,-4299.681000000111
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2020-09-05 06:48:55.499,10477.82,10498.0,10288.0,10288.0,26791.886,57217,-4319.222000000042
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2020-09-05 09:15:54.891,10288.01,10380.75,10180.87,10180.87,29719.271999999997,62230,-4301.807999999983
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2020-09-05 11:24:20.592,10180.85,10273.08,9980.0,9980.0,44994.284,90694,-4357.918000000053
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2020-09-05 12:44:56.250,9982.9,10350.0,9975.85,10068.01,111470.965,234119,-4304.607000000048
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2020-09-05 18:09:47.588,10068.0,10128.99,9960.0,9962.27,18854.915999999997,40089,-4301.846000000043
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2020-09-05 18:53:23.333,9962.38,10199.99,9808.58,9908.0,51488.301999999996,136062,-4321.292000000069
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2020-09-05 19:55:18.690,9907.81,10143.45,9887.2,10000.0,40587.804000000004,102760,-4303.1879999999355
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2020-09-05 22:51:13.889,10000.01,10247.19,9955.73,10122.14,54243.391,125404,-4301.867000000067
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2020-09-06 04:24:30.363,10120.51,10155.0,10003.0,10076.05,22089.902,53035,-4303.3160000001235
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| 31 |
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2020-09-06 06:24:26.794,10076.7,10303.0,10070.0,10221.0,61183.118,140722,-4307.372000000036
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2020-09-06 13:48:21.011,10220.97,10266.0,10125.56,10187.16,26797.254999999997,69037,-4302.091000000109
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2020-09-06 18:07:49.252,10187.49,10348.97,10181.01,10202.07,58988.66499999999,148917,-4302.663000000043
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2020-09-07 03:52:03.496,10202.06,10241.0,10066.92,10080.06,22735.381,53722,-4301.885000000015
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| 35 |
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2020-09-07 06:55:56.489,10080.05,10188.54,10018.0,10018.0,48193.008,102704,-4304.288000000044
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| 36 |
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2020-09-07 11:31:26.420,10017.75,10070.0,9903.22,9903.22,36319.929000000004,75550,-4303.158999999971
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| 37 |
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2020-09-07 12:45:12.787,9903.18,10443.79,9879.68,10233.0,171186.02000000002,384991,-4304.864000000132
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| 38 |
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2020-09-08 05:55:46.148,10232.86,10343.4,10155.3,10155.72,27309.905,71223,-4302.58300000018
|
| 39 |
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2020-09-08 09:03:20.521,10155.56,10207.99,10012.8,10016.38,16244.405999999999,36563,-4303.834000000064
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| 40 |
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2020-09-08 10:00:00.191,10017.64,10175.0,9923.08,9992.06,143163.826,295147,-4302.1520000001865
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| 41 |
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2020-09-08 18:44:18.621,9992.01,10241.38,9842.01,10070.66,136086.119,279573,-4305.302999999999
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2020-09-09 06:25:25.756,10070.12,10421.03,10069.14,10330.42,162082.809,353807,-4302.7289999999175
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| 43 |
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2020-09-10 07:21:06.773,10330.21,10484.6,10233.0,10350.98,71761.9,130213,-4302.135999999991
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2020-09-10 15:00:59.904,10350.97,10443.51,10291.74,10291.74,31710.117,61320,-4302.236999999914
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2020-09-10 18:27:34.662,10291.7,10380.5,10250.01,10268.79,47653.858,103539,-4302.383999999605
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2020-09-11 02:50:10.790,10268.72,10334.99,10200.8,10260.0,61891.903999999995,115545,-4311.464000000024
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2020-09-11 11:47:34.919,10259.95,10399.96,10251.32,10340.0,74575.5,179981,-4306.892000000092
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2020-09-12 06:08:04.084,10339.46,10357.71,10284.36,10284.36,23689.629,57865,-4308.944999999721
|
| 49 |
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2020-09-12 13:30:52.811,10284.23,10453.86,10271.0,10451.99,29167.057,54001,4302.555000000094
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| 50 |
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2020-09-12 18:15:27.905,10452.83,10523.0,10402.0,10523.0,40363.441999999995,92564,4316.540000000134
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2020-09-13 03:37:57.068,10523.07,10580.0,10280.0,10280.0,76912.61099999999,137401,-4311.490999999605
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2020-09-13 13:00:04.916,10281.9,10368.0,10209.01,10362.57,98131.031,194414,4306.763000000174
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2020-09-14 06:10:38.647,10362.56,10520.0,10320.79,10498.65,48932.121,92841,4303.363000000083
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2020-09-14 12:00:59.165,10498.81,10609.02,10446.0,10607.48,23156.755,41767,4303.099000000038
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2020-09-14 13:29:40.608,10607.53,10678.0,10580.02,10640.0,36639.373,61687,4502.270999999819
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| 56 |
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2020-09-14 15:06:25.081,10640.02,10746.06,10630.01,10718.37,25923.454999999998,43180,4307.06899999994
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2020-09-14 16:45:38.259,10718.5,10740.0,10614.09,10726.13,53617.959,112311,4310.7969999994775
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2020-09-15 02:16:25.164,10719.46,10838.96,10592.0,10796.06,73355.945,132272,4307.3469999990075
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2020-09-15 10:39:49.272,10796.18,10880.0,10745.04,10870.98,34142.728,53493,4309.446000000033
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2020-09-15 12:20:18.424,10870.96,10923.42,10690.37,10860.0,110921.214,183856,4313.77999999987
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2020-09-15 21:41:33.851,10860.0,10869.99,10661.9,10855.55,77961.015,138217,4313.8929999999855
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| 62 |
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2020-09-16 07:34:48.831,10855.65,10937.52,10841.35,10910.0,32341.76,56418,4310.465999999904
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| 63 |
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2020-09-16 10:20:09.171,10910.0,10950.0,10820.0,10929.75,61634.534999999996,110541,4308.795000000021
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| 64 |
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2020-09-16 15:14:22.678,10929.79,11045.0,10910.16,11045.0,27215.532,47594,4309.672000000057
|
| 65 |
-
2020-09-16 16:38:51.472,11039.39,11089.08,10740.0,10865.17,203243.098,384969,4311.065999999847
|
| 66 |
-
2020-09-17 14:45:42.844,10862.94,10969.75,10767.37,10951.73,55868.47900000001,119081,4309.790999999981
|
| 67 |
-
2020-09-18 00:14:30.108,10951.74,11035.0,10870.63,10984.16,65181.366,138757,4307.905999999759
|
| 68 |
-
2020-09-18 13:12:05.311,10984.15,11085.0,10810.1,11085.0,121875.66699999999,265297,4308.1330000000025
|
| 69 |
-
2020-09-19 11:48:03.192,11085.1,11177.0,10751.0,10958.0,231421.55599999998,478371,4325.649999999799
|
| 70 |
-
2020-09-21 00:51:04.063,10955.3,10980.69,10724.0,10724.0,73111.11,121068,-4356.792000000092
|
| 71 |
-
2020-09-21 09:48:47.145,10727.07,10753.82,10625.62,10628.22,45715.638,69293,-4320.156000000085
|
| 72 |
-
2020-09-21 11:23:38.800,10628.21,10640.33,10375.72,10375.72,93947.999,140709,-4314.045000000059
|
| 73 |
-
2020-09-21 14:39:00.198,10375.71,10450.0,10281.0,10415.72,61277.002,110939,4309.694000000229
|
| 74 |
-
2020-09-21 17:35:34.139,10415.58,10524.8,10373.13,10517.21,23853.588,46417,4309.541999999852
|
| 75 |
-
2020-09-21 20:15:22.638,10517.22,10532.95,10353.1,10494.0,67350.262,134607,4310.158000000001
|
| 76 |
-
2020-09-22 06:11:08.569,10494.31,10574.08,10359.01,10477.73,199528.0,370647,4310.335999999736
|
| 77 |
-
2020-09-23 09:58:28.176,10477.79,10531.94,10141.33,10142.99,111753.77299999999,193993,-4309.361000000362
|
| 78 |
-
2020-09-23 20:51:23.734,10143.0,10294.35,10132.21,10246.14,31593.804,64320,4309.452000000009
|
| 79 |
-
2020-09-23 23:47:26.674,10245.09,10339.99,10191.0,10301.48,27508.054,54472,4311.527999999866
|
| 80 |
-
2020-09-24 04:11:02.122,10301.5,10354.0,10267.0,10354.0,38087.52099999999,75993,4309.395000000014
|
| 81 |
-
2020-09-24 10:58:18.380,10354.14,10469.87,10326.9,10469.87,56840.905,100241,4309.435000000021
|
| 82 |
-
2020-09-24 15:37:00.582,10469.86,10590.0,10463.0,10590.0,17176.934999999998,24066,4378.8270000000375
|
| 83 |
-
2020-09-24 16:00:48.094,10590.01,10737.0,10574.09,10644.0,36564.007,54211,4400.899000000012
|
| 84 |
-
2020-09-24 16:57:27.318,10644.01,10705.1,10585.23,10656.53,32942.121999999996,62228,4312.582000000087
|
| 85 |
-
2020-09-24 20:11:26.831,10656.62,10783.0,10614.05,10783.0,16846.664,36458,4334.378000000028
|
| 86 |
-
2020-09-24 22:50:26.160,10783.14,10837.27,10551.56,10636.65,145240.901,291170,4313.922999999987
|
| 87 |
-
2020-09-25 16:41:10.042,10636.69,10739.8,10631.94,10731.72,24690.737,49944,4313.674999999923
|
| 88 |
-
2020-09-25 20:15:15.708,10731.74,10827.8,10642.23,10711.0,100070.65,245038,4315.713999999914
|
| 89 |
-
2020-09-26 16:24:02.540,10709.38,10776.68,10698.01,10773.86,33251.853,92250,4313.156999999959
|
| 90 |
-
2020-09-27 01:00:33.810,10773.85,10820.0,10584.0,10820.0,119908.165,260926,4317.1690000000035
|
| 91 |
-
2020-09-28 00:01:21.145,10819.99,11024.0,10782.42,10900.0,24826.775,34607,4415.99700000004
|
| 92 |
-
2020-09-28 00:44:58.585,10900.28,10950.0,10829.23,10899.0,98792.66199999998,197530,4315.587999999865
|
| 93 |
-
2020-09-28 15:19:20.027,10898.85,10913.96,10627.19,10799.99,197135.75299999997,405729,4316.237000000017
|
| 94 |
-
2020-09-29 23:11:29.169,10800.0,10863.94,10660.05,10777.49,93430.72200000001,193331,4334.335999999894
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Imbalance_Bars/BTCUSDT-2020-10-imbalance_bars.csv
DELETED
|
@@ -1,75 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-10-01 00:00:00.382,10773.0,10850.0,10773.0,10849.47,36380.465000000004,82572,4936.216999999654
|
| 3 |
-
2020-10-01 08:00:15.443,10849.48,10935.14,10807.26,10890.9,39677.354999999996,72373,4936.6309999997875
|
| 4 |
-
2020-10-01 11:55:06.625,10890.97,10905.15,10613.25,10613.25,60073.490000000005,96316,-4939.11199999992
|
| 5 |
-
2020-10-01 16:15:02.752,10613.16,10660.0,10442.0,10654.85,138674.511,234957,4936.3790000004565
|
| 6 |
-
2020-10-02 04:19:33.615,10654.87,10659.91,10400.04,10400.04,28185.712,41698,-4970.883999999985
|
| 7 |
-
2020-10-02 05:25:02.112,10400.02,10599.67,10371.03,10564.36,169078.747,323401,4936.953000000775
|
| 8 |
-
2020-10-02 22:33:38.051,10564.4,10578.54,10491.11,10545.0,57797.353,164098,4950.978999999987
|
| 9 |
-
2020-10-03 16:16:10.216,10544.99,10643.59,10514.0,10643.59,43502.628,133633,4938.158000000211
|
| 10 |
-
2020-10-04 06:33:04.108,10643.6,10674.99,10564.39,10674.0,49219.396,135186,4937.407999999943
|
| 11 |
-
2020-10-04 19:04:18.617,10673.99,10738.77,10608.9,10720.0,95415.954,232766,4960.91999999897
|
| 12 |
-
2020-10-05 13:59:29.889,10720.09,10777.9,10675.5,10777.9,53422.05099999999,124854,4938.844999999825
|
| 13 |
-
2020-10-05 23:42:09.129,10777.92,10792.0,10552.57,10563.39,141869.99099999998,285723,-4937.638999999871
|
| 14 |
-
2020-10-06 19:05:26.264,10563.01,10668.92,10510.66,10654.95,137428.69400000002,299451,4937.992000001449
|
| 15 |
-
2020-10-07 18:20:23.504,10654.99,10769.61,10523.0,10769.61,123938.911,255185,4938.521000000271
|
| 16 |
-
2020-10-08 14:33:56.974,10762.0,10907.41,10756.61,10880.31,13025.809,13369,4940.819000000063
|
| 17 |
-
2020-10-08 14:38:12.598,10880.44,10958.0,10818.44,10903.84,127999.659,279368,4938.2469999995
|
| 18 |
-
2020-10-09 10:26:35.287,10903.89,11095.43,10891.21,11095.43,35735.175,46733,4937.809000000167
|
| 19 |
-
2020-10-09 11:25:02.532,11095.44,11385.65,11011.0,11341.23,106909.196,202208,4961.925999999349
|
| 20 |
-
2020-10-10 02:06:48.573,11341.66,11494.0,11323.68,11341.0,75909.965,139168,-4941.231000000057
|
| 21 |
-
2020-10-10 09:46:24.363,11340.92,11421.41,11237.49,11272.0,90848.052,185254,-4939.219999999876
|
| 22 |
-
2020-10-10 23:33:46.042,11271.83,11450.73,11264.4,11327.0,116203.643,243915,-4943.450999999829
|
| 23 |
-
2020-10-11 19:39:01.114,11326.95,11417.76,11278.0,11315.01,80648.81,157331,-4940.864000000019
|
| 24 |
-
2020-10-12 09:49:18.769,11315.0,11368.14,11157.0,11246.29,31476.363999999998,41674,-4943.0080000000635
|
| 25 |
-
2020-10-12 11:09:22.679,11246.0,11478.43,11240.3,11470.88,34202.57,50720,4939.019999999997
|
| 26 |
-
2020-10-12 13:45:52.326,11470.89,11732.0,11425.0,11425.0,167159.71999999997,279471,-4949.947999999714
|
| 27 |
-
2020-10-13 03:05:07.508,11424.98,11562.0,11361.6,11361.6,88355.477,160022,-4938.973000000154
|
| 28 |
-
2020-10-13 13:32:32.553,11361.45,11489.48,11308.0,11365.99,105686.424,204388,-4940.050000000073
|
| 29 |
-
2020-10-14 04:02:28.691,11366.0,11550.0,11347.0,11375.18,82573.34,152182,-4938.802000000012
|
| 30 |
-
2020-10-14 14:26:48.378,11375.1,11433.18,11250.0,11389.09,198807.702,368550,4939.072000000384
|
| 31 |
-
2020-10-15 13:51:45.979,11389.1,11486.27,11362.0,11469.06,47553.153,80227,4953.233000000157
|
| 32 |
-
2020-10-15 17:48:10.546,11469.11,11573.89,11443.62,11573.89,28333.286,49091,4940.035999999997
|
| 33 |
-
2020-10-15 20:06:51.494,11558.0,11649.48,11270.0,11284.23,82080.212,149791,-4939.722000000068
|
| 34 |
-
2020-10-16 04:24:25.892,11284.22,11398.6,11175.0,11315.21,123143.52900000001,213122,-4939.225000000136
|
| 35 |
-
2020-10-16 15:10:58.126,11315.32,11366.88,11270.0,11270.0,41300.348999999995,95903,-4945.632999999398
|
| 36 |
-
2020-10-17 00:30:39.351,11269.87,11477.52,11250.0,11437.09,129167.242,302601,4940.199999999842
|
| 37 |
-
2020-10-18 08:12:20.265,11437.09,11499.0,11398.0,11499.0,52944.905,139217,4942.966999999736
|
| 38 |
-
2020-10-18 23:55:58.451,11499.01,11543.0,11404.01,11525.0,54417.40699999999,120134,4950.877000000066
|
| 39 |
-
2020-10-19 11:38:25.671,11525.04,11700.0,11469.6,11700.0,23028.728000000003,33389,4952.822000000048
|
| 40 |
-
2020-10-19 13:03:57.396,11687.98,11798.0,11572.2,11752.98,65467.166,102610,4941.961999999994
|
| 41 |
-
2020-10-19 15:41:22.363,11752.99,11879.98,11656.01,11879.98,177485.09100000001,317501,4954.796999999909
|
| 42 |
-
2020-10-20 11:01:37.865,11874.53,12019.64,11705.0,12019.64,159467.456,258844,4940.832000000182
|
| 43 |
-
2020-10-20 17:46:36.246,12019.65,12140.0,11851.0,12140.0,108709.267,212625,4948.930999999585
|
| 44 |
-
2020-10-21 03:00:31.670,12139.65,12309.01,12116.0,12309.01,131361.003,234557,4941.62899999979
|
| 45 |
-
2020-10-21 11:48:21.950,12309.18,12430.0,12265.0,12430.0,53274.275,89340,4967.2850000000135
|
| 46 |
-
2020-10-21 12:58:14.376,12430.01,12594.0,12355.66,12586.0,50793.98299999999,82884,4955.387000000096
|
| 47 |
-
2020-10-21 14:21:09.309,12585.99,13089.65,12566.85,13088.33,227521.67799999999,425141,4942.522000000396
|
| 48 |
-
2020-10-21 22:31:24.591,13088.41,13240.0,12666.0,12666.0,47434.293,84615,-4945.999000000075
|
| 49 |
-
2020-10-21 23:05:43.860,12665.84,12940.0,12630.0,12812.75,64441.047999999995,127921,-4941.790000000068
|
| 50 |
-
2020-10-22 02:09:12.290,12812.72,12856.42,12675.5,12771.07,66745.214,128865,-4941.453999999896
|
| 51 |
-
2020-10-22 09:03:44.753,12770.8,13178.16,12690.0,13120.0,191160.40899999999,361588,-4941.375000000073
|
| 52 |
-
2020-10-22 20:49:23.932,13120.46,13188.27,12931.36,13056.0,36580.49800000001,70361,-4946.933999999927
|
| 53 |
-
2020-10-22 22:55:50.600,13064.7,13077.09,12835.75,12925.79,67359.21100000001,128861,-4941.856999999995
|
| 54 |
-
2020-10-23 04:26:18.062,12925.65,13043.0,12856.0,12925.46,106357.03,197917,-4941.550000000026
|
| 55 |
-
2020-10-23 15:51:21.393,12925.34,12955.0,12755.55,12768.0,27017.426,40443,-4941.768000000086
|
| 56 |
-
2020-10-23 16:41:11.238,12768.01,13369.0,12725.04,13108.0,304406.875,642488,-4960.718999999604
|
| 57 |
-
2020-10-25 05:45:15.762,13107.88,13240.0,12715.0,12855.0,350912.253,712684,-4951.164999999702
|
| 58 |
-
2020-10-26 16:34:26.616,12854.79,13170.23,12729.0,13170.23,175473.025,328343,4942.845000000114
|
| 59 |
-
2020-10-27 10:19:37.300,13170.32,13485.18,13157.99,13485.18,56957.109,95546,4942.9550000001955
|
| 60 |
-
2020-10-27 11:30:22.102,13485.28,13740.0,13308.88,13738.0,171764.397,276186,4961.521000000098
|
| 61 |
-
2020-10-27 17:45:18.094,13739.39,13863.0,13450.0,13450.0,280231.954,501172,-4967.289999999651
|
| 62 |
-
2020-10-28 11:09:11.097,13449.91,13523.72,13320.0,13320.0,45835.351,77966,-4949.307000000039
|
| 63 |
-
2020-10-28 11:57:02.272,13320.01,13371.77,13165.0,13165.0,38841.437999999995,66865,-4969.519999999994
|
| 64 |
-
2020-10-28 12:40:27.869,13164.96,13330.67,12907.3,12908.24,73490.16200000001,130185,-4946.978000000026
|
| 65 |
-
2020-10-28 14:17:20.126,12908.2,13200.0,12876.0,13200.0,44219.973,80687,4948.538999999985
|
| 66 |
-
2020-10-28 15:41:26.912,13197.7,13257.2,12996.01,13253.4,93713.511,183521,4944.241000000058
|
| 67 |
-
2020-10-28 22:29:33.971,13253.51,13375.0,12965.0,13375.0,196257.46500000003,367080,4944.2669999999825
|
| 68 |
-
2020-10-29 14:29:53.945,13374.0,13572.54,13346.42,13572.54,62714.674,105585,4950.924000000004
|
| 69 |
-
2020-10-29 16:32:56.883,13572.6,13665.65,13132.38,13132.38,213295.71399999998,383456,-4945.646000000038
|
| 70 |
-
2020-10-30 06:05:31.318,13132.15,13362.0,13100.0,13312.0,127531.67300000001,234274,4944.332999999869
|
| 71 |
-
2020-10-30 14:19:52.349,13312.07,13513.0,13276.42,13511.92,31942.673,55286,4944.955000000052
|
| 72 |
-
2020-10-30 15:51:38.606,13512.0,13735.0,13403.36,13731.62,179243.427,364428,4945.4849999997905
|
| 73 |
-
2020-10-31 08:23:37.527,13731.69,13944.82,13682.19,13944.82,39724.308,79042,4944.294000000178
|
| 74 |
-
2020-10-31 09:54:59.802,13945.0,14122.62,13848.27,14122.62,25468.575,52914,4944.978999999985
|
| 75 |
-
2020-10-31 10:06:04.082,14122.69,14140.0,13500.02,13843.68,71073.144,140147,-4944.992000000089
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Imbalance_Bars/BTCUSDT-2020-11-imbalance_bars.csv
DELETED
|
@@ -1,74 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-11-01 00:00:00.291,13783.73,13891.52,13601.0,13601.0,272792.802,598680,-5632.907999999744
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| 3 |
-
2020-11-02 08:36:01.269,13603.0,13603.01,13388.0,13388.0,62489.307,123864,-5638.805000000188
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| 4 |
-
2020-11-02 11:22:37.686,13389.0,13463.7,13224.0,13224.0,53433.558999999994,94082,-5640.247000000049
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| 5 |
-
2020-11-02 12:45:54.213,13225.58,13543.82,13195.0,13490.83,90343.537,170073,5629.833000000203
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| 6 |
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2020-11-02 19:06:55.882,13490.95,14038.45,13481.5,13762.48,274623.548,567371,5629.588000000305
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| 7 |
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2020-11-04 12:18:14.333,13762.66,14040.0,13726.03,14040.0,75271.42499999999,160566,5631.590999999713
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| 8 |
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2020-11-04 16:18:33.429,14038.0,15984.2,13923.0,15730.0,242208.924,526119,-5632.09199999999
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| 9 |
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2020-11-06 02:00:11.118,15729.75,15888.0,15458.87,15538.73,66744.811,142662,-5630.223000000574
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| 10 |
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2020-11-06 03:51:20.546,15538.48,15795.93,15435.0,15457.06,104278.738,228835,-5634.910000000521
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| 11 |
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2020-11-06 09:09:35.608,15457.05,15677.33,15310.0,15449.51,82451.366,177587,-5630.763999999983
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| 12 |
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2020-11-06 12:23:26.163,15449.47,15734.0,15366.0,15440.0,66344.101,153277,-5633.107000000122
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| 13 |
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2020-11-06 14:52:34.639,15439.98,15573.9,15226.0,15226.0,80153.22200000001,187989,-5654.948000000086
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| 14 |
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2020-11-06 20:18:23.074,15225.96,15691.0,15177.0,15576.27,61888.769,153637,-5640.14300000004
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| 15 |
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2020-11-06 23:43:05.113,15576.2,15774.0,15465.0,15510.0,73358.737,172316,-5630.538999999898
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2020-11-07 06:24:50.015,15509.75,15598.0,15292.23,15292.23,78877.33399999999,195133,-5631.495999999905
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2020-11-07 14:58:17.519,15292.0,15421.58,14992.0,14993.73,109738.88900000001,235491,-5631.137
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| 18 |
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2020-11-07 18:48:28.965,14993.72,15079.96,14725.0,14725.0,20043.806999999997,40633,-5631.873000000031
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| 19 |
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2020-11-07 18:58:07.016,14731.26,15066.23,14500.0,14500.0,81502.288,188901,-5756.356000000027
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| 20 |
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2020-11-07 20:07:12.505,14499.99,14930.0,14350.0,14844.7,94817.89600000001,209836,5633.234000000348
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| 21 |
-
2020-11-07 23:40:30.283,14844.55,15474.17,14710.0,15384.15,176902.99099999998,413847,-5634.346999999386
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| 22 |
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2020-11-10 09:34:43.802,15383.96,15431.13,15133.0,15190.92,82990.323,193314,-5636.446999999852
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| 23 |
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2020-11-10 15:18:10.953,15190.37,15684.75,15071.0,15623.5,200689.19199999998,484083,-5633.947999998721
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| 24 |
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2020-11-11 12:54:00.681,15623.39,16000.0,15540.0,15789.62,151085.29099999997,328370,-5634.6310000000585
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| 25 |
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2020-11-11 20:02:14.633,15789.54,16479.99,15558.0,16209.77,140786.661,343716,-5634.941000000055
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| 26 |
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2020-11-13 05:48:16.855,16208.54,16360.0,16151.6,16280.41,54927.282,136286,-5633.430000000008
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| 27 |
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2020-11-13 10:25:06.772,16280.36,16312.0,16072.0,16150.0,60316.942,147448,-5679.514000000133
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| 28 |
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2020-11-13 14:33:28.203,16149.52,16355.0,15849.05,15849.05,188012.08399999997,486059,-5634.253999999372
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| 29 |
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2020-11-14 08:30:13.238,15849.0,16079.02,15700.0,16078.32,171582.342,411499,5635.14000000062
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| 30 |
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2020-11-14 23:03:34.028,16078.41,16161.23,15768.0,15907.7,206217.282,579115,5643.055999995554
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| 31 |
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2020-11-15 22:52:47.476,15907.77,16080.45,15862.0,16080.45,51660.363,142413,5634.454999999334
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2020-11-16 05:10:39.473,16080.49,16314.0,16067.36,16307.34,64777.411,132957,5637.015000000066
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2020-11-16 10:22:50.068,16307.33,16649.07,16231.0,16635.66,128113.21899999998,298561,5635.699000000061
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2020-11-16 17:14:17.392,16635.68,16882.0,16586.01,16715.03,133220.032,321862,5669.340000000563
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2020-11-17 02:12:36.850,16715.2,16813.12,16550.0,16813.12,83294.391,191653,5635.332999999889
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2020-11-17 11:19:57.072,16813.13,17342.0,16797.01,17341.0,147361.111,317316,5637.415000000124
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2020-11-17 15:53:27.329,17338.08,17890.1,17267.22,17730.0,183084.832,399471,-5657.238000000298
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2020-11-17 18:42:57.523,17729.12,17772.0,17505.0,17651.05,52050.652,123461,-5636.165999999874
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2020-11-17 21:02:38.198,17651.73,17849.18,17472.48,17766.57,82738.264,192616,-5635.8900000003205
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2020-11-18 03:44:00.081,17765.31,18450.0,17759.0,18450.0,73640.546,173620,5635.672000000426
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2020-11-18 04:52:10.698,18447.1,18520.0,18000.0,18000.0,41008.576,95989,-5743.956000000101
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2020-11-18 05:34:37.460,17999.99,18006.98,17305.0,17308.36,49078.615999999995,106994,-5638.736000000104
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2020-11-18 05:46:04.354,17305.0,18292.67,17215.03,18100.0,195443.36699999997,446776,-5642.624999999387
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2020-11-18 11:20:36.035,18099.96,18269.57,17790.0,17800.0,70462.18,161808,-5693.814000000082
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| 45 |
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2020-11-18 14:01:40.635,17799.46,17970.76,17450.0,17450.0,51217.399,111872,-5665.476999999827
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| 46 |
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2020-11-18 15:20:16.096,17449.38,18079.0,17284.0,17435.2,336834.00800000003,775535,-5640.106000000081
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| 47 |
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2020-11-19 08:46:56.246,17435.21,18200.0,17347.27,17830.0,261907.649,586335,-5642.583000000403
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| 48 |
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2020-11-19 23:08:31.546,17829.94,18438.0,17715.7,18170.13,209076.126,474372,-5639.913999999751
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| 49 |
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2020-11-20 12:40:45.664,18170.1,18831.6,18154.45,18633.0,146156.30099999998,350855,-5641.41699999915
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| 50 |
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2020-11-20 18:11:32.818,18632.79,18780.0,18421.2,18700.2,71928.79800000001,171441,-5641.752000000139
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| 51 |
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2020-11-22 00:27:30.801,18700.02,18730.45,18380.31,18470.47,66593.754,150969,-5639.830000000383
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| 52 |
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2020-11-22 06:13:37.051,18470.45,18536.2,18302.98,18319.0,37842.247,90028,-5639.9390000000885
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| 53 |
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2020-11-22 08:55:11.044,18318.79,18440.0,18100.0,18100.0,42349.947,102041,-5644.942999999892
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| 54 |
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2020-11-22 10:55:42.965,18100.01,18253.0,17791.8,17791.8,38757.509999999995,94563,-5644.026000000229
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| 55 |
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2020-11-22 11:49:14.110,17791.73,18427.15,17645.98,18427.02,90026.047,220070,5641.498999999671
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| 56 |
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2020-11-22 16:22:46.749,18427.15,18718.13,18420.48,18438.1,79058.84199999999,193690,-5643.77800000007
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| 57 |
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2020-11-22 23:15:13.034,18438.09,18565.1,18080.01,18080.01,40359.134999999995,106258,-5641.1330000001035
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| 58 |
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2020-11-23 01:01:19.542,18080.0,18812.65,18013.97,18592.45,200123.287,474132,-5640.3310000000065
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| 59 |
-
2020-11-23 14:19:40.917,18592.87,18681.05,18156.52,18347.4,171873.243,405746,-5641.2029999997685
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| 60 |
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2020-11-24 03:04:24.205,18347.37,19180.0,18000.0,18979.69,208854.025,514744,-5641.087000000364
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| 61 |
-
2020-11-24 11:44:56.814,18979.53,19440.0,18934.26,19201.0,122144.08300000001,318687,-5640.7330000001275
|
| 62 |
-
2020-11-24 16:30:25.919,19200.99,19363.23,19100.0,19100.0,44129.464,110626,-5702.934000000303
|
| 63 |
-
2020-11-24 20:02:11.029,19100.32,19274.18,18630.96,18668.69,100245.84,246224,-5641.401999999877
|
| 64 |
-
2020-11-26 02:16:21.375,18668.6,18719.31,18367.16,18380.07,31978.865999999998,75014,-5642.678000000053
|
| 65 |
-
2020-11-26 03:00:16.938,18378.47,18407.72,18081.0,18088.64,34882.962999999996,85345,-5641.633000000025
|
| 66 |
-
2020-11-26 03:30:27.045,18089.55,18090.8,17373.8,17373.8,17694.638,37094,-5641.3959999999925
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| 67 |
-
2020-11-26 03:31:59.476,17373.78,18099.0,17100.0,17374.79,165131.994,455375,-5641.422000000056
|
| 68 |
-
2020-11-26 08:05:53.272,17374.74,17549.59,16910.0,16918.94,33845.793,94223,-5644.029000000059
|
| 69 |
-
2020-11-26 08:28:49.025,16918.93,17113.68,16406.94,16750.0,50735.691000000006,141648,-5658.7849999999235
|
| 70 |
-
2020-11-26 08:46:54.057,16749.96,17430.0,16300.0,16300.0,328477.70200000005,944039,-5719.301999999973
|
| 71 |
-
2020-11-26 17:26:55.594,16300.5,17298.88,16181.0,17038.25,149908.50699999998,431427,-5643.704999999938
|
| 72 |
-
2020-11-26 23:21:27.719,17038.25,17197.94,16891.87,16942.49,50173.413,113490,-5644.472999999768
|
| 73 |
-
2020-11-28 05:07:43.087,16942.49,17880.0,16865.78,17612.84,228294.8,541523,-5645.213999999762
|
| 74 |
-
2020-11-29 00:23:00.109,17612.63,18343.0,17523.0,18160.0,245671.775,609249,5644.293000000138
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Imbalance_Bars/BTCUSDT-2020-12-imbalance_bars.csv
DELETED
|
@@ -1,36 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2020-12-01 00:00:00.503,19722.09,19956.0,18896.03,19069.0,216828.112,617460,-6713.933999999823
|
| 3 |
-
2020-12-01 12:24:54.499,19072.42,19217.82,18230.0,18242.24,73255.99999999999,218823,-6715.4379999999965
|
| 4 |
-
2020-12-01 13:01:18.864,18242.02,19500.0,18050.0,18603.11,307864.106,914889,-6712.081999999292
|
| 5 |
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2020-12-02 03:15:58.334,18603.0,19640.0,18329.58,19250.0,561965.5430000001,1660796,-6731.201000001053
|
| 6 |
-
2020-12-04 03:29:49.707,19250.0,19457.82,18804.1,18804.1,108945.87700000001,314774,-6714.400999999943
|
| 7 |
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2020-12-04 11:59:32.949,18814.71,19144.31,18511.0,18511.0,146904.586,424203,-6712.434000000241
|
| 8 |
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2020-12-05 00:06:32.634,18512.46,19449.1,18510.0,18973.5,464249.24899999995,1362970,-6713.373000000597
|
| 9 |
-
2020-12-07 18:22:42.988,18973.47,19319.38,18750.0,18750.0,111510.76699999999,308338,-6743.683000000224
|
| 10 |
-
2020-12-08 09:40:07.305,18749.99,18974.19,18210.0,18249.52,178791.945,512165,-6712.853000000213
|
| 11 |
-
2020-12-08 23:00:05.357,18258.1,18441.57,17700.0,17700.0,180761.558,519391,-6734.034000000081
|
| 12 |
-
2020-12-09 08:32:17.064,17699.95,18380.9,17650.0,18346.0,96678.159,277482,6715.36900000012
|
| 13 |
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2020-12-09 13:51:38.289,18346.18,18639.7,17555.0,18195.0,665807.486,1987381,6729.032000000288
|
| 14 |
-
2020-12-12 00:20:37.615,18195.04,18574.0,18193.63,18574.0,126366.805,393346,6721.867000000281
|
| 15 |
-
2020-12-12 18:03:13.080,18574.08,18900.0,18532.0,18900.0,53181.792,159249,6736.6100000006345
|
| 16 |
-
2020-12-12 22:36:15.875,18897.75,19217.8,18705.46,19217.8,74864.27900000001,218807,6714.291000000088
|
| 17 |
-
2020-12-13 07:46:41.634,19217.86,19598.0,18969.82,19073.0,436868.41,1287666,-6717.69600000042
|
| 18 |
-
2020-12-15 05:16:50.038,19092.51,19977.7,19039.64,19977.7,331038.975,972882,6716.483000000786
|
| 19 |
-
2020-12-16 13:42:05.835,19977.77,20555.0,19970.6,20555.0,26196.359,71037,6728.8730000002015
|
| 20 |
-
2020-12-16 13:45:45.105,20511.01,21100.0,20123.96,21100.0,194070.75799999997,565884,6721.133999999792
|
| 21 |
-
2020-12-16 21:46:03.618,21095.44,22150.0,21041.1,22150.0,164023.74099999998,498437,6759.490999999979
|
| 22 |
-
2020-12-17 03:05:48.027,22139.48,23267.37,21723.94,23251.02,204896.37,603248,6716.719999999987
|
| 23 |
-
2020-12-17 09:10:18.200,23241.9,23888.04,22300.0,23360.44,350055.87899999996,1189410,-6717.040999999132
|
| 24 |
-
2020-12-17 17:55:55.588,23360.0,23520.0,22349.97,22665.61,185976.921,699536,-6715.907000000475
|
| 25 |
-
2020-12-18 00:19:46.824,22665.46,24281.61,22363.94,23452.0,647890.37,2224033,-6717.2399999989675
|
| 26 |
-
2020-12-20 00:20:09.093,23451.86,24376.0,23100.0,23333.0,274541.632,972720,-6773.149999999867
|
| 27 |
-
2020-12-20 21:59:54.121,23332.94,24145.0,23076.25,23188.0,194438.25199999998,654800,-6719.092000000343
|
| 28 |
-
2020-12-21 10:08:55.047,23187.91,23320.0,22422.36,22475.91,37054.007,113666,-6718.78499999992
|
| 29 |
-
2020-12-21 10:30:59.323,22480.69,24091.46,21920.0,23538.25,737543.1699999999,2544970,-6716.931999999895
|
| 30 |
-
2020-12-23 10:45:19.553,23538.24,25670.0,22572.52,25657.25,978177.422,3609835,6717.3020000009565
|
| 31 |
-
2020-12-26 15:54:23.949,25658.0,28459.84,25582.15,26880.39,577136.2760000001,2293387,-6716.983999999356
|
| 32 |
-
2020-12-27 16:22:00.028,26879.4,27538.82,25850.0,27205.17,300839.29999999993,1296340,-6716.930000000269
|
| 33 |
-
2020-12-28 13:52:36.330,27205.1,27384.28,26505.0,26513.28,89982.42800000001,393986,-6717.730000000955
|
| 34 |
-
2020-12-28 22:33:59.300,26512.91,27188.0,25913.01,26362.53,204795.24,854131,-6718.050000000238
|
| 35 |
-
2020-12-29 16:25:19.027,26362.5,29376.7,26266.15,28894.22,539341.827,2226296,-6720.808999999763
|
| 36 |
-
2020-12-31 05:32:27.187,28894.16,29364.05,28314.27,28314.27,98997.87299999999,426226,-6717.364999999965
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Imbalance_Bars/BTCUSDT-2021-01-imbalance_bars.csv
DELETED
|
@@ -1,26 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-01-01 00:00:00.001,28948.19,29668.86,28706.0,28766.44,178544.867,735992,-8272.633000000136
|
| 3 |
-
2021-01-01 18:45:20.494,28766.21,32250.0,28627.12,32250.0,298863.11,1299595,8272.89799999975
|
| 4 |
-
2021-01-02 16:08:41.690,32241.87,33480.0,30800.0,30800.0,204117.86599999998,858955,-8273.924000000097
|
| 5 |
-
2021-01-02 20:59:47.643,30824.6,34832.25,30528.0,32450.0,485128.581,2141459,-8282.931000000604
|
| 6 |
-
2021-01-03 18:35:22.379,32449.85,33948.13,31448.0,31448.0,231761.58899999998,1111808,-8272.872999999921
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| 7 |
-
2021-01-04 09:32:02.763,31448.01,31638.67,30366.24,30366.24,43902.248999999996,160429,-8289.701000000186
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| 8 |
-
2021-01-04 10:14:29.418,30365.88,32900.0,27800.0,30971.04,384762.269,1732738,-8276.20500000128
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| 9 |
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2021-01-05 04:11:53.444,30992.0,40565.62,29900.0,37962.36,1348428.264,6756861,-8273.400000003394
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| 10 |
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2021-01-08 01:37:15.157,37975.28,42125.51,36539.77,39150.0,445149.643,2422123,-8274.723000000948
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| 11 |
-
2021-01-08 20:58:31.139,39149.92,41539.88,38655.0,40234.5,294918.567,1804895,-8274.411000003698
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| 12 |
-
2021-01-09 22:35:06.626,40242.62,41412.12,37513.89,37520.9,263471.54899999994,1494724,-8273.308999999463
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| 13 |
-
2021-01-10 17:37:25.354,37520.0,39080.0,35268.0,36205.0,258565.73100000003,1493808,-8273.354999999996
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| 14 |
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2021-01-11 03:06:59.280,36205.11,36304.33,33223.73,33223.73,187888.76,1025259,-8273.742000000095
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| 15 |
-
2021-01-11 06:46:44.630,33222.76,36399.99,32277.0,32277.0,271929.92500000005,1533898,-8273.865000000373
|
| 16 |
-
2021-01-11 14:03:56.239,32276.57,40189.39,30448.0,37828.5,1638940.423,10282241,-8275.926999998146
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| 17 |
-
2021-01-15 06:00:02.473,37828.5,38850.0,34478.0,36241.97,639971.978,4061673,-8273.372000000187
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| 18 |
-
2021-01-16 21:34:08.244,36241.55,37961.0,33863.5,35247.77,874655.137,5237709,-8273.433000000321
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| 19 |
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2021-01-20 03:38:17.650,35248.1,35985.0,33403.0,34459.77,309968.672,1875506,-8273.607999999285
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| 20 |
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2021-01-21 02:36:20.066,34459.73,35073.29,31032.66,31489.7,335418.118,1905860,-8273.606000000347
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| 21 |
-
2021-01-21 15:50:02.872,31489.6,34880.0,28880.0,31936.6,1412265.2650000001,8133062,-8276.327000002153
|
| 22 |
-
2021-01-25 22:31:42.557,31936.14,32950.0,29514.89,29514.89,580934.1379999999,3179105,-8273.422000000288
|
| 23 |
-
2021-01-27 14:43:06.622,29514.75,33490.0,29240.0,33490.0,508029.58999999997,2717390,8293.160000001013
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| 24 |
-
2021-01-28 22:59:21.390,33480.99,38299.99,31960.0,38299.99,316742.984,1612837,8277.541999999587
|
| 25 |
-
2021-01-29 09:33:36.686,38300.0,38641.1,34206.59,34206.59,319273.99199999997,1873228,-8274.184000001489
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| 26 |
-
2021-01-29 19:32:10.021,34206.52,35391.0,32507.78,32507.78,528345.607,3165381,-8277.296999999486
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Imbalance_Bars/BTCUSDT-2021-02-imbalance_bars.csv
DELETED
|
@@ -1,26 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-02-01 00:00:00.867,33125.11,34720.0,32322.47,33692.34,266392.66500000004,1508035,5855.315000000781
|
| 3 |
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2021-02-02 04:16:59.243,33692.33,35177.85,33681.07,35177.85,47556.456999999995,240193,5855.115000000178
|
| 4 |
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2021-02-02 09:05:11.266,35178.0,38833.0,34338.0,37885.03,859509.95,4645240,-5854.897999998903
|
| 5 |
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2021-02-05 16:41:38.872,37884.71,40992.4,37250.0,38606.34,422372.713,2466880,-5854.951000001167
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| 6 |
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2021-02-07 04:25:29.084,38606.24,39757.87,37456.64,37460.0,161087.00400000002,886771,-5855.140000000776
|
| 7 |
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2021-02-07 16:16:08.322,37474.57,43414.0,37403.27,43309.7,212131.999,1156403,5855.866999999997
|
| 8 |
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2021-02-08 12:58:18.215,43312.66,48266.36,42470.0,45614.41,531339.275,3281075,-5855.047000000239
|
| 9 |
-
2021-02-09 12:48:09.712,45613.77,47600.0,45057.65,46180.38,277280.954,1625345,-5858.015999999869
|
| 10 |
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2021-02-10 12:02:31.034,46180.2,46509.65,44000.0,44000.0,111095.96800000001,612282,-5863.447999999985
|
| 11 |
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2021-02-10 15:45:43.783,44025.83,49278.98,43770.0,47185.24,737458.474,4417931,-5855.364000000851
|
| 12 |
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2021-02-13 07:53:38.506,47183.37,49875.16,46252.1,48690.29,398901.872,2400586,-5855.157999997907
|
| 13 |
-
2021-02-15 01:08:52.501,48689.56,48735.22,46481.17,46481.17,27246.126,150019,-5872.602000000338
|
| 14 |
-
2021-02-15 02:19:43.061,46600.0,50953.44,45349.21,48500.0,486713.7359999999,2972352,-5889.66999999915
|
| 15 |
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2021-02-16 16:56:19.407,48513.86,52800.0,47780.0,52023.77,553468.307,3506498,-5856.767000000189
|
| 16 |
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2021-02-18 21:18:46.167,52023.0,57699.0,50800.0,55333.0,483938.466,3335883,-5866.222000000688
|
| 17 |
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2021-02-20 22:38:54.394,55347.75,58472.14,53905.0,56380.0,273817.45999999996,1716087,-5856.468000000511
|
| 18 |
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2021-02-22 03:31:27.810,56379.83,56699.0,54069.97,54069.97,100702.275,649315,-5858.055000000255
|
| 19 |
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2021-02-22 10:11:06.641,54069.96,55336.1,51546.0,51546.0,126900.91499999998,908506,-5857.023000000147
|
| 20 |
-
2021-02-22 14:11:17.648,51545.91,51858.02,47751.42,48797.78,24840.676,128024,-5858.113999999902
|
| 21 |
-
2021-02-22 14:18:21.466,48898.32,55023.85,48600.0,51650.0,240503.25600000002,1663128,-5856.842000000013
|
| 22 |
-
2021-02-23 03:32:00.529,51650.01,52570.59,46950.0,46950.0,203675.952,1430939,-5893.733999999939
|
| 23 |
-
2021-02-23 08:57:25.053,46949.03,49600.0,44893.82,45869.47,412254.545,2933414,-5857.221000000459
|
| 24 |
-
2021-02-23 19:42:04.549,45868.59,52134.96,45285.0,47384.55,743439.145,5104264,-5857.8009999999995
|
| 25 |
-
2021-02-25 23:43:02.617,47395.9,47830.0,44940.0,44940.0,161658.734,1169846,-5858.351999999563
|
| 26 |
-
2021-02-26 07:26:45.103,44939.98,48476.05,44100.0,44760.0,598946.956,4090818,-5860.544000000655
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Imbalance_Bars/BTCUSDT-2021-03-imbalance_bars.csv
DELETED
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@@ -1,30 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-03-01 00:00:00.018,45162.64,50221.77,44972.49,47400.0,500526.536,3338813,-6311.654000000627
|
| 3 |
-
2021-03-02 16:57:34.946,47399.92,51729.67,47058.06,51683.36,205384.02,1266847,6306.670000001243
|
| 4 |
-
2021-03-03 10:07:02.217,51686.0,52681.51,49031.0,49031.0,378081.23,2305258,-6306.788000000544
|
| 5 |
-
2021-03-04 09:21:22.328,49030.94,50636.77,47554.0,47554.0,210327.499,1332159,-6306.713000000368
|
| 6 |
-
2021-03-04 20:10:15.134,47553.89,49470.0,46320.0,47509.06,494751.67199999996,3147266,-6306.879999999552
|
| 7 |
-
2021-03-06 13:15:30.021,47509.07,52120.0,47090.0,51940.0,643295.3599999999,3959397,6306.684000001531
|
| 8 |
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2021-03-08 21:51:21.160,51939.99,55890.0,51334.71,53678.58,357122.345,2272827,-6308.110999999812
|
| 9 |
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2021-03-10 02:09:57.330,53678.42,57500.92,53061.0,55450.0,367389.431,2353736,-6317.033000000384
|
| 10 |
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2021-03-11 01:01:09.046,55449.73,57312.84,54356.44,56444.84,205394.957,1322010,-6306.910999999752
|
| 11 |
-
2021-03-11 15:31:55.092,56444.63,58283.0,55900.0,56800.0,222082.582,1483395,-6308.61599999956
|
| 12 |
-
2021-03-12 07:03:28.209,56841.63,57840.0,55074.3,56225.13,272242.163,1870862,-6306.928999999634
|
| 13 |
-
2021-03-13 01:19:14.224,56232.32,59971.14,56136.0,59750.0,90040.96599999999,598566,6308.340000000197
|
| 14 |
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2021-03-13 10:17:09.114,59750.03,61950.0,59204.06,59400.0,368686.155,2453315,-6365.508999999999
|
| 15 |
-
2021-03-14 16:04:02.044,59399.81,60833.85,58050.0,58050.0,179971.208,1134936,-6314.366000000181
|
| 16 |
-
2021-03-15 07:13:33.088,58050.01,58437.85,55250.0,55250.01,76210.494,461788,-6310.802000000404
|
| 17 |
-
2021-03-15 09:24:29.721,55250.0,57320.0,54517.28,54600.0,289138.998,1902008,-6319.654000000613
|
| 18 |
-
2021-03-16 00:34:34.525,54600.59,57238.0,53335.0,55470.97,409443.428,2823281,-6308.723999999762
|
| 19 |
-
2021-03-17 09:30:59.096,55470.89,60510.0,54154.93,58310.0,488462.60199999996,3272823,-6308.946000000899
|
| 20 |
-
2021-03-18 18:43:55.961,58311.58,58477.07,56600.0,56600.0,73609.08099999999,478198,-6339.52100000005
|
| 21 |
-
2021-03-19 00:17:27.450,56599.97,59948.0,56301.27,57300.0,497811.703,3290375,-6311.319000000952
|
| 22 |
-
2021-03-21 04:30:02.298,57300.01,58185.99,55403.55,57161.88,269262.838,1769579,-6309.626000000067
|
| 23 |
-
2021-03-22 08:55:34.156,57161.83,58500.0,55000.0,55000.0,157533.75699999998,1035316,-6332.041000000402
|
| 24 |
-
2021-03-22 20:44:48.795,54999.99,55354.69,53060.99,53060.99,143337.68399999998,980938,-6310.877999999446
|
| 25 |
-
2021-03-23 06:22:25.057,53060.86,57234.79,52981.4,56451.11,376628.23,2383071,-6311.75799999888
|
| 26 |
-
2021-03-24 13:48:48.096,56450.98,56974.22,54383.0,54383.0,93847.443,572827,-6309.713000000309
|
| 27 |
-
2021-03-24 20:11:40.311,54393.33,54500.0,51908.0,51908.0,79374.587,549502,-6309.757000000011
|
| 28 |
-
2021-03-24 22:25:22.077,51907.82,53255.2,50673.85,50735.34,229660.36699999997,1426358,-6310.241000000474
|
| 29 |
-
2021-03-25 12:28:10.384,50734.62,59560.0,50452.08,58850.0,1463521.9700000002,9568252,-6318.360000000241
|
| 30 |
-
2021-03-31 02:09:16.297,58850.01,59920.0,56812.0,58763.48,280624.715,1808772,-6310.17699999974
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Imbalance_Bars/BTCUSDT-2021-04-imbalance_bars.csv
DELETED
|
@@ -1,33 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-04-01 00:00:01.944,58810.99,59592.22,58156.06,58156.06,90722.95199999999,559585,-5266.406000000168
|
| 3 |
-
2021-04-01 11:06:07.032,58156.03,60397.85,58002.0,58815.0,258840.258,1603074,-5264.1220000003095
|
| 4 |
-
2021-04-02 19:06:07.047,58814.77,59925.0,58490.03,58920.78,132843.06100000002,800302,-5263.520999999816
|
| 5 |
-
2021-04-03 15:58:15.389,58920.67,59202.16,57350.0,57350.0,77743.63699999999,465589,-5265.174999999887
|
| 6 |
-
2021-04-03 22:04:15.584,57350.01,58553.0,56517.23,57702.68,184551.092,1105101,-5264.023999999811
|
| 7 |
-
2021-04-05 01:09:05.032,57702.63,59626.18,56808.94,58400.0,258939.13799999998,1647699,-5263.80599999998
|
| 8 |
-
2021-04-06 14:01:10.631,58400.01,58410.0,57500.0,57553.43,83607.325,525654,-5263.556999999046
|
| 9 |
-
2021-04-07 01:22:10.731,57553.23,58720.0,56414.0,56414.0,116168.001,692482,-5263.510999999863
|
| 10 |
-
2021-04-07 11:27:11.548,56413.78,57415.03,55536.07,56550.05,199569.102,1302235,-5265.523999998317
|
| 11 |
-
2021-04-08 10:16:56.044,56550.04,58950.0,56401.0,58070.0,237826.427,1468306,-5267.126999999511
|
| 12 |
-
2021-04-09 23:02:49.858,58069.02,61313.15,57925.0,61301.96,53399.816999999995,301145,5263.87300000007
|
| 13 |
-
2021-04-10 04:21:51.531,61301.95,61800.0,59699.0,59699.0,134550.01499999998,812510,-5264.68900000049
|
| 14 |
-
2021-04-10 18:07:38.059,59698.88,60816.88,58420.0,59477.77,144850.56900000002,897429,-5265.70899999925
|
| 15 |
-
2021-04-11 13:32:40.124,59477.76,61449.91,59304.02,59697.0,212239.56399999998,1266926,-5265.130000000735
|
| 16 |
-
2021-04-12 15:13:34.543,59696.81,64986.11,59650.0,62318.51,573594.24,3402273,-5267.636000000874
|
| 17 |
-
2021-04-14 18:00:28.324,62318.05,63478.92,61404.0,62503.18,94977.287,568770,-5263.887000000736
|
| 18 |
-
2021-04-15 02:23:49.053,62500.11,63905.83,62157.89,62507.01,189591.30599999998,1158895,-5267.046000000579
|
| 19 |
-
2021-04-16 04:34:26.288,62507.0,62529.87,61111.0,61250.0,74243.14600000001,426361,-5285.512000000531
|
| 20 |
-
2021-04-16 08:59:05.258,61249.99,61928.88,60100.0,61420.0,118012.257,725700,-5266.030999999539
|
| 21 |
-
2021-04-16 18:07:49.180,61437.22,62610.0,60565.83,60680.0,129390.915,762870,-5266.8250000002845
|
| 22 |
-
2021-04-17 13:18:30.287,60679.66,61296.56,59403.01,59403.01,106545.43299999999,636318,-5264.79700000055
|
| 23 |
-
2021-04-18 00:31:02.906,59403.55,59848.59,57770.0,57808.68,58557.299,318311,-5264.5550000002395
|
| 24 |
-
2021-04-18 03:19:20.915,57860.3,58174.5,52300.0,56068.82,29002.248999999996,243819,-5268.581000000161
|
| 25 |
-
2021-04-18 03:30:38.659,56070.41,58839.06,50050.0,55132.3,97247.88599999998,771757,-5264.675999997607
|
| 26 |
-
2021-04-18 04:41:00.120,55132.18,57532.7,52505.0,53300.0,1328664.2879999997,8511917,-5266.2679999998645
|
| 27 |
-
2021-04-22 08:45:31.174,53299.98,55470.51,52621.29,52621.29,172495.72999999998,1063010,-5269.52000000031
|
| 28 |
-
2021-04-22 19:13:55.131,52667.09,53550.0,50534.34,50904.99,167803.734,1140668,-5265.444000001429
|
| 29 |
-
2021-04-23 01:19:43.635,50905.0,51560.56,49402.46,49402.46,55276.205,341583,-5264.627000000612
|
| 30 |
-
2021-04-23 02:21:26.053,49402.26,51278.54,46975.0,46975.0,1032624.313,6403461,-5264.811000000125
|
| 31 |
-
2021-04-25 21:42:52.529,46974.78,49972.0,46930.43,49972.0,61178.0,388711,5265.0540000011215
|
| 32 |
-
2021-04-26 00:13:19.110,49967.0,54850.28,49839.29,54850.28,440555.99399999995,2609424,5264.760000003419
|
| 33 |
-
2021-04-27 07:22:50.084,54850.31,56574.13,53029.0,53063.01,606130.283,3600197,-5264.765000000191
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Imbalance_Bars/BTCUSDT-2021-05-imbalance_bars.csv
DELETED
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@@ -1,24 +0,0 @@
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| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
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| 2 |
-
2021-05-01 00:00:00.034,57688.29,59056.59,56100.0,58000.0,555244.529,3082719,-11186.371000002075
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| 3 |
-
2021-05-03 13:49:32.098,58008.1,58255.0,54547.0,54547.0,161172.65699999998,879899,-11182.805000002008
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| 4 |
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2021-05-04 00:56:52.371,54545.78,56670.0,52880.38,55400.0,487221.826,2759883,-11189.108000000704
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| 5 |
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2021-05-05 11:16:11.190,55406.14,58450.0,55065.09,55958.01,489429.18799999997,2622521,-11183.370000003306
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| 6 |
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2021-05-07 02:30:03.178,55957.32,59590.96,55300.0,57000.0,627234.414,3622060,-11199.692000002266
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| 7 |
-
2021-05-09 12:22:02.803,57000.01,59654.0,56060.0,56068.67,403790.319,2093389,-11183.123000001246
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| 8 |
-
2021-05-10 19:51:40.068,56068.2,58049.99,53250.0,56000.0,520339.88999999996,2945153,-11456.554000004313
|
| 9 |
-
2021-05-12 13:23:38.922,56000.0,56912.3,51555.0,51555.0,270729.182,1582555,-11200.329999999492
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| 10 |
-
2021-05-12 23:29:37.960,51554.89,52125.89,45596.32,49272.09,326349.61199999996,2178654,-11189.007999999594
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| 11 |
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2021-05-13 09:48:12.088,49272.0,51533.0,46994.97,48272.32,821960.041,4665402,-11189.711000000825
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| 12 |
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2021-05-15 08:08:52.029,48272.31,49829.39,44550.0,44579.2,746110.3269999999,3970224,-11189.75500000137
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| 13 |
-
2021-05-16 19:54:15.511,44578.31,46655.0,42151.0,42312.48,1615580.001,8945272,-11188.861000001772
|
| 14 |
-
2021-05-19 01:11:18.536,42312.4,42619.25,39993.0,39993.0,175030.203,946338,-11189.739000000103
|
| 15 |
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2021-05-19 04:24:40.078,39992.94,40853.0,37400.0,37400.0,388233.86199999996,2076228,-11200.502000000968
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| 16 |
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2021-05-19 11:30:34.177,37399.97,39263.52,34039.77,34048.39,194320.411,1169764,-11190.461000000103
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| 17 |
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2021-05-19 12:53:25.850,34040.12,41679.33,28688.0,41666.53,956168.973,6640958,11189.511000002502
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| 18 |
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2021-05-20 12:20:01.972,41667.71,42460.0,33400.0,37706.0,1352168.6400000001,9237305,11189.542000002975
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| 19 |
-
2021-05-22 02:08:38.525,37706.17,38851.34,32566.82,33405.26,1115241.58,7537778,11189.426000000141
|
| 20 |
-
2021-05-23 14:14:35.552,33405.7,34750.0,31096.7,34750.0,386912.38300000003,2737145,11190.033000000753
|
| 21 |
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2021-05-23 22:18:10.731,34747.42,38299.16,33580.18,38283.0,374889.487,2385418,11194.187000002705
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| 22 |
-
2021-05-24 12:30:21.206,38283.04,40900.0,36439.32,38706.16,1511056.0359999998,8715122,-11190.558000002275
|
| 23 |
-
2021-05-26 21:13:15.088,38706.05,40438.82,34427.21,34437.0,1793221.886,9324118,-11189.770000002432
|
| 24 |
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2021-05-29 13:13:23.360,34438.91,36596.12,33356.0,36596.12,1159142.989,6148776,11190.278999998574
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Imbalance_Bars/BTCUSDT-2021-06-imbalance_bars.csv
DELETED
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@@ -1,19 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-06-01 00:00:00.029,37244.36,39470.0,34648.0,34648.0,3793751.917,18264044,-15649.735000005787
|
| 3 |
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2021-06-07 20:48:34.418,34647.93,34856.96,30969.0,32808.48,1281329.869,5706210,15649.78299999732
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| 4 |
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2021-06-09 04:53:44.416,32809.54,35160.0,32785.31,35154.74,312066.951,1328045,15649.728999999716
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| 5 |
-
2021-06-09 12:00:18.967,35151.66,36833.88,34557.15,36784.66,239116.664,1060844,15652.12800000176
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| 6 |
-
2021-06-09 15:25:52.568,36785.0,37900.0,35650.0,37900.0,629159.938,2845272,15783.143999999245
|
| 7 |
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2021-06-10 10:02:58.034,37887.63,38489.0,34585.9,36915.87,2092637.6570000001,9976935,15653.381000002537
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| 8 |
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2021-06-13 16:23:09.417,36916.96,39374.18,36752.42,39000.0,164091.308,769429,15663.518000001925
|
| 9 |
-
2021-06-13 20:15:03.018,39000.04,41413.0,38105.0,38302.0,2509542.2079999996,11900681,-15653.630000004006
|
| 10 |
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2021-06-17 16:55:29.520,38301.82,38570.0,37200.62,37383.0,442461.29099999997,1846508,-15658.36700000136
|
| 11 |
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2021-06-18 10:00:50.032,37382.99,38000.0,35500.0,35503.39,383772.346,1595056,-15652.882000000867
|
| 12 |
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2021-06-18 18:38:26.192,35502.75,36471.8,31150.0,33240.0,3210200.499,13264222,15653.301000000538
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| 13 |
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2021-06-22 03:40:45.536,33239.99,33240.0,29330.0,29710.0,452133.11399999994,1867562,-15653.66200000216
|
| 14 |
-
2021-06-22 12:25:34.779,29748.88,31067.2,28780.01,31067.2,421302.51599999995,1850367,15652.982000001048
|
| 15 |
-
2021-06-22 15:26:20.210,31067.23,33389.98,31010.0,33342.69,551649.252,2355302,15654.265999998179
|
| 16 |
-
2021-06-23 00:42:41.697,33301.38,34867.77,32300.0,34199.0,1282526.4679999999,5182272,15656.649999995787
|
| 17 |
-
2021-06-24 12:04:26.154,34183.45,35500.0,30120.0,31880.0,2428708.516,9941258,15658.251999996193
|
| 18 |
-
2021-06-26 18:14:28.628,31879.57,34725.68,30888.04,34725.68,1043518.9539999999,4423151,15653.956000000066
|
| 19 |
-
2021-06-27 23:55:04.124,34723.25,35850.0,33855.0,35850.0,1166155.386,4963685,15683.007999998508
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Imbalance_Bars/BTCUSDT-2021-07-imbalance_bars.csv
DELETED
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@@ -1,22 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-07-01 00:00:00.002,35031.39,35044.98,33600.0,33600.0,157516.945,574634,-11303.285000000538
|
| 3 |
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2021-07-01 06:45:56.436,33599.95,33960.0,32672.04,33500.0,837199.544,3120559,11405.517999999822
|
| 4 |
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2021-07-02 08:15:16.921,33500.01,34049.0,32751.0,34049.0,558264.787,2349249,11308.741000000366
|
| 5 |
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2021-07-03 07:30:58.628,34045.21,35200.0,33992.6,35200.0,476827.076,1750853,11419.980000000738
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| 6 |
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2021-07-04 05:45:11.197,35194.79,35955.55,34350.0,34380.0,452457.329,1702854,-11344.687000001264
|
| 7 |
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2021-07-05 02:22:03.619,34385.08,35120.0,33032.0,33111.0,1778582.086,7115374,-11296.964000002632
|
| 8 |
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2021-07-08 00:33:16.491,33111.01,33483.81,32066.0,33300.0,906045.764,3757890,11446.42000000022
|
| 9 |
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2021-07-09 13:30:09.254,33299.64,34248.58,33010.0,34000.0,827435.217,3463791,11299.945000000736
|
| 10 |
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2021-07-11 16:34:19.525,33999.99,34662.73,32279.86,32280.0,876647.227,3399936,-11302.294999999891
|
| 11 |
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2021-07-13 12:59:27.133,32279.86,33176.47,31018.59,31943.97,1949019.551,7299564,11298.295000000106
|
| 12 |
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2021-07-17 08:45:47.089,31944.0,32435.93,30107.0,30135.12,1253370.835,4597216,-11298.05899999946
|
| 13 |
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2021-07-20 03:08:11.722,30135.06,30235.0,29242.24,30029.77,584310.287,2066616,11299.278999999673
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| 14 |
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2021-07-21 04:15:05.551,30029.95,30890.0,30020.0,30890.0,81993.302,251156,11301.878000000785
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| 15 |
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2021-07-21 05:39:57.210,30890.02,31932.83,30606.78,31932.83,277440.776,901361,11298.358000000002
|
| 16 |
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2021-07-21 15:37:15.086,31932.9,32883.9,31502.12,32781.25,787906.02,3044135,11298.15800000132
|
| 17 |
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2021-07-23 01:56:11.418,32781.65,33790.0,31970.82,33750.0,421224.41599999997,1635087,11310.22400000051
|
| 18 |
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2021-07-24 02:25:04.066,33749.99,35188.0,33512.01,35186.92,708653.364,2884583,11313.264000002058
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| 19 |
-
2021-07-25 23:41:59.125,35186.99,36480.0,35057.83,36480.0,85225.699,298405,11307.243000001
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| 20 |
-
2021-07-26 00:58:16.299,36454.99,42342.57,36432.0,41329.5,42590.866,213677,11300.624000003747
|
| 21 |
-
2021-07-26 01:01:57.107,41329.78,48168.6,37565.42,38122.21,551022.577,2411443,-11299.39699999998
|
| 22 |
-
2021-07-26 14:44:00.295,38122.19,42229.62,36384.31,42150.0,2929886.0810000002,13468544,11299.40700000213
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Imbalance_Bars/BTCUSDT-2021-08-imbalance_bars.csv
DELETED
|
@@ -1,19 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-08-01 00:00:00.056,41448.1,42614.98,39820.0,39820.0,451890.97299999994,2118193,-9097.945000001864
|
| 3 |
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2021-08-01 23:26:09.219,39819.88,40450.0,38837.42,38837.42,417778.714,1931846,-9097.83400000111
|
| 4 |
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2021-08-02 20:06:52.174,38837.41,39774.93,37880.0,37888.15,323074.07499999995,1515462,-9099.393000000564
|
| 5 |
-
2021-08-03 12:01:36.125,37888.1,39975.32,37500.0,37903.22,934486.7829999999,4368203,-9098.256999999392
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| 6 |
-
2021-08-05 09:51:35.243,37902.92,40100.0,37291.0,40100.0,343367.184,1495849,9131.782000002428
|
| 7 |
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2021-08-05 17:15:06.098,40100.02,42573.05,39849.82,42526.68,654924.721,3100005,9098.217000001476
|
| 8 |
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2021-08-06 16:03:16.395,42526.86,45020.1,42233.34,45020.1,912006.961,4780035,9098.862999999905
|
| 9 |
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2021-08-08 06:05:59.092,45020.17,46800.0,42785.0,44390.0,2168841.785,11112291,-9098.431000001434
|
| 10 |
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2021-08-12 12:27:11.811,44398.92,47920.0,43800.0,47907.24,589344.525,2791813,9098.0590000008
|
| 11 |
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2021-08-13 20:16:23.654,47907.29,48300.0,46000.0,46370.49,503736.52800000005,2504757,-9099.112000000303
|
| 12 |
-
2021-08-15 06:19:38.065,46370.47,48074.23,45480.0,46359.86,538755.4679999999,2531123,-9098.37000000029
|
| 13 |
-
2021-08-16 13:52:58.941,46359.72,46694.41,45240.0,46058.44,267103.516,1214845,-9103.613999999672
|
| 14 |
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2021-08-17 05:15:52.061,46058.03,47194.0,44550.0,44550.0,359759.257,1710591,-9100.26900000082
|
| 15 |
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2021-08-17 22:26:47.717,44549.9,48210.08,43938.38,48207.29,1078889.644,5186404,9099.594000000661
|
| 16 |
-
2021-08-20 14:39:42.138,48207.58,50600.0,48075.81,48772.91,1361719.003,6250243,-9099.703000000816
|
| 17 |
-
2021-08-24 13:30:09.437,48772.84,48792.57,47593.11,47593.11,329922.4689999999,1407432,-9098.670999998523
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| 18 |
-
2021-08-25 08:39:53.803,47593.1,49380.0,46592.59,46592.59,547461.243,2240242,-9098.520999999477
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| 19 |
-
2021-08-26 12:03:59.420,46592.57,49769.2,46280.0,47458.42,1329113.407,5898383,-9098.279000000135
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Imbalance_Bars/BTCUSDT-2021-09-imbalance_bars.csv
DELETED
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@@ -1,24 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-09-01 00:00:00.093,47150.33,52150.0,46550.99,52150.0,1804250.95,8169528,7166.360000003095
|
| 3 |
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2021-09-06 11:16:16.082,52150.05,52950.0,50300.0,50300.0,471341.801,2130307,-7198.8550000006135
|
| 4 |
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2021-09-07 14:16:23.179,50299.99,50527.58,49100.0,49100.0,56518.003,234422,-7163.78700000039
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| 5 |
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2021-09-07 14:48:38.449,49128.48,49295.0,47351.27,47351.27,40610.971000000005,171205,-7158.637000000595
|
| 6 |
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2021-09-07 14:59:52.854,47351.0,48280.86,44000.0,44000.0,49935.558999999994,260498,-7191.553000000502
|
| 7 |
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2021-09-07 15:08:45.845,44471.9,47666.66,42088.0,46037.72,432240.66799999995,2127017,-7160.172000000142
|
| 8 |
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2021-09-08 06:14:50.747,46037.71,46834.31,44431.0,46004.92,493651.68499999994,2549142,-7159.248999999565
|
| 9 |
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2021-09-09 12:30:28.059,46004.93,47400.0,44758.15,45000.0,464772.24,2312632,-7158.516000000152
|
| 10 |
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2021-09-10 21:36:23.012,45001.01,46933.89,43550.23,43550.23,785014.85,3914808,-7158.9980000007545
|
| 11 |
-
2021-09-13 14:19:30.043,43550.17,47330.41,43323.93,47330.41,412998.95099999994,2102458,7158.449000000419
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| 12 |
-
2021-09-15 00:46:27.746,47330.45,48400.0,46675.0,48400.0,177944.571,849335,7159.671000000412
|
| 13 |
-
2021-09-15 16:16:31.110,48397.88,48850.0,46750.0,47580.0,829481.424,4272874,-7161.907999996262
|
| 14 |
-
2021-09-19 11:45:44.977,47579.9,47800.0,46431.31,46431.31,163766.805,781017,-7159.325000000526
|
| 15 |
-
2021-09-20 02:33:58.881,46435.01,46484.62,44717.95,44718.48,101211.476,457890,-7159.068000000695
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| 16 |
-
2021-09-20 07:34:55.073,44717.95,45300.0,43400.0,43400.0,136936.05599999998,594869,-7161.706000000244
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| 17 |
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2021-09-20 11:44:36.201,43405.89,44260.0,41777.67,41787.77,359587.394,1731191,-7158.702000000141
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| 18 |
-
2021-09-21 00:19:28.638,41788.58,43629.6,39505.0,39542.39,544860.03,2539592,-7160.130000000386
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| 19 |
-
2021-09-21 21:18:46.243,39542.38,42490.0,39503.58,42490.0,238718.18600000002,1211822,7160.526000000369
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| 20 |
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2021-09-22 07:36:25.578,42489.61,43989.98,41838.04,43917.57,310878.313,1595714,7159.0810000004985
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| 21 |
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2021-09-23 03:21:35.174,43917.75,45134.33,40650.0,43000.0,870642.2609999999,4161535,7160.733000000511
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| 22 |
-
2021-09-24 21:02:20.768,43000.0,43196.82,40725.01,42992.17,494381.353,2490236,7158.735000000527
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| 23 |
-
2021-09-26 09:47:08.812,42992.45,44300.0,42650.0,44243.51,200633.626,1022677,7158.836000001529
|
| 24 |
-
2021-09-27 01:59:00.307,44243.56,44350.0,40708.73,43427.72,1218632.905,6192649,7162.419000001686
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Imbalance_Bars/BTCUSDT-2021-10-imbalance_bars.csv
DELETED
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@@ -1,34 +0,0 @@
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| 1 |
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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| 2 |
-
2021-10-01 00:00:00.061,43799.49,44600.0,43260.01,44600.0,88622.758,441411,6074.280000000223
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| 3 |
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2021-10-01 07:21:37.217,44588.0,46000.0,44440.0,45844.93,63192.99,302530,6076.596000000147
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| 4 |
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2021-10-01 10:27:51.833,45845.75,47482.48,45451.29,47062.23,43494.081000000006,210292,6078.34300000053
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| 5 |
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2021-10-01 10:41:31.948,47062.26,48378.4,46756.58,48339.13,224880.46000000002,1148664,6076.372000000229
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| 6 |
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2021-10-01 21:15:19.233,48339.75,48679.25,47071.26,48679.25,330435.594,2031286,6075.474000001107
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| 7 |
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2021-10-03 17:50:11.219,48679.35,49900.0,46885.29,49900.0,492111.96,2828252,6110.80000000082
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| 8 |
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2021-10-05 08:45:53.486,49889.21,51533.0,49560.0,51533.0,187462.521,1046627,6089.323000000474
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| 9 |
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2021-10-05 20:16:29.096,51533.01,52265.0,50410.0,52199.0,215956.114,1183652,6081.364000000005
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| 10 |
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2021-10-06 12:21:50.122,52193.85,53821.47,52050.75,53755.52,42078.205,220891,6077.171000000434
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| 11 |
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2021-10-06 13:11:40.237,53756.78,56416.02,53368.71,54805.91,113825.375,695090,6075.5629999995535
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| 12 |
-
2021-10-06 15:39:13.196,54801.89,56208.73,53374.34,54326.69,522213.621,3357424,-6076.5530000004965
|
| 13 |
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2021-10-08 13:35:26.168,54326.36,55589.0,53656.66,54263.1,283796.832,1794593,-6075.655999999465
|
| 14 |
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2021-10-10 02:02:53.037,54263.0,57880.0,54101.0,55910.0,810167.24,4675842,-6096.620000000216
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| 15 |
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2021-10-12 16:36:25.843,55920.58,56129.94,54123.03,54138.05,59778.439,318698,-6076.005000000651
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| 16 |
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2021-10-12 20:08:03.253,54127.29,61379.62,53750.0,61379.62,963219.46,5479801,6076.214000000207
|
| 17 |
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2021-10-15 16:43:16.091,61379.72,63997.61,60500.0,60682.71,332151.995,1969839,-6076.123000000711
|
| 18 |
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2021-10-16 16:27:04.582,60682.32,61547.56,59274.48,59274.48,201885.34999999998,1303913,-6080.546000000497
|
| 19 |
-
2021-10-17 20:02:26.491,59274.13,62800.0,58850.0,61555.0,196678.67799999999,1170224,-6076.198000000233
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| 20 |
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2021-10-18 08:37:29.528,61625.21,62428.0,59897.61,61839.36,169429.553,982242,-6079.528999999986
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| 21 |
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2021-10-18 16:37:47.589,61840.91,63349.67,61070.3,62600.0,250645.33299999998,1424786,-6090.339000000021
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| 22 |
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2021-10-19 13:59:09.115,62600.01,67150.0,61300.0,64411.0,626270.9109999998,3738931,-6076.437000001357
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| 23 |
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2021-10-21 06:26:41.408,64411.01,66750.0,63939.38,63939.38,172920.542,986439,-6076.4080000006015
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| 24 |
-
2021-10-21 14:24:47.439,63939.0,64185.95,62231.5,62231.5,55815.725999999995,310456,-6076.384000000434
|
| 25 |
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2021-10-21 15:29:22.317,62303.0,63796.2,62000.0,62703.31,274693.549,1687841,-6076.407000000256
|
| 26 |
-
2021-10-22 13:51:03.816,62700.0,62944.64,61117.16,61174.77,45570.533,253478,-6076.467000000688
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| 27 |
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2021-10-22 14:37:48.273,61168.9,61775.92,60011.9,60556.66,229584.233,1340162,-6076.674999999743
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| 28 |
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2021-10-23 09:22:07.140,60556.24,61780.0,59622.0,59967.75,260702.143,1430462,-6077.12900000132
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| 29 |
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2021-10-24 12:21:14.070,59967.7,63795.98,59504.46,61205.55,570742.797,3207569,-6080.085000000315
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| 30 |
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2021-10-26 21:44:44.231,61205.1,61663.95,59838.05,60529.51,132723.43099999998,761035,-6076.649000000786
|
| 31 |
-
2021-10-27 07:24:33.716,60529.5,60591.0,58640.0,58910.77,22557.604,108958,-6077.098000000463
|
| 32 |
-
2021-10-27 08:02:16.349,58784.49,59652.9,57865.0,58805.37,264264.257,1471734,-6076.784999998266
|
| 33 |
-
2021-10-28 02:42:49.018,58805.12,63069.71,57550.0,62188.88,522285.16500000004,3241292,-6114.3189999983915
|
| 34 |
-
2021-10-29 23:37:00.176,62188.7,62462.99,60631.23,61033.31,211025.16999999998,1308195,-6079.479999999922
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Imbalance_Bars/BTCUSDT-2021-11-imbalance_bars.csv
DELETED
|
@@ -1,47 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-11-01 00:00:00.033,61347.14,61736.85,61129.9,61550.0,4743.014999999999,24070,-4743.015000000385
|
| 3 |
-
2021-11-01 00:22:56.366,61549.92,61776.13,61418.59,61767.33,4741.26,28493,-4741.260000000311
|
| 4 |
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2021-11-01 01:12:57.439,61768.48,61794.6,61305.03,61335.96,4741.1539999999995,26309,-4741.154000000334
|
| 5 |
-
2021-11-01 02:00:01.619,61335.95,61471.15,60443.56,60443.56,4741.639,23215,-4741.639000000475
|
| 6 |
-
2021-11-01 02:19:07.533,60469.75,60680.0,60235.0,60277.71,4741.109,27880,-4741.109000000426
|
| 7 |
-
2021-11-01 02:22:24.940,60277.0,62543.58,59400.0,61806.68,136579.816,792344,-4750.411999999332
|
| 8 |
-
2021-11-01 12:48:39.741,61806.67,64349.55,60376.0,62380.0,377362.888,2312198,-4751.040000000098
|
| 9 |
-
2021-11-03 12:41:36.577,62379.97,63431.07,60300.0,62945.1,116800.26999999999,665485,-4741.585999999572
|
| 10 |
-
2021-11-03 19:33:42.552,62945.11,63277.12,61300.0,61515.61,129295.87999999999,771015,-4743.344000000232
|
| 11 |
-
2021-11-04 15:09:17.160,61515.59,62671.48,60703.0,61785.34,135213.503,832903,-4741.716999999688
|
| 12 |
-
2021-11-05 09:37:40.480,61785.31,62000.0,60762.0,60769.97,132787.35499999998,835447,-4743.0769999999575
|
| 13 |
-
2021-11-06 07:25:57.550,60769.96,68675.16,60100.0,67080.0,677105.763,4126460,-4747.092999998404
|
| 14 |
-
2021-11-09 15:04:44.029,67090.0,69198.7,65850.0,67722.0,277225.914,1803669,-4741.772000000344
|
| 15 |
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2021-11-10 18:53:32.468,67722.01,68087.09,65050.0,65183.15,52386.929,317049,-4741.609000000627
|
| 16 |
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2021-11-10 20:50:51.534,65180.06,66203.14,63000.0,63000.0,39146.617,227464,-4833.1190000003135
|
| 17 |
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2021-11-10 21:24:49.012,63000.73,65646.98,62400.51,64750.0,175604.198,1176625,-4745.922000000183
|
| 18 |
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2021-11-11 12:31:49.483,64750.0,65553.67,64000.0,64000.0,147301.864,963510,-4751.774000000349
|
| 19 |
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2021-11-12 09:32:22.574,64008.05,64703.4,62500.0,62528.56,125527.524,755134,-4743.930000000158
|
| 20 |
-
2021-11-12 16:39:58.443,62528.28,65400.0,62313.0,64800.0,220095.802,1389445,-4747.152000000037
|
| 21 |
-
2021-11-14 04:51:56.908,64799.93,66395.05,63640.0,65460.52,212981.28600000002,1323846,-4744.7299999997385
|
| 22 |
-
2021-11-15 13:35:08.199,65460.27,65580.0,63500.0,63500.0,92875.291,517817,-4791.7650000001995
|
| 23 |
-
2021-11-15 21:03:16.256,63545.0,64086.38,62433.0,62433.0,50520.565,277092,-4744.969000000121
|
| 24 |
-
2021-11-16 01:01:11.277,62432.83,62654.3,61221.47,61221.47,13000.169999999998,52758,-4746.664000000186
|
| 25 |
-
2021-11-16 01:05:28.716,61221.46,62294.89,60566.17,60566.17,57856.143,293800,-4747.201000000314
|
| 26 |
-
2021-11-16 03:29:25.292,60566.0,61563.11,59420.86,59420.86,147234.59999999998,736265,-4745.268000000076
|
| 27 |
-
2021-11-16 10:05:43.894,59420.85,59948.37,58560.0,58560.0,18490.267,74452,-4753.145000000116
|
| 28 |
-
2021-11-16 10:13:25.556,58693.78,61423.7,58397.14,58765.37,254737.278,1449877,-4745.1520000007495
|
| 29 |
-
2021-11-17 03:16:23.309,58765.03,60999.0,58336.68,59787.06,281405.878,1824720,-4747.900000000334
|
| 30 |
-
2021-11-18 04:15:11.060,59787.0,60122.57,58352.01,58360.34,143377.92799999999,899313,-4745.210000000019
|
| 31 |
-
2021-11-18 15:23:09.454,58360.0,59300.0,57534.99,57698.53,65845.333,355597,-4758.782999999977
|
| 32 |
-
2021-11-18 16:23:39.185,57698.36,57945.38,56750.0,56783.83,47219.682,271864,-4745.564000000071
|
| 33 |
-
2021-11-18 17:11:22.771,56778.67,58486.21,55604.0,56800.01,276012.36299999995,1640001,-4748.246999999327
|
| 34 |
-
2021-11-19 13:03:02.193,56800.0,58980.0,56730.97,57973.85,174804.524,1208380,-4745.832000000022
|
| 35 |
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2021-11-20 15:05:51.068,57973.74,60052.82,57100.0,57394.4,276639.38,1839751,-4746.040000000292
|
| 36 |
-
2021-11-22 03:36:34.968,57393.87,59624.56,56267.77,56282.29,200853.944,1259767,-4748.284000000407
|
| 37 |
-
2021-11-22 19:01:33.367,56282.04,57888.0,55250.0,57014.58,357009.73899999994,2435114,-4745.771000000197
|
| 38 |
-
2021-11-24 02:00:04.045,57014.54,59449.62,55900.0,58092.0,395478.525,2647513,-4745.495000000588
|
| 39 |
-
2021-11-26 03:05:05.327,58089.99,58280.47,56072.79,56080.0,69170.988,401187,-4776.270000000252
|
| 40 |
-
2021-11-26 08:21:18.312,56082.77,56262.18,54522.0,54522.0,50175.466,264199,-4746.17800000039
|
| 41 |
-
2021-11-26 08:50:27.452,54521.9,55488.1,53559.37,53562.13,121014.13099999998,751318,-4746.05899999985
|
| 42 |
-
2021-11-26 12:14:14.274,53564.39,54882.47,53500.0,54343.03,151806.578,1019857,-4746.412000000204
|
| 43 |
-
2021-11-27 05:56:37.074,54343.0,55300.0,53999.0,53999.0,138842.191,960273,-4746.119000000233
|
| 44 |
-
2021-11-28 02:36:09.231,53998.2,54973.32,53310.0,53310.0,97411.85999999999,632920,-4747.862000000093
|
| 45 |
-
2021-11-28 18:43:16.060,53309.93,57887.84,53245.0,57875.77,110408.595,636958,4746.123000000878
|
| 46 |
-
2021-11-29 00:34:07.123,57877.57,58924.21,56715.0,57100.01,217608.82400000002,1357532,-4746.433999999988
|
| 47 |
-
2021-11-30 01:26:00.764,57124.16,59224.99,55900.0,58088.88,195102.315,1264035,-4747.298999998881
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Imbalance_Bars/BTCUSDT-2021-12-imbalance_bars.csv
DELETED
|
@@ -1,29 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2021-12-01 00:00:00.010,56978.06,59100.0,56669.49,57130.85,213827.244,1385477,-5603.010000000727
|
| 3 |
-
2021-12-01 19:10:27.039,57130.69,57751.66,55800.0,56134.66,174490.733,1072844,-5603.232999999832
|
| 4 |
-
2021-12-02 11:13:50.860,56134.45,57670.0,56025.0,56025.0,277952.42799999996,1649524,-5608.138000001134
|
| 5 |
-
2021-12-03 15:45:42.364,56024.97,56286.7,54639.0,54700.0,55710.337,304059,-5606.833000000343
|
| 6 |
-
2021-12-03 17:02:55.161,54699.0,55196.36,53188.0,53188.0,76919.997,470325,-5608.24900000018
|
| 7 |
-
2021-12-03 20:18:00.526,53206.19,53352.65,51618.0,51618.0,9867.276,31233,-5603.256000000295
|
| 8 |
-
2021-12-03 20:19:12.553,51617.07,54060.49,50604.0,52900.0,102038.448,616554,-5715.088000000265
|
| 9 |
-
2021-12-04 01:00:37.160,52950.0,53211.51,50714.75,50992.52,56074.342000000004,345417,-5605.996000000185
|
| 10 |
-
2021-12-04 04:54:25.109,50991.47,51183.11,48763.0,49000.0,36642.653999999995,140381,-5624.904000000078
|
| 11 |
-
2021-12-04 05:03:43.149,49002.1,49450.0,46666.0,47049.78,50279.879,216796,-5608.317000000347
|
| 12 |
-
2021-12-04 05:21:50.335,47048.31,47795.22,40888.89,46909.6,113748.293,586366,-5605.9849999998605
|
| 13 |
-
2021-12-04 06:06:27.721,46909.5,47986.63,46580.02,47329.15,97149.606,645443,-5605.998000001008
|
| 14 |
-
2021-12-04 09:12:03.410,47328.42,50063.77,46102.36,50063.77,832956.888,5152828,5606.458000000493
|
| 15 |
-
2021-12-06 21:48:57.158,50063.95,51929.0,47221.32,47419.56,1016470.054,6471652,-5606.524000000213
|
| 16 |
-
2021-12-10 17:36:28.408,47419.16,50691.4,46724.35,50670.0,422545.404,2926147,5606.892000001446
|
| 17 |
-
2021-12-12 18:12:38.393,50670.32,50768.0,45643.86,45643.86,318038.593,2120183,-5606.177000000272
|
| 18 |
-
2021-12-13 19:33:29.887,45643.67,48657.92,45600.0,48443.0,337785.152,2455079,5607.108000000708
|
| 19 |
-
2021-12-15 00:21:49.703,48443.01,49479.75,45997.66,46058.05,698504.993,4879357,-5606.341000000997
|
| 20 |
-
2021-12-17 14:40:06.250,46058.03,48461.17,45373.11,45955.99,710031.847,5171416,-5609.657000001055
|
| 21 |
-
2021-12-20 09:07:45.359,45955.9,49224.76,45530.67,49224.76,329276.86699999997,2335106,5606.2970000003115
|
| 22 |
-
2021-12-21 12:21:32.420,49224.97,51805.0,48020.0,50100.0,966153.384,5957676,-5655.774000000707
|
| 23 |
-
2021-12-26 02:33:31.519,50098.49,50450.0,49350.0,50000.0,130295.65999999999,753115,-5631.789999999204
|
| 24 |
-
2021-12-26 21:10:42.186,49999.99,52134.0,49648.0,49648.0,284286.966,1562922,-5607.9280000008675
|
| 25 |
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2021-12-28 01:45:32.194,49647.88,49967.77,48555.0,48800.0,150257.15600000002,814971,-5631.568000001239
|
| 26 |
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2021-12-28 14:38:35.533,48801.0,49230.67,47470.0,47470.0,100497.48300000001,545345,-5611.943000000428
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| 27 |
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2021-12-28 19:06:52.271,47470.54,48125.97,46284.21,46284.21,304389.636,1635587,-5608.682000000239
|
| 28 |
-
2021-12-29 23:21:33.835,46284.08,48000.0,45880.0,47996.02,327032.512,1727177,5608.926000000562
|
| 29 |
-
2021-12-31 08:27:16.981,47996.42,48575.0,46156.27,46156.27,149276.98599999998,777196,-5609.182000000429
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Imbalance_Bars/BTCUSDT-2022-01-imbalance_bars.csv
DELETED
|
@@ -1,35 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-01-01 00:00:00.194,46210.57,48000.0,45829.5,45829.5,561928.69,3006008,-7365.550000000518
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| 3 |
-
2022-01-03 20:21:43.571,45829.1,47524.36,45445.57,46140.38,541663.706,2662901,-7365.494000002868
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2022-01-05 17:38:34.086,46140.39,46326.8,44450.0,44650.0,79438.36799999999,363630,-7383.534000000291
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2022-01-05 19:46:10.782,44800.0,45419.23,43355.78,43400.29,109070.293,540579,-7365.443000001246
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2022-01-05 21:31:41.477,43400.0,43934.79,42270.0,42619.39,422701.187,2258007,-7366.195000000056
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2022-01-07 03:22:50.305,42619.3,42960.0,40555.0,40555.0,318165.756,1608722,-7375.46999999969
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2022-01-07 15:52:55.949,40554.95,42345.81,40456.56,42151.0,557778.755,3103820,7367.187000002639
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| 9 |
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2022-01-09 17:00:05.034,42151.43,42773.85,40201.61,40201.61,238798.849,1276664,-7369.461000000134
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| 10 |
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2022-01-10 14:18:39.146,40201.5,42641.24,39610.0,42641.24,363928.42699999997,1903817,7366.32100000177
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| 11 |
-
2022-01-11 08:24:13.334,42641.34,44091.93,41255.0,43858.04,404847.5719999999,2113244,7366.382000000324
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| 12 |
-
2022-01-12 13:39:01.365,43858.05,44396.68,43093.02,43188.26,282934.11899999995,1472318,-7367.459000000481
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| 13 |
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2022-01-13 15:30:18.755,43188.25,43500.0,41672.0,41722.01,250258.205,1314642,-7365.805000000596
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| 14 |
-
2022-01-14 12:14:15.692,41721.75,43618.01,41666.0,43618.01,304214.81499999994,1733008,7369.539000002132
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| 15 |
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2022-01-15 20:00:14.200,43618.03,43800.0,41812.82,41812.82,410296.05999999994,2416400,-7365.8440000005585
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| 16 |
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2022-01-17 21:28:45.029,41812.81,42950.0,41115.64,42950.0,779482.464,3992509,7389.172000001311
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| 17 |
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2022-01-20 14:55:06.112,42950.0,43495.0,40649.0,40649.0,237069.18300000002,1078993,-7366.435000000744
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| 18 |
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2022-01-20 23:23:19.821,40648.93,41095.76,39850.0,39850.0,82351.885,370430,-7376.249000000426
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| 19 |
-
2022-01-21 01:46:44.288,39853.01,40263.48,38880.06,38894.78,80285.99100000001,347980,-7366.863000000574
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| 20 |
-
2022-01-21 03:29:09.507,38894.77,39272.13,38200.0,38405.0,182852.133,957378,-7367.421000000044
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| 21 |
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2022-01-21 12:31:29.270,38404.99,39045.0,37081.0,37081.0,311251.542,1626514,-7366.732000001069
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| 22 |
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2022-01-21 21:47:20.797,37080.75,37130.0,35784.49,35784.49,81465.52899999998,408886,-7366.659000000352
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| 23 |
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2022-01-21 22:48:50.071,35784.43,36817.74,34925.0,34925.0,300885.588,1491186,-7367.596000000559
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| 24 |
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2022-01-22 09:48:01.318,34950.0,36181.08,33950.0,35981.71,582795.023,3185524,7368.4289999998655
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| 25 |
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2022-01-23 09:29:21.467,35981.72,36496.92,34588.8,35900.0,251189.652,1283982,7372.937999999597
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| 26 |
-
2022-01-24 00:51:28.433,35899.99,36036.56,33100.0,33100.0,247031.635,1208012,-7382.469000000881
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| 27 |
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2022-01-24 11:03:36.181,33104.91,34342.93,32853.83,34342.93,272857.85199999996,1445309,7367.762000000169
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| 28 |
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2022-01-24 15:54:55.466,34342.97,35700.0,33758.49,35700.0,111938.508,587269,7405.340000000026
|
| 29 |
-
2022-01-24 18:08:43.897,35700.01,36800.0,35609.87,36799.99,106710.345,575969,7368.0109999994875
|
| 30 |
-
2022-01-24 20:50:55.830,36800.0,37528.0,35693.0,36532.16,254637.59399999998,1456717,7367.806000000172
|
| 31 |
-
2022-01-25 14:05:48.554,36532.23,37561.03,35950.41,37338.46,257606.461,1494516,7368.9269999993985
|
| 32 |
-
2022-01-26 03:34:14.934,37338.5,38450.0,37125.0,38399.0,187796.849,1026221,7367.9729999999545
|
| 33 |
-
2022-01-26 14:14:15.360,38399.03,38886.58,35471.53,37499.0,1080909.119,5991960,7370.165000001911
|
| 34 |
-
2022-01-28 20:41:08.176,37499.01,38580.0,37252.0,38499.94,230588.898,1312804,7367.925999999865
|
| 35 |
-
2022-01-29 20:31:10.271,38500.0,38750.94,36620.0,38150.0,457389.858,2500938,7368.5080000018115
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Imbalance_Bars/BTCUSDT-2022-02-imbalance_bars.csv
DELETED
|
@@ -1,46 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-02-01 00:00:00.077,38439.04,39100.0,37969.0,39000.0,262750.95999999996,1384312,7362.362000000132
|
| 3 |
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2022-02-01 16:35:33.293,39000.01,39260.26,37219.37,37229.0,294640.76399999997,1571944,-7275.346000000736
|
| 4 |
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2022-02-02 16:07:02.286,37228.98,37646.09,36204.3,37597.84,496920.108,2498265,7279.690000000443
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| 5 |
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2022-02-04 05:32:50.071,37598.0,38239.0,37278.93,38048.2,183920.452,874930,7275.658000000434
|
| 6 |
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2022-02-04 15:03:59.943,38048.22,39251.0,37977.77,39251.0,38580.687,172039,7275.683000000677
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| 7 |
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2022-02-04 15:18:39.107,39251.22,40440.0,39204.51,40416.24,101715.17300000001,507551,7276.063000000774
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| 8 |
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2022-02-04 16:29:25.550,40416.49,41741.76,40101.45,41692.77,143936.778,769787,7276.178000000377
|
| 9 |
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2022-02-04 23:51:19.008,41692.78,42305.74,40920.0,42305.74,337557.404,1942540,7280.130000001022
|
| 10 |
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2022-02-06 14:32:04.616,42306.0,43050.0,41100.0,43050.0,218529.365,1144974,7296.165000001881
|
| 11 |
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2022-02-07 05:28:18.054,43050.16,43900.0,42201.68,43900.0,169399.842,895077,7326.832000000711
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| 12 |
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2022-02-07 16:01:55.283,43895.81,44700.0,43470.09,44700.0,209708.78699999998,1090834,7324.140999999115
|
| 13 |
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2022-02-08 05:46:38.135,44700.07,45600.0,42641.0,44421.07,579189.8069999999,3035978,7279.187000000464
|
| 14 |
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2022-02-09 13:13:17.890,44421.48,45172.65,43235.0,43242.55,375576.457,1953198,-7277.962999999686
|
| 15 |
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2022-02-10 14:03:42.613,43242.37,45451.37,43136.96,45451.37,64017.627,319016,7283.159000001201
|
| 16 |
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2022-02-10 15:04:23.334,45451.68,45847.5,41526.0,42926.42,1440520.5979999998,8162896,7287.13199999924
|
| 17 |
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2022-02-15 01:32:34.232,42926.45,44320.0,42861.83,44320.0,117925.294,555913,7278.559999999289
|
| 18 |
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2022-02-15 10:56:59.329,44320.05,44777.0,43650.4,43906.3,231122.517,1050953,-7278.761000001118
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| 19 |
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2022-02-16 10:24:13.093,43905.0,44377.0,43277.8,43350.0,255907.112,1107802,-7320.273999999855
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| 20 |
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2022-02-17 08:39:08.001,43349.9,43530.0,42049.8,42050.1,110477.518,478108,-7285.200000000723
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| 21 |
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2022-02-17 14:08:16.304,42050.0,42330.0,41089.0,41122.3,114185.888,445859,-7279.28800000002
|
| 22 |
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2022-02-17 18:16:25.568,41121.4,41282.5,39510.0,39510.0,374243.887,1629138,-7288.199000000367
|
| 23 |
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2022-02-18 16:03:48.427,39509.7,40429.7,39422.0,40399.9,162208.247,718689,7287.828999998848
|
| 24 |
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2022-02-19 06:54:00.037,40392.7,40438.7,38886.3,38886.3,215235.976,965832,-7281.89199999979
|
| 25 |
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2022-02-20 06:12:36.299,38886.12,39385.0,37905.0,39244.4,343804.973,1361416,7279.568999999859
|
| 26 |
-
2022-02-21 04:55:48.898,39244.5,39510.0,37855.7,37855.7,99314.28199999999,396781,-7279.694000000049
|
| 27 |
-
2022-02-21 11:39:16.959,37855.6,39300.0,37171.2,39278.2,185019.039,691524,7280.777000000435
|
| 28 |
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2022-02-21 15:13:18.569,39278.3,39284.7,38000.0,38000.0,76585.554,277059,-7288.080000000347
|
| 29 |
-
2022-02-21 18:07:02.138,37999.9,38522.6,36310.1,37608.4,404579.632,1625247,7289.814000000551
|
| 30 |
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2022-02-22 10:40:42.011,37608.5,38318.0,37260.0,38178.0,220759.353,981224,7287.0709999995215
|
| 31 |
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2022-02-22 20:02:55.185,38170.0,38910.3,37500.4,38910.3,167011.508,712135,7283.4539999999915
|
| 32 |
-
2022-02-23 09:11:18.163,38901.0,39250.0,37147.6,37159.2,253619.14999999997,995647,-7280.752000000559
|
| 33 |
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2022-02-23 22:14:07.089,37158.9,37684.5,35514.8,35550.9,111863.69199999998,469966,-7281.295999999922
|
| 34 |
-
2022-02-24 03:00:57.758,35550.8,35847.4,34303.7,35374.5,250214.851,1128617,7280.777000000119
|
| 35 |
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2022-02-24 07:48:47.951,35370.0,35887.0,34763.2,35813.3,253245.99899999998,1154492,7284.4390000003195
|
| 36 |
-
2022-02-24 15:20:20.640,35813.6,36588.0,35506.2,36495.2,113677.124,505857,7281.285999999743
|
| 37 |
-
2022-02-24 18:49:33.989,36512.3,37640.0,36200.0,37640.0,75301.62,313530,7282.772000000354
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| 38 |
-
2022-02-24 20:02:59.137,37609.5,40376.1,37486.5,39079.6,53135.997,225733,7281.734999999909
|
| 39 |
-
2022-02-24 20:17:27.061,39079.7,39180.3,37738.7,38750.0,237503.713,1132463,7287.380999999464
|
| 40 |
-
2022-02-25 09:59:18.085,38710.0,39750.0,38328.5,39268.6,142563.27599999998,687307,7280.82200000018
|
| 41 |
-
2022-02-25 15:23:36.989,39266.2,40441.1,38162.0,39542.2,508107.572,2574605,7281.161999999796
|
| 42 |
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2022-02-27 11:29:07.170,39542.4,39868.6,37512.0,37512.0,191682.908,854079,-7280.782000000405
|
| 43 |
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2022-02-27 19:58:44.015,37511.9,39627.0,36934.6,39621.8,382538.069,1756676,7282.4190000007475
|
| 44 |
-
2022-02-28 14:53:26.020,39621.9,40765.7,39507.3,40725.5,50927.905999999995,229216,7280.716000000111
|
| 45 |
-
2022-02-28 15:23:19.733,40722.7,41577.0,40329.1,41577.0,153900.091,743519,7288.551000000041
|
| 46 |
-
2022-02-28 20:03:51.046,41577.1,43200.0,41220.7,43120.0,57431.429000000004,290779,7355.1810000003825
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Imbalance_Bars/BTCUSDT-2022-03-imbalance_bars.csv
DELETED
|
@@ -1,30 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-03-01 00:00:00.027,43150.8,45350.0,42765.4,43236.8,1032173.083,5207372,-6973.324999999959
|
| 3 |
-
2022-03-03 15:06:50.591,43240.8,43327.6,41866.5,41936.9,146028.646,657975,-6973.214000000124
|
| 4 |
-
2022-03-03 20:47:37.061,41936.8,42700.0,40800.0,40946.0,268183.74299999996,1352512,-6973.209000000069
|
| 5 |
-
2022-03-04 14:16:43.156,40945.9,41548.5,39664.0,39664.0,149869.30699999997,761829,-6980.013000000373
|
| 6 |
-
2022-03-04 19:59:35.223,39664.1,39888.7,38521.0,38572.8,390081.379,1975831,-6975.414999999205
|
| 7 |
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2022-03-06 09:51:26.564,38572.7,39340.0,37529.9,39143.1,429353.006,2013029,6973.350000000068
|
| 8 |
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2022-03-07 13:48:42.939,39143.5,39550.0,37286.0,37326.3,170206.30099999998,790464,-6975.313000000015
|
| 9 |
-
2022-03-07 19:33:44.500,37320.7,39550.0,37134.0,39550.0,571654.715,2745314,6988.669000000284
|
| 10 |
-
2022-03-09 03:14:39.191,39549.1,40618.3,39458.1,40551.6,28487.917999999998,114640,6984.41400000004
|
| 11 |
-
2022-03-09 03:32:34.670,40551.7,41950.0,40551.7,41950.0,120411.036,541686,6982.26399999999
|
| 12 |
-
2022-03-09 08:03:02.419,41950.1,42647.5,40277.6,40308.4,349288.61299999995,1693012,-6979.74500000043
|
| 13 |
-
2022-03-10 04:24:33.285,40308.3,40442.7,39200.0,39211.5,53204.099,257482,-6976.95300000014
|
| 14 |
-
2022-03-10 05:07:59.169,39209.4,40288.7,38200.1,38745.5,1097360.463,5286161,-6975.470999998525
|
| 15 |
-
2022-03-13 11:40:48.413,38745.4,39053.3,37741.0,37741.0,133609.197,587304,-6974.497000000239
|
| 16 |
-
2022-03-13 22:49:59.691,37740.9,39287.4,37500.0,38952.5,342292.02,1485263,6979.199999999596
|
| 17 |
-
2022-03-14 22:11:39.502,38954.0,39989.0,38073.8,39529.9,319260.657,1323702,6977.155000000202
|
| 18 |
-
2022-03-15 19:05:34.268,39530.0,40903.1,39060.0,40903.1,119024.378,504337,6974.404000000569
|
| 19 |
-
2022-03-16 02:08:16.916,40903.8,42446.6,38700.0,40518.9,1602816.9219999998,6998535,-6981.136000001867
|
| 20 |
-
2022-03-21 02:36:46.705,40518.7,42188.0,40430.0,42154.8,340519.14499999996,1241971,6974.627000000587
|
| 21 |
-
2022-03-22 03:18:14.128,42154.7,43116.7,42130.2,43116.7,30750.52,106355,6974.868000000184
|
| 22 |
-
2022-03-22 04:26:15.773,43116.9,43517.7,41841.0,41841.0,328701.105,1378261,-6975.571000000169
|
| 23 |
-
2022-03-23 04:18:46.118,41840.9,44100.0,41731.3,44100.0,500284.511,2028275,6997.256999999892
|
| 24 |
-
2022-03-24 16:22:56.656,44100.1,44580.0,43575.1,44520.8,196254.106,850420,6982.022000000205
|
| 25 |
-
2022-03-25 11:41:38.422,44521.7,45200.0,44000.0,45200.0,504191.239,2066831,6985.019000000007
|
| 26 |
-
2022-03-27 20:35:20.768,45159.9,46388.0,45125.2,46388.0,22748.522,72485,6978.6780000002245
|
| 27 |
-
2022-03-27 20:38:20.202,46234.9,47522.0,45832.8,47522.0,117730.12599999999,494636,6975.420000000017
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| 28 |
-
2022-03-28 00:34:04.872,47397.5,48200.0,46676.1,46733.0,577041.592,2433839,-7001.22599999971
|
| 29 |
-
2022-03-30 01:43:07.445,46732.9,47688.6,46307.9,46307.9,342085.728,1424206,-6975.929999999441
|
| 30 |
-
2022-03-31 14:04:23.456,46307.6,46800.0,45203.0,45222.3,170211.49,688950,-6976.083999999581
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Imbalance_Bars/BTCUSDT-2022-04-imbalance_bars.csv
DELETED
|
@@ -1,36 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
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2022-04-01 00:00:00.106,45505.9,45638.9,45350.0,45370.8,5644.789,24051,-5644.789000000552
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| 3 |
-
2022-04-01 00:32:38.599,45371.0,45635.7,45338.3,45430.5,5642.870999999999,21863,-5642.871000000451
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| 4 |
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2022-04-01 01:06:04.161,45430.6,45505.9,45127.0,45151.8,5642.445,20983,-5642.445000000279
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| 5 |
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2022-04-01 01:27:54.397,45151.5,45246.0,45015.0,45068.5,5644.713,16566,-5644.713000000177
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2022-04-01 01:39:05.471,45068.4,45232.1,45000.0,45000.0,5676.664,19598,-5676.664000000406
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2022-04-01 01:53:35.891,45000.2,45067.8,44861.1,45000.0,5806.614,15854,-5806.6140000003
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2022-04-01 01:58:27.500,45000.1,45060.3,44560.0,44560.0,15631.711,52379,-5655.441000000114
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| 9 |
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2022-04-01 02:26:13.911,44570.0,47236.8,44206.2,45771.5,476117.80899999995,1848067,-5675.599000000044
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| 10 |
-
2022-04-02 18:09:22.521,45843.0,47448.0,45501.0,45774.7,414399.772,1669176,-5650.38999999971
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| 11 |
-
2022-04-04 15:06:04.923,45774.5,47188.0,45094.0,45588.0,304580.77,1153353,-5649.033999999796
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| 12 |
-
2022-04-05 16:03:32.646,45587.9,46180.0,44770.0,44770.0,103158.089,412897,-5647.9750000002205
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| 13 |
-
2022-04-06 00:19:58.526,44785.5,45485.8,44194.3,44194.3,149511.4,632502,-5649.131999999802
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| 14 |
-
2022-04-06 13:49:09.233,44194.0,44430.2,43278.1,43287.9,144540.126,560528,-5647.3500000002205
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| 15 |
-
2022-04-06 18:24:06.327,43289.1,44040.7,42300.0,42300.0,531065.5689999999,2279027,-5647.304999999912
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| 16 |
-
2022-04-08 18:13:07.952,42380.1,43399.4,41457.0,41457.0,484501.48699999996,2279243,-5647.632999999821
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| 17 |
-
2022-04-11 09:59:11.221,41499.4,41632.5,40449.6,40511.0,169133.483,712605,-5647.47500000026
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| 18 |
-
2022-04-11 17:16:09.786,40510.9,40609.3,39849.6,39849.6,49306.077999999994,200937,-5651.571999999808
|
| 19 |
-
2022-04-11 19:29:58.513,39849.5,41400.0,39136.7,41350.0,748798.828,3228264,5663.98400000079
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| 20 |
-
2022-04-13 18:59:54.478,41350.1,41580.0,40059.9,40123.1,211677.837,908705,-5648.566999999865
|
| 21 |
-
2022-04-14 15:36:51.862,40123.0,40888.0,39205.5,39314.4,619781.3099999999,2642991,-5648.921999998678
|
| 22 |
-
2022-04-18 04:19:12.884,39309.9,40354.8,38465.7,40354.8,201757.52,786607,5653.854000000041
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| 23 |
-
2022-04-18 17:10:57.468,40354.9,41331.8,39739.4,41331.8,245476.549,1020779,5648.003000000221
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| 24 |
-
2022-04-19 13:48:54.808,41320.0,42278.5,40800.0,42249.6,438651.25,1925093,5648.192000000308
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| 25 |
-
2022-04-21 10:19:29.725,42249.8,42966.0,40214.7,40220.0,270311.388,1091229,-5801.538000000638
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| 26 |
-
2022-04-21 22:29:32.687,40219.8,40786.1,39630.0,40300.0,129400.457,562703,-5659.734999999787
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| 27 |
-
2022-04-22 09:09:57.027,40317.9,40631.4,39207.0,39207.0,137893.312,590796,-5654.11000000022
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| 28 |
-
2022-04-22 16:05:24.601,39206.8,40000.0,38899.0,38940.0,325550.94999999995,1548712,-5653.146000000343
|
| 29 |
-
2022-04-24 16:51:49.736,38939.7,39786.0,38188.8,38262.1,176595.435,750525,-5653.260999999907
|
| 30 |
-
2022-04-25 07:03:16.233,38262.0,39859.4,38111.0,39845.1,255425.751,1068649,5651.287000000042
|
| 31 |
-
2022-04-25 18:48:14.004,39845.5,40800.0,38455.0,38455.0,329533.124,1355270,-5652.680000000691
|
| 32 |
-
2022-04-26 16:02:44.047,38480.0,38855.0,37782.2,37917.5,148387.514,587999,-5657.169999999903
|
| 33 |
-
2022-04-26 20:12:14.969,37917.0,39589.5,37671.8,39589.5,455692.079,1922585,5654.268999999941
|
| 34 |
-
2022-04-28 01:06:52.392,39589.7,39899.0,38861.8,39899.0,209736.329,850739,5652.3430000000035
|
| 35 |
-
2022-04-28 15:06:51.593,39899.1,40376.6,38160.0,38228.1,582891.3230000001,2514161,-5653.361000000473
|
| 36 |
-
2022-04-30 14:57:51.077,38228.0,38587.4,37599.5,37603.5,76150.846,353182,-5651.753999999983
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Imbalance_Bars/BTCUSDT-2022-05-imbalance_bars.csv
DELETED
|
@@ -1,29 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-05-01 00:00:00.039,37614.4,39222.0,37350.0,38974.7,420894.826,1896964,9644.727999999723
|
| 3 |
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2022-05-02 13:56:26.673,38974.9,39108.4,37547.4,37588.2,355514.565,1558995,-9643.590999999305
|
| 4 |
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2022-05-03 19:36:01.109,37588.1,39200.0,37500.1,39045.2,270404.05100000004,1093684,9643.56899999983
|
| 5 |
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2022-05-04 16:21:24.920,39045.3,40071.7,37955.0,37955.0,381067.653,1553124,-9645.080999999851
|
| 6 |
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2022-05-05 15:04:33.069,37954.8,38045.0,35535.1,36680.0,117874.286,484191,-9647.733999999009
|
| 7 |
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2022-05-05 15:52:22.271,36679.9,37332.3,35600.0,35600.0,145174.343,584097,-9658.343000000337
|
| 8 |
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2022-05-05 19:07:27.806,35599.99,36679.3,35200.0,35497.8,643973.652,2873376,-9643.245999999626
|
| 9 |
-
2022-05-07 21:13:35.338,35497.7,35757.0,34310.3,34370.6,150219.224,605977,-9643.13200000089
|
| 10 |
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2022-05-08 02:16:26.387,34370.2,34957.6,33220.4,33220.4,512432.937,2237183,-9643.337000000909
|
| 11 |
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2022-05-09 08:29:28.083,33220.3,33789.2,31880.6,31880.6,389308.325,1493962,-9650.419000001137
|
| 12 |
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2022-05-09 16:43:05.992,31880.3,32050.0,29701.4,31955.0,794845.368,3241210,9691.07399999866
|
| 13 |
-
2022-05-10 05:46:53.230,31955.2,32650.0,30129.6,31499.9,869779.659,3969809,9645.406999997163
|
| 14 |
-
2022-05-11 09:33:06.070,31500.0,32197.6,27678.2,27678.2,756849.855,3509709,-9644.35500000213
|
| 15 |
-
2022-05-11 21:27:30.645,27678.1,30257.0,26631.0,28984.4,766368.908,4076272,9651.81599999741
|
| 16 |
-
2022-05-12 14:26:21.044,28984.5,30565.0,27968.6,30546.6,368814.371,1782923,9644.728999998053
|
| 17 |
-
2022-05-13 03:06:40.344,30546.5,31072.6,28602.3,30142.3,977345.7179999999,4995919,9644.539999997598
|
| 18 |
-
2022-05-15 18:41:11.111,30142.8,31462.0,28872.0,28872.0,1256036.1889999998,5407066,-9645.589000003622
|
| 19 |
-
2022-05-18 15:21:28.364,28871.9,29822.3,28629.6,29822.3,424303.729,1715869,9647.854999999
|
| 20 |
-
2022-05-19 14:17:17.837,29822.4,30619.8,29691.5,30619.8,222399.374,853624,9645.919999998956
|
| 21 |
-
2022-05-20 01:38:50.466,30619.9,30784.4,28952.0,28952.0,308920.28300000005,1106223,-9644.525000000678
|
| 22 |
-
2022-05-20 16:08:16.947,28951.9,30639.0,28702.0,30634.2,719179.92,2704296,9644.921999998784
|
| 23 |
-
2022-05-23 06:42:11.098,30634.4,30658.0,29450.0,29457.8,278406.898,983007,-9645.222000000516
|
| 24 |
-
2022-05-23 19:15:41.037,29457.7,29499.9,28840.7,29211.0,264723.896,974642,-9645.154000000266
|
| 25 |
-
2022-05-24 13:38:24.029,29210.9,30246.7,28398.8,28398.8,934124.895,3295144,-9647.617000000972
|
| 26 |
-
2022-05-26 13:15:55.095,28398.6,29788.0,27952.1,29350.0,1129415.7349999999,4122717,9723.898999998199
|
| 27 |
-
2022-05-29 12:06:46.794,29350.1,30347.0,29067.9,30330.9,189189.006,689221,9657.86400000067
|
| 28 |
-
2022-05-30 03:02:24.031,30331.2,30983.0,30192.7,30900.0,292021.69800000003,1022612,9686.585999999703
|
| 29 |
-
2022-05-30 20:18:30.842,30899.9,31813.0,30787.5,31772.0,51769.62700000001,173069,9650.36300000055
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Imbalance_Bars/BTCUSDT-2022-06-imbalance_bars.csv
DELETED
|
@@ -1,30 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-06-01 00:00:00.024,31797.9,31986.1,31680.0,31885.4,13807.85,56044,-13807.850000003285
|
| 3 |
-
2022-06-01 01:01:26.551,31885.5,31924.6,31710.0,31789.6,13807.76,57253,-13807.760000002918
|
| 4 |
-
2022-06-01 02:56:21.035,31789.7,31888.0,30732.0,30760.0,243239.048,852748,-13810.664000001503
|
| 5 |
-
2022-06-01 15:58:53.672,30760.1,30763.8,29300.0,29704.9,336282.269,1074712,-13807.687000000084
|
| 6 |
-
2022-06-02 05:13:32.501,29705.0,30750.0,29220.0,30246.0,1081055.483,4049812,13865.248999997217
|
| 7 |
-
2022-06-06 00:48:52.397,30226.2,31473.9,30193.1,31370.0,156401.09499999997,536473,13826.617000000006
|
| 8 |
-
2022-06-06 08:12:08.947,31369.9,31780.0,29190.0,29473.9,578936.013,2081830,-13811.470999999276
|
| 9 |
-
2022-06-07 12:17:52.962,29473.8,31284.0,29384.5,31284.0,180720.734,620536,13810.057999999895
|
| 10 |
-
2022-06-07 19:49:06.959,31284.2,31599.0,28805.0,28812.2,1486450.7719999999,5442851,-13809.804000000742
|
| 11 |
-
2022-06-11 09:06:58.051,28812.1,29185.6,27625.0,27625.0,376154.611,1382606,-13816.593000000285
|
| 12 |
-
2022-06-12 02:42:34.189,27624.9,28337.7,25000.0,25000.0,713425.4509999999,2593866,-13844.14500000144
|
| 13 |
-
2022-06-13 03:05:41.918,25006.8,26241.5,20823.0,22533.1,1839774.213,7148650,13809.894999997066
|
| 14 |
-
2022-06-14 05:16:28.850,22533.2,23424.2,21712.0,22086.0,714565.4029999999,2976663,13814.55899999762
|
| 15 |
-
2022-06-14 21:03:25.222,22083.9,22350.0,20100.2,21350.0,1122006.662,4497848,13811.913999996274
|
| 16 |
-
2022-06-15 17:55:04.559,21328.0,22867.2,20179.9,22867.2,527242.1969999999,2198994,13811.070999999478
|
| 17 |
-
2022-06-16 01:13:30.272,22867.3,23000.0,19442.9,19637.8,1756960.044,6385469,-13811.247999999972
|
| 18 |
-
2022-06-18 06:51:56.205,19637.5,19778.8,18328.7,18330.4,634198.321,2323268,-13810.451000002919
|
| 19 |
-
2022-06-18 18:19:41.700,18333.2,19375.2,17593.2,19375.2,418964.29999999993,1435274,13812.47199999963
|
| 20 |
-
2022-06-18 22:29:54.892,19375.3,19500.0,17935.9,18939.3,445275.80999999994,1608970,13812.253999998942
|
| 21 |
-
2022-06-19 09:18:15.779,18939.4,20100.0,18818.3,19824.8,225231.929,849631,13810.314999997894
|
| 22 |
-
2022-06-19 12:16:19.075,19824.9,20485.5,19111.0,20485.5,373673.83699999994,1482615,13810.442999998744
|
| 23 |
-
2022-06-19 20:33:09.420,20485.6,20821.0,19630.0,20620.0,452145.5669999999,1693422,13813.64899999824
|
| 24 |
-
2022-06-20 09:11:14.492,20620.1,21099.9,19814.8,20984.4,763545.875,2864163,13810.688999995864
|
| 25 |
-
2022-06-21 05:41:08.176,20984.7,21740.0,19920.0,20770.0,1057806.613,3852113,13820.8129999936
|
| 26 |
-
2022-06-22 14:00:20.892,20770.1,20888.0,19745.7,20879.1,940575.7509999999,3327471,13810.372999997551
|
| 27 |
-
2022-06-23 19:47:28.062,20879.3,21379.2,20655.0,21243.3,392815.757,1387320,13810.798999997965
|
| 28 |
-
2022-06-24 11:18:54.132,21243.4,21650.0,20771.5,21650.0,976420.22,3384698,13810.573999996084
|
| 29 |
-
2022-06-26 11:54:57.353,21645.0,21888.0,20188.0,20315.5,1401499.008,4276743,-13814.186000001919
|
| 30 |
-
2022-06-28 22:49:51.805,20315.2,20430.0,19400.9,19497.7,744501.141,2037248,-13811.287000000108
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Imbalance_Bars/BTCUSDT-2022-07-imbalance_bars.csv
DELETED
|
@@ -1,29 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-07-01 00:00:00.033,19923.3,19958.4,19668.5,19728.3,13721.965,34213,-13721.965000001012
|
| 3 |
-
2022-07-01 00:04:41.500,19728.5,19814.8,19649.5,19727.7,13721.769,41801,-13721.769000001903
|
| 4 |
-
2022-07-01 00:15:32.358,19728.2,19945.6,19687.2,19935.7,13722.056,37023,-13722.056000001385
|
| 5 |
-
2022-07-01 00:27:30.850,19935.5,20926.4,19878.6,19878.6,194157.324,506958,-13835.358000000924
|
| 6 |
-
2022-07-01 03:51:58.320,19932.4,19942.5,18780.1,19605.8,1436141.984,4152176,13724.383999998563
|
| 7 |
-
2022-07-03 20:07:57.447,19605.0,19900.0,19046.3,19894.2,438621.569,1177153,13723.984999999826
|
| 8 |
-
2022-07-04 15:05:07.352,19883.1,20396.7,19666.3,20396.7,281900.926,841663,13745.499999999765
|
| 9 |
-
2022-07-05 00:14:36.381,20396.9,20654.8,19291.6,20654.8,706864.058,1984266,13727.975999998816
|
| 10 |
-
2022-07-05 20:11:39.088,20654.9,20749.2,19753.0,20588.0,779047.6359999999,2332226,13730.535999999187
|
| 11 |
-
2022-07-06 22:11:27.370,20588.1,20982.1,20244.9,20982.1,359456.322,1064899,13731.805999999584
|
| 12 |
-
2022-07-07 15:04:43.083,20982.2,21585.1,20816.2,21566.0,224233.451,595893,13730.326999999419
|
| 13 |
-
2022-07-07 19:37:15.088,21566.1,22100.0,21515.0,22100.0,194451.749,554219,13764.680999999402
|
| 14 |
-
2022-07-08 01:27:45.844,22000.0,22579.9,20606.2,20606.2,1516662.2989999999,4764858,-13726.499000000236
|
| 15 |
-
2022-07-10 16:11:13.360,20606.1,21170.0,18901.0,19664.6,1954948.6209999998,5901743,13726.37700000144
|
| 16 |
-
2022-07-13 14:51:42.920,19664.7,20436.6,19228.1,19886.9,771742.984,2306751,13728.188000000571
|
| 17 |
-
2022-07-14 14:52:48.246,19887.0,20651.4,19865.6,20647.7,227034.26799999998,634682,13725.931999999972
|
| 18 |
-
2022-07-14 17:54:45.328,20647.8,20950.0,20364.3,20950.0,363974.994,1178408,13767.708000000246
|
| 19 |
-
2022-07-15 08:51:32.256,20950.1,21296.0,20471.0,21296.0,678211.8219999999,2136924,13726.60400000044
|
| 20 |
-
2022-07-16 16:14:12.419,21290.5,21738.0,20742.0,21727.3,900792.3809999998,2809716,13726.972999998206
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| 21 |
-
2022-07-18 05:39:48.392,21728.0,22524.3,21620.9,22290.2,353971.80799999996,1015998,13726.629999997054
|
| 22 |
-
2022-07-18 12:57:46.643,22289.5,23555.0,21385.7,23555.0,1431743.9949999999,4415389,13734.044999999704
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| 23 |
-
2022-07-19 19:14:37.362,23549.9,23949.9,22922.0,23949.9,566727.578,1842300,13745.329999999361
|
| 24 |
-
2022-07-20 12:28:15.278,23950.0,24277.0,21355.0,21377.8,3559369.212,11154535,-13729.252000001774
|
| 25 |
-
2022-07-25 23:49:21.132,21379.3,21782.4,20689.6,21760.0,941312.948,2747129,13767.519999999637
|
| 26 |
-
2022-07-27 18:00:14.033,21751.1,22700.0,21683.1,22600.0,163681.18699999998,401753,13764.655000000103
|
| 27 |
-
2022-07-27 18:53:16.413,22599.9,23191.3,22456.4,23191.3,269278.304,762938,13729.08999999995
|
| 28 |
-
2022-07-28 02:46:25.921,23191.5,23693.2,22583.1,23693.2,435336.951,1261471,13729.286999999218
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| 29 |
-
2022-07-28 15:41:57.067,23693.3,24500.0,23426.3,24282.2,1092007.152,3436784,13738.049999999128
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Imbalance_Bars/BTCUSDT-2022-08-imbalance_bars.csv
DELETED
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@@ -1,37 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-08-01 00:00:00.135,23290.0,23378.0,23251.0,23353.9,10313.608,34788,-10313.608000002096
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| 3 |
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2022-08-01 00:32:51.143,23354.0,23432.6,23315.0,23392.7,10323.898,38772,-10323.898000002244
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| 4 |
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2022-08-01 01:34:41.059,23392.7,23458.3,23360.8,23384.1,10315.159,42264,-10315.159000002734
|
| 5 |
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2022-08-01 02:54:23.395,23384.1,23497.0,22700.0,22744.0,606093.325,1807464,-10435.36899999999
|
| 6 |
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2022-08-02 07:27:41.894,22744.1,23380.0,22603.0,23330.0,305643.708,888798,10325.441999999959
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| 7 |
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2022-08-02 16:33:03.929,23330.1,23650.0,22665.3,23584.7,439107.338,1236386,10319.662000000033
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| 8 |
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2022-08-03 12:15:32.926,23584.8,23650.0,22707.0,22910.1,422504.102,1159725,-10318.51800000002
|
| 9 |
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2022-08-04 06:16:28.075,22910.0,23133.0,22618.4,22618.4,277344.122,745951,-10316.21799999989
|
| 10 |
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2022-08-04 16:47:46.684,22618.3,23430.3,22370.0,23300.0,381608.814,1023655,10389.547999999271
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| 11 |
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2022-08-05 11:19:23.097,23300.1,23876.3,22746.9,23866.5,1040401.667,2880759,10319.50300000009
|
| 12 |
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2022-08-08 08:24:24.923,23866.6,24180.0,23853.3,24140.2,111697.57800000001,262893,10317.897999999677
|
| 13 |
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2022-08-08 11:46:16.067,24140.3,24243.0,23617.6,23703.6,396155.626,1109937,-10339.97799999973
|
| 14 |
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2022-08-09 09:24:14.356,23703.1,23739.3,23300.0,23300.0,114564.708,243371,-10726.038000000344
|
| 15 |
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2022-08-09 11:42:36.495,23301.4,23323.1,22930.0,22930.0,106219.423,250245,-10329.002999999893
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| 16 |
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2022-08-09 14:07:27.573,22929.9,24179.0,22608.0,24042.8,696979.463,1813944,10328.339000000435
|
| 17 |
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2022-08-10 15:33:29.782,24042.7,24671.4,23454.0,24671.4,463095.72199999995,1193553,10328.671999999917
|
| 18 |
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2022-08-11 07:31:58.017,24671.5,24972.0,23850.0,23863.4,511060.637,1331207,-10327.00499999984
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| 19 |
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2022-08-11 23:08:23.892,23863.2,24950.0,23560.0,24942.3,1030173.301,2989437,10327.178999999694
|
| 20 |
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2022-08-14 07:25:21.725,24943.0,25065.0,24179.1,24179.1,240684.093,617412,-10333.52299999983
|
| 21 |
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2022-08-14 17:09:56.075,24179.0,25197.7,24138.0,25197.7,218159.565,571843,10326.830999999911
|
| 22 |
-
2022-08-15 03:16:29.140,25197.8,25200.0,24060.7,24060.7,192450.764,354474,-10328.565999999897
|
| 23 |
-
2022-08-15 07:01:33.583,24060.6,24296.8,23860.2,23983.5,329919.89599999995,761186,-10345.319999999796
|
| 24 |
-
2022-08-15 19:31:32.083,23983.4,24234.0,23762.0,23789.0,343026.118,852974,-10346.607999999545
|
| 25 |
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2022-08-16 14:17:21.285,23789.0,24437.0,23450.0,23450.0,594117.071,1486511,-10390.284999999141
|
| 26 |
-
2022-08-17 13:41:06.129,23470.0,23619.7,22920.0,22920.8,624907.279,1887596,-10334.04899999916
|
| 27 |
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2022-08-19 00:21:36.788,22920.7,22987.0,22504.2,22557.0,133422.902,363174,-10339.292000000107
|
| 28 |
-
2022-08-19 06:31:43.190,22556.5,22634.3,21478.6,21478.6,31522.045,56658,-10328.96700000026
|
| 29 |
-
2022-08-19 06:38:29.761,21478.4,22133.4,20800.0,20800.0,710891.935,1766037,-10364.369000000557
|
| 30 |
-
2022-08-19 23:53:37.524,20823.8,21480.3,20742.9,21428.0,605471.041,1714907,10344.167000000609
|
| 31 |
-
2022-08-21 08:10:54.570,21428.7,21804.6,20858.6,21548.1,736783.8859999999,1975719,10340.091999999851
|
| 32 |
-
2022-08-22 16:01:36.186,21548.2,21667.2,20874.8,21629.0,732694.1780000001,1797490,10331.490000000533
|
| 33 |
-
2022-08-23 20:26:14.324,21629.1,21771.6,21132.3,21771.6,380172.38399999996,993252,10346.241999999895
|
| 34 |
-
2022-08-24 16:05:09.456,21771.7,21925.6,20706.2,20706.2,1156546.419,2735992,-10330.597000000918
|
| 35 |
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2022-08-26 15:15:32.967,20706.1,20887.1,20350.0,20350.0,257369.842,646295,-10416.598000000082
|
| 36 |
-
2022-08-26 23:12:26.654,20349.9,20446.1,19911.0,19911.0,174819.797,443237,-10333.87699999983
|
| 37 |
-
2022-08-27 05:13:36.845,19910.9,20329.4,19744.0,20316.4,435469.26599999995,1149672,10334.640000000314
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Imbalance_Bars/BTCUSDT-2022-09-imbalance_bars.csv
DELETED
|
@@ -1,35 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-09-02 00:00:00.038,20122.6,20124.9,20026.2,20030.1,15183.884999999998,36808,-15183.885000001956
|
| 3 |
-
2022-09-02 01:12:06.726,20030.0,20075.1,19950.0,19950.2,15186.302000000001,32972,-15186.302000001559
|
| 4 |
-
2022-09-02 02:20:27.914,19950.1,20203.5,19947.9,20199.8,15187.958999999999,27442,-15187.959000001147
|
| 5 |
-
2022-09-02 03:03:14.922,20199.9,20264.8,20142.7,20212.1,15185.113,26839,-15185.113000001233
|
| 6 |
-
2022-09-02 03:19:08.451,20212.0,20434.3,19610.0,19610.0,958428.6159999999,1929421,-15250.676000000714
|
| 7 |
-
2022-09-04 07:58:16.175,19609.9,20174.7,19500.0,19500.0,1339436.7619999999,2328366,-15302.555999999708
|
| 8 |
-
2022-09-06 17:05:31.661,19499.9,28368.26,17596.92,19010.0,78327.99299999999,127689,-15189.903000000608
|
| 9 |
-
2022-09-06 17:23:15.839,19013.5,19180.2,18600.0,18729.0,295449.311,546262,-15187.866999999478
|
| 10 |
-
2022-09-07 00:02:27.082,18728.9,19455.0,18500.0,19336.9,660784.736,1242034,15188.209999999299
|
| 11 |
-
2022-09-08 04:34:08.590,19337.0,19788.0,19003.8,19788.0,515496.55500000005,983186,15354.581000000479
|
| 12 |
-
2022-09-09 03:25:27.428,19700.0,20416.0,19600.0,20416.0,165679.108,274781,15190.650000000418
|
| 13 |
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2022-09-09 04:56:51.054,20416.1,20804.9,20331.2,20743.1,189803.398,336310,15191.469999998888
|
| 14 |
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2022-09-09 08:35:55.656,20743.2,21345.0,20626.1,21339.2,338567.189,645789,15191.006999999494
|
| 15 |
-
2022-09-09 15:37:44.078,21339.5,21883.4,21117.0,21731.0,747861.392,1577851,15190.947999998827
|
| 16 |
-
2022-09-12 01:25:25.248,21731.0,22037.4,21714.5,22037.4,78943.128,125024,15208.0719999996
|
| 17 |
-
2022-09-12 01:43:06.557,22037.4,22388.0,22020.1,22360.0,51524.008,88497,15193.052000000023
|
| 18 |
-
2022-09-12 01:46:08.710,22360.1,22368.2,21712.0,21760.7,145820.11599999998,285848,-15191.752000001195
|
| 19 |
-
2022-09-12 02:38:28.337,21760.6,22321.0,21540.0,22274.3,571025.167,1235413,15195.16299999985
|
| 20 |
-
2022-09-12 11:34:10.096,22274.3,22471.0,22003.9,22400.0,546579.8219999999,1185692,15195.389999999386
|
| 21 |
-
2022-09-12 18:52:37.491,22400.0,22659.9,22048.4,22541.4,702614.6869999999,1601281,15207.21899999869
|
| 22 |
-
2022-09-13 10:44:45.791,22541.5,22850.0,21400.0,21400.0,538167.226,1212076,-15195.046000001284
|
| 23 |
-
2022-09-13 12:54:02.583,21411.6,21520.0,20660.0,20685.0,764223.2309999999,1594223,-15192.023000001882
|
| 24 |
-
2022-09-13 18:11:53.206,20685.0,20778.6,20386.8,20386.8,108213.00099999999,190445,-15199.660999999862
|
| 25 |
-
2022-09-13 18:53:04.827,20386.7,20408.4,19900.0,19900.0,359601.94,670968,-15477.212000000398
|
| 26 |
-
2022-09-13 21:42:55.216,19899.9,20528.5,19300.0,19412.8,2833581.8140000002,5769659,-15202.73200000102
|
| 27 |
-
2022-09-18 23:37:07.243,19412.8,19507.0,18655.0,18789.0,183130.483,340427,-15197.93900000018
|
| 28 |
-
2022-09-19 04:29:44.510,18788.9,19832.0,18215.0,19832.0,2130966.4749999996,4039009,15277.549000000865
|
| 29 |
-
2022-09-21 17:59:57.447,19832.1,20154.1,18084.3,19433.7,1561338.947,3449244,15203.889000000867
|
| 30 |
-
2022-09-23 03:34:10.308,19433.8,19639.0,18518.5,19623.4,2418238.31,4605497,15216.479999999026
|
| 31 |
-
2022-09-27 01:24:06.054,19623.6,20195.0,19577.7,20195.0,136469.331,239213,15218.202999999694
|
| 32 |
-
2022-09-27 03:11:34.093,20195.1,20375.0,18880.0,18902.2,838551.72,1497462,-15199.951999999837
|
| 33 |
-
2022-09-27 17:22:12.104,18900.0,19228.3,18460.0,18702.0,518057.958,916109,-15200.337999999958
|
| 34 |
-
2022-09-28 06:45:35.070,18701.9,19500.0,18558.6,19500.0,547084.558,913302,15276.196000000691
|
| 35 |
-
2022-09-28 16:00:22.132,19500.1,19787.6,18827.2,19674.0,1340163.5699999998,2360559,15203.67199999893
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Imbalance_Bars/BTCUSDT-2022-10-imbalance_bars.csv
DELETED
|
@@ -1,45 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-10-01 00:00:00.077,19411.6,19474.0,19364.4,19388.1,10763.171999999999,19608,-10763.17200000064
|
| 3 |
-
2022-10-01 00:34:23.346,19388.2,19405.2,19338.0,19361.5,10765.579,22920,-10765.579000000707
|
| 4 |
-
2022-10-01 01:21:48.278,19361.3,19427.9,19361.3,19399.0,10763.337,27853,-10763.337000000665
|
| 5 |
-
2022-10-01 02:43:36.625,19399.2,19431.0,19354.9,19402.9,10763.02,27264,-10763.020000000759
|
| 6 |
-
2022-10-01 04:10:23.769,19403.0,19412.6,19364.0,19364.0,10766.831999999999,22610,-10766.832000000633
|
| 7 |
-
2022-10-01 05:20:07.081,19364.0,19376.7,19192.9,19192.9,81667.206,167804,-10782.19000000018
|
| 8 |
-
2022-10-01 11:29:38.323,19192.8,19640.6,18896.0,19639.1,1087870.1639999999,2035357,10765.942000000314
|
| 9 |
-
2022-10-03 18:58:44.076,19639.2,19895.0,19426.3,19876.7,261657.164,495377,10830.996000000341
|
| 10 |
-
2022-10-04 07:08:51.445,19876.8,20152.0,19856.4,20152.0,67173.602,95556,10769.267999999987
|
| 11 |
-
2022-10-04 08:06:50.162,20151.8,20300.0,19805.4,20183.5,438727.816,792002,10773.978000000137
|
| 12 |
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2022-10-04 19:52:19.929,20183.6,20500.0,19707.0,20433.6,989212.471,1744792,10775.378999999662
|
| 13 |
-
2022-10-06 04:16:38.075,20433.7,20443.9,19850.0,19850.0,618744.7690000001,1066846,-10789.561000000205
|
| 14 |
-
2022-10-06 22:00:27.519,19849.9,20067.0,19632.6,19632.6,303773.262,594492,-10766.052000000653
|
| 15 |
-
2022-10-07 12:46:56.055,19632.5,19696.9,19400.0,19400.0,238496.107,379440,-11209.815000000559
|
| 16 |
-
2022-10-07 16:24:17.617,19399.9,19635.7,19223.7,19223.7,362421.92,761240,-10775.413999999668
|
| 17 |
-
2022-10-08 21:42:11.214,19223.6,19550.0,19050.0,19050.0,836814.746,1521695,-10776.312000000118
|
| 18 |
-
2022-10-10 22:07:19.850,19050.2,19260.0,18720.0,18720.0,1245193.5999999999,2084374,-10776.205999999896
|
| 19 |
-
2022-10-13 10:30:08.095,18724.2,19036.6,18140.0,18182.1,169309.365,277902,-10774.374999999767
|
| 20 |
-
2022-10-13 12:30:19.616,18174.3,19145.0,17917.8,19145.0,480667.70300000004,807258,10790.100999999831
|
| 21 |
-
2022-10-13 16:42:28.943,19145.1,19591.9,19056.0,19591.9,300758.26999999996,485211,10778.758000000336
|
| 22 |
-
2022-10-14 01:32:02.412,19577.5,19900.0,19556.9,19900.0,64305.70999999999,81419,10883.283999999789
|
| 23 |
-
2022-10-14 01:55:12.797,19899.9,19947.9,19330.0,19330.0,525349.804,829869,-10851.194000000498
|
| 24 |
-
2022-10-14 15:18:25.823,19329.9,19401.0,19096.5,19130.4,203486.689,332220,-10778.521000000379
|
| 25 |
-
2022-10-14 21:27:49.865,19130.3,19664.2,18966.0,19664.2,812020.6410000001,1521742,10783.54700000232
|
| 26 |
-
2022-10-17 13:40:28.079,19664.3,19706.4,19210.0,19210.0,711938.342,1151677,-10801.95200000012
|
| 27 |
-
2022-10-18 18:50:56.787,19209.9,19425.9,19081.0,19090.0,369909.975,608951,-10788.118999999899
|
| 28 |
-
2022-10-19 13:49:50.116,19089.0,19300.0,18900.0,18901.0,214496.50199999998,357784,-10779.451999999925
|
| 29 |
-
2022-10-20 00:48:24.028,18900.9,19350.0,18882.4,18888.7,623284.209,975715,-10779.186999999152
|
| 30 |
-
2022-10-21 09:19:10.058,18888.6,19019.9,18634.0,18679.9,79495.744,112443,-10779.101999999943
|
| 31 |
-
2022-10-21 12:13:43.404,18679.8,19204.6,18600.0,19201.4,250144.16099999996,340340,10780.279000000228
|
| 32 |
-
2022-10-21 16:02:50.696,19201.5,19339.9,19050.0,19316.8,471845.59900000005,865546,10779.879000001032
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| 33 |
-
2022-10-23 17:51:43.232,19316.9,19600.0,19316.9,19600.0,116831.37299999999,170863,11192.06099999963
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| 34 |
-
2022-10-23 21:23:01.604,19591.0,19690.0,19200.0,19200.0,406004.276,579860,-10788.655999999277
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| 35 |
-
2022-10-24 14:23:08.484,19200.1,19705.8,19146.0,19705.8,458603.845,706768,10789.220999999941
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| 36 |
-
2022-10-25 15:47:51.266,19705.9,19899.6,19704.9,19899.6,93157.35800000001,121889,10792.942000000043
|
| 37 |
-
2022-10-25 17:00:24.153,19899.4,20300.0,19897.2,20300.0,154256.857,239882,10990.448999999877
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| 38 |
-
2022-10-25 18:29:15.249,20299.9,20682.8,19970.6,20682.8,415567.432,690811,10792.123999999825
|
| 39 |
-
2022-10-26 08:37:44.908,20682.9,20800.0,20402.1,20410.2,198610.689,338577,-10792.275000000467
|
| 40 |
-
2022-10-26 13:28:36.200,20410.1,21000.0,20329.1,21000.0,181598.119,238984,10879.054999999846
|
| 41 |
-
2022-10-26 14:43:32.073,20999.9,21030.0,20561.5,20600.5,411960.40300000005,790812,-10794.003000000142
|
| 42 |
-
2022-10-27 09:17:57.184,20600.4,20773.1,20274.9,20274.9,362521.0,637766,-10794.506000000269
|
| 43 |
-
2022-10-27 20:23:24.567,20274.8,20463.3,20107.0,20110.7,225322.25799999997,376669,-10794.573999999297
|
| 44 |
-
2022-10-28 07:32:20.269,20110.6,20915.4,19951.0,20915.4,543173.852,950220,10807.026000000353
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| 45 |
-
2022-10-30 07:11:13.606,20915.5,20925.2,20489.9,20489.9,256226.05599999998,491597,-10793.859999999804
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Imbalance_Bars/BTCUSDT-2022-11-imbalance_bars.csv
DELETED
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@@ -1,37 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-11-01 00:00:00.079,20482.1,20492.1,20429.6,20488.8,11314.782,25907,-11314.78200000102
|
| 3 |
-
2022-11-01 01:21:22.815,20488.9,20548.5,20483.0,20491.7,11315.037,23685,-11315.037000001006
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| 4 |
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2022-11-01 02:25:07.128,20491.7,20578.0,20491.7,20507.5,11316.228000000001,22412,-11316.228000000783
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| 5 |
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2022-11-01 03:14:37.072,20507.4,20521.0,20455.8,20488.6,11314.673999999999,23696,-11314.674000000718
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| 6 |
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2022-11-01 04:26:09.450,20488.5,20543.0,20461.4,20532.0,11315.189999999999,24850,-11315.190000001021
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| 7 |
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2022-11-01 05:50:59.547,20532.1,20687.0,20320.0,20430.0,236121.65899999999,433224,-11315.058999999987
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| 8 |
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2022-11-01 19:40:04.068,20430.1,20922.0,20026.0,20922.0,1457190.114,2389160,11330.088000000249
|
| 9 |
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2022-11-04 14:15:03.008,20922.1,21274.9,20909.4,21274.9,80780.73,108019,11317.263999999579
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| 10 |
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2022-11-04 14:41:07.244,21275.0,21297.0,20700.0,20712.3,119260.805,159846,-11316.113000000236
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| 11 |
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2022-11-04 16:06:06.774,20712.8,21408.2,20660.0,21395.4,238317.071,378740,11332.465000000242
|
| 12 |
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2022-11-05 00:40:43.729,21396.3,21473.7,20974.4,20974.4,522899.04299999995,1048446,-11319.819000000214
|
| 13 |
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2022-11-06 23:13:51.446,20974.3,21022.1,20095.5,20096.6,170233.571,257239,-11315.81700000009
|
| 14 |
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2022-11-08 04:00:40.803,20096.5,20235.0,19527.0,19630.0,139308.499,226098,-11326.387000000786
|
| 15 |
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2022-11-08 04:56:41.006,19629.8,19845.0,19250.7,19250.7,410498.613,728154,-11316.869000001589
|
| 16 |
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2022-11-08 15:29:47.356,19250.6,20650.0,19200.0,20555.0,196051.87,325720,11315.90600000068
|
| 17 |
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2022-11-08 16:32:46.985,20555.1,20685.0,19100.0,19100.0,279092.344,511995,-11323.030000000259
|
| 18 |
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2022-11-08 18:05:53.892,19103.5,19132.1,18303.9,18329.5,294704.949,616376,-11319.005000001032
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| 19 |
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2022-11-08 19:21:59.054,18329.1,18432.1,17426.2,17426.2,85721.131,188842,-11321.553
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| 20 |
-
2022-11-08 19:30:52.980,17425.9,18722.0,16830.0,17937.6,840332.503,1952689,-11318.16699999954
|
| 21 |
-
2022-11-09 09:09:23.118,17937.7,18092.2,17229.3,17812.0,381307.102,800832,-11440.894000000331
|
| 22 |
-
2022-11-09 12:39:32.109,17812.0,18008.0,17278.7,17453.0,276781.542,648887,-11318.532000000347
|
| 23 |
-
2022-11-09 15:33:16.411,17456.0,17527.2,16830.0,16830.0,200579.915,535329,-11341.546999999968
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| 24 |
-
2022-11-09 16:28:59.861,16829.9,17305.3,16412.0,16412.0,253119.574,606916,-11321.180000000028
|
| 25 |
-
2022-11-09 18:44:41.112,16411.8,16993.0,15900.0,15900.0,306006.902,687866,-11327.90200000005
|
| 26 |
-
2022-11-09 21:27:16.035,15900.5,16199.4,15500.0,15500.0,129400.62599999999,323626,-11336.193999999945
|
| 27 |
-
2022-11-09 22:07:40.512,15501.3,16756.4,15462.6,16754.9,465961.64099999995,1165906,11321.847000000003
|
| 28 |
-
2022-11-10 05:06:41.100,16755.3,17860.0,16250.2,17860.0,698007.0279999999,1656337,11330.222000000898
|
| 29 |
-
2022-11-10 15:03:16.307,17860.1,18230.0,16343.0,16948.1,1701359.5929999999,4247171,11320.992999996888
|
| 30 |
-
2022-11-12 15:06:55.162,16948.2,17127.2,15993.3,15993.3,2973769.831,6078472,-11323.401000000185
|
| 31 |
-
2022-11-21 02:11:37.056,15993.2,16304.3,15504.4,15522.3,637262.3640000001,1069013,-11324.580000000535
|
| 32 |
-
2022-11-21 21:51:42.203,15522.2,16029.7,15443.2,16029.7,374812.066,640864,11320.282000000214
|
| 33 |
-
2022-11-22 13:12:27.287,16029.8,16309.0,15968.0,16277.3,323268.44700000004,617678,11324.275000001839
|
| 34 |
-
2022-11-23 02:17:12.187,16277.4,16694.0,16263.5,16623.8,400840.485,730954,11320.074999999179
|
| 35 |
-
2022-11-23 19:03:15.690,16623.9,16800.0,15984.1,16439.0,1970632.8540000003,3535717,11320.333999999575
|
| 36 |
-
2022-11-29 14:43:54.420,16439.1,16850.0,16312.6,16838.0,176522.72,276895,11320.194000000165
|
| 37 |
-
2022-11-30 00:43:22.832,16828.4,17082.2,16700.0,17043.6,448862.882,702717,11321.52600000073
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Imbalance_Bars/BTCUSDT-2022-12-imbalance_bars.csv
DELETED
|
@@ -1,56 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2022-12-01 00:00:00.043,17153.4,17179.7,17125.0,17179.7,6470.727,10607,-6470.727000000278
|
| 3 |
-
2022-12-01 00:15:52.867,17179.8,17222.1,17148.3,17218.2,6468.522999999999,8185,-6468.523000000125
|
| 4 |
-
2022-12-01 00:23:15.316,17217.8,17221.3,17143.3,17147.2,6468.405999999999,11713,-6468.406000000182
|
| 5 |
-
2022-12-01 00:43:44.354,17147.2,17168.2,17112.5,17143.4,6474.999,10332,-6474.999000000167
|
| 6 |
-
2022-12-01 01:05:01.143,17143.3,17159.8,17100.1,17112.5,6476.691000000001,10415,-6476.6910000001635
|
| 7 |
-
2022-12-01 01:28:58.614,17112.4,17134.7,17100.4,17126.1,6468.768,11757,-6468.768000000234
|
| 8 |
-
2022-12-01 02:07:02.485,17126.2,17134.3,17080.0,17104.9,6484.897,11360,-6484.897000000184
|
| 9 |
-
2022-12-01 02:43:34.102,17104.8,17147.7,17100.9,17140.9,6469.549999999999,10729,-6469.550000000245
|
| 10 |
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2022-12-01 03:19:05.644,17140.9,17162.6,17124.0,17128.0,6470.755,12496,-6470.75500000035
|
| 11 |
-
2022-12-01 04:04:01.798,17128.1,17161.1,17126.7,17141.2,6470.369,12072,-6470.369000000197
|
| 12 |
-
2022-12-01 04:46:14.914,17141.2,17146.0,17105.0,17106.9,6472.0560000000005,12883,-6472.056000000208
|
| 13 |
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2022-12-01 05:34:24.640,17106.8,17115.6,17054.0,17089.1,6469.407999999999,8002,-6469.4080000001
|
| 14 |
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2022-12-01 05:47:17.541,17089.2,17300.0,17030.0,17300.0,94543.079,163686,6543.484999999977
|
| 15 |
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2022-12-01 13:30:35.854,17300.1,17348.5,16966.2,16966.2,53471.979999999996,64225,-6471.389999999959
|
| 16 |
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2022-12-01 13:50:05.075,16966.1,17160.0,16760.0,17016.3,791351.291,1373284,6472.185000000109
|
| 17 |
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2022-12-04 08:56:57.913,17016.4,17149.7,16892.0,17132.7,121208.15899999999,189110,6470.879000000103
|
| 18 |
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2022-12-04 18:01:34.805,17132.3,17340.0,17025.5,17340.0,149025.266,242343,6479.650000000027
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| 19 |
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2022-12-05 02:47:32.411,17330.0,17430.0,17084.1,17100.0,264174.85599999997,438559,-6480.558000000488
|
| 20 |
-
2022-12-05 15:05:20.835,17099.9,17124.6,16930.4,16930.4,113887.29499999998,229531,-6482.692999999629
|
| 21 |
-
2022-12-05 19:17:02.418,16930.3,17130.0,16800.0,16802.5,488559.473,1125029,-6481.860999999975
|
| 22 |
-
2022-12-07 07:12:51.101,16802.4,16940.0,16655.0,16940.0,425444.574,727506,6519.358000000191
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| 23 |
-
2022-12-08 15:06:20.335,16937.7,17100.0,16891.4,17100.0,79145.225,118090,6519.2609999999495
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| 24 |
-
2022-12-08 18:35:26.685,17098.9,17285.0,17084.4,17285.0,57221.824,65765,6474.692000000338
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| 25 |
-
2022-12-08 19:01:21.009,17285.1,17294.9,17144.6,17259.9,170593.81,337141,6481.021999999499
|
| 26 |
-
2022-12-09 10:07:40.088,17260.0,17365.4,17010.7,17010.7,526133.988,1064631,-6476.299999999826
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| 27 |
-
2022-12-12 00:01:45.477,17010.6,17220.0,16865.0,17220.0,325991.353,556437,6488.781000000626
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| 28 |
-
2022-12-12 23:50:38.871,17220.1,17282.7,17076.0,17282.7,124607.15299999999,216295,6480.058999999771
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| 29 |
-
2022-12-13 09:58:39.177,17281.4,17500.0,17279.0,17500.0,17225.076999999997,17265,6548.217000000037
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| 30 |
-
2022-12-13 09:59:28.477,17494.7,17622.0,17358.0,17622.0,121363.003,183362,6479.233000000071
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| 31 |
-
2022-12-13 13:20:02.686,17622.1,18100.0,17501.6,17941.1,59913.344,88299,6476.217999999907
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| 32 |
-
2022-12-13 13:30:37.797,17941.2,18000.0,17617.9,17985.5,432420.24199999997,798210,6475.626000000373
|
| 33 |
-
2022-12-14 14:30:05.202,17985.6,18250.0,17902.5,18247.7,151891.489,259927,6476.207000000004
|
| 34 |
-
2022-12-14 18:22:12.933,18249.1,18400.0,17704.3,17929.2,240642.32400000002,422499,6478.615999999947
|
| 35 |
-
2022-12-14 20:13:06.751,17929.2,17944.4,17560.0,17648.7,225123.956,424382,-6475.965999999886
|
| 36 |
-
2022-12-15 11:22:03.280,17648.6,17716.6,17480.0,17480.0,35630.413,53366,-6482.35300000004
|
| 37 |
-
2022-12-15 13:13:41.114,17479.9,17592.9,17394.4,17400.3,114705.20599999999,176606,-6483.808000000009
|
| 38 |
-
2022-12-15 15:48:20.315,17400.2,17467.7,17260.1,17266.4,118415.09999999999,214804,-6477.3400000002075
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| 39 |
-
2022-12-15 22:23:19.769,17265.6,17519.7,17258.0,17519.7,98382.095,196051,6489.719000000019
|
| 40 |
-
2022-12-16 07:53:49.208,17519.8,17528.0,17290.0,17290.0,30860.063,43628,-6490.463000000113
|
| 41 |
-
2022-12-16 08:54:44.049,17289.9,17297.6,17050.0,17080.9,30817.938000000002,39616,-6476.931999999984
|
| 42 |
-
2022-12-16 09:00:50.186,17080.8,17113.9,16810.0,16810.0,246280.454,412257,-6542.637999999943
|
| 43 |
-
2022-12-16 16:08:59.532,16809.9,16945.6,16612.1,16612.1,178871.322,281780,-6478.139999999794
|
| 44 |
-
2022-12-16 23:02:18.420,16612.0,16790.0,16521.1,16759.6,331192.186,612675,6481.3839999982665
|
| 45 |
-
2022-12-18 04:14:13.160,16759.7,16858.8,16656.0,16858.8,143831.759,282375,6486.460999999685
|
| 46 |
-
2022-12-18 22:36:03.904,16858.9,16872.0,16589.6,16594.0,202500.41999999998,348581,-6481.113999999951
|
| 47 |
-
2022-12-19 16:37:10.323,16594.6,16642.3,16374.8,16394.1,107751.624,183589,-6478.855999999927
|
| 48 |
-
2022-12-19 22:31:32.709,16394.0,16745.9,16210.0,16745.9,112916.669,177789,6478.415000000111
|
| 49 |
-
2022-12-20 02:43:05.445,16746.0,16943.0,16665.1,16943.0,229203.065,378434,6478.907000000077
|
| 50 |
-
2022-12-20 14:58:47.034,16943.1,17049.6,16665.6,16665.6,520923.65599999996,909870,-6479.160000000084
|
| 51 |
-
2022-12-22 14:32:32.768,16665.5,16960.0,16556.1,16890.0,357431.75800000003,523927,6478.2899999995925
|
| 52 |
-
2022-12-23 13:41:09.338,16890.1,16934.1,16700.0,16930.9,481901.489,937300,6483.852999999738
|
| 53 |
-
2022-12-26 23:55:07.561,16930.8,16968.0,16692.0,16692.0,179468.277,289944,-6479.851000000173
|
| 54 |
-
2022-12-27 17:43:16.212,16691.9,16778.3,16482.8,16485.3,375239.305,560811,-6479.138999999053
|
| 55 |
-
2022-12-28 21:25:32.858,16484.5,16659.0,16328.0,16328.0,434883.38899999997,656353,-6478.674999998849
|
| 56 |
-
2022-12-30 14:49:22.280,16327.9,16666.6,16320.0,16616.3,192875.358,317227,6479.534000000253
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Imbalance_Bars/BTCUSDT-2023-01-imbalance_bars.csv
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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2023-01-01 00:00:04.118,16537.5,16554.3,16504.0,16551.4,9822.57,22671,-9822.570000000684
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2023-01-01 02:29:50.545,16551.5,16557.1,16508.0,16515.4,9821.557,22923,-9821.55700000091
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2023-01-01 05:36:36.695,16515.5,16545.7,16488.0,16505.9,9821.659,16305,-9821.659000000336
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2023-01-01 07:28:58.119,16506.0,16535.4,16495.1,16535.3,9821.796,22325,-9821.796000000695
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2023-01-01 09:58:46.154,16535.4,16556.0,16527.3,16547.4,9822.979,20685,-9822.979000000681
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2023-01-01 12:13:42.419,16547.5,16565.9,16530.5,16542.2,9821.859,22777,-9821.859000000899
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| 8 |
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2023-01-01 14:43:07.631,16542.1,16980.0,16524.6,16980.0,733256.169,1188865,9828.561000000313
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| 9 |
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2023-01-04 18:51:20.083,16979.7,16984.6,16711.2,16711.2,327046.45399999997,572453,-9831.453999998357
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2023-01-06 11:06:09.153,16711.1,16974.7,16664.8,16974.1,182429.08899999998,233609,9823.780999999832
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| 11 |
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2023-01-06 20:02:17.336,16974.0,17238.6,16881.0,17210.5,343898.48899999994,605034,9822.654999999853
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2023-01-09 01:39:25.895,17210.2,17463.6,17118.3,17462.4,613239.3640000001,880551,9835.948000000317
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| 13 |
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2023-01-10 20:18:35.470,17462.3,17795.4,17306.4,17789.6,358987.739,547448,9822.343000000097
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| 14 |
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2023-01-11 23:32:42.740,17789.1,18130.0,17732.0,18112.6,113115.889,133757,9823.931000000457
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| 15 |
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2023-01-12 00:55:39.118,18109.8,18400.0,18062.0,18259.0,228671.435,364225,9823.610999998386
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| 16 |
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2023-01-12 12:33:29.195,18259.1,18920.0,17907.3,18920.0,482681.063,632274,9871.096999999601
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| 17 |
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2023-01-12 18:00:23.801,18919.7,19120.0,18607.9,19023.0,403826.408,701286,9826.294000001397
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| 18 |
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2023-01-13 10:22:39.328,19022.9,19534.8,18801.4,19532.1,514284.681,780693,9823.67700000075
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| 19 |
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2023-01-13 21:36:34.573,19532.4,19927.3,19502.7,19927.3,86663.176,131849,9837.583999999899
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2023-01-13 22:12:21.244,19927.4,20448.5,19725.9,20448.5,161406.05299999999,244056,9825.732999999895
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| 21 |
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2023-01-14 00:25:08.853,20448.6,21188.9,20321.8,21188.9,60773.929000000004,91786,9823.985000000062
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| 22 |
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2023-01-14 00:38:51.023,21189.0,21544.0,20269.3,20283.0,480836.09699999995,986291,-9824.076999999757
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| 23 |
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2023-01-14 10:24:33.723,20282.9,21600.0,20257.3,21600.0,1740465.971,3709337,9916.064999998438
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| 24 |
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2023-01-17 14:24:49.652,21600.2,21672.0,20700.0,20700.0,752174.9849999999,1527938,-9847.642999999547
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| 25 |
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2023-01-18 16:21:30.497,20703.0,21233.6,20386.0,21233.6,954048.968,2047858,9828.740000002144
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| 26 |
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2023-01-20 15:22:13.324,21233.7,21600.0,21102.7,21600.0,186909.44499999998,278297,9939.128999999653
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| 27 |
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2023-01-20 20:02:22.295,21600.1,22128.8,21555.3,22128.8,96173.869,155569,9828.63300000012
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| 28 |
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2023-01-20 20:38:47.823,22127.7,22604.8,22074.8,22603.1,138539.759,259264,9828.875000000106
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| 29 |
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2023-01-20 22:20:14.185,22604.8,23149.5,22422.0,23149.5,295908.722,604717,9831.324000000255
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| 30 |
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2023-01-21 10:02:05.346,23149.7,23390.0,22555.0,22855.2,505296.039,1043217,-9840.247000000762
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| 31 |
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2023-01-21 22:59:50.523,22855.1,23080.2,22400.0,22400.0,444180.598,924274,-9833.426000000234
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| 32 |
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2023-01-22 20:53:24.178,22399.9,23193.1,22287.0,22700.0,841872.33,1723006,-10005.31800000023
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| 33 |
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2023-01-24 14:31:06.860,22699.9,23085.1,22335.0,22335.0,326436.11,629323,-9835.236000000074
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| 34 |
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2023-01-25 01:26:00.123,22334.9,23456.8,22310.5,23456.8,458571.14599999995,924327,9833.296000000244
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| 35 |
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2023-01-25 21:55:19.529,23456.9,23837.4,22808.3,22808.3,633151.91,1398862,-9833.44599999866
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| 36 |
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2023-01-27 01:36:40.826,22808.2,23537.6,22516.6,23537.6,898247.3900000001,1930982,9837.195999999944
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| 37 |
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2023-01-29 11:04:20.911,23537.7,23940.0,23266.8,23924.1,242648.049,566795,9837.3530000002
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| 38 |
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2023-01-29 19:33:21.552,23924.3,23962.7,23416.6,23451.1,203584.104,509948,-9832.909999999667
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| 39 |
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2023-01-30 09:03:12.053,23451.0,23489.0,23001.0,23020.5,145678.65,293514,-9832.488000000154
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| 40 |
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2023-01-30 11:52:46.816,23020.4,23295.8,22580.0,22580.0,244288.485,534288,-9840.751000000037
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Imbalance_Bars/BTCUSDT-2023-02-imbalance_bars.csv
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@@ -1,44 +0,0 @@
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| 1 |
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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| 2 |
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2023-02-01 00:00:03.361,23119.5,23161.4,23027.8,23048.6,10018.758,22234,-10018.758000001066
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| 3 |
-
2023-02-01 00:28:54.828,23048.5,23112.6,22988.0,23070.5,10017.104,25804,-10017.104000001407
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| 4 |
-
2023-02-01 01:25:05.984,23070.4,23177.7,23051.0,23092.1,10017.065999999999,22523,-10017.066000000967
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| 5 |
-
2023-02-01 02:16:33.060,23092.1,23114.0,23028.0,23114.0,10017.576000000001,26125,-10017.576000000976
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| 6 |
-
2023-02-01 03:53:16.710,23114.1,23155.3,23101.8,23143.0,10016.991,24487,-10016.991000001024
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| 7 |
-
2023-02-01 05:20:23.224,23143.0,24281.4,22747.0,23350.0,1297751.527,2914163,-10032.348999998156
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| 8 |
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2023-02-03 13:30:03.824,23349.9,23719.9,23138.0,23138.0,600061.475,1424447,-10022.878999998902
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| 9 |
-
2023-02-05 12:55:58.002,23137.9,23215.0,22965.3,22965.9,122161.037,251741,-10017.326999999452
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| 10 |
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2023-02-05 17:17:21.723,22966.0,23108.3,22680.0,22680.0,199300.57299999997,440881,-10069.352999999594
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| 11 |
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2023-02-06 05:27:31.388,22679.9,23345.3,22600.0,23345.3,594630.686,1227004,10026.734000000224
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| 12 |
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2023-02-07 17:52:29.081,23345.4,23450.0,22703.1,22728.4,452203.90499999997,910336,-10019.840999999902
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| 13 |
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2023-02-08 16:24:21.183,22728.3,23029.9,22410.0,22410.0,201781.458,382901,-10018.838000000218
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| 14 |
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2023-02-09 03:06:20.285,22413.1,22840.0,22178.2,22178.2,409890.14,755564,-10020.08799999972
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| 15 |
-
2023-02-09 19:24:24.095,22178.1,22281.7,21595.8,21762.4,416862.892,825024,-10018.643999999409
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| 16 |
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2023-02-10 11:38:27.451,21762.2,21935.0,21405.0,21935.0,531252.4839999999,1102026,10018.718000001201
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| 17 |
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2023-02-12 09:53:35.422,21935.1,22080.9,21606.0,21620.0,364213.809,714558,-10018.764999999532
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| 18 |
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2023-02-13 09:16:22.133,21620.1,22150.0,21338.0,22150.0,645605.46,1230059,10021.330000000233
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2023-02-14 14:50:55.342,22150.1,22579.4,21843.6,22554.5,485788.72000000003,928676,10018.985999999924
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| 20 |
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2023-02-15 12:09:31.098,22554.6,22924.9,22534.4,22871.1,183066.103,310978,10021.01099999975
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| 21 |
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2023-02-15 15:54:13.357,22871.2,23450.0,22730.1,23450.0,187943.294,327748,10156.903999999922
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| 22 |
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2023-02-15 20:08:25.200,23449.4,24076.8,23441.2,24075.3,84397.895,151452,10021.515000000014
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| 23 |
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2023-02-15 20:32:26.029,24075.4,24488.0,23958.0,24433.4,211843.10499999998,438694,10021.64899999959
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| 24 |
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2023-02-16 00:02:23.424,24433.5,25050.0,24287.0,25050.0,474403.132,1021831,10081.389999999405
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| 25 |
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2023-02-16 15:53:27.092,25050.1,25290.0,24000.0,24000.0,391381.72099999996,861715,-10026.34100000032
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| 26 |
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2023-02-16 23:05:10.614,24000.7,24113.6,23512.0,23512.0,91057.745,159925,-10026.621000000245
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| 27 |
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2023-02-17 00:00:49.039,23511.9,24475.0,23350.0,24468.3,584670.587,1239643,10023.524999999549
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| 28 |
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2023-02-17 17:15:31.768,24468.4,25200.0,24031.1,24394.4,1000905.5489999999,2314071,-10025.961000000234
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| 29 |
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2023-02-19 17:59:19.476,24394.3,24578.4,23937.5,23937.5,184478.503,415940,-10038.423000000128
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| 30 |
-
2023-02-20 01:12:36.248,23944.0,24879.0,23827.0,24879.0,185190.933,420470,10025.300999999334
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| 31 |
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2023-02-20 09:45:50.867,24879.1,25231.3,24585.1,25231.3,571978.777,1326017,10026.07299999884
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| 32 |
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2023-02-21 08:29:06.944,25231.4,25347.6,24515.5,24515.5,192239.419,399298,-10024.127000000446
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| 33 |
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2023-02-21 12:07:09.518,24515.3,24786.6,24350.2,24350.2,153970.207,325450,-10037.953000000027
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| 34 |
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2023-02-21 16:18:26.681,24350.1,24745.0,24050.0,24050.0,275462.92500000005,599621,-10028.442999999792
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| 35 |
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2023-02-22 02:00:40.108,24066.4,24262.7,23851.5,23926.1,345281.645,806615,-10023.65500000027
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| 36 |
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2023-02-22 14:57:24.318,23926.0,23998.8,23633.9,23633.9,60247.981999999996,114735,-10026.652000000202
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| 37 |
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2023-02-22 15:21:55.894,23636.3,24588.0,23572.0,23904.1,733522.0279999999,1551507,-10023.893999999602
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| 38 |
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2023-02-23 13:52:21.802,23904.2,24150.0,23573.4,23573.4,607833.039,1346043,-10025.88499999935
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| 39 |
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2023-02-24 15:17:13.271,23573.3,23691.3,23325.0,23332.4,85244.62,155575,-10030.475999999742
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| 40 |
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2023-02-24 15:56:05.331,23332.3,23395.4,23000.0,23000.0,41290.479,70116,-10026.762999999979
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| 41 |
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2023-02-24 16:04:58.216,23000.1,23333.0,22800.0,22830.0,532560.304,1201485,-10089.469999999432
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| 42 |
-
2023-02-25 20:45:28.383,22829.9,23617.1,22700.0,23617.1,355279.168,812160,10025.285999999725
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| 43 |
-
2023-02-26 20:33:17.115,23617.2,23888.0,23114.0,23114.0,591700.4439999999,1267394,-10026.169999998774
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| 44 |
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2023-02-27 20:05:38.192,23115.5,23592.8,23032.3,23041.6,485903.979,1048245,-10043.436999999945
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Imbalance_Bars/BTCUSDT-2023-03-imbalance_bars.csv
DELETED
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@@ -1,36 +0,0 @@
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| 1 |
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timestamp,open,high,low,close,volume,ticks,imbalance_met
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| 2 |
-
2023-03-01 00:00:00.053,23129.7,23209.6,23039.5,23039.5,15548.826,32092,-15548.8260000019
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| 3 |
-
2023-03-01 00:50:40.335,23039.4,23160.7,23008.4,23160.7,15560.779,32440,-15560.779000002325
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| 4 |
-
2023-03-01 01:30:09.591,23160.8,23288.0,23157.1,23252.4,15545.387,32947,-15545.38700000255
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| 5 |
-
2023-03-01 02:16:21.804,23252.4,23358.0,23221.7,23294.9,15547.856,29592,-15547.856000001493
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| 6 |
-
2023-03-01 03:10:55.223,23295.0,24000.0,23292.3,24000.0,177555.973,337192,15788.358999999356
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| 7 |
-
2023-03-01 08:54:51.500,24000.1,24022.7,23219.0,23219.0,568321.1410000001,1169240,-15551.464999999562
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| 8 |
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2023-03-02 13:14:53.497,23218.9,23560.0,22632.9,22632.9,296809.84699999995,594507,-15565.00500000026
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| 9 |
-
2023-03-03 01:31:16.196,22653.4,22706.2,21883.2,22336.6,225285.50699999998,470456,-15553.600999999104
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| 10 |
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2023-03-03 05:23:11.053,22336.5,22650.0,22061.0,22061.0,1240683.274,2561038,-15555.873999997324
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| 11 |
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2023-03-07 15:01:03.054,22060.9,22482.6,21688.0,21688.0,859561.745,1508357,-15948.866999999887
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| 12 |
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2023-03-08 22:56:13.419,21687.9,21847.7,21310.0,21310.0,495424.48600000003,824325,-15572.861999997664
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| 13 |
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2023-03-09 18:28:17.448,21309.9,21364.0,20822.0,20822.0,125086.19,202792,-15559.10200000008
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| 14 |
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2023-03-09 19:07:52.306,20824.1,20976.5,20260.0,20260.0,218908.57799999998,379322,-15587.248000000787
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| 15 |
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2023-03-09 20:56:59.542,20259.9,20487.4,20003.5,20055.9,214289.74099999998,393753,-15560.08099999949
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| 16 |
-
2023-03-10 00:23:42.604,20055.8,20164.7,19555.8,19555.8,455968.216,772728,-15560.284000000713
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| 17 |
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2023-03-10 10:48:16.478,19555.6,20350.0,19521.6,20350.0,801428.535,1432167,15670.13900000248
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| 18 |
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2023-03-11 01:30:43.106,20349.9,20674.5,19752.5,20433.6,759203.288,1529039,15561.924000003439
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| 19 |
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2023-03-12 03:10:09.344,20433.7,20997.0,20262.2,20995.9,342083.682,661213,15570.81600000037
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| 20 |
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2023-03-12 18:35:25.534,20996.0,21432.6,20720.0,21393.5,288680.797,607009,15562.512999999695
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| 21 |
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2023-03-12 22:17:20.750,21393.7,22269.0,21354.9,22178.0,250500.662,589332,15562.223999999434
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| 22 |
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2023-03-13 00:40:42.079,22178.1,22598.0,21804.0,22506.0,647407.6159999999,1443431,15562.065999999544
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| 23 |
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2023-03-13 13:48:42.078,22506.1,23200.3,22390.1,23198.3,121911.09599999999,257717,15562.283999999561
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| 24 |
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2023-03-13 14:18:49.564,23198.4,24168.0,23037.1,24148.7,204919.472,534648,15562.680000000062
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| 25 |
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2023-03-13 15:07:58.549,24148.8,25452.0,23777.0,25442.2,996334.5639999999,2682824,15564.620000000063
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| 26 |
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2023-03-14 12:31:44.723,25442.7,26489.9,24139.7,24139.7,943422.707,2619815,-15562.11500000115
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2023-03-14 21:07:34.624,24139.6,25970.0,23888.0,25970.0,2228776.603,6006908,15582.910999999665
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2023-03-17 06:24:28.419,25970.1,26631.0,25797.7,26631.0,262463.06700000004,708869,15590.612999999934
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2023-03-17 10:38:54.590,26631.1,27370.0,26120.0,27370.0,684777.0719999999,1845894,15722.251999999324
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2023-03-17 22:23:03.089,27370.1,27763.4,26820.0,26820.0,612134.9569999999,1875637,-15570.373000000976
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2023-03-18 16:30:26.184,26819.7,28324.3,26555.5,28241.2,832653.691,2421903,15576.008999999438
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| 32 |
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2023-03-19 18:58:42.845,28241.1,28483.2,27120.6,27797.2,1206186.816,3511261,-15569.269999998494
|
| 33 |
-
2023-03-21 05:33:31.326,27797.1,28881.0,26590.0,27481.5,3242154.395,9127843,-15568.823000002249
|
| 34 |
-
2023-03-25 04:46:49.096,27481.3,28186.9,26900.0,26900.0,1009146.3929999999,2678675,-15587.015000000536
|
| 35 |
-
2023-03-27 15:00:01.500,26900.8,28350.0,26480.0,28350.0,1115296.1369999999,2951316,15694.88899999911
|
| 36 |
-
2023-03-29 08:11:52.114,28350.1,29184.8,27500.0,27500.0,1378776.2569999998,3689324,-15580.817000000228
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Imbalance_Bars/BTCUSDT-2023-04-imbalance_bars.csv
DELETED
|
@@ -1,46 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-04-01 00:00:00.158,28454.8,28543.3,28401.0,28401.0,9774.048999999999,30525,-9774.049000001267
|
| 3 |
-
2023-04-01 00:48:10.798,28401.1,28587.9,28400.0,28571.0,9784.226999999999,31911,-9784.22700000104
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| 4 |
-
2023-04-01 01:53:34.085,28570.8,28800.0,28531.6,28800.0,9775.304,18987,-9775.304000000333
|
| 5 |
-
2023-04-01 02:01:38.194,28799.9,28845.3,28671.0,28706.4,9770.01,25438,-9770.010000001072
|
| 6 |
-
2023-04-01 02:11:11.630,28706.6,28707.8,28465.0,28465.0,13166.875,35755,-9772.453000000953
|
| 7 |
-
2023-04-01 02:39:48.716,28464.9,28617.8,28022.0,28022.0,387234.561,1151261,-9772.258999999556
|
| 8 |
-
2023-04-02 16:24:45.347,28021.9,28218.2,27594.0,27594.0,167354.788,454810,-9773.707999999904
|
| 9 |
-
2023-04-03 01:43:33.088,27593.9,28475.2,27552.4,28475.2,242126.974,599438,9771.758000000438
|
| 10 |
-
2023-04-03 10:30:47.083,28475.3,28540.0,27873.9,27873.9,212755.814,437457,-9771.845999999765
|
| 11 |
-
2023-04-03 17:00:39.111,27873.8,28230.0,27287.4,27290.8,152155.814,345130,-9771.507999999765
|
| 12 |
-
2023-04-03 21:00:37.734,27290.7,28555.0,27166.0,28555.0,570004.149,1585401,9790.515000000718
|
| 13 |
-
2023-04-05 00:55:15.148,28555.1,28800.0,27775.0,28001.0,576775.371,1579734,-9770.964999998732
|
| 14 |
-
2023-04-06 05:43:05.731,28001.1,28175.0,27684.2,27800.0,350669.787,963915,-9786.606999999387
|
| 15 |
-
2023-04-07 07:51:01.001,27800.1,28539.1,27755.0,28331.8,693305.8859999999,1838693,9771.071999999098
|
| 16 |
-
2023-04-10 08:11:45.891,28331.9,28772.2,28153.6,28758.0,164627.588,349172,9774.01799999983
|
| 17 |
-
2023-04-10 16:48:22.806,28758.3,29250.0,28679.7,29250.0,63176.324,131501,9894.739999999982
|
| 18 |
-
2023-04-10 17:04:31.130,29250.1,29620.8,29001.6,29620.8,188818.29399999997,450824,9782.531999999956
|
| 19 |
-
2023-04-10 22:03:08.135,29620.9,30138.0,29408.5,30138.0,113370.294,254446,9775.44000000007
|
| 20 |
-
2023-04-11 00:40:52.288,30138.1,30491.0,29736.0,30445.6,102588.768,254730,9775.972000000153
|
| 21 |
-
2023-04-11 02:09:36.128,30446.0,30455.6,29752.1,29995.5,288536.524,688874,-9778.185999999967
|
| 22 |
-
2023-04-11 14:44:17.948,29995.4,30564.0,29620.0,29855.1,713231.196,1736536,-9775.714000000013
|
| 23 |
-
2023-04-12 18:48:11.096,29855.0,30600.0,29736.0,30600.0,347960.059,900634,9958.50700000006
|
| 24 |
-
2023-04-13 15:05:32.124,30600.1,31059.0,30080.1,30108.2,638802.921,1719539,-9778.343000000987
|
| 25 |
-
2023-04-14 16:37:38.016,30108.0,30599.9,29917.8,29917.8,549037.163,1699855,-9786.527000000817
|
| 26 |
-
2023-04-17 00:36:24.922,29917.7,30092.4,29540.5,29540.5,170765.941,459718,-9789.700999999772
|
| 27 |
-
2023-04-17 11:34:44.128,29540.4,29600.0,29200.0,29200.0,274822.833,658331,-9778.364999998834
|
| 28 |
-
2023-04-18 01:14:15.775,29200.1,30334.3,29078.1,30332.3,197499.39299999998,496394,9784.725000000217
|
| 29 |
-
2023-04-18 11:39:04.862,30331.9,30480.0,29911.9,29911.9,422230.363,1126171,-9778.941000000594
|
| 30 |
-
2023-04-19 08:09:31.108,29915.0,29917.5,29025.0,29025.0,61132.816999999995,138311,-9781.241000000187
|
| 31 |
-
2023-04-19 08:22:28.500,29024.9,29490.0,28800.0,29101.0,336466.05500000005,967262,-9780.846999998017
|
| 32 |
-
2023-04-19 21:22:08.709,29101.4,29230.5,28600.0,28600.0,96843.035,225410,-9784.727000000357
|
| 33 |
-
2023-04-19 23:21:18.454,28599.9,29078.0,28230.0,28230.0,440022.125,1205966,-9781.719000000065
|
| 34 |
-
2023-04-20 16:03:33.166,28229.9,28650.0,27650.0,27650.0,735896.6869999999,1976586,-9778.83899999877
|
| 35 |
-
2023-04-21 19:04:05.364,27650.3,27680.9,27188.0,27189.6,82167.217,181300,-9779.485000000086
|
| 36 |
-
2023-04-21 19:39:37.886,27189.5,28000.0,27020.0,27020.0,1227953.5159999998,3225718,-9886.11600000222
|
| 37 |
-
2023-04-24 16:55:31.176,27019.9,27787.5,26919.3,27705.0,492318.052,1313576,9781.638000001358
|
| 38 |
-
2023-04-25 20:02:18.193,27705.1,28325.0,27696.5,28324.9,105413.481,237679,9782.567000000548
|
| 39 |
-
2023-04-25 22:00:11.913,28325.0,28689.0,28152.0,28674.1,211559.83000000002,527730,9784.61400000002
|
| 40 |
-
2023-04-26 08:26:24.101,28674.6,29200.0,28593.0,29188.2,206724.061,443881,9781.700999999674
|
| 41 |
-
2023-04-26 12:17:59.099,29188.7,29880.0,29180.0,29796.0,68064.59300000001,129490,9782.52100000011
|
| 42 |
-
2023-04-26 12:32:17.927,29795.9,30048.2,29201.1,29201.1,331347.712,721916,-9784.126000000142
|
| 43 |
-
2023-04-26 19:22:57.324,29201.0,29232.9,28285.1,28285.1,74102.129,150990,-9782.515000000261
|
| 44 |
-
2023-04-26 19:39:22.085,28285.0,29752.8,27200.0,29752.8,1207891.2519999999,3186940,9781.47800000046
|
| 45 |
-
2023-04-27 18:40:33.160,29752.9,29898.0,28870.0,29010.7,866123.6680000001,2508374,-9780.913999996787
|
| 46 |
-
2023-04-29 17:30:42.126,29010.6,29650.0,29000.4,29650.0,177587.16499999998,551632,9795.427000000898
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Imbalance_Bars/BTCUSDT-2023-05-imbalance_bars.csv
DELETED
|
@@ -1,43 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-05-01 00:00:00.101,29223.0,29279.4,27537.3,29267.9,8643.380000000001,21905,-8643.380000000958
|
| 3 |
-
2023-05-30 16:24:44.588,27683.2,29313.2,27646.1,29298.2,8640.47,24738,-8640.470000000965
|
| 4 |
-
2023-05-30 16:39:03.334,27703.7,29305.0,27662.3,27696.6,8640.591,26457,-8640.591000001123
|
| 5 |
-
2023-05-01 00:37:16.490,29290.3,29325.5,27631.2,29260.0,8741.431,30165,-8741.43100000125
|
| 6 |
-
2023-05-30 17:28:29.468,27636.5,29266.5,27610.8,27731.5,8642.868999999999,27417,-8642.869000001163
|
| 7 |
-
2023-05-01 01:28:09.273,29220.5,29250.0,27650.3,28541.2,87738.131,224981,-8643.435000000656
|
| 8 |
-
2023-05-30 21:31:31.898,27806.5,28666.0,27485.0,27485.0,142819.888,378983,-8650.241999999867
|
| 9 |
-
2023-05-01 04:21:20.572,28516.5,28620.0,27222.0,27270.0,57760.765,123528,-8644.419000000275
|
| 10 |
-
2023-05-01 05:41:58.338,28424.8,28700.0,26945.0,26945.0,130422.51800000001,307156,-8644.94999999967
|
| 11 |
-
2023-05-01 08:22:15.154,28564.9,28659.2,26859.0,28175.3,264273.561,711085,-8643.434999999912
|
| 12 |
-
2023-05-31 14:19:16.300,26868.9,28888.0,26826.0,28746.6,1076040.38,2996802,8642.706000000755
|
| 13 |
-
2023-05-03 08:35:48.275,28746.7,29170.0,28080.0,29170.0,508221.478,1414316,8643.048000000776
|
| 14 |
-
2023-05-03 22:17:59.151,29169.9,29380.0,28660.0,28676.9,424477.43,1225224,-8662.693999999543
|
| 15 |
-
2023-05-04 18:30:27.317,28676.8,29320.6,28660.0,29320.6,96443.109,308610,8643.512999999555
|
| 16 |
-
2023-05-05 01:43:38.109,29320.7,29746.2,28618.3,29746.2,547873.986,1589515,8643.223999999966
|
| 17 |
-
2023-05-06 00:36:43.160,29746.3,29840.0,29023.0,29037.1,186561.667,561356,-8644.69100000006
|
| 18 |
-
2023-05-06 12:42:25.849,29037.0,29096.0,28500.0,28513.5,122496.12899999999,318823,-8643.18899999974
|
| 19 |
-
2023-05-06 15:00:52.527,28513.4,29137.0,28333.0,28333.0,515933.36399999994,1600544,-8701.480000000116
|
| 20 |
-
2023-05-08 01:43:27.844,28332.9,28348.6,28000.0,28000.0,149182.03399999999,417207,-8702.063999999795
|
| 21 |
-
2023-05-08 07:48:09.126,28000.1,28023.2,27717.0,27717.0,53176.342,136118,-8665.333999999859
|
| 22 |
-
2023-05-08 08:47:56.172,27716.8,28297.0,27000.0,27000.0,815366.034,2365558,-8682.92199999861
|
| 23 |
-
2023-05-10 17:16:54.551,26999.9,27979.8,26666.6,27209.9,549304.3289999999,1612898,-8648.321000000584
|
| 24 |
-
2023-05-11 13:56:37.108,27209.8,27330.2,26711.0,26711.0,236393.4,668879,-8670.155999999974
|
| 25 |
-
2023-05-11 19:45:23.143,26710.9,27090.0,26345.0,26345.0,193763.02999999997,542965,-8651.612000000374
|
| 26 |
-
2023-05-12 05:50:41.248,26344.9,26599.4,25950.0,25955.0,308943.995,883459,-8686.182999999293
|
| 27 |
-
2023-05-12 19:25:53.561,25954.1,26950.0,25751.0,26950.0,206212.29099999997,567419,8651.538999999168
|
| 28 |
-
2023-05-13 01:22:29.875,26950.1,27304.2,26557.0,27304.2,576308.3670000001,1760202,8649.056999997918
|
| 29 |
-
2023-05-15 05:00:13.565,27304.3,27650.0,26832.0,26920.3,584920.821,1602553,-8648.951000000216
|
| 30 |
-
2023-05-16 14:00:11.231,26920.2,27238.5,26569.3,26569.3,297445.13499999995,853824,-8655.569000000283
|
| 31 |
-
2023-05-17 11:44:29.105,26569.2,27300.0,26527.5,27300.0,210267.67799999999,515200,8648.342000000288
|
| 32 |
-
2023-05-17 19:11:28.186,27296.0,27500.0,26580.0,26580.0,480805.687,1224736,-8688.569000000589
|
| 33 |
-
2023-05-18 17:50:20.175,26590.0,27288.0,26335.3,26620.0,877409.764,2465901,-8682.955999996275
|
| 34 |
-
2023-05-22 00:30:08.132,26619.9,27097.8,26500.0,27073.0,340749.738,871589,8650.998000000327
|
| 35 |
-
2023-05-23 01:30:22.433,27073.1,27527.5,26675.6,26675.6,423071.70999999996,1049188,-8653.786000002614
|
| 36 |
-
2023-05-24 03:36:30.182,26675.5,26834.0,26490.5,26490.5,183619.864,439137,-8650.291999999574
|
| 37 |
-
2023-05-24 13:50:08.571,26490.4,26500.1,26033.0,26033.0,306696.37200000003,763745,-8649.987999999836
|
| 38 |
-
2023-05-25 01:25:47.989,26032.9,26700.0,25850.0,26700.0,536257.352,1332330,8697.163999998933
|
| 39 |
-
2023-05-26 14:25:01.449,26699.9,27053.0,26528.6,27053.0,331201.66599999997,920037,8681.205999999362
|
| 40 |
-
2023-05-28 00:41:09.425,27053.1,27378.2,26926.3,27378.2,141604.142,365298,8670.317999998813
|
| 41 |
-
2023-05-28 11:16:53.558,27378.3,27650.0,27081.7,27601.6,111153.272,272679,8652.31400000019
|
| 42 |
-
2023-05-28 18:22:25.426,27603.1,28252.8,27464.6,28188.4,181185.571,434856,8652.435000000532
|
| 43 |
-
2023-05-29 00:14:14.168,28188.3,28442.0,27620.0,27620.0,259552.755,642491,-8659.827000000725
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Imbalance_Bars/BTCUSDT-2023-06-imbalance_bars.csv
DELETED
|
@@ -1,43 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-06-01 00:00:00.033,27201.1,27347.9,27183.4,27310.6,9410.848,17837,-9410.848000000804
|
| 3 |
-
2023-06-01 00:13:29.971,27310.5,27327.9,27160.0,27160.0,9400.130000000001,22086,-9400.130000000945
|
| 4 |
-
2023-06-01 00:35:35.566,27159.9,27175.3,27041.7,27052.8,9403.621,21218,-9403.621000001214
|
| 5 |
-
2023-06-01 00:47:08.319,27052.9,27120.0,27008.1,27120.0,9400.866999999998,22961,-9400.867000000888
|
| 6 |
-
2023-06-01 01:10:48.991,27120.1,27155.7,27080.2,27100.0,9498.663,23689,-9498.66300000114
|
| 7 |
-
2023-06-01 01:50:26.917,27100.0,27106.2,27025.5,27106.1,9411.455,22480,-9411.4550000012
|
| 8 |
-
2023-06-01 02:33:44.869,27106.0,27106.5,26642.0,26642.0,18012.744,26179,-9424.965999999931
|
| 9 |
-
2023-06-01 02:50:08.135,26641.9,27044.0,26600.0,27041.2,198890.266,508699,9409.980000000369
|
| 10 |
-
2023-06-01 16:52:13.106,27041.3,27180.0,26586.3,26586.3,148124.841,358297,-9405.29699999969
|
| 11 |
-
2023-06-02 00:38:29.476,26586.2,27460.0,26477.6,26641.5,971282.41,2498349,-9406.238000001264
|
| 12 |
-
2023-06-05 12:56:25.139,26641.4,26809.9,26337.0,26337.0,113179.648,240523,-9406.972000000264
|
| 13 |
-
2023-06-05 15:32:15.387,26336.9,26479.6,25900.0,25900.0,68146.506,152700,-9404.435999999932
|
| 14 |
-
2023-06-05 16:00:38.734,25901.2,26010.7,25472.3,25472.3,34380.10799999999,80464,-9403.262000000082
|
| 15 |
-
2023-06-05 16:03:38.630,25472.2,25943.3,25360.1,25539.9,412932.4469999999,1034333,-9407.240999999083
|
| 16 |
-
2023-06-06 12:11:05.201,25539.8,26100.0,25321.6,26056.0,167642.253,360799,9403.863000000214
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| 17 |
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2023-06-06 14:11:30.022,26056.1,26576.0,25830.4,26576.0,175326.69199999998,423093,9403.34200000043
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| 18 |
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2023-06-06 17:27:10.679,26576.1,27100.0,26568.6,27100.0,133716.926,317396,9415.854000000068
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| 19 |
-
2023-06-06 19:52:32.607,27099.9,27394.4,26269.7,26276.4,577529.646,1415127,-9403.498000000376
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| 20 |
-
2023-06-07 15:01:34.109,26276.3,26800.0,26051.0,26051.0,900612.4820000001,2517870,-9424.386000000255
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| 21 |
-
2023-06-10 04:23:04.162,26062.5,26081.3,25516.0,25516.0,113728.56,287291,-9405.887999999411
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| 22 |
-
2023-06-10 05:20:44.131,25515.9,26430.5,25300.0,25392.4,1734845.424,5046529,-9403.775999998552
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| 23 |
-
2023-06-14 20:31:51.924,25392.4,25392.4,24942.8,24942.8,49177.502,103655,-9403.956000000027
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| 24 |
-
2023-06-14 20:49:10.086,24943.5,26256.2,24777.0,26256.2,989452.821,2544176,9418.421000000108
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| 25 |
-
2023-06-16 17:52:05.487,26256.3,26526.9,26170.8,26485.6,192903.518,509289,9404.259999998247
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| 26 |
-
2023-06-17 05:41:14.451,26485.7,26984.1,26230.9,26984.1,712782.203,2051801,9406.022999997133
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| 27 |
-
2023-06-19 18:05:10.083,26984.2,27399.4,26353.0,27399.4,564657.656,1469673,9406.551999999603
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| 28 |
-
2023-06-20 17:01:20.018,27399.5,27770.0,27324.1,27770.0,71222.50099999999,155917,9452.899000000089
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| 29 |
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2023-06-20 17:46:38.031,27770.1,28206.0,27639.0,28206.0,211147.322,557603,9406.593999999173
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| 30 |
-
2023-06-20 20:47:29.681,28206.1,28619.0,28060.9,28619.0,142320.606,375672,9406.774000000127
|
| 31 |
-
2023-06-21 01:03:59.599,28619.2,29086.6,28604.3,28859.5,140693.613,373378,9405.53299999916
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| 32 |
-
2023-06-21 05:22:35.192,28859.6,29479.6,28763.7,29479.2,314463.377,844145,9405.91900000019
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| 33 |
-
2023-06-21 14:35:07.974,29479.3,29911.0,29326.5,29910.8,111544.158,279191,9405.737999999968
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| 34 |
-
2023-06-21 15:28:31.279,29910.9,30420.0,29729.2,30420.0,133566.242,358709,9420.686000000076
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| 35 |
-
2023-06-21 16:27:25.020,30420.1,30822.0,29766.0,29777.7,700413.199,2113459,-9405.500999999538
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| 36 |
-
2023-06-22 14:41:14.237,29777.6,30880.0,29500.1,30880.0,506556.04099999997,1568306,9408.573000000224
|
| 37 |
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2023-06-23 15:23:04.232,30880.1,31488.0,30556.5,31488.0,91852.715,244106,9407.009000000193
|
| 38 |
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2023-06-23 15:53:31.594,31488.1,31500.0,30388.6,30400.0,498224.522,1704955,-9420.08400000004
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| 39 |
-
2023-06-24 15:32:27.813,30400.2,31053.2,30005.0,30063.6,440320.539,1561126,-9406.517000000536
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| 40 |
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2023-06-26 01:13:24.854,30063.5,30998.5,29890.1,30171.0,883765.23,2912444,-9408.240000001231
|
| 41 |
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2023-06-28 07:34:48.127,30170.9,30485.0,29854.1,29854.1,263487.986,687629,-9407.100000000415
|
| 42 |
-
2023-06-28 19:30:44.086,29854.0,30687.4,29804.6,30681.5,191832.329,566182,9408.786999999915
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| 43 |
-
2023-06-29 10:35:13.250,30681.4,31300.0,30058.6,30085.5,634801.226,1614526,-9410.465999999691
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Imbalance_Bars/BTCUSDT-2023-07-imbalance_bars.csv
DELETED
|
@@ -1,58 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-07-01 00:00:04.059,30460.2,30524.7,30405.6,30515.8,6152.204,20059,-6152.204000000464
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| 3 |
-
2023-07-01 00:39:39.034,30515.8,30527.2,30380.6,30400.1,6164.9169999999995,20062,-6164.91700000053
|
| 4 |
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2023-07-01 01:17:53.714,30400.2,30457.9,30367.4,30390.0,6153.0289999999995,22557,-6153.029000000783
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| 5 |
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2023-07-01 02:06:58.535,30390.0,30522.0,30380.0,30403.1,6152.455,20308,-6152.455000000544
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| 6 |
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2023-07-01 02:56:38.303,30403.2,30435.7,30362.0,30391.1,6153.821,22969,-6153.821000000587
|
| 7 |
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2023-07-01 04:10:24.987,30391.0,30397.3,30311.3,30391.2,6152.839,16551,-6152.839000000381
|
| 8 |
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2023-07-01 04:40:58.949,30391.3,31176.2,30149.9,31176.2,519741.12799999997,1512120,6152.127999999449
|
| 9 |
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2023-07-03 15:49:13.032,31176.3,31395.2,30660.9,30660.9,434258.498,1097779,-6155.101999999318
|
| 10 |
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2023-07-04 19:23:26.043,30660.8,30875.2,30515.5,30515.5,123700.11,369453,-6152.412000000238
|
| 11 |
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2023-07-05 10:37:14.663,30515.3,30572.2,30188.0,30188.0,93979.256,216968,-6176.335999999917
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| 12 |
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2023-07-05 13:30:11.782,30187.9,30750.0,30175.8,30750.0,194403.098,536705,6496.416000000686
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| 13 |
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2023-07-06 07:23:51.096,30745.0,31086.3,30734.1,31086.3,43491.962,86018,6160.2640000000565
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| 14 |
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2023-07-06 08:46:41.540,31086.4,31541.4,31051.4,31541.4,49444.846,98312,6159.655999999978
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| 15 |
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2023-07-06 09:01:10.885,31541.5,31568.0,30886.0,30902.8,126813.656,268336,-6159.600000000056
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| 16 |
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2023-07-06 11:52:28.932,30902.7,30938.0,30580.0,30580.0,68396.03,135462,-6160.155999999807
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| 17 |
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2023-07-06 12:33:30.090,30586.0,30649.6,30251.0,30251.2,73072.50899999999,163083,-6163.782999999965
|
| 18 |
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2023-07-06 14:06:26.108,30251.1,30315.0,29940.0,29940.0,62027.69899999999,126745,-6162.294999999932
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| 19 |
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2023-07-06 14:37:18.140,29939.9,30476.0,29865.0,29966.5,202063.234,471771,-6159.771999999995
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| 20 |
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2023-07-06 23:17:41.053,29966.4,30443.6,29680.0,30170.0,322991.851,844824,-6167.996999999864
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| 21 |
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2023-07-07 17:48:48.259,30169.9,30800.0,29928.8,30800.0,608148.837,1886157,6442.145000002074
|
| 22 |
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2023-07-10 19:55:27.660,30800.1,31040.0,30300.0,30300.0,105652.374,223055,-6215.299999999949
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| 23 |
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2023-07-10 21:57:56.536,30299.9,30844.8,30100.0,30844.8,424739.24899999995,1227974,6166.445000000203
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| 24 |
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2023-07-12 07:33:35.072,30844.9,30980.5,30490.2,30490.2,154065.222,411966,-6166.647999999936
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2023-07-12 13:38:27.521,30490.1,30821.7,30199.9,30199.9,159871.80599999998,415641,-6166.879999999778
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| 26 |
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2023-07-12 19:36:02.745,30199.8,30459.8,30186.0,30444.1,111277.09300000001,340673,6963.753000000572
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| 27 |
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2023-07-13 09:06:03.250,30441.3,31111.0,30437.8,31111.0,177099.30199999997,405124,6191.518000000558
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| 28 |
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2023-07-13 15:45:12.558,31111.1,31375.0,30700.0,31374.2,182355.26400000002,440926,6182.282000000389
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| 29 |
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2023-07-13 18:11:14.024,31374.3,31766.0,31091.7,31766.0,115432.754,285081,6190.210000000226
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| 30 |
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2023-07-13 19:28:22.718,31765.9,31850.0,31216.0,31216.0,79948.756,219959,-6246.70199999967
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2023-07-13 21:04:06.638,31215.9,31640.0,30950.0,30950.0,318681.525,945548,-6272.252999998751
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| 32 |
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2023-07-14 17:16:34.989,30949.9,31025.3,30601.6,30621.9,55745.359,137898,-6185.470999999865
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2023-07-14 18:00:13.025,30621.8,30760.0,30189.5,30189.5,55629.859,132504,-6185.973000000098
|
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2023-07-14 18:31:15.080,30189.4,30252.9,29934.0,29934.0,75497.917,170626,-6196.526999999576
|
| 35 |
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2023-07-14 19:03:51.121,29933.9,30380.0,29876.6,30188.0,226449.697,767891,-6186.164999997999
|
| 36 |
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2023-07-16 02:15:51.870,30187.9,30441.6,30050.0,30111.0,220463.715,716001,-6188.66700000004
|
| 37 |
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2023-07-17 10:20:01.434,30111.1,30300.0,29910.0,29986.2,138520.103,352308,-6185.949000000099
|
| 38 |
-
2023-07-17 17:20:38.255,29986.3,30146.6,29750.0,29752.0,45716.545000000006,108184,-6185.83699999998
|
| 39 |
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2023-07-17 18:34:31.040,29751.6,30282.9,29630.0,29702.4,338623.586,961697,-6187.417999998233
|
| 40 |
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2023-07-18 16:48:27.374,29702.3,29717.1,29411.0,29478.1,8883.478000000001,9403,-6187.054000000006
|
| 41 |
-
2023-07-18 16:48:46.447,29481.2,30019.8,29400.0,30019.8,104420.54199999999,308663,6186.3860000010345
|
| 42 |
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2023-07-19 00:36:01.898,30019.7,30178.5,29848.7,29848.7,130609.40900000001,368738,-6186.028999998941
|
| 43 |
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2023-07-19 13:17:56.214,29848.6,30248.0,29745.0,30248.0,243367.79599999997,685049,6202.920000000737
|
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2023-07-20 08:46:15.757,30247.9,30420.0,29938.0,29938.0,125099.456,286952,-6186.955999999852
|
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2023-07-20 14:37:27.558,29937.9,29943.6,29600.0,29611.0,139618.505,331937,-6192.840999999917
|
| 46 |
-
2023-07-20 18:29:55.128,29610.9,29949.5,29468.8,29802.8,202911.59199999998,583040,-6188.811999998443
|
| 47 |
-
2023-07-21 16:15:52.867,29802.7,30056.2,29602.2,29943.1,264397.414,760502,6226.698000000134
|
| 48 |
-
2023-07-23 05:16:24.785,29943.2,30284.9,29836.2,30276.9,103245.42599999999,291627,6189.638000000926
|
| 49 |
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2023-07-23 18:51:33.555,30277.0,30368.2,29800.7,29800.7,109808.989,263363,-6198.305000000008
|
| 50 |
-
2023-07-24 02:12:48.031,29800.8,29862.9,29639.7,29650.5,99311.063,237284,-6188.440999999873
|
| 51 |
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2023-07-24 09:49:56.670,29650.4,29660.3,29350.0,29350.0,9352.446,7811,-6534.03000000003
|
| 52 |
-
2023-07-24 09:50:06.040,29349.8,29403.5,28863.9,28863.9,201513.17699999997,445686,-6194.700999999778
|
| 53 |
-
2023-07-24 15:11:04.662,28863.8,29277.6,28830.0,29273.4,194043.69799999997,564610,6194.634000002678
|
| 54 |
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2023-07-25 13:39:21.125,29273.5,29400.0,29083.0,29400.0,127702.51000000001,342620,6287.012000000189
|
| 55 |
-
2023-07-26 03:10:17.353,29400.1,29670.5,29070.0,29070.0,468413.304,1197725,-6197.213999997537
|
| 56 |
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2023-07-27 18:40:19.993,29070.0,29350.0,29065.5,29350.0,132068.727,400825,6212.925000001131
|
| 57 |
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2023-07-28 14:10:28.455,29350.1,29535.7,29025.0,29025.0,339867.80999999994,952915,-6200.411999999447
|
| 58 |
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2023-07-30 20:02:44.963,29024.9,29426.5,29006.0,29426.5,56851.89599999999,142342,6197.0440000002845
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Imbalance_Bars/BTCUSDT-2023-08-imbalance_bars.csv
DELETED
|
@@ -1,66 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-08-01 00:00:01.259,29220.8,29310.0,29200.9,29310.0,6127.472,18170,-6127.472000000381
|
| 3 |
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2023-08-01 01:04:15.377,29310.1,29337.3,29232.9,29234.8,6123.168000000001,14965,-6123.168000000388
|
| 4 |
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2023-08-01 01:32:06.847,29234.9,29245.2,29155.3,29195.9,6135.178,16113,-6135.1780000003655
|
| 5 |
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2023-08-01 02:07:46.576,29196.0,29196.0,29000.0,29001.1,6123.232,6857,-6123.232000000094
|
| 6 |
-
2023-08-01 02:09:59.264,29004.7,29015.9,28810.8,28829.8,6131.535,6363,-6131.535000000067
|
| 7 |
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2023-08-01 02:10:11.664,28829.5,28885.8,28700.0,28700.0,6156.618,10196,-6156.61800000018
|
| 8 |
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2023-08-01 02:10:39.018,28705.1,28887.2,28684.7,28879.0,6127.852,11435,-6127.852000000315
|
| 9 |
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2023-08-01 02:11:31.313,28879.1,28945.0,28830.0,28929.6,6124.843,13979,-6124.843000000447
|
| 10 |
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2023-08-01 02:14:31.029,28929.8,28999.9,28897.8,28999.8,6126.244999999999,13724,-6126.245000000513
|
| 11 |
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2023-08-01 02:19:57.886,28999.7,28999.7,28912.3,28941.1,6126.385,15590,-6126.385000000373
|
| 12 |
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2023-08-01 02:33:02.460,28941.0,28986.5,28612.0,28638.9,148667.994,373379,-6127.011999999908
|
| 13 |
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2023-08-01 15:30:23.409,28638.5,29268.7,28550.0,29268.7,106819.94099999999,226490,6133.553000000467
|
| 14 |
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2023-08-01 18:59:07.035,29268.8,29545.0,29170.0,29544.0,99331.47700000001,214490,6127.51500000007
|
| 15 |
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2023-08-01 23:51:08.911,29545.0,29944.0,29542.6,29926.0,86569.47099999999,170293,6129.073000000223
|
| 16 |
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2023-08-02 01:11:22.848,29926.1,30059.9,29600.0,29600.0,76489.446,166048,-6145.897999999889
|
| 17 |
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2023-08-02 04:06:22.896,29600.1,29719.5,29215.6,29215.6,188047.064,433460,-6125.163999999584
|
| 18 |
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2023-08-02 15:03:40.772,29215.5,29357.6,28985.0,28985.0,50744.1,104900,-6128.922000000027
|
| 19 |
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2023-08-02 16:51:49.721,28984.9,29440.0,28906.3,29122.7,388626.19,1009383,-6128.460000000166
|
| 20 |
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2023-08-04 03:02:44.758,29122.6,29323.8,28866.0,28866.0,171604.61,441061,-6126.005999999907
|
| 21 |
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2023-08-04 20:45:14.060,28865.9,29220.7,28688.0,28688.0,402239.388,1252946,-6128.05800000025
|
| 22 |
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2023-08-07 16:15:56.915,28696.6,29100.0,28682.3,29100.0,49598.924,110346,6144.514000000228
|
| 23 |
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2023-08-07 18:05:53.744,29100.1,29543.5,29040.0,29543.5,194885.048,503507,6126.9620000001705
|
| 24 |
-
2023-08-08 12:45:17.386,29543.6,29750.0,29336.6,29750.0,123049.81999999999,250944,6225.554000000297
|
| 25 |
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2023-08-08 16:37:34.436,29750.1,29923.0,29650.0,29923.0,76417.599,153891,6128.183000000373
|
| 26 |
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2023-08-08 18:20:07.966,29923.1,30224.1,29745.2,30224.1,75090.492,169556,6128.188000000002
|
| 27 |
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2023-08-08 21:21:35.927,30224.2,30250.0,29640.6,29640.6,93167.727,220802,-6145.205000000248
|
| 28 |
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2023-08-09 02:50:11.244,29640.5,30040.0,29628.0,30040.0,109487.51,255308,6130.548000000216
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| 29 |
-
2023-08-09 12:57:21.555,30039.9,30149.7,29560.0,29560.0,105883.90599999999,233793,-6147.483999999584
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| 30 |
-
2023-08-09 16:49:33.177,29560.1,29650.0,29362.0,29500.0,147387.319,358433,-6128.67499999932
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| 31 |
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2023-08-10 05:26:43.862,29500.0,29708.7,29461.4,29708.7,90184.803,243241,6136.073000000417
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| 32 |
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2023-08-10 14:01:02.031,29708.8,29729.8,29380.0,29416.4,51196.755,116118,-6130.134999999901
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| 33 |
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2023-08-10 16:10:40.020,29416.3,29565.1,29200.0,29200.0,393756.609,1121020,-6142.676999998317
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| 34 |
-
2023-08-14 01:55:22.071,29206.0,29537.0,29070.0,29532.1,131940.155,285353,6193.543000000418
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| 35 |
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2023-08-14 14:42:22.689,29532.0,29686.7,29233.0,29356.9,164072.41400000002,380407,-6130.642000000114
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| 36 |
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2023-08-15 05:12:45.668,29356.9,29492.1,29000.0,29000.0,304138.783,735416,-6131.728999999208
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| 37 |
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2023-08-16 16:11:16.428,29000.1,29229.6,28810.0,28810.0,95019.353,204951,-6130.7749999999405
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| 38 |
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2023-08-16 20:42:51.576,28811.7,28972.0,28671.0,28671.0,58367.651,140428,-6150.304999999831
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| 39 |
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2023-08-17 00:02:15.077,28670.9,28775.9,28500.0,28500.0,32885.058,57774,-6477.98199999992
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| 40 |
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2023-08-17 00:44:30.453,28501.0,28694.9,28276.0,28276.0,202942.671,472687,-6137.718999999925
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| 41 |
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2023-08-17 15:02:11.989,28275.8,28500.0,28086.4,28086.4,49264.043,94357,-6140.061000000074
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| 42 |
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2023-08-17 15:39:57.816,28086.3,28151.1,27855.0,27855.0,58102.731,123949,-6163.75699999974
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| 43 |
-
2023-08-17 15:58:07.057,27858.4,28078.0,27700.0,27840.6,140350.40600000002,319198,-6140.0139999997955
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| 44 |
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2023-08-17 20:18:04.041,27840.4,27850.0,27550.0,27550.0,29318.382,57089,-6161.487999999904
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| 45 |
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2023-08-17 20:54:15.684,27553.6,27727.8,27405.0,27421.8,39424.852,80629,-6139.8
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| 46 |
-
2023-08-17 21:41:47.681,27421.9,27431.6,27150.0,27150.0,14658.294,19136,-6200.628000000041
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| 47 |
-
2023-08-17 21:42:44.840,27149.9,27173.0,26693.2,26693.2,9298.959,10746,-6149.549000000099
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| 48 |
-
2023-08-17 21:42:59.247,26693.1,26752.7,25321.6,25454.3,26175.6,36998,-6330.050000000454
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| 49 |
-
2023-08-17 21:44:08.940,25454.2,26662.0,24581.0,26662.0,183464.886,618463,6143.928000000452
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| 50 |
-
2023-08-17 22:56:00.366,26662.1,26994.0,26150.0,26448.0,260164.40600000002,808168,-6143.837999998912
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| 51 |
-
2023-08-18 09:56:15.185,26447.9,26503.0,25950.0,25950.0,102301.10800000001,279853,-6202.169999999648
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| 52 |
-
2023-08-18 14:54:59.530,25949.9,26300.0,25600.0,25930.0,271250.168,764325,-6293.357999999313
|
| 53 |
-
2023-08-19 04:22:10.403,25930.1,26269.4,25783.4,26035.0,196252.153,615891,-6151.608999998518
|
| 54 |
-
2023-08-20 06:16:00.861,26034.9,26285.0,25918.8,25918.8,183345.558,556086,-6151.669999999615
|
| 55 |
-
2023-08-21 10:10:08.258,25918.7,26280.0,25760.6,25760.6,281042.76300000004,824165,-6153.068999998623
|
| 56 |
-
2023-08-22 16:33:47.366,25760.5,26266.8,25280.0,26244.4,401032.528,1009567,6150.240000001148
|
| 57 |
-
2023-08-23 16:17:53.158,26244.5,26806.0,25841.8,25841.8,430734.07399999996,1107636,-6151.085999998886
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| 58 |
-
2023-08-24 17:38:52.366,25841.7,26462.7,25754.4,26462.7,831148.923,2478431,6149.289000001436
|
| 59 |
-
2023-08-29 14:20:33.925,26462.8,26740.0,26375.1,26720.8,16710.427,23073,6158.261000000043
|
| 60 |
-
2023-08-29 14:21:04.547,26720.9,27200.0,26585.0,27150.0,69763.224,146291,6158.892000000114
|
| 61 |
-
2023-08-29 14:26:38.539,27149.8,28168.0,26907.4,28087.8,355436.125,945365,6156.245000000961
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| 62 |
-
2023-08-29 17:07:09.041,28088.0,28093.8,27630.0,27630.0,92836.152,286583,-6195.54599999901
|
| 63 |
-
2023-08-29 20:51:51.745,27629.9,27769.2,27232.4,27232.4,196454.473,596909,-6151.871000000406
|
| 64 |
-
2023-08-30 13:37:45.291,27232.3,27674.3,26830.0,26876.8,325170.028,929412,-6150.663999998837
|
| 65 |
-
2023-08-31 15:41:37.234,26876.7,26972.8,26373.0,26373.0,97448.51999999999,246612,-6151.234000000138
|
| 66 |
-
2023-08-31 16:46:46.763,26374.4,26450.0,25927.6,25932.1,118986.237,296467,-6150.298999999933
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Imbalance_Bars/BTCUSDT-2023-09-imbalance_bars.csv
DELETED
|
@@ -1,56 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-09-01 00:00:00.748,25928.0,26016.6,25918.9,25992.6,5166.563,14338,-5166.563000000405
|
| 3 |
-
2023-09-01 00:25:49.640,25992.5,26060.5,25991.2,26002.6,5163.137000000001,15027,-5163.137000000254
|
| 4 |
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2023-09-01 01:02:58.520,26002.5,26021.9,25960.0,25987.4,5163.903,20911,-5163.903000000567
|
| 5 |
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2023-09-01 02:11:19.288,25987.3,26084.3,25974.0,26084.3,5164.8330000000005,11558,-5164.833000000215
|
| 6 |
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2023-09-01 02:44:30.022,26084.4,26094.1,26031.5,26052.1,5163.937,17316,-5163.937000000543
|
| 7 |
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2023-09-01 03:44:14.241,26052.2,26086.2,26024.1,26038.7,5162.8910000000005,20292,-5162.891000000497
|
| 8 |
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2023-09-01 05:02:17.219,26038.8,26047.1,26001.3,26016.1,5170.058999999999,21323,-5170.059000000552
|
| 9 |
-
2023-09-01 06:27:07.969,26016.0,26151.6,25817.2,25819.8,88571.36799999999,266212,-5163.6399999993555
|
| 10 |
-
2023-09-01 14:31:10.561,25819.7,26135.2,25312.0,25650.0,622368.185,1968892,-5367.336999999064
|
| 11 |
-
2023-09-04 21:16:19.203,25670.0,25900.0,25355.2,25356.0,336355.337,1008083,-5171.632999999634
|
| 12 |
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2023-09-06 17:05:19.531,25355.9,25812.4,25326.0,25804.4,37410.899,96722,5167.579000000176
|
| 13 |
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2023-09-06 17:54:15.540,25804.5,26264.0,25574.0,26264.0,263035.1,742749,5168.3880000013005
|
| 14 |
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2023-09-07 21:09:01.408,26264.1,26451.0,25694.5,25696.6,203156.832,555466,-5167.257999999804
|
| 15 |
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2023-09-08 10:06:03.153,25696.5,26037.3,25300.0,25300.0,531281.896,1528052,-5187.763999999256
|
| 16 |
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2023-09-11 14:11:55.384,25325.0,25459.7,25000.0,25000.0,80671.92099999999,204563,-5198.340999999848
|
| 17 |
-
2023-09-11 14:48:29.954,25000.1,25226.3,24915.0,25220.2,80087.48199999999,227490,5168.274000000161
|
| 18 |
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2023-09-11 16:10:25.019,25220.4,25240.6,24888.0,24888.0,61173.447,195813,-5227.998999999898
|
| 19 |
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2023-09-11 20:02:00.211,24900.0,25297.6,24888.0,25297.6,57653.326,189312,5170.76800000136
|
| 20 |
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2023-09-12 03:03:40.168,25297.7,25622.7,25178.4,25622.7,25074.845,50645,5169.6810000000805
|
| 21 |
-
2023-09-12 03:17:10.089,25622.8,25949.0,25530.1,25944.5,68522.775,173326,5170.783000000164
|
| 22 |
-
2023-09-12 04:02:44.285,25944.6,25990.0,25600.8,25990.0,125945.633,323385,5179.79500000025
|
| 23 |
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2023-09-12 10:21:41.307,25990.1,26301.9,25982.5,26301.9,15057.670999999998,26533,5185.859000000074
|
| 24 |
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2023-09-12 10:22:43.498,26300.3,26330.9,26042.0,26079.9,47566.401,128654,-5170.55899999986
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| 25 |
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2023-09-12 11:19:20.288,26079.8,26450.0,26016.0,26450.0,133142.932,398428,5171.286000000146
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| 26 |
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2023-09-12 16:30:24.579,26449.3,26580.0,25770.5,25770.5,145241.19,429114,-5172.653999999587
|
| 27 |
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2023-09-12 23:11:03.090,25770.4,26130.0,25750.0,26105.1,112628.47499999999,359004,5172.311000000418
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| 28 |
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2023-09-13 09:41:48.369,26105.2,26348.9,26007.9,26348.9,112610.81,354981,5172.502000001195
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| 29 |
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2023-09-13 14:36:36.266,26349.0,26536.7,26038.0,26162.6,207715.012,650296,-5170.437999998747
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| 30 |
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2023-09-14 05:26:14.545,26165.3,26543.4,26150.0,26543.4,65351.52399999999,188023,5170.75200000013
|
| 31 |
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2023-09-14 12:16:12.692,26543.5,26790.0,26326.0,26758.8,60686.217,157161,5171.0510000001705
|
| 32 |
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2023-09-14 13:31:26.170,26758.9,26790.0,26491.9,26533.0,86004.832,254966,-5174.369999998982
|
| 33 |
-
2023-09-14 16:39:34.029,26532.9,26880.0,26206.6,26810.0,303541.431,910632,5175.715000000585
|
| 34 |
-
2023-09-15 22:50:43.990,26809.9,26890.0,26481.0,26486.9,86357.758,246686,-5348.693999999954
|
| 35 |
-
2023-09-16 06:22:37.019,26486.8,26610.0,26430.0,26480.7,90512.201,266561,-5175.030999999008
|
| 36 |
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2023-09-17 00:53:18.085,26480.6,26614.3,26400.0,26489.0,69779.609,197863,-5174.129000000073
|
| 37 |
-
2023-09-17 16:38:02.907,26488.9,26919.2,26358.6,26919.2,162028.91999999998,420876,5175.062000000579
|
| 38 |
-
2023-09-18 09:50:29.187,26919.3,27100.0,26792.8,27100.0,39156.647,102515,5242.4550000001345
|
| 39 |
-
2023-09-18 10:34:18.053,27100.1,27397.0,26893.8,26893.8,182263.43699999998,519683,-5175.316999999783
|
| 40 |
-
2023-09-18 17:27:34.059,26893.7,27192.1,26611.2,27192.1,213879.793,615004,5197.6210000001365
|
| 41 |
-
2023-09-19 09:25:44.570,27192.2,27470.0,27000.0,27000.0,131238.954,330987,-5280.187999999457
|
| 42 |
-
2023-09-19 13:56:28.101,27000.1,27475.2,26868.0,27445.0,97494.489,262327,5178.183000000232
|
| 43 |
-
2023-09-19 15:54:20.027,27445.2,27480.0,26970.0,27001.9,102195.285,302051,-5179.199000000566
|
| 44 |
-
2023-09-19 21:30:02.093,27001.8,27381.0,26680.0,26680.0,463033.05000000005,1393706,-5232.02599999927
|
| 45 |
-
2023-09-21 09:52:45.050,26679.9,26792.8,26360.1,26540.0,357343.19200000004,1051659,-5208.343999998997
|
| 46 |
-
2023-09-22 17:26:14.035,26539.9,26739.9,26218.2,26218.2,218756.843,743233,-5179.746999999799
|
| 47 |
-
2023-09-24 23:27:30.742,26218.1,26440.0,25965.0,26274.0,421947.586,1219261,5186.520000000137
|
| 48 |
-
2023-09-26 16:41:51.395,26274.1,26608.6,26080.0,26608.6,145045.23099999997,430725,5180.458999999894
|
| 49 |
-
2023-09-27 11:32:17.093,26608.7,26797.5,26587.4,26797.5,30265.599,64020,5188.007000000218
|
| 50 |
-
2023-09-27 11:51:43.723,26797.6,26849.9,26300.7,26300.7,94274.698,226538,-5180.60199999997
|
| 51 |
-
2023-09-27 14:25:36.263,26300.6,26724.4,26050.0,26724.4,300305.648,799020,5181.412000000609
|
| 52 |
-
2023-09-28 14:38:20.082,26700.0,26908.6,26657.5,26908.6,65788.262,166215,5180.998000000513
|
| 53 |
-
2023-09-28 15:41:52.375,26908.7,27194.4,26828.9,27183.2,40932.115999999995,97414,5181.133999999906
|
| 54 |
-
2023-09-28 16:06:07.268,27183.1,27308.7,26920.0,26920.0,85039.935,245571,-5202.362999999877
|
| 55 |
-
2023-09-28 18:47:59.825,26919.9,27231.5,26730.0,26730.0,224974.26799999998,666933,-5188.933999999735
|
| 56 |
-
2023-09-29 14:09:07.123,26729.9,27098.0,26625.0,27038.7,173345.981,566513,5182.720999998745
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Imbalance_Bars/BTCUSDT-2023-10-imbalance_bars.csv
DELETED
|
@@ -1,43 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-10-01 00:00:04.732,26951.0,33971.2,26939.0,26993.0,7194.428,34121,-7194.428000001648
|
| 3 |
-
2023-10-27 15:01:04.417,33877.0,33955.5,26993.0,33955.5,7191.1849999999995,26069,-7191.185000001051
|
| 4 |
-
2023-10-01 02:28:05.527,27027.2,33975.0,26993.6,33911.5,7191.159,32486,-7191.15900000118
|
| 5 |
-
2023-10-01 04:04:20.174,27030.1,34044.9,27004.2,27050.6,7193.938,29351,-7193.938000000988
|
| 6 |
-
2023-10-27 15:38:46.529,34039.4,34135.9,27037.3,27162.2,46968.918999999994,145920,-7193.297000000002
|
| 7 |
-
2023-10-27 17:07:22.866,33579.2,33948.9,27015.0,28050.0,205407.646,700280,7217.971999999485
|
| 8 |
-
2023-10-28 00:36:15.185,33897.3,34199.5,27739.8,34112.9,102782.263,398941,7192.045000000753
|
| 9 |
-
2023-10-01 22:59:53.318,27986.9,34552.3,27811.6,28510.0,484691.8169999999,1681221,7194.864999999052
|
| 10 |
-
2023-10-29 14:57:42.401,34496.1,34773.8,27614.6,27681.7,406613.702,1373596,-7192.494000001668
|
| 11 |
-
2023-10-30 08:53:12.374,34352.6,34888.2,27255.0,27526.4,283335.706,945890,-7192.767999999778
|
| 12 |
-
2023-10-30 16:42:50.079,34469.1,34620.7,27212.3,27300.0,240204.25699999998,824242,-7193.889000000513
|
| 13 |
-
2023-10-31 03:46:32.250,34263.9,34488.8,27123.0,27397.8,192396.365,626416,7197.176999999736
|
| 14 |
-
2023-10-31 11:30:27.836,34473.5,34744.7,27317.1,28029.9,521591.347,1713507,7208.771000000655
|
| 15 |
-
2023-10-05 13:28:43.251,28030.0,28110.0,27481.6,27481.6,116895.50099999999,289419,-7193.647000000075
|
| 16 |
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2023-10-05 15:36:51.037,27481.5,28163.0,27156.0,28158.7,518953.66,1477553,7193.5740000006535
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| 17 |
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2023-10-06 21:38:50.647,28163.0,28450.0,27500.0,27502.6,425490.98699999996,1427979,-7192.975000000131
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2023-10-09 09:50:13.006,27503.5,27739.6,27200.0,27200.0,490087.559,1451079,-7307.7710000008265
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| 19 |
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2023-10-11 02:34:10.722,27199.9,27320.0,26951.7,26996.3,196227.235,566400,-7197.0910000027025
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| 20 |
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2023-10-11 15:17:19.428,26996.2,27008.1,26647.4,26647.4,61429.037,156023,-7194.903000001371
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| 21 |
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2023-10-11 16:12:13.332,26647.3,27247.8,26525.0,27247.8,752911.767,2325671,7195.522999998902
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| 22 |
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2023-10-15 20:41:42.575,27247.9,27789.4,27018.8,27789.4,111557.27200000001,280892,7194.902000000214
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| 23 |
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2023-10-16 05:16:43.893,27789.5,28183.5,27430.8,28182.9,221088.457,593064,7195.749000001117
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| 24 |
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2023-10-16 13:26:15.836,28183.0,28525.3,28177.0,28525.3,22968.43,42114,7196.216000000099
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| 25 |
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2023-10-16 13:27:24.425,28525.4,29218.0,28441.6,29207.9,43868.762,91705,7196.9079999998185
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| 26 |
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2023-10-16 13:29:32.685,29208.0,30315.0,29193.7,30300.0,26592.14,58548,7196.868000000142
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| 27 |
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2023-10-16 13:30:32.370,30299.5,30720.0,28771.2,28771.2,70789.774,208614,-7196.952000000904
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| 28 |
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2023-10-16 13:35:56.867,28778.1,29087.0,27966.1,27966.1,66447.848,205606,-7195.752000000208
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| 29 |
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2023-10-16 13:42:35.787,27966.0,29200.0,27698.5,29146.4,1336138.629,4406415,7195.055000002787
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| 30 |
-
2023-10-20 03:17:33.081,29146.5,29500.0,29078.0,29500.0,127210.31199999999,405153,7465.712000000018
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| 31 |
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2023-10-20 08:26:19.637,29500.0,29970.0,29438.0,29966.4,88869.895,296183,7201.68500000036
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| 32 |
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2023-10-20 10:22:20.634,29966.5,30243.0,29304.0,30200.0,441119.566,1548534,7541.490000001076
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| 33 |
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2023-10-21 18:00:51.495,30200.1,30649.0,29606.6,30649.0,339927.386,1261836,7233.612000002598
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| 34 |
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2023-10-23 01:32:14.084,30649.1,31100.0,30165.0,31091.2,384907.66199999995,1289753,7209.218000002022
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| 35 |
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2023-10-23 16:47:27.574,31091.4,31731.8,30356.3,31731.8,200210.81699999998,675720,7208.0970000002435
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| 36 |
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2023-10-23 20:24:36.325,31731.9,32240.0,31405.6,32240.0,91989.563,318348,7208.407000000122
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| 37 |
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2023-10-23 22:30:06.031,32236.8,33583.0,32015.0,33583.0,32159.638,105511,7208.018000000221
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| 38 |
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2023-10-23 22:41:13.730,33583.2,35500.0,32696.0,35450.8,36549.151,68485,7210.097000000333
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| 39 |
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2023-10-23 22:42:44.164,35451.1,35981.9,32521.0,34464.7,308037.412,1550533,7208.130000001793
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| 40 |
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2023-10-24 02:04:26.886,34464.9,35300.0,33710.0,33955.0,491811.296,2467021,-7209.55599999896
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| 41 |
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2023-10-24 15:19:35.077,33954.9,34970.0,33244.0,34970.0,606007.565,3106874,7209.997000003198
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| 42 |
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2023-10-25 15:33:48.248,34969.4,35154.3,34203.5,34420.0,218137.758,1193775,-7290.649999998049
|
| 43 |
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2023-10-26 06:05:17.699,34419.9,34784.8,33883.2,33883.2,159196.737,663091,-7210.421000000475
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Imbalance_Bars/BTCUSDT-2023-11-imbalance_bars.csv
DELETED
|
@@ -1,49 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-11-01 00:00:05.027,34651.4,34684.0,34584.3,34591.0,5896.036,24238,-5896.036000001132
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| 3 |
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2023-11-01 00:22:08.040,34590.9,34618.1,34506.7,34535.0,5889.119000000001,26660,-5889.119000000988
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| 4 |
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2023-11-01 01:00:31.143,34534.9,34575.0,34440.0,34448.0,5889.234,23825,-5889.234000000653
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| 5 |
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2023-11-01 02:01:39.978,34447.5,34512.0,34417.7,34440.6,5888.85,21570,-5888.850000000591
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| 6 |
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2023-11-01 03:28:11.445,34440.5,34484.0,34400.0,34472.9,5888.878000000001,22480,-5888.8780000004945
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2023-11-01 04:48:14.756,34472.9,35000.0,34330.4,35000.0,93274.583,314546,5938.010999999435
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| 8 |
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2023-11-01 13:19:01.707,34995.0,35249.0,34460.0,34558.5,66698.46800000001,214088,-5889.958000000475
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| 9 |
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2023-11-01 13:45:28.733,34558.4,34676.7,34150.0,34150.0,41191.172,133494,-5916.8600000002825
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| 10 |
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2023-11-01 14:53:05.231,34149.9,35279.9,34076.0,35279.9,146164.665,516422,5891.102999999601
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| 11 |
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2023-11-01 20:58:14.685,35280.0,35999.9,35119.2,35150.4,215748.695,835051,-5900.969000001655
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| 12 |
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2023-11-02 05:55:47.112,35150.3,35487.0,34725.1,34725.1,100903.12599999999,357281,-5890.918000000112
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2023-11-02 13:44:16.029,34725.0,35099.0,34300.0,34772.3,190281.031,603031,-5891.1589999984835
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2023-11-03 00:30:24.183,34772.2,34777.5,34134.0,34150.6,126568.553,458605,-5890.975000000659
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2023-11-03 10:16:38.435,34150.5,34709.8,34123.0,34706.4,65814.161,244661,5890.612999999658
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2023-11-03 14:28:23.817,34708.4,34850.0,34452.2,34455.0,52975.932,173605,-5927.408000000141
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| 17 |
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2023-11-03 17:32:11.167,34454.9,35270.0,34304.1,35182.5,221006.662,802234,5891.396000001013
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| 18 |
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2023-11-05 03:51:34.769,35182.6,35350.0,34559.5,34559.5,154377.12199999997,552596,-5942.627999999939
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2023-11-05 21:50:02.256,34559.4,35455.2,34356.0,34650.0,337417.652,1182802,-5965.74399999965
|
| 20 |
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2023-11-07 10:46:21.113,34649.9,35675.0,34520.3,35675.0,186068.822,604490,5937.360000000953
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2023-11-07 20:45:37.337,35675.2,36232.1,35073.0,36232.1,460662.148,1417159,5898.173999999539
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| 22 |
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2023-11-09 02:23:40.084,36232.2,36888.0,36106.7,36855.0,87312.107,277787,5898.709000000335
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2023-11-09 04:40:31.027,36855.1,37480.0,36526.0,37480.0,203432.643,664314,5896.313000000048
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2023-11-09 14:11:14.070,37480.1,38499.9,37354.1,37756.9,25602.153000000002,68749,5895.5030000003735
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2023-11-09 14:12:58.860,37757.0,38100.0,36555.0,36555.0,171475.218,567101,-5901.092000000175
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2023-11-09 16:12:23.875,36574.0,36730.0,35541.5,35541.5,55759.859000000004,196675,-5896.666999999994
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2023-11-09 16:36:43.328,35541.3,36740.1,35304.0,36532.1,136910.516,535419,5898.436000000256
|
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2023-11-09 20:49:48.265,36532.2,37276.0,36350.0,36916.0,222823.037,799310,-5895.372999999576
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| 29 |
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2023-11-10 13:58:51.008,36915.9,37570.0,36667.3,36667.3,260104.26200000002,977703,-5901.910000000631
|
| 30 |
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2023-11-11 22:11:23.729,36667.1,37464.8,36450.0,36450.0,361281.06999999995,1312334,-5910.206000000211
|
| 31 |
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2023-11-13 21:14:25.394,36491.2,36779.9,36172.0,36172.0,216819.238,764736,-5896.308000000269
|
| 32 |
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2023-11-14 15:33:15.612,36175.5,36449.0,35665.2,35858.4,72742.59899999999,232583,-5896.866999999755
|
| 33 |
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2023-11-14 18:13:26.178,35858.3,36057.5,35350.0,35350.0,40835.454000000005,135169,-5899.143999999654
|
| 34 |
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2023-11-14 18:53:32.041,35349.9,37450.0,34446.3,37450.0,311960.288,1069264,5897.959999999351
|
| 35 |
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2023-11-15 18:11:59.746,37450.1,38000.0,36725.0,36725.0,404824.012,1466465,-5921.9800000001915
|
| 36 |
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2023-11-16 13:48:41.188,36724.9,36940.0,35655.1,35657.2,166179.997,585758,-5897.0509999996075
|
| 37 |
-
2023-11-16 19:32:09.211,35657.1,36687.4,35486.1,36051.0,239972.03499999997,925939,-5922.822999999536
|
| 38 |
-
2023-11-17 14:48:59.376,36050.9,37020.5,35868.3,36965.2,382402.044,1517633,5896.949999999903
|
| 39 |
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2023-11-19 19:53:03.856,36965.2,37650.8,36600.0,37019.6,258380.649,945158,-5897.106999999842
|
| 40 |
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2023-11-20 17:28:49.319,37019.5,37784.7,36610.0,36627.2,234149.71499999997,858329,-5897.0390000002335
|
| 41 |
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2023-11-21 14:48:54.703,36627.1,36688.0,36212.2,36411.0,43456.69899999999,122321,-5897.002999999984
|
| 42 |
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2023-11-21 15:09:49.648,36410.9,37531.0,36065.3,36065.3,255596.40600000002,852239,-5897.038000000049
|
| 43 |
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2023-11-21 23:30:16.025,36065.2,37482.5,35610.7,37480.0,294179.705,1055629,5897.2950000004275
|
| 44 |
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2023-11-22 20:38:58.558,37480.1,38240.0,36856.3,38213.6,457207.993,1673774,5899.328999999524
|
| 45 |
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2023-11-24 15:25:07.026,38213.8,38425.0,37551.0,37718.0,231860.24199999997,924898,-5896.92799999837
|
| 46 |
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2023-11-26 01:01:28.539,37718.0,37807.6,37248.0,37360.0,57940.133,219147,-5897.530999999629
|
| 47 |
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2023-11-26 13:43:19.025,37377.4,37744.9,37005.0,37036.4,195363.434,707733,-5900.829999999417
|
| 48 |
-
2023-11-27 10:39:41.872,37036.3,38112.4,36700.0,38112.4,372921.51,1231966,5899.956000001163
|
| 49 |
-
2023-11-28 17:21:06.674,38112.5,38500.0,37451.0,37451.0,511363.68799999997,1709799,-5901.43599999975
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Imbalance_Bars/BTCUSDT-2023-12-imbalance_bars.csv
DELETED
|
@@ -1,43 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2023-12-01 00:00:00.012,37716.9,37734.6,37600.0,37652.9,6165.251,21119,-6165.251000000031
|
| 3 |
-
2023-12-01 01:00:31.106,37653.0,37869.9,37626.6,37850.1,6172.286,17677,-6172.2860000000865
|
| 4 |
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2023-12-01 01:28:47.062,37850.0,37960.0,37832.4,37915.4,6164.795,16440,-6164.79500000001
|
| 5 |
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2023-12-01 01:41:59.286,37915.3,37943.4,37852.3,37887.9,6164.999,23826,-6164.998999999979
|
| 6 |
-
2023-12-01 02:24:04.257,37888.0,38066.0,37852.1,38041.2,6194.664999999999,17796,-6194.665000000044
|
| 7 |
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2023-12-01 02:52:59.658,38041.0,38070.0,37933.4,38016.3,6166.500999999999,19051,-6166.501000000002
|
| 8 |
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2023-12-01 03:24:36.222,38020.0,38895.9,37961.1,38890.0,225743.227,653115,6181.793000000334
|
| 9 |
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2023-12-01 16:34:29.689,38889.9,39900.0,38612.2,39870.0,200953.717,715645,6174.375000000088
|
| 10 |
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2023-12-02 19:12:14.298,39870.1,40188.6,39021.3,40188.6,264062.681,909222,6167.03899999964
|
| 11 |
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2023-12-03 22:33:04.081,40100.0,40800.0,39776.0,40775.0,93490.512,272824,6165.660000000088
|
| 12 |
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2023-12-04 01:25:49.868,40775.1,41500.0,40487.3,41500.0,105305.50200000001,299127,6165.751999999827
|
| 13 |
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2023-12-04 05:23:58.479,41499.9,42633.8,41120.1,42633.8,685991.8389999999,2354610,6166.239000001067
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| 14 |
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2023-12-05 16:40:53.120,42633.9,43393.0,42551.0,43393.0,58825.376000000004,200728,6178.345999999949
|
| 15 |
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2023-12-05 17:14:45.042,43393.2,44191.6,42890.0,44116.8,132888.552,462175,6166.322000000082
|
| 16 |
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2023-12-05 18:42:53.073,44117.5,44528.1,43420.6,43633.1,209582.749,666673,-6166.086999999917
|
| 17 |
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2023-12-06 04:42:20.276,43633.0,44349.8,43377.0,43500.0,388084.173,1282179,-6165.953000000423
|
| 18 |
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2023-12-07 09:07:25.040,43500.1,43564.5,43050.0,43050.0,15307.593,33115,-6177.700999999986
|
| 19 |
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2023-12-07 09:16:08.068,43050.6,44779.3,42815.0,43568.1,876832.5109999999,2991654,-6166.418999999432
|
| 20 |
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2023-12-10 23:18:18.054,43568.0,43833.4,43055.0,43055.0,52656.178,145081,-6168.695999999895
|
| 21 |
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2023-12-11 02:05:18.777,43054.9,43115.6,42350.0,42374.0,14988.396,33048,-6172.679999999979
|
| 22 |
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2023-12-11 02:07:23.146,42470.0,42800.0,40911.0,40911.0,28279.386,73831,-6179.041999999972
|
| 23 |
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2023-12-11 02:12:57.646,40910.8,42554.8,40272.1,40676.9,391729.329,1398204,-6166.701000000408
|
| 24 |
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2023-12-11 18:28:48.568,40677.0,41963.0,40228.3,41943.3,235423.775,832327,6166.787000001001
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| 25 |
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2023-12-12 07:46:12.603,41943.4,42125.0,41150.0,41150.0,142401.577,510387,-6197.551000000053
|
| 26 |
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2023-12-12 16:13:11.453,41150.1,42876.0,40556.0,42876.0,416251.198,1486373,6168.488000000126
|
| 27 |
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2023-12-13 19:39:23.045,42876.1,43517.6,42580.0,42680.0,124439.50899999999,425831,-6168.1889999993855
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| 28 |
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2023-12-14 02:43:23.048,42684.4,43450.1,41140.0,42348.8,455886.12100000004,1692598,-6168.24699999549
|
| 29 |
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2023-12-15 13:35:40.814,42348.7,42756.7,41638.1,41686.9,400443.228,1585010,-6167.760000001161
|
| 30 |
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2023-12-17 14:34:53.066,41686.8,42476.0,40945.8,40945.8,147847.93300000002,550724,-6168.479000000383
|
| 31 |
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2023-12-18 01:37:26.072,40945.6,42500.0,40553.8,42500.0,299484.589,1073450,6285.084999999944
|
| 32 |
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2023-12-18 21:10:18.742,42499.9,43500.0,42340.0,43500.0,101995.86099999999,354549,6209.972999999636
|
| 33 |
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2023-12-19 02:00:23.783,43500.1,43550.0,42726.8,42726.8,105311.551,437852,-6170.519000001109
|
| 34 |
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2023-12-19 14:06:26.068,42726.6,43600.0,41835.4,43600.0,304469.139,1149123,6171.994999999927
|
| 35 |
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2023-12-20 13:46:47.219,43599.9,44484.0,43260.1,43641.0,760570.172,2979792,-6171.285999996474
|
| 36 |
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2023-12-23 02:00:24.259,43640.8,43994.8,43304.2,43371.6,227849.586,984780,-6179.476000000011
|
| 37 |
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2023-12-24 22:14:28.673,43371.5,43850.0,42550.0,42900.0,284650.924,1085536,-6186.038000000471
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| 38 |
-
2023-12-26 05:32:28.176,42902.5,42977.0,42125.0,42248.9,67858.72499999999,230549,-6171.091000000228
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| 39 |
-
2023-12-26 09:45:23.558,42248.8,42870.0,41750.0,41750.0,112736.59599999999,381604,-6216.843999999865
|
| 40 |
-
2023-12-26 17:39:33.164,41749.9,43121.0,41597.0,43121.0,149712.48100000003,562827,6269.008999999955
|
| 41 |
-
2023-12-27 10:29:35.356,43120.9,43850.0,42726.6,42848.4,255648.65600000002,938048,-6187.159999997992
|
| 42 |
-
2023-12-28 07:28:46.839,42848.3,43233.0,42102.0,42102.0,381872.53,1341455,-6177.34799999938
|
| 43 |
-
2023-12-29 16:15:29.036,42101.9,42340.0,41550.0,41550.0,104700.272,365533,-6174.2839999993885
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Imbalance_Bars/BTCUSDT-2024-01-imbalance_bars.csv
DELETED
|
@@ -1,37 +0,0 @@
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|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2024-01-01 00:00:00.038,42313.9,42603.2,42289.6,42398.6,6640.304,21475,-6640.303999999973
|
| 3 |
-
2024-01-01 00:34:55.304,42398.7,42799.1,42386.2,42798.5,6640.333999999999,23527,-6640.334000000165
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| 4 |
-
2024-01-01 01:38:25.308,42798.0,42832.0,42562.3,42569.5,6639.438,22466,-6639.437999999911
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| 5 |
-
2024-01-01 02:30:15.918,42569.5,42647.6,42365.9,42366.6,6640.04,25019,-6640.0399999998435
|
| 6 |
-
2024-01-01 03:43:27.022,42366.5,42414.2,42253.8,42274.6,6639.9169999999995,20283,-6639.91700000001
|
| 7 |
-
2024-01-01 04:20:42.543,42274.6,44750.0,42207.9,44750.0,189934.479,699103,6643.535000002443
|
| 8 |
-
2024-01-02 00:14:51.515,44733.0,45950.0,44548.4,45342.0,283787.02099999995,1026771,-6646.050999999964
|
| 9 |
-
2024-01-02 14:48:27.934,45341.9,45582.3,44420.0,44424.0,267576.684,1017511,-6640.170000000056
|
| 10 |
-
2024-01-03 11:24:22.564,44423.7,44668.0,43552.0,43552.0,50810.156,156711,-6639.853999999976
|
| 11 |
-
2024-01-03 11:56:03.819,43551.9,43815.6,42200.0,42450.0,32031.835,86677,-6643.41899999978
|
| 12 |
-
2024-01-03 12:01:49.109,42450.1,43595.9,40333.0,42000.0,337949.48099999997,1352646,-6782.291000000596
|
| 13 |
-
2024-01-03 18:56:09.694,42085.8,44840.8,41920.0,43300.0,1126515.335,4885555,-6642.662999999883
|
| 14 |
-
2024-01-08 02:51:50.043,43300.2,44899.9,43158.1,44899.9,124193.485,491808,6643.082999999814
|
| 15 |
-
2024-01-08 12:02:30.031,44889.0,47312.0,44350.0,47233.9,260761.21399999998,976582,6642.692000000208
|
| 16 |
-
2024-01-08 19:13:09.769,47234.0,47304.6,45900.0,45900.0,226155.772,972684,-6644.983999997993
|
| 17 |
-
2024-01-09 12:56:36.670,45995.0,47950.0,45400.0,47730.3,171628.87900000002,715106,6655.310999999617
|
| 18 |
-
2024-01-09 21:12:23.082,47730.2,48100.0,44417.2,45380.0,267689.863,1210093,-6644.15899999937
|
| 19 |
-
2024-01-10 08:59:31.291,45379.9,45740.1,44550.0,44550.0,79186.45199999999,331912,-6643.921999999859
|
| 20 |
-
2024-01-10 12:54:47.487,44552.3,47699.3,44291.5,45921.0,570113.423,2652018,-6643.776999999437
|
| 21 |
-
2024-01-11 05:44:56.679,45920.7,48800.0,45610.1,48800.0,213369.084,906029,6643.760000000048
|
| 22 |
-
2024-01-11 14:45:24.034,48754.4,49027.5,47351.0,47351.0,102299.143,430885,-6643.422999999733
|
| 23 |
-
2024-01-11 15:39:07.027,47363.0,47472.0,45600.0,45655.0,313026.223,1523234,-6644.871000000304
|
| 24 |
-
2024-01-12 09:16:26.625,45654.5,46280.0,44200.0,44200.0,174705.9,713351,-6643.429999999936
|
| 25 |
-
2024-01-12 16:16:24.327,44200.2,44280.0,43239.8,43239.8,71975.664,266640,-6662.029999999973
|
| 26 |
-
2024-01-12 16:54:54.057,43239.6,44000.0,41700.0,41900.0,147298.26299999998,625294,-6677.939000000012
|
| 27 |
-
2024-01-12 22:04:45.533,41963.4,43273.4,41370.0,42737.6,308154.937,1363227,-6644.568999998532
|
| 28 |
-
2024-01-14 00:45:38.457,42737.5,43096.1,41925.5,41939.1,160003.286,715833,-6645.458000000077
|
| 29 |
-
2024-01-14 23:21:57.022,41938.6,43589.0,41713.5,42200.0,877418.595,3716003,-6660.68899999886
|
| 30 |
-
2024-01-18 16:38:55.557,42199.9,42252.2,41568.7,41568.7,61804.901999999995,221634,-6644.703999999637
|
| 31 |
-
2024-01-18 17:53:15.636,41568.6,41922.5,40673.6,40882.4,278411.16799999995,1114224,-6644.592000000445
|
| 32 |
-
2024-01-19 14:48:08.034,40882.3,42197.0,39966.0,40006.0,671955.407,2602660,-6644.530999999338
|
| 33 |
-
2024-01-22 18:49:25.604,40005.9,40576.0,39402.0,39425.7,74533.494,258751,-6648.190000000106
|
| 34 |
-
2024-01-22 19:42:59.319,39425.6,40560.6,38545.0,40540.0,1068399.31,3904125,6672.957999999444
|
| 35 |
-
2024-01-26 10:40:10.530,40539.7,41330.0,40510.2,41330.0,41960.018,129309,6653.93799999993
|
| 36 |
-
2024-01-26 11:30:53.597,41330.2,43807.6,40890.0,43807.6,902879.944,3368116,6645.358000000569
|
| 37 |
-
2024-01-30 12:23:35.674,43807.7,43888.0,42950.0,42950.0,139207.847,519514,-6651.070999999495
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Imbalance_Bars/BTCUSDT-2024-02-imbalance_bars.csv
DELETED
|
@@ -1,37 +0,0 @@
|
|
| 1 |
-
timestamp,open,high,low,close,volume,ticks,imbalance_met
|
| 2 |
-
2024-02-01 00:00:00.028,42560.5,42674.9,42400.7,42442.8,5965.262,19963,-5965.261999999959
|
| 3 |
-
2024-02-01 00:31:27.536,42442.9,42501.0,42201.6,42449.7,5963.998,20666,-5963.9979999998695
|
| 4 |
-
2024-02-01 00:53:19.105,42449.6,42489.7,42083.0,42091.9,5963.745,20505,-5963.744999999886
|
| 5 |
-
2024-02-01 01:16:58.881,42092.0,42152.1,41928.0,42051.0,5964.092,15642,-5964.091999999978
|
| 6 |
-
2024-02-01 01:21:59.790,42050.8,42068.2,41900.0,41900.4,5964.037,22818,-5964.0369999999375
|
| 7 |
-
2024-02-01 01:36:14.041,41900.3,42090.0,41866.8,42000.1,5964.233,24359,-5964.2329999997255
|
| 8 |
-
2024-02-01 01:57:01.027,42000.0,43480.0,41877.0,42315.0,647339.091,2512931,-5968.498999999183
|
| 9 |
-
2024-02-04 22:39:36.222,42463.9,43159.8,42176.7,43159.8,72201.592,274200,5963.8619999999155
|
| 10 |
-
2024-02-05 07:49:10.044,43159.9,43580.0,42350.0,42350.0,154418.70400000003,557172,-5975.97999999968
|
| 11 |
-
2024-02-05 20:23:09.018,42372.7,43708.2,42311.2,43640.1,384854.314,1385782,5964.715999999626
|
| 12 |
-
2024-02-07 18:30:46.957,43640.2,44658.8,43414.6,44658.8,103257.721,335229,5964.4809999998515
|
| 13 |
-
2024-02-08 00:25:08.046,44658.9,46444.0,44405.0,46407.9,408553.967,1464915,5964.102999999558
|
| 14 |
-
2024-02-09 08:17:19.557,46408.0,47500.0,46339.6,47500.0,97146.012,322177,5964.786000000186
|
| 15 |
-
2024-02-09 12:08:10.417,47499.0,48999.2,46638.6,48997.0,869221.71,3416804,5964.15599999953
|
| 16 |
-
2024-02-12 15:06:24.400,48996.9,50232.5,48716.7,50215.4,167473.527,564235,5964.207000000125
|
| 17 |
-
2024-02-12 17:30:52.514,50215.8,50428.8,49222.0,49222.0,244130.865,1002059,-5973.1909999997915
|
| 18 |
-
2024-02-13 13:36:58.851,49222.1,49944.0,48428.4,48428.4,64993.291,200701,-5974.716999999921
|
| 19 |
-
2024-02-13 14:24:02.225,48428.3,50425.0,48301.0,50384.1,246730.76799999998,990299,5965.421999999794
|
| 20 |
-
2024-02-14 08:55:34.028,50384.2,51740.0,50343.1,51740.0,36263.667,115811,5975.210999999857
|
| 21 |
-
2024-02-14 09:10:57.886,51672.6,52859.0,50933.5,51500.0,657173.882,2695559,-6022.123999999848
|
| 22 |
-
2024-02-15 21:42:16.283,51499.9,53090.9,50647.5,52039.9,1085504.704,4657946,-5966.237999997888
|
| 23 |
-
2024-02-20 14:39:49.494,52039.4,52128.3,50946.7,50968.8,84555.36799999999,332631,-5967.750000000363
|
| 24 |
-
2024-02-20 17:22:15.183,50968.4,52561.8,50528.4,50666.0,344781.177,1434675,-5966.907000000013
|
| 25 |
-
2024-02-21 19:02:45.314,50665.8,52130.8,50663.0,50691.8,453853.39,1946037,-5970.144000000377
|
| 26 |
-
2024-02-23 16:15:14.170,50691.7,53020.0,50512.7,53020.0,467082.346,2053347,5969.6500000004
|
| 27 |
-
2024-02-26 16:07:33.453,53020.2,54191.6,53000.0,54191.6,101895.69699999999,409332,5966.246999999905
|
| 28 |
-
2024-02-26 19:15:27.207,54191.7,55000.0,54020.0,55000.0,128683.196,534184,5971.114000000045
|
| 29 |
-
2024-02-27 01:43:32.263,54988.9,56049.0,54988.8,55989.3,33500.144,123078,5966.248000000368
|
| 30 |
-
2024-02-27 02:05:55.661,55989.6,57780.0,55915.9,57200.0,27427.952999999998,110167,5983.191000000062
|
| 31 |
-
2024-02-27 02:09:24.776,57200.1,57494.3,55587.9,56730.0,352056.185,1507175,-5966.853000000634
|
| 32 |
-
2024-02-27 17:40:09.789,56729.7,57950.0,56625.3,57950.0,139537.928,609734,5967.3940000002685
|
| 33 |
-
2024-02-28 07:42:49.030,57925.1,59175.0,57843.9,59175.0,82080.911,299091,5966.665000000074
|
| 34 |
-
2024-02-28 08:53:37.037,59175.6,62650.5,58555.2,62650.5,408843.92699999997,1526665,5967.559000000422
|
| 35 |
-
2024-02-28 16:58:12.849,62650.6,63680.0,62250.0,63680.0,49047.648,152080,5983.242000000051
|
| 36 |
-
2024-02-28 17:13:24.335,63680.3,64300.0,60476.0,60476.0,95706.508,400390,-5968.004000000136
|
| 37 |
-
2024-02-28 17:31:36.403,60475.96,63762.8,59000.0,61752.0,694027.4199999999,3284967,-5966.894000000406
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