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jintopark
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coin_d01

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train · 3.09M rows

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depth_imbalance float64 -0.95 0.97	ofi float64 -45,544,655 44.7M	microprice_return float64 -0.08 0.08	log_return float64 -0.09 0.07	momentum_5m float64 -0.18 0.11	momentum_15m float64 -0.22 0.15	momentum_60m float64 -0.23 0.29	realized_vol_15m float64 0 0.03	realized_vol_60m float64 0 0.02	spread_ma_15m float64 0.19 621	label int8 -1 1	future_return_bps float64 -2,066.71 3.3k	open_time timestamp[ns]date 2022-10-07 09:22:00 2024-03-30 22:00:00	episode_id float64 0 3	datetime timestamp[ms]date 2022-10-07 09:22:00 2024-03-30 22:00:00
-0.339505	224,949	0.000368	0.000235	0.000588	0.001176	0.000588	0.000221	0.000183	271.281388	0	-22.32274	2022-10-07T09:22:00	0	2022-10-07T09:22:00
-0.346198	-178,194.2	-0.000251	-0.000117	0.000588	0.001058	0.00047	0.000226	0.000184	272.359579	0	-21.150344	2022-10-07T09:23:00	0	2022-10-07T09:23:00
-0.348173	-59,898.5	-0.000153	-0.000235	0.000588	0.000941	0.000353	0.000235	0.000186	273.283519	0	-18.804725	2022-10-07T09:24:00	0	2022-10-07T09:24:00
-0.348238	-31,915.2	-0.000165	-0.000353	-0.000235	0.000588	0	0.000258	0.000191	273.743614	0	-21.162777	2022-10-07T09:25:00	0	2022-10-07T09:25:00
-0.344646	100,978.2	0.000105	0	-0.00047	0.000353	0.000235	0.000252	0.000189	273.894153	0	-22.338487	2022-10-07T09:26:00	0	2022-10-07T09:26:00
-0.349183	362,057.6	-0.000293	-0.001765	-0.00247	-0.001295	-0.001295	0.000527	0.000295	271.875311	0	-4.711148	2022-10-07T09:27:00	0	2022-10-07T09:27:00
-0.349934	-563,142.9	-0.001807	0	-0.002353	-0.001765	-0.001059	0.000505	0.000294	269.551725	0	-3.533361	2022-10-07T09:28:00	0	2022-10-07T09:28:00
-0.344861	-171,634.2	-0.00003	0.000353	-0.001764	-0.001647	-0.000941	0.000512	0.000296	267.38432	0	-7.064226	2022-10-07T09:29:00	0	2022-10-07T09:29:00
-0.350477	-111,429.8	0.000015	0.000353	-0.001059	-0.001294	-0.000706	0.000525	0.000299	265.68196	0	-9.415642	2022-10-07T09:30:00	0	2022-10-07T09:30:00
-0.352144	-50,308.7	-0.000034	0	-0.001059	-0.001294	-0.000706	0.000525	0.000299	263.666151	0	-10.592597	2022-10-07T09:31:00	0	2022-10-07T09:31:00
-0.350375	53,700	0.000067	0.000118	0.000824	-0.001059	-0.000823	0.000528	0.000298	261.959826	0	-10.59135	2022-10-07T09:32:00	0	2022-10-07T09:32:00
-0.349786	22,596.5	0.000071	0.000235	0.001059	-0.000706	-0.000588	0.000533	0.0003	260.717853	0	-12.941938	2022-10-07T09:33:00	0	2022-10-07T09:33:00
-0.353344	-91,709.2	-0.000431	-0.000471	0.000235	-0.000941	-0.001294	0.000543	0.000304	259.47934	0	-8.239656	2022-10-07T09:34:00	0	2022-10-07T09:34:00
-0.353741	-9,877.2	-0.000035	-0.000118	-0.000235	-0.001529	-0.001647	0.000522	0.000302	258.094364	0	-10.595091	2022-10-07T09:35:00	0	2022-10-07T09:35:00
-0.352492	34,837.6	0.000052	0.000118	-0.000118	-0.001647	-0.001412	0.000518	0.000302	256.555245	0	-14.125125	2022-10-07T09:36:00	0	2022-10-07T09:36:00
-0.353415	-25,617.1	0.000012	0.000118	-0.000118	-0.001764	-0.001294	0.000513	0.000303	254.862093	0	-12.946507	2022-10-07T09:37:00	0	2022-10-07T09:37:00
-0.354945	-44,449.1	-0.000058	-0.000118	-0.000471	-0.001764	-0.001647	0.000513	0.000301	253.168468	0	-11.770938	2022-10-07T09:38:00	0	2022-10-07T09:38:00
-0.354671	7,977.5	0.000034	0.000118	0.000118	-0.001411	-0.001529	0.000515	0.000302	251.938833	0	-15.300418	2022-10-07T09:39:00	0	2022-10-07T09:39:00
-0.354865	-12,246.5	-0.000038	-0.000118	0.000118	-0.001176	-0.001647	0.00051	0.000302	251.018102	0	-17.656406	2022-10-07T09:40:00	0	2022-10-07T09:40:00
-0.354453	12,448.3	0.000008	0	0	-0.001176	-0.001647	0.00051	0.000302	250.09737	0	-16.479313	2022-10-07T09:41:00	0	2022-10-07T09:41:00
-0.353105	43,190.5	0.000029	0	-0.000118	0.000589	-0.001412	0.000207	0.000301	251.500779	0	-18.8335	2022-10-07T09:42:00	0	2022-10-07T09:42:00
-0.347239	177,015.4	0.000183	0.000235	0.000235	0.000824	-0.001176	0.000213	0.000303	252.899958	0	-20.005884	2022-10-07T09:43:00	0	2022-10-07T09:43:00
-0.35356	-189,079.8	-0.000162	-0.000118	0	0.000353	-0.001176	0.0002	0.000303	253.678858	0	-16.477373	2022-10-07T09:44:00	0	2022-10-07T09:44:00
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-0.352441	1,717.7	-0.000017	0	0.000118	0	-0.000706	0.000178	0.000297	254.306567	0	-15.300418	2022-10-07T09:46:00	0	2022-10-07T09:46:00
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-0.349686	29,060.1	0.000021	0	0	-0.000235	-0.000471	0.000166	0.000297	254.624428	0	-9.414534	2022-10-07T09:48:00	0	2022-10-07T09:48:00
-0.350469	-22,475	-0.000021	0	0.000118	0.000235	-0.000353	0.000108	0.000297	254.934275	0	-12.944984	2022-10-07T09:49:00	0	2022-10-07T09:49:00
-0.349347	35,018	0.000068	0.000118	0.000235	0.000471	-0.000235	0.000104	0.000297	255.553968	0	-15.296817	2022-10-07T09:50:00	0	2022-10-07T09:50:00
-0.349986	-35,225.7	0.000034	0.000118	0.000353	0.000471	-0.000118	0.000104	0.000297	256.173516	0	-18.824637	2022-10-07T09:51:00	0	2022-10-07T09:51:00
-0.352687	651,404.9	0.00055	0	0.000235	0.000353	-0.000118	0.000101	0.000297	256.638122	0	-17.648097	2022-10-07T09:52:00	0	2022-10-07T09:52:00
-0.350776	60,322.7	0.00006	0	0.000235	0.000471	-0.000118	0.000094	0.000297	257.25767	0	-16.471557	2022-10-07T09:53:00	0	2022-10-07T09:53:00
-0.351064	-14,710.3	-0.000015	0	0.000235	0.000353	-0.000353	0.000091	0.000296	257.722276	0	-16.471557	2022-10-07T09:54:00	0	2022-10-07T09:54:00
-0.350443	16,424.1	-0.000002	0	0.000118	0.000471	-0.000353	0.000083	0.000296	258.341824	0	-10.588858	2022-10-07T09:55:00	0	2022-10-07T09:55:00
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-0.351861	-2,763.9	-0.000003	0	0	0.000471	-0.000353	0.000083	0.000296	259.58092	0	-10.588858	2022-10-07T09:57:00	0	2022-10-07T09:57:00
-0.350258	48,081.8	0.000048	0	0	0.000235	-0.000353	0.000061	0.000296	259.890621	0	-14.118478	2022-10-07T09:58:00	0	2022-10-07T09:58:00
-0.349193	25,113.4	-0.00001	-0.000118	-0.000118	0.000235	-0.000471	0.000061	0.000296	260.200395	0	-8.236748	2022-10-07T09:59:00	0	2022-10-07T09:59:00
-0.352363	-63,030.8	-0.000164	-0.000353	-0.000471	-0.000118	-0.001059	0.000113	0.000298	260.045453	0	-5.885469	2022-10-07T10:00:00	0	2022-10-07T10:00:00
-0.358394	-122,106.7	-0.000149	-0.000118	-0.000588	-0.000235	-0.001059	0.000117	0.000298	259.735533	0	-4.708929	2022-10-07T10:01:00	0	2022-10-07T10:01:00
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-0.356149	57,112.4	0.000051	0	-0.000706	-0.000471	-0.001529	0.000113	0.000294	258.495854	0	-2.354742	2022-10-07T10:03:00	0	2022-10-07T10:03:00
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-0.356428	60,260.7	0.000074	0.000118	0.000118	-0.000236	-0.001648	0.000133	0.000285	246.486794	0	5.889628	2022-10-07T10:19:00	0	2022-10-07T10:19:00
-0.358672	-8,117.2	0.000055	0.000236	0.000471	0	-0.001882	0.000148	0.00028	246.800834	0	4.710593	2022-10-07T10:20:00	0	2022-10-07T10:20:00
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-0.358683	14,130	0.000041	0.000118	0.000589	0.000236	-0.002235	0.000147	0.000276	247.894101	0	2.355019	2022-10-07T10:22:00	0	2022-10-07T10:22:00
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-0.36031	19,069.3	0.000014	0	0.000353	0.000236	-0.001882	0.000147	0.000275	249.142382	0	4.710038	2022-10-07T10:24:00	0	2022-10-07T10:24:00
-0.363298	168,009.6	-0.000029	-0.000589	-0.000471	-0.000471	-0.002119	0.000211	0.000281	248.836001	0	10.603829	2022-10-07T10:25:00	0	2022-10-07T10:25:00
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-0.359872	30,747.2	0.000024	0	-0.000707	-0.000589	-0.000471	0.000212	0.000166	247.912848	0	11.783421	2022-10-07T10:27:00	0	2022-10-07T10:27:00
-0.358564	-258,057.8	-0.000159	0.000118	-0.000589	-0.000353	-0.000353	0.000214	0.000167	247.761554	0	10.603829	2022-10-07T10:28:00	0	2022-10-07T10:28:00
-0.357782	22,216.4	0.000016	0	-0.000589	-0.000118	-0.000707	0.000206	0.00016	247.920545	0	10.603829	2022-10-07T10:29:00	0	2022-10-07T10:29:00
-0.360544	-80,482.3	-0.000225	0.000118	0.000118	0.000118	-0.000942	0.000206	0.000154	248.389855	0	11.780644	2022-10-07T10:30:00	0	2022-10-07T10:30:00
-0.360277	8,763	-0.000024	-0.000118	0.000118	-0.000236	-0.00106	0.000198	0.000155	248.39376	0	12.960236	2022-10-07T10:31:00	0	2022-10-07T10:31:00
-0.361945	-45,469.4	-0.000002	0.000118	0.000236	0.000118	-0.00106	0.000191	0.000155	248.86307	0	12.958709	2022-10-07T10:32:00	0	2022-10-07T10:32:00
-0.361257	17,689	0.000013	0	0.000118	0	-0.001295	0.000189	0.000151	249.177221	0	15.314838	2022-10-07T10:33:00	0	2022-10-07T10:33:00
-0.359991	23,060.3	0.000059	0	0.000118	-0.000118	-0.000824	0.000186	0.000139	249.336248	0	12.958709	2022-10-07T10:34:00	0	2022-10-07T10:34:00
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-0.359436	-2,489.4	-0.000002	0	0.000236	-0.000707	-0.001649	0.000198	0.00016	237.849847	0	16.504568	2022-10-07T10:45:00	0	2022-10-07T10:45:00
-0.3563	93,594.3	0.000093	0.000118	0.000236	-0.000471	-0.001531	0.000202	0.000161	236.914654	0	14.145105	2022-10-07T10:46:00	0	2022-10-07T10:46:00
-0.353932	31,875.2	0.000589	0.000471	0.000943	-0.000118	-0.001178	0.000238	0.000172	235.816969	0	10.603829	2022-10-07T10:47:00	0	2022-10-07T10:47:00
-0.35681	-60,467.1	-0.00002	0.000236	0.001061	0.000118	-0.000942	0.000246	0.000176	235.029715	0	9.423405	2022-10-07T10:48:00	0	2022-10-07T10:48:00
-0.356784	-20,910.8	-0.000068	-0.000353	0.000471	-0.000236	-0.001295	0.000263	0.000181	233.776759	0	12.961763	2022-10-07T10:49:00	0	2022-10-07T10:49:00
-0.358436	-40,232.4	-0.000234	-0.000118	0.000354	0	-0.001531	0.000248	0.00018	233.148236	0	14.141771	2022-10-07T10:50:00	0	2022-10-07T10:50:00
-0.358613	-41,601.7	-0.00009	-0.000236	0	0	-0.001884	0.000248	0.000181	232.8339	0	14.145105	2022-10-07T10:51:00	0	2022-10-07T10:51:00
-0.352761	121,803.9	0.000293	0.000118	-0.000354	-0.000118	-0.001766	0.000242	0.000182	232.364332	0	14.143438	2022-10-07T10:52:00	0	2022-10-07T10:52:00
-0.353122	-9,540.1	0.000027	0.000118	-0.000471	0	-0.001649	0.000244	0.000183	232.05007	0	14.141771	2022-10-07T10:53:00	0	2022-10-07T10:53:00
-0.351886	36,802.5	0.000027	0	-0.000118	0.000236	-0.001649	0.000235	0.000183	232.046384	0	15.320252	2022-10-07T10:54:00	0	2022-10-07T10:54:00
-0.348855	106,495.2	0.000252	0.000589	0.000589	0.001178	-0.001059	0.000255	0.0002	233.284821	0	9.422296	2022-10-07T10:55:00	0	2022-10-07T10:55:00
-0.348136	77,431.8	0.000152	0.000236	0.00106	0.001296	-0.000824	0.000258	0.000202	234.677979	0	5.887548	2022-10-07T10:56:00	0	2022-10-07T10:56:00
-0.350165	-122,765.1	-0.000169	-0.000236	0.000707	0.001296	-0.001059	0.000258	0.000204	236.071869	0	8.244509	2022-10-07T10:57:00	0	2022-10-07T10:57:00
-0.346213	175,266.4	0.000036	-0.000353	0.000236	0.000825	-0.001413	0.000281	0.000209	236.844825	0	14.138439	2022-10-07T10:58:00	0	2022-10-07T10:58:00
-0.346595	-76,316.7	0.000478	0.000471	0.000707	0.00106	-0.000824	0.000298	0.000218	237.299474	0	7.065889	2022-10-07T10:59:00	0	2022-10-07T10:59:00
-0.347094	-50,929.4	-0.000063	-0.000118	-0	0.000943	-0.000589	0.000302	0.000214	237.284885	0	8.244509	2022-10-07T11:00:00	0	2022-10-07T11:00:00
-0.350846	-102,572.3	-0.000077	0	-0.000236	0.000825	-0.000471	0.000302	0.000213	237.114954	0	8.244509	2022-10-07T11:01:00	0	2022-10-07T11:01:00

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