stock_id int64 0 199 | date_id int64 0 335 | seconds_in_bucket int64 0 540 | imbalance_size float64 0 1.23B ⌀ | imbalance_buy_sell_flag int64 -1 1 | reference_price float64 0.94 1.05 ⌀ | matched_size float64 18.7k 7.71B ⌀ | far_price float64 0 438 ⌀ | near_price float64 0.86 1.15 ⌀ | bid_price float64 0.93 1.05 ⌀ | bid_size float64 0 30.3M | ask_price float64 0.94 1.06 ⌀ | ask_size float64 0 54.4M | wap float64 0.94 1.05 ⌀ | target float64 -319.76 446 ⌀ | time_id int64 0 18.5k | row_id stringlengths 5 11 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
104 | 0 | 0 | 3,315,549.09 | 1 | 0.999938 | 5,282,946.71 | null | null | 0.999938 | 28,116 | 1.000152 | 69,367.6 | 1 | -5.210042 | 0 | 0_0_104 |
105 | 0 | 0 | 0 | 0 | 0.999955 | 10,692,696.22 | null | null | 0.999955 | 48,046.79 | 1.000113 | 121,818.12 | 1 | -1.279712 | 0 | 0_0_105 |
106 | 0 | 0 | 2,005,221.47 | 1 | 0.999655 | 3,888,691.87 | null | null | 0.999772 | 13,572.24 | 1.000358 | 21,352.5 | 1 | -8.040071 | 0 | 0_0_106 |
107 | 0 | 0 | 0 | 0 | 1.000273 | 1,794,725.24 | null | null | 0.999733 | 83,337 | 1.000273 | 85,049.64 | 1 | 0.540018 | 0 | 0_0_107 |
108 | 0 | 0 | 325,836.24 | -1 | 0.99947 | 8,929,813.05 | null | null | 0.999431 | 30,281.16 | 1.000482 | 25,689 | 1 | -6.020069 | 0 | 0_0_108 |
109 | 0 | 0 | 943,461.93 | 1 | 1.000028 | 7,398,516.54 | null | null | 0.999716 | 118,384.8 | 1.000028 | 11,591.71 | 1 | -2.650023 | 0 | 0_0_109 |
110 | 0 | 0 | 10,468,404.16 | 1 | 1.000103 | 13,524,666.6 | null | null | 0.999964 | 8,969.54 | 1.000103 | 25,899.51 | 1 | -2.040267 | 0 | 0_0_110 |
111 | 0 | 0 | 275,416.55 | -1 | 0.999939 | 707,195.95 | null | null | 0.999528 | 6,563.7 | 1.00035 | 4,866 | 1 | -7.219911 | 0 | 0_0_111 |
112 | 0 | 0 | 73,535,205.56 | -1 | 1.000125 | 201,638,818.56 | null | null | 0.999988 | 13,833.9 | 1.000057 | 64,514.09 | 1 | -1.400113 | 0 | 0_0_112 |
113 | 0 | 0 | 2,948,600.59 | -1 | 0.999654 | 3,992,267.5 | null | null | 0.999629 | 14,490 | 1.000051 | 2,013.35 | 1 | -5.149841 | 0 | 0_0_113 |
114 | 0 | 0 | 1,078,620.65 | -1 | 0.999518 | 862,425.33 | null | null | 0.999374 | 11,080 | 1.000673 | 11,926.48 | 1 | -2.980232 | 0 | 0_0_114 |
115 | 0 | 0 | 0 | 0 | 1.000191 | 12,567,709.98 | null | null | 0.999988 | 1,478.13 | 1.000414 | 49,292 | 1 | -5.350113 | 0 | 0_0_115 |
116 | 0 | 0 | 1,621,298.48 | -1 | 0.999978 | 2,269,230.18 | null | null | 0.999869 | 4,039.86 | 1.000304 | 9,369.21 | 1 | 3.399849 | 0 | 0_0_116 |
117 | 0 | 0 | 815,734.48 | -1 | 1.000208 | 1,023,691.4 | null | null | 0.999578 | 255,779.16 | 1.000208 | 125,960.03 | 1 | 2.62022 | 0 | 0_0_117 |
118 | 0 | 0 | 889,640.52 | 1 | 1.000422 | 7,898,118.36 | null | null | 0.998371 | 4,716.06 | 1.000543 | 1,575.44 | 1 | -7.740259 | 0 | 0_0_118 |
119 | 0 | 0 | 75,882.55 | 1 | 1.00059 | 1,832,645.52 | null | null | 0.999968 | 3,002.45 | 1.00059 | 54,897.12 | 1 | 4.169941 | 0 | 0_0_119 |
120 | 0 | 0 | 6,177,142.57 | -1 | 1.000393 | 3,293,585.14 | null | null | 0.999832 | 26,508.72 | 1.000113 | 17,748.72 | 1 | 3.540516 | 0 | 0_0_120 |
121 | 0 | 0 | 2,554,251.66 | 1 | 0.999848 | 27,503,518.07 | null | null | 0.999848 | 61,992 | 1.000138 | 56,532.45 | 1 | -2.020001 | 0 | 0_0_121 |
122 | 0 | 0 | 689,331.79 | -1 | 0.99989 | 2,896,500.27 | null | null | 0.99989 | 78,356.4 | 1.000389 | 276,248.9 | 1 | 9.529591 | 0 | 0_0_122 |
123 | 0 | 0 | 1,793,378.03 | 1 | 0.99996 | 9,057,706.18 | null | null | 0.99996 | 22,532.4 | 1.000106 | 59,548.88 | 1 | 4.110336 | 0 | 0_0_123 |
124 | 0 | 0 | 275,887.73 | -1 | 0.999666 | 2,313,323.39 | null | null | 0.999666 | 17,925.6 | 1.000207 | 11,094 | 1 | -8.419752 | 0 | 0_0_124 |
125 | 0 | 0 | 3,081,850.18 | -1 | 1.002753 | 1,796,773.07 | null | null | 0.998689 | 14,528.97 | 1.001473 | 16,368.17 | 1 | 9.089708 | 0 | 0_0_125 |
126 | 0 | 0 | 2,983,745.15 | 1 | 0.999567 | 20,568,138.41 | null | null | 0.999954 | 13,129.61 | 1.000082 | 23,310 | 1 | -8.580089 | 0 | 0_0_126 |
127 | 0 | 0 | 623,714.79 | 1 | 0.999563 | 1,666,465.54 | null | null | 0.999981 | 716.9 | 1.000567 | 21,519.6 | 1 | 5.830526 | 0 | 0_0_127 |
128 | 0 | 0 | 1,894,634.36 | 1 | 0.999649 | 3,370,966.09 | null | null | 0.999494 | 29,257.96 | 1.000112 | 6,477 | 1 | 0.669956 | 0 | 0_0_128 |
129 | 0 | 0 | 0 | 0 | 0.999342 | 123,264.19 | null | null | 0.999342 | 4,142 | 1.000066 | 414.5 | 1 | 2.199411 | 0 | 0_0_129 |
130 | 0 | 0 | 10,033,598.75 | 1 | 0.999604 | 15,783,486.23 | null | null | 0.999936 | 39,191.72 | 1.00002 | 12,023 | 1 | -5.329847 | 0 | 0_0_130 |
131 | 0 | 0 | 1,903,085.22 | 1 | 0.999776 | 3,585,694.41 | null | null | 0.999904 | 3,918.5 | 1.000924 | 37,656 | 1 | 5.910397 | 0 | 0_0_131 |
132 | 0 | 0 | 14,114,100.48 | 1 | 0.998448 | 10,382,405.08 | null | null | 0.998723 | 20,467.69 | 1.000102 | 1,632.42 | 1 | -17.66026 | 0 | 0_0_132 |
133 | 0 | 0 | 1,322,189.86 | 1 | 1.000553 | 12,436,693.85 | null | null | 0.999936 | 988.86 | 1.000381 | 5,935.8 | 1 | -2.020001 | 0 | 0_0_133 |
134 | 0 | 0 | 8,648,995.52 | -1 | 1.000931 | 3,197,645.28 | null | null | 0.999524 | 72,874.4 | 1.000227 | 34,814.5 | 1 | 4.190207 | 0 | 0_0_134 |
136 | 0 | 0 | 1,994,035.6 | 1 | 0.99932 | 2,312,524.49 | null | null | 0.99944 | 11,817.21 | 1.001109 | 23,422.05 | 1 | -2.840161 | 0 | 0_0_136 |
137 | 0 | 0 | 4,378,163.68 | 1 | 0.999542 | 6,925,282.25 | null | null | 0.999657 | 18,385.7 | 1.000003 | 173.51 | 1 | 2.219677 | 0 | 0_0_137 |
138 | 0 | 0 | 209,818.44 | -1 | 0.999881 | 416,148.04 | null | null | 0.999881 | 1,350.36 | 1.000947 | 10,739.3 | 1 | -8.050203 | 0 | 0_0_138 |
139 | 0 | 0 | 647,858.04 | -1 | 0.999667 | 2,875,577.61 | null | null | 0.999855 | 21,841.91 | 1.000106 | 15,947 | 1 | 2.789497 | 0 | 0_0_139 |
140 | 0 | 0 | 14,333,141.75 | 1 | 0.999932 | 34,831,850.4 | null | null | 0.999984 | 1,524.88 | 1.000194 | 19,065 | 1 | -1.209974 | 0 | 0_0_140 |
141 | 0 | 0 | 5,100,570.17 | -1 | 0.999999 | 42,790,293.62 | null | null | 0.999999 | 567.96 | 1.00014 | 75,123.29 | 1 | -9.080172 | 0 | 0_0_141 |
142 | 0 | 0 | 27,645,525.02 | -1 | 1.0001 | 42,125,430.49 | null | null | 0.999687 | 17,427.96 | 1.000513 | 28,586.09 | 1 | -4.119873 | 0 | 0_0_142 |
143 | 0 | 0 | 271,689.27 | -1 | 0.999148 | 619,334.06 | null | null | 0.999832 | 14,142.48 | 1.000517 | 43,626.08 | 1 | -6.880164 | 0 | 0_0_143 |
144 | 0 | 0 | 2,748,838.77 | 1 | 0.99988 | 5,477,254.78 | null | null | 0.99988 | 9,633.78 | 1.000366 | 29,409.66 | 1 | -3.039837 | 0 | 0_0_144 |
145 | 0 | 0 | 20,105,799.39 | 1 | 0.999294 | 1,846,050.08 | null | null | 0.999496 | 4,958 | 1.000504 | 4,963 | 1 | 7.150173 | 0 | 0_0_145 |
146 | 0 | 0 | 0 | 0 | 0.99918 | 1,977,593.51 | null | null | 0.99918 | 15,232 | 1.000072 | 1,333.99 | 1 | 0.840426 | 0 | 0_0_146 |
147 | 0 | 0 | 6,160,750.4 | 1 | 0.999073 | 1,799,937.4 | null | null | 0.999616 | 53,389 | 1.000159 | 22,104 | 1 | 1.590252 | 0 | 0_0_147 |
148 | 0 | 0 | 22,030,799.39 | 1 | 0.999565 | 5,760,619.65 | null | null | 0.999857 | 10,969.6 | 1.000732 | 56,062.54 | 1 | 11.310577 | 0 | 0_0_148 |
149 | 0 | 0 | 29,810.11 | -1 | 0.999877 | 3,808,478.85 | null | null | 0.999877 | 37,970 | 1.000141 | 43,487.1 | 1 | -1.990199 | 0 | 0_0_149 |
151 | 0 | 0 | 34,704,184.52 | 1 | 0.999195 | 40,069,092.52 | null | null | 0.999916 | 63,356.49 | 1.000097 | 73,513.44 | 1 | -2.530217 | 0 | 0_0_151 |
152 | 0 | 0 | 7,966,323.17 | 1 | 0.999336 | 2,663,321.72 | null | null | 0.999365 | 30,475.38 | 1.000007 | 342.64 | 1 | -24.080276 | 0 | 0_0_152 |
154 | 0 | 0 | 0 | 0 | 0.999856 | 5,146,051.61 | null | null | 0.999856 | 18,423.92 | 1.000175 | 22,434.93 | 1 | -4.9299 | 0 | 0_0_154 |
155 | 0 | 0 | 0 | 0 | 1.000697 | 557,125.86 | null | null | 0.999946 | 372.96 | 1.000697 | 4,798.8 | 1 | 4.329681 | 0 | 0_0_155 |
157 | 0 | 0 | 2,659,278.18 | -1 | 1.000264 | 6,234,251.21 | null | null | 0.999705 | 964.62 | 1.000295 | 965.19 | 1 | 0.879765 | 0 | 0_0_157 |
158 | 0 | 0 | 361,655.04 | -1 | 0.999632 | 1,974,031.12 | null | null | 0.999632 | 5,495.79 | 1.000423 | 6,322 | 1 | -23.63026 | 0 | 0_0_158 |
159 | 0 | 0 | 255,021.42 | -1 | 0.999846 | 1,827,264.18 | null | null | 0.999846 | 2,398.94 | 1.000004 | 63.14 | 1 | -6.470084 | 0 | 0_0_159 |
160 | 0 | 0 | 8,019,353.31 | 1 | 0.999816 | 22,223,311.12 | null | null | 0.999816 | 313,725.44 | 1.000008 | 14,057.1 | 1 | -2.580285 | 0 | 0_0_160 |
161 | 0 | 0 | 3,930,109.71 | -1 | 0.999951 | 3,082,734.89 | null | null | 0.999869 | 11,105.32 | 1.000366 | 30,917.12 | 1 | -4.000068 | 0 | 0_0_161 |
162 | 0 | 0 | 4,341,371.88 | 1 | 0.999548 | 5,721,156.42 | null | null | 0.999385 | 44,049.6 | 1.000256 | 18,370 | 1 | -6.110072 | 0 | 0_0_162 |
163 | 0 | 0 | 1,148,656.08 | 1 | 1.000085 | 60,865,899.92 | null | null | 0.999829 | 42,901 | 1.000085 | 21,456 | 1 | -2.539754 | 0 | 0_0_163 |
164 | 0 | 0 | 4,121,969.45 | -1 | 1.001156 | 3,767,720.62 | null | null | 0.999785 | 4,955.5 | 1.000951 | 21,888 | 1 | 4.899502 | 0 | 0_0_164 |
165 | 0 | 0 | 1,380,749.13 | -1 | 1.000412 | 1,980,157.92 | null | null | 0.999778 | 22,251.47 | 1.001046 | 105,019.29 | 1 | 4.420281 | 0 | 0_0_165 |
166 | 0 | 0 | 3,762,003.4 | -1 | 1.000098 | 19,533,470.26 | null | null | 0.999838 | 46,604.64 | 1.000098 | 28,170.7 | 1 | 4.919767 | 0 | 0_0_166 |
167 | 0 | 0 | 982,796.77 | 1 | 1.000108 | 2,317,482.28 | null | null | 0.999885 | 9,768.58 | 1.000219 | 18,557.55 | 1 | 0.970364 | 0 | 0_0_167 |
168 | 0 | 0 | 1,791,538.62 | -1 | 0.999889 | 212,611,427.48 | null | null | 0.999871 | 13,293.56 | 1.000355 | 36,575 | 1 | 0.9799 | 0 | 0_0_168 |
169 | 0 | 0 | 0 | 0 | 0.99975 | 5,778,303.07 | null | null | 0.998993 | 44,341.2 | 1.00021 | 9,249 | 1 | -11.439919 | 0 | 0_0_169 |
170 | 0 | 0 | 2,690,122.78 | -1 | 1.000083 | 3,470,446.39 | null | null | 0.999819 | 16,598.01 | 1.000083 | 7,581 | 1 | 6.029606 | 0 | 0_0_170 |
171 | 0 | 0 | 0 | 0 | 0.999912 | 15,495,016.19 | null | null | 0.999912 | 11,127.24 | 1.000494 | 62,472.54 | 1 | -3.46005 | 0 | 0_0_171 |
172 | 0 | 0 | 577,563.8 | 1 | 0.999526 | 123,673.3 | null | null | 0.999526 | 6,323 | 1.000474 | 6,329 | 1 | -17.719864 | 0 | 0_0_172 |
173 | 0 | 0 | 469,885.32 | -1 | 1.000322 | 1,042,340.34 | null | null | 0.997893 | 26,650.56 | 1.00058 | 7,358.32 | 1 | -1.479983 | 0 | 0_0_173 |
174 | 0 | 0 | 555,429.59 | -1 | 0.999907 | 1,135,752.38 | null | null | 0.999598 | 9,655.2 | 1.001141 | 27,452.7 | 1 | 19.199848 | 0 | 0_0_174 |
175 | 0 | 0 | 91,329,872.47 | 1 | 0.999869 | 101,058,588.8 | null | null | 0.999891 | 8,074.98 | 1.000616 | 45,791.37 | 1 | 3.379583 | 0 | 0_0_175 |
176 | 0 | 0 | 8,277,589.42 | -1 | 1.000392 | 7,780,189.37 | null | null | 0.999723 | 36,371.2 | 1.000216 | 28,429 | 1 | 10.509491 | 0 | 0_0_176 |
177 | 0 | 0 | 0 | 0 | 1.000894 | 918,468.72 | null | null | 0.998772 | 34,910.82 | 1.000894 | 25,474.5 | 1 | -35.930275 | 0 | 0_0_177 |
178 | 0 | 0 | 8,287,482.92 | 1 | 0.999313 | 10,948,753.75 | null | null | 0.999101 | 420,379.04 | 1.000081 | 37,773 | 1 | 8.699894 | 0 | 0_0_178 |
179 | 0 | 0 | 3,030,580.88 | 1 | 0.999987 | 99,403,123.3 | null | null | 0.999645 | 17,219.09 | 1.000043 | 2,109.3 | 1 | -11.469722 | 0 | 0_0_179 |
180 | 0 | 0 | 1,158,538.5 | 1 | 0.999939 | 1,772,703.49 | null | null | 0.998429 | 3,034.53 | 1.000116 | 225.16 | 1 | 0.369549 | 0 | 0_0_180 |
181 | 0 | 0 | 574,426 | -1 | 0.99996 | 1,906,202.33 | null | null | 0.999304 | 20,943.75 | 1.000139 | 4,192.25 | 1 | 0.289679 | 0 | 0_0_181 |
182 | 0 | 0 | 1,603,181.48 | -1 | 1.000081 | 1,322,455.32 | null | null | 0.999864 | 23,045 | 1.000081 | 13,830 | 1 | 14.599562 | 0 | 0_0_182 |
183 | 0 | 0 | 2,819,826.96 | -1 | 1.000269 | 20,473,204.73 | null | null | 0.999993 | 144.94 | 1.000683 | 14,504 | 1 | -4.379749 | 0 | 0_0_183 |
184 | 0 | 0 | 839,683.2 | -1 | 1.000358 | 2,041,479.78 | null | null | 0.999821 | 11,164 | 1.000179 | 11,168 | 1 | -4.739761 | 0 | 0_0_184 |
185 | 0 | 0 | 1,742,408.57 | -1 | 1.000925 | 2,687,280.86 | null | null | 0.99864 | 53,310 | 1.00085 | 33,392.5 | 1 | 3.010035 | 0 | 0_0_185 |
186 | 0 | 0 | 11,618,770.12 | 1 | 0.999567 | 8,813,736.13 | null | null | 0.999974 | 5,307.12 | 1.000109 | 22,116 | 1 | -3.679991 | 0 | 0_0_186 |
187 | 0 | 0 | 12,096,459.6 | -1 | 1.000777 | 7,414,673.46 | null | null | 0.999942 | 2,875.8 | 1.00029 | 14,384 | 1 | 6.380081 | 0 | 0_0_187 |
188 | 0 | 0 | 1,216,473.42 | 1 | 0.999676 | 2,471,286.8 | null | null | 0.999871 | 2,562.5 | 1.000261 | 5,178.27 | 1 | 19.019842 | 0 | 0_0_188 |
189 | 0 | 0 | 838,014.27 | -1 | 1.000175 | 3,447,812.39 | null | null | 0.999949 | 1,242.36 | 1.000738 | 18,117.24 | 1 | 5.480051 | 0 | 0_0_189 |
190 | 0 | 0 | 2,027,876.63 | -1 | 1.000276 | 10,167,944.79 | null | null | 0.999942 | 4,080 | 1.001021 | 72,498.1 | 1 | 6.370544 | 0 | 0_0_190 |
191 | 0 | 0 | 365,273,465.58 | 1 | 0.999169 | 119,955,742.96 | null | null | 0.999833 | 39,630.64 | 1.000059 | 14,157 | 1 | 11.940002 | 0 | 0_0_191 |
192 | 0 | 0 | 573,236.64 | 1 | 1.000264 | 3,625,341.5 | null | null | 0.999577 | 6,946.18 | 1.000798 | 13,122 | 1 | -11.529923 | 0 | 0_0_192 |
193 | 0 | 0 | 21,340,815.46 | -1 | 0.999985 | 42,593,903.35 | null | null | 0.999837 | 27,072 | 1.000059 | 9,748.08 | 1 | -6.489754 | 0 | 0_0_193 |
194 | 0 | 0 | 204,354.91 | 1 | 1.000368 | 1,404,914.52 | null | null | 0.99978 | 13,598 | 1.000662 | 40,966.1 | 1 | 3.999472 | 0 | 0_0_194 |
195 | 0 | 0 | 1,966,495.44 | 1 | 0.999759 | 10,618,721.53 | null | null | 0.999872 | 37,591.25 | 1.000098 | 28,752.75 | 1 | -0.690222 | 0 | 0_0_195 |
196 | 0 | 0 | 0 | 0 | 1.000144 | 4,791,323.74 | null | null | 0.999844 | 7,338.1 | 1.000144 | 6,806.46 | 1 | -0.810027 | 0 | 0_0_196 |
197 | 0 | 0 | 42,803.43 | -1 | 0.999836 | 3,111,327.21 | null | null | 0.999625 | 21,535.36 | 1.000119 | 6,804 | 1 | -8.440018 | 0 | 0_0_197 |
198 | 0 | 0 | 15,249,373.9 | 1 | 0.999775 | 26,134,518.94 | null | null | 0.999946 | 54,300.05 | 1.000117 | 118,264.58 | 1 | -0.510216 | 0 | 0_0_198 |
0 | 0 | 10 | 1,299,772.7 | 1 | 1.000026 | 15,261,106.63 | null | null | 0.999812 | 13,996.5 | 1.000026 | 23,519.16 | 0.999892 | 0.389814 | 1 | 0_10_0 |
1 | 0 | 10 | 165,923.2 | -1 | 0.999955 | 1,642,894.96 | null | null | 0.999896 | 3,743.52 | 1.00066 | 33,717.42 | 0.999973 | -1.620054 | 1 | 0_10_1 |
2 | 0 | 10 | 184,766.21 | -1 | 0.999561 | 1,937,481.68 | null | null | 0.999403 | 37,956 | 1.000298 | 379.9 | 1.00029 | -7.460117 | 1 | 0_10_2 |
3 | 0 | 10 | 10,874,033.58 | -1 | 0.99987 | 19,433,394.31 | null | null | 0.99987 | 464.92 | 1.000042 | 12,090 | 0.999876 | -1.040101 | 1 | 0_10_3 |
4 | 0 | 10 | 417,742.24 | -1 | 1.000154 | 17,890,422.68 | null | null | 1.000154 | 28,799.28 | 1.000431 | 14,476 | 1.000338 | -6.719828 | 1 | 0_10_4 |
5 | 0 | 10 | 0 | 0 | 1.001205 | 13,552,875.92 | null | null | 1.000105 | 2,945.04 | 1.001898 | 164,234.48 | 1.000137 | 7.710457 | 1 | 0_10_5 |
6 | 0 | 10 | 682,359.43 | 1 | 1.000346 | 3,935,113.96 | null | null | 0.999527 | 47,595 | 1.000388 | 2,381.8 | 1.000347 | -4.28021 | 1 | 0_10_6 |
7 | 0 | 10 | 8,473,526.63 | 1 | 1.000939 | 22,200,678.33 | null | null | 1.000254 | 1,928.19 | 1.000986 | 643.2 | 1.000803 | -8.010268 | 1 | 0_10_7 |
8 | 0 | 10 | 1,492,458.86 | 1 | 0.999916 | 10,375,626.06 | null | null | 0.999234 | 13,005.66 | 1.000267 | 2,169.85 | 1.000119 | -0.780225 | 1 | 0_10_8 |
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