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
26
0
140
204,175.39
-1
0.998872
4,626,597.92
null
null
0.998872
314,931.24
0.999583
452,747.2
0.999164
-1.609922
14
0_140_26
27
0
140
1,011,323.84
-1
0.999707
8,764,100.86
null
null
0.999707
19,243
0.999915
28,678.03
0.99979
-3.899932
14
0_140_27
28
0
140
2,719,839.11
-1
0.999838
2,161,467.66
null
null
0.999838
923.16
1.000228
14,237.6
0.999862
-7.889867
14
0_140_28
29
0
140
18,186,277.46
1
1.001551
9,271,929.66
null
null
1.001151
3,003.3
1.001617
14,422.56
1.001231
2.989769
14
0_140_29
30
0
140
711,017.91
1
1.001288
3,066,146.55
null
null
1.001118
23,664
1.001288
18,106.02
1.001214
-1.040101
14
0_140_30
31
0
140
659,692.97
-1
0.999436
1,021,259.45
null
null
0.999436
55,381.92
1.000327
130,054.63
0.999702
-5.620122
14
0_140_31
32
0
140
3,498,820.3
1
1.0004
4,239,163.65
null
null
1.00015
17,733.04
1.000524
8,027
1.000408
-3.659725
14
0_140_32
33
0
140
1,165,883.74
-1
0.999671
2,702,468.58
null
null
0.999599
28,936.54
1.000109
10,427.96
0.999974
-1.019836
14
0_140_33
34
0
140
11,161,898.29
1
1.0002
11,052,937.04
null
null
0.999871
2,882.2
1.000304
40,944.99
0.999899
10.67996
14
0_140_34
35
0
140
0
0
1.000007
6,372,044.74
null
null
0.999841
2,539.32
1.000007
120.94
0.999999
-2.56002
14
0_140_35
36
0
140
508,606.37
1
1.000934
4,069,048.54
null
null
1.000833
109,635.74
1.000934
19,774
1.000919
-0.039935
14
0_140_36
37
0
140
2,972,767.92
-1
0.99991
12,841,369
null
null
0.999767
3,559.12
1.000006
90,674.53
0.999776
12.090206
14
0_140_37
38
0
140
8,879,012.49
-1
1.001182
10,820,068.5
null
null
1.001182
15,868.8
1.001303
68,111.84
1.001204
0.779629
14
0_140_38
39
0
140
0
0
0.999487
5,814,256.24
null
null
0.999487
1,554.96
0.999744
39,272.84
0.999497
7.259846
14
0_140_39
40
0
140
3,081,396.59
1
0.999427
3,118,824.91
null
null
0.998848
29,787.3
0.999311
17,276
0.999141
-4.860163
14
0_140_40
41
0
140
8,699,225.13
-1
0.999793
83,992,620.38
null
null
0.999742
19,684
0.999996
118,134
0.999778
4.839897
14
0_140_41
42
0
140
0
0
0.99837
2,129,922.6
null
null
0.996752
17,741.6
0.997786
10,878
0.997393
7.499456
14
0_140_42
43
0
140
535,470
1
0.99999
1,858,066.91
null
null
0.999818
1,397.84
0.99999
11,534.16
0.999837
5.049706
14
0_140_43
44
0
140
1,716,888.66
-1
1.000757
10,269,384.94
null
null
1.000757
16,091.48
1.000805
423.48
1.000803
-0.299811
14
0_140_44
45
0
140
30,949,822.05
1
1.000279
315,625,857.36
null
null
1.000244
48,723.03
1.000279
142,754.94
1.000252
3.650188
14
0_140_45
46
0
140
0
0
1.00297
2,494,529.79
null
null
1.000631
2,900.76
1.004129
110,614.2
1.000721
13.010502
14
0_140_46
47
0
140
348,300.08
-1
1.00252
1,935,327.35
null
null
1.002194
39,255.9
1.003064
5,626.03
1.002955
-5.109906
14
0_140_47
48
0
140
849,724.1
1
0.999044
5,545,985.91
null
null
0.998788
31,502.25
0.999044
72,123.69
0.998866
5.509853
14
0_140_48
49
0
140
81,400.63
-1
1.000226
7,362,607.68
null
null
1.000226
91,343.79
1.000503
103,246
1.000356
3.310442
14
0_140_49
50
0
140
5,815,647.76
-1
0.999289
5,308,118.55
null
null
0.999289
35,383.83
0.999598
808.1
0.999591
-18.860102
14
0_140_50
51
0
140
0
0
1.000711
8,697,674.6
null
null
1.000355
71,590.4
1.000996
72,479.08
1.000674
-2.430081
14
0_140_51
52
0
140
997,860.21
-1
0.998946
7,672,287.83
null
null
0.998946
25,378.95
0.999198
10,130.3
0.999126
3.590584
14
0_140_52
53
0
140
0
0
0.999338
21,473,638.3
null
null
0.999192
42,775.2
0.999338
83,094.72
0.999242
12.600422
14
0_140_53
54
0
140
8,858,370.38
-1
0.999717
9,207,570.57
null
null
0.999717
6,028.89
1.000031
287.18
1.000016
2.959967
14
0_140_54
55
0
140
1,954,439.26
-1
0.999999
4,072,058.66
null
null
0.999999
10,948
1.000182
55,407
1.000029
-2.650023
14
0_140_55
56
0
140
1,706,480.83
1
1.000972
5,981,739.86
null
null
1.000336
24,915
1.000972
5,288.36
1.000861
-1.710057
14
0_140_56
57
0
140
2,450,122.55
1
1.001349
11,152,492.07
null
null
1.000478
79,926.12
1.001349
11,524.81
1.00124
-3.409982
14
0_140_57
58
0
140
14,535,160.96
-1
0.999715
16,354,816.32
null
null
0.999696
10,512
0.999886
5,257
0.999822
4.390478
14
0_140_58
59
0
140
720,644.7
-1
0.998647
4,943,768.4
null
null
0.998554
13,377.5
0.998927
32,118
0.998664
-0.150204
14
0_140_59
60
0
140
0
0
0.999998
5,351,098.58
null
null
0.999998
6,586.58
1.000354
29,650.14
1.000063
7.890463
14
0_140_60
61
0
140
278,662.04
-1
0.999975
4,647,788.87
null
null
0.999975
11,218
1.000153
14,137.2
1.000054
-1.749992
14
0_140_61
62
0
140
1,013,126.43
-1
1.000847
3,272,395.89
null
null
1.000847
496.2
1.001694
2,731.41
1.000977
-5.729795
14
0_140_62
63
0
140
74,678.14
-1
0.999128
2,675,754.12
null
null
0.999128
30,753
0.999519
47,652.68
0.999281
-3.420115
14
0_140_63
64
0
140
680,067.56
1
1.0007
7,861,600.26
null
null
1.000034
2,881.74
1.0007
1,441.83
1.000478
-2.890229
14
0_140_64
65
0
140
2,925,494.02
1
1.001536
6,967,096.38
null
null
1.001323
47,503.72
1.001536
32,963
1.001449
-5.440116
14
0_140_65
66
0
140
0
0
1.000697
3,860,964.52
null
null
1.000362
48,707.04
1.000753
4,299.36
1.000721
-4.559755
14
0_140_66
67
0
140
6,392,953.48
1
1.000804
21,233,161.13
null
null
1.000397
344.01
1.000804
12,389.4
1.000408
-2.880096
14
0_140_67
68
0
140
72,086.76
1
1.000742
6,233,750.66
null
null
1.000654
52,883.08
1.000742
90,600
1.000686
-0.180006
14
0_140_68
70
0
140
0
0
1.001831
1,714,606.21
null
null
1.001426
28,922.4
1.001912
12,118.68
1.001769
1.529455
14
0_140_70
71
0
140
90,029,794.58
-1
0.998992
13,738,921.35
null
null
0.998931
817.6
0.999407
1,635.98
0.99909
-10.250211
14
0_140_71
72
0
140
3,187,433.82
1
0.999315
20,491,628.79
null
null
0.999195
31,855.4
0.999315
838.4
0.999312
-5.990267
14
0_140_72
73
0
140
3,142,099.35
1
1.000645
2,683,324.6
null
null
1.000239
184,135.5
1.000645
81,476.64
1.00052
2.800226
14
0_140_73
74
0
140
6,300.74
-1
0.999882
9,613,530.96
null
null
0.999882
140,000
1.000111
24,505.6
1.000077
4.299879
14
0_140_74
75
0
140
1,651,466.5
1
0.999199
6,428,760.29
null
null
0.999064
44,234.96
0.999199
2,939.6
0.999191
6.159544
14
0_140_75
76
0
140
0
0
1.000018
2,268,718.18
null
null
0.999818
1,494.6
1.000018
199.32
0.999995
5.35965
14
0_140_76
77
0
140
12,429,550.36
1
1.000531
7,562,807.84
null
null
1.00028
41,923.59
1.000582
65,190
1.000398
3.819466
14
0_140_77
80
0
140
80,096.96
1
1.000937
862,555.26
null
null
1.000431
76,035.89
1.001105
53,457
1.000827
-0.969768
14
0_140_80
81
0
140
18,037,096.32
1
1.003087
7,321,171.33
null
null
1.002697
9,549.86
1.003022
3,081.6
1.002943
-3.799796
14
0_140_81
82
0
140
0
0
0.999092
803,051.17
null
null
0.998423
38,993.4
0.999092
11,526.45
0.998939
-24.809837
14
0_140_82
83
0
140
43,853,320.82
-1
1.000474
79,840,613.35
null
null
1.000474
124,414.35
1.000661
159,101.9
1.000556
-5.459786
14
0_140_83
84
0
140
58,584,581.89
-1
1.000298
63,474,531.96
null
null
1.000146
2,709.51
1.000611
368,664.72
1.00015
1.050234
14
0_140_84
85
0
140
1,540,358.85
1
0.996877
1,690,120.75
null
null
0.996181
9,442.4
0.996993
69,673.01
0.996278
-1.990199
14
0_140_85
86
0
140
209,619.53
-1
1.006487
1,731,576.38
null
null
1.006487
399.33
1.00679
33,953.25
1.006491
8.870363
14
0_140_86
87
0
140
340,429.52
1
0.999842
3,252,529.93
null
null
0.999141
5,707
0.999842
5,882.33
0.999486
-10.070205
14
0_140_87
88
0
140
6,367,561.43
-1
1.000025
28,902,771.38
null
null
0.999986
1,028.92
1.000122
4,116.24
1.000013
4.800558
14
0_140_88
89
0
140
0
0
0.998948
5,649,183.28
null
null
0.998948
121.36
0.999524
24,286
0.998951
-0.420213
14
0_140_89
90
0
140
340,008.11
1
1.001152
3,883,946.75
null
null
1.000813
4,137.2
1.001201
1,448.58
1.0011
-11.799932
14
0_140_90
91
0
140
8,810,618.39
1
1.000194
10,324,989.44
null
null
0.999888
294.42
1.000194
29,451
0.999891
7.879734
14
0_140_91
92
0
140
0
0
0.995994
2,417,029.7
null
null
0.995416
85,995
0.998541
31,950
0.997696
-10.330081
14
0_140_92
93
0
140
69,535.97
1
1.000231
2,864,685.4
null
null
0.999844
6,880.09
1.000037
5,174
0.999954
-3.640056
14
0_140_93
94
0
140
152,926.88
-1
0.998418
1,046,835.44
null
null
0.998271
20,762.1
0.999007
1,222.2
0.998966
-0.180006
14
0_140_94
95
0
140
32,449,758.92
-1
0.998433
41,828,165.84
null
null
0.998433
61,867.85
0.998526
22,430.52
0.998501
-6.499887
14
0_140_95
96
0
140
2,036,709.98
1
0.999202
16,971,290.43
null
null
0.999037
49,763.88
0.999202
28,882.35
0.999142
-8.410215
14
0_140_96
97
0
140
0
0
1.000511
3,486,268.58
null
null
1.000407
8,923.35
1.001345
21,128.8
1.000686
-6.759763
14
0_140_97
98
0
140
48,550.61
1
0.999694
993,465.29
null
null
0.999014
94,715.36
0.999694
108,074.33
0.999332
-5.909801
14
0_140_98
99
0
140
3,022,135.66
1
1.001569
4,535,526.01
null
null
1.001324
31,171.2
1.001569
64,316.56
1.001404
5.710125
14
0_140_99
100
0
140
0
0
1.0028
80,691.87
null
null
1.00243
10,832
1.0028
2,709
1.002726
2.889633
14
0_140_100
101
0
140
138,242.83
-1
1.000266
1,086,742.24
null
null
0.999927
15,359.2
1.001542
4,615.2
1.001169
-11.829734
14
0_140_101
103
0
140
0
0
1.000528
4,341,588.35
null
null
1.000277
5,962.75
1.00057
19,324.98
1.000346
6.710291
14
0_140_103
104
0
140
2,146,695.02
1
0.999512
6,509,770.16
null
null
0.999298
46,361.7
0.999512
91,572.2
0.99937
1.200438
14
0_140_104
105
0
140
0
0
1.000271
10,984,925.12
null
null
1.000271
68,569.2
1.000428
251,523.5
1.000304
2.260208
14
0_140_105
106
0
140
1,774,526.23
1
0.998952
4,119,387.11
null
null
0.998835
15,691.52
0.99907
8,530
0.998987
0.760555
14
0_140_106
107
0
140
0
0
1.000489
1,804,172.62
null
null
0.999913
55,845.84
1.000632
56,720.16
1.00027
3.93033
14
0_140_107
108
0
140
470,138.81
-1
0.998535
9,024,046.23
null
null
0.998146
56,383.8
0.998847
11,284.68
0.99873
-6.089807
14
0_140_108
109
0
140
702,675.73
1
0.999716
9,126,821.41
null
null
0.999405
80,738.44
0.999716
232,339.8
0.999485
7.480383
14
0_140_109
110
0
140
5,981,304.53
1
0.999964
18,660,344.91
null
null
0.999826
97,494.1
0.999964
47,451.76
0.999919
5.539656
14
0_140_110
111
0
140
291,371.44
-1
0.997472
751,509.7
null
null
0.997472
25,715.6
0.997883
4,441.41
0.997822
-19.62006
14
0_140_111
112
0
140
69,678,413.1
-1
1.000194
209,666,072.78
null
null
1.000194
29,275.65
1.000263
97,883.52
1.00021
-0.399947
14
0_140_112
113
0
140
2,052,705.97
-1
0.999381
4,890,980.66
null
null
0.999381
160,960
0.999828
64,412.8
0.9997
-5.199909
14
0_140_113
114
0
140
865,474.23
-1
0.998075
1,075,571.74
null
null
0.998075
2,766.4
0.999013
14,260.35
0.998228
-1.289845
14
0_140_114
115
0
140
0
0
1.000637
12,654,920.74
null
null
1.000089
492.76
1.000718
24,653.5
1.000101
2.46048
14
0_140_115
116
0
140
1,400,729.89
-1
1.00074
2,590,441.22
null
null
1.00074
23,708.91
1.000903
10,477.74
1.000853
-3.889799
14
0_140_116
117
0
140
703,288.4
-1
1.000208
1,148,846.84
null
null
1.000208
123,878.44
1.000837
430,937.7
1.000348
-15.349984
14
0_140_117
118
0
140
551,104.75
1
0.999952
8,378,366.78
null
null
0.998568
108,490.77
0.999965
1,574.53
0.999945
-1.029968
14
0_140_118
119
0
140
0
0
1.001799
1,908,528.07
null
null
1.00092
546.42
1.001799
6,836.25
1.000985
6.109476
14
0_140_119
120
0
140
5,308,337.12
-1
1.000954
4,286,083.1
null
null
1.000954
45,122.55
1.001235
107,075.68
1.001038
-3.52025
14
0_140_120
121
0
140
848,213.81
1
1.000719
29,445,746.87
null
null
1.000429
107,411.82
1.000719
162,146.88
1.000544
1.020432
14
0_140_121
122
0
140
272,814.57
-1
1.000389
3,333,199.99
null
null
1.000389
37,573.7
1.000888
214,421.34
1.000463
-5.390048
14
0_140_122
123
0
140
1,034,415.31
1
1.000985
10,208,543.57
null
null
1.000838
35,810.16
1.000985
109,975.15
1.000874
2.650023
14
0_140_123
124
0
140
242,316.83
-1
0.998313
2,354,288.76
null
null
0.998313
1,365.67
0.998584
25,954.76
0.998327
-20.689964
14
0_140_124
125
0
140
2,613,079.91
-1
1.002419
2,277,756.51
null
null
1.002364
64,990.83
1.003533
18,024
1.003279
-16.36982
14
0_140_125
126
0
140
2,059,113.57
1
0.99931
22,018,444.9
null
null
0.999181
29,965.18
0.99931
37,733.04
0.999238
-11.690259
14
0_140_126
127
0
140
613,319.54
1
1.000846
1,740,307.64
null
null
1.000344
35,858
1.000985
717.62
1.000973
1.939535
14
0_140_127
128
0
140
1,658,185.54
1
0.999803
3,620,367.45
null
null
0.99934
22,069.52
0.999803
25,705.75
0.999554
-13.009906
14
0_140_128
129
0
140
0
0
1.001031
127,408.92
null
null
1.001031
24,894
1.003202
207.9
1.003184
-15.159845
14
0_140_129