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
7
0
230
7,858,590.33
1
0.998698
24,504,922.4
null
null
0.998309
64,148
0.998885
7,060.35
0.998828
-14.860034
23
0_230_7
8
0
230
2,264,719.55
1
0.998137
10,789,956.94
null
null
0.997883
2,164.68
0.998639
710,552.96
0.997886
2.110004
23
0_230_8
9
0
230
2,668,124.55
-1
0.999031
6,926,505.6
null
null
0.999031
27,231.6
0.999354
12,382
0.999253
9.549856
23
0_230_9
10
0
230
9,407,718.66
-1
1.00063
10,014,716.78
null
null
1.000524
18,814
1.001215
28,805.31
1.000797
-0.129938
23
0_230_10
11
0
230
1,308,076.32
-1
0.998691
2,269,634.58
null
null
0.998691
1,876.96
0.999287
53,994.8
0.998711
-5.67019
23
0_230_11
12
0
230
11,155,948.23
1
1.000756
16,422,680.28
null
null
1.000631
478.4
1.000756
63,874.41
1.000632
-0.309944
23
0_230_12
13
0
230
4,073,195.37
1
0.997265
9,205,014.48
null
null
0.99703
12,683
0.997265
26,640.6
0.997106
5.840063
23
0_230_13
14
0
230
7,206,146.7
1
1.001013
44,467,228.06
null
null
1.000673
9,266.25
1.001029
13,595.34
1.000817
-3.669858
23
0_230_14
15
0
230
4,731,596.77
1
0.999334
2,165,762.34
null
null
0.999127
29,018
0.999334
145.12
0.999333
13.170242
23
0_230_15
16
0
230
1,846,593.54
1
1.000877
4,547,531.91
null
null
1.000368
549.62
1.000968
109,990
1.000371
6.300211
23
0_230_16
17
0
230
11,774,678.29
-1
0.997496
29,076,507.54
null
null
0.997496
2,414.79
0.998045
26,232.16
0.997542
8.120537
23
0_230_17
18
0
230
339,564
-1
0.998934
1,588,392.76
null
null
0.998934
6,018.1
0.999299
24,300.12
0.999006
-0.500083
23
0_230_18
19
0
230
2,228,772.51
-1
1.000511
3,953,940.98
null
null
1.000399
177.96
1.001523
1,781.6
1.000501
3.0303
23
0_230_19
20
0
230
3,442,887.69
1
0.999354
2,807,536.79
null
null
0.999058
5,048.4
0.999354
34,002.66
0.999096
-0.619888
23
0_230_20
21
0
230
82,605.49
-1
0.998866
2,360,883.42
null
null
0.998866
27,709.2
0.999256
10,780
0.999147
-3.939867
23
0_230_21
22
0
230
5,319,371.57
1
0.998501
7,820,001.4
null
null
0.998386
21,685
0.998616
17,352
0.998514
30.050278
23
0_230_22
23
0
230
12,905,847.75
1
1.000461
26,817,314.43
null
null
1.000408
21,679.24
1.000836
5,048.19
1.000755
4.849434
23
0_230_23
24
0
230
2,599,157.1
1
1.002057
3,257,815.91
null
null
1.001805
26,389.14
1.002142
204,525.2
1.001843
3.099442
23
0_230_24
25
0
230
600,583.62
1
0.999695
9,254,482.17
null
null
0.999458
6,326.5
0.999695
26,577.6
0.999504
-1.069903
23
0_230_25
26
0
230
0
0
0.99816
4,866,433.02
null
null
0.99816
377,996.26
0.998872
365,236.56
0.998522
1.579523
23
0_230_26
27
0
230
1,015,366.06
-1
0.998927
9,327,123.75
null
null
0.998875
38,454
0.999187
78,855.3
0.998978
0
23
0_230_27
28
0
230
2,606,348.97
-1
0.999058
2,425,380.3
null
null
0.998928
15,372
0.999448
7,690
0.999275
-6.399751
23
0_230_28
29
0
230
18,447,864.19
1
1.001101
9,679,908.97
null
null
1.000551
77,438.7
1.001184
4,805.44
1.001147
7.200241
23
0_230_29
30
0
230
788,903.68
1
1.001288
3,209,035.62
null
null
1.001118
43,423.44
1.001288
6,272.02
1.001266
-3.920198
23
0_230_30
31
0
230
283,880.27
-1
0.998545
1,461,881.77
null
null
0.998545
34,224.13
0.999436
66,254.1
0.998849
-12.630224
23
0_230_31
32
0
230
3,264,634.97
1
0.999652
4,953,834.06
null
null
0.999403
25,978.32
0.999652
17,804.4
0.99955
-5.859733
23
0_230_32
33
0
230
1,332,164.17
-1
0.999307
2,705,761.26
null
null
0.999307
69,372.6
0.999599
13,714
0.99955
-24.070145
23
0_230_33
34
0
230
11,619,650.85
1
1.001102
11,634,640.22
null
null
1.0002
8,649.45
1.001154
57,718
1.000325
4.689694
23
0_230_34
35
0
230
0
0
0.99951
6,700,273.73
null
null
0.999262
12,447.55
0.99951
32,154.08
0.999332
3.939867
23
0_230_35
36
0
230
882,381.19
1
1.000732
4,186,890.33
null
null
1.000631
60,490.08
1.000732
116,643
1.000665
-5.620122
23
0_230_36
37
0
230
1,443,664.56
1
1.000579
16,943,478.8
null
null
1.000388
25,138.8
1.000579
2,723.89
1.00056
-4.36008
23
0_230_37
38
0
230
7,780,817.1
-1
1.00106
12,089,807.9
null
null
1.00106
40,163.04
1.001182
100,750.35
1.001095
-4.879832
23
0_230_38
39
0
230
0
0
0.999487
5,871,819.28
null
null
0.999487
11,662.2
0.999667
132,195.4
0.999502
9.089708
23
0_230_39
40
0
230
4,288,611.16
1
0.998617
4,058,768.43
null
null
0.998501
8,631
0.998848
17,440.68
0.998616
-2.679825
23
0_230_40
41
0
230
10,720,505.84
-1
0.999996
86,139,911.18
null
null
0.999996
15,751.2
1.000199
19,693
1.000086
4.969835
23
0_230_41
42
0
230
0
0
0.998055
2,157,956.68
null
null
0.996842
31,494.18
0.998145
25,983.36
0.997556
5.639792
23
0_230_42
43
0
230
391,116.79
1
0.999704
2,174,909.96
null
null
0.999532
1,572.12
0.999761
17,472
0.999551
-1.779795
23
0_230_43
44
0
230
3,050,201.34
-1
1.000285
42,222,343.78
null
null
1.000237
124,220.94
1.000474
41,910.66
1.000414
8.490086
23
0_230_44
45
0
230
36,429,685.89
1
1.000279
319,027,947.8
null
null
1.000279
56,988
1.000314
19,946.5
1.000305
-12.879968
23
0_230_45
46
0
230
0
0
1.002494
2,652,038.36
null
null
1.001418
33,868.8
1.002494
87,669.16
1.001718
31.590462
23
0_230_46
47
0
230
147,668.93
-1
1.001106
2,260,364.52
null
null
1.001106
9,205
1.001541
36,836
1.001193
1.38998
23
0_230_47
48
0
230
0
0
0.999558
9,160,993.07
null
null
0.999087
12,838.1
0.999644
4,904.55
0.99949
-2.329946
23
0_230_48
49
0
230
0
0
0.999949
7,586,026.43
null
null
0.999949
83,777.76
1.000226
91,632.51
1.000081
3.800392
23
0_230_49
50
0
230
8,756,859.6
-1
0.996413
5,750,327.02
null
null
0.996134
18,521.9
0.996691
55,596.75
0.996274
8.729696
23
0_230_50
51
0
230
3,040,671.01
-1
1.000521
10,525,529.17
null
null
1.000521
4,211.9
1.000664
24,853.75
1.000542
18.81957
23
0_230_51
52
0
230
725,315.31
-1
0.998779
8,205,807.88
null
null
0.998695
24,657.84
0.99903
27,883.44
0.998852
-0.609756
23
0_230_52
53
0
230
1,795,747.26
1
1.000212
22,271,931.14
null
null
1.000067
119,312.79
1.000212
118,163.64
1.00014
-7.609725
23
0_230_53
54
0
230
8,002,600.17
-1
0.999822
10,331,271.53
null
null
0.999822
574.24
1.0001
2,010.4
0.999884
0.360012
23
0_230_54
55
0
230
6,399,934.64
-1
0.999633
4,567,018.32
null
null
0.999633
33,816.96
0.999816
47,177.26
0.99971
-3.659725
23
0_230_55
56
0
230
0
0
1.000442
8,016,723.91
null
null
1.000283
23,026.28
1.000601
56,073.6
1.000376
3.759861
23
0_230_56
57
0
230
3,495,435.96
1
1.00101
11,184,988.86
null
null
1.000463
2,031.99
1.00101
13,554
1.000534
-2.419949
23
0_230_57
58
0
230
12,374,813.12
-1
1.000076
18,863,743.04
null
null
0.999848
13,142
1.000304
55,221.6
0.999936
8.000135
23
0_230_58
59
0
230
339,530.4
-1
0.99874
5,324,882.7
null
null
0.998554
112,263.98
0.998834
24,193.3
0.998784
14.560223
23
0_230_59
60
0
230
673,098.94
-1
1.000393
7,051,959.06
null
null
1.000354
151,038.32
1.00059
121,416.92
1.000485
4.069805
23
0_230_60
61
0
230
52,052.81
-1
0.99944
5,055,012.37
null
null
0.99944
48,155.54
0.999797
22,432
0.999684
-12.170076
23
0_230_61
62
0
230
427,362.36
-1
0.999879
3,896,335.02
null
null
0.999879
495.72
1.001009
496.28
1.000444
-12.670159
23
0_230_62
63
0
230
217,755.95
-1
0.998344
3,448,057.82
null
null
0.998344
33,735.52
0.99854
144,958.68
0.998381
7.829666
23
0_230_63
64
0
230
0
0
0.999451
8,793,811.51
null
null
0.999243
110,379.3
0.999659
130,589.92
0.999434
-18.16988
23
0_230_64
65
0
230
0
0
1.000898
10,122,554.41
null
null
1.000685
87,324.8
1.000898
56,472
1.000814
-15.310049
23
0_230_65
66
0
230
3,743,537.07
-1
1.000082
4,559,264.05
null
null
1.000082
19,334.16
1.000194
80,209.92
1.000104
-12.220144
23
0_230_66
67
0
230
8,792,159.36
1
1.002025
21,470,433.9
null
null
1.001618
16,532.64
1.002083
39,283.26
1.001756
23.989677
23
0_230_67
68
0
230
495,667.2
1
1.0003
6,323,604.49
null
null
1.000212
67,800.81
1.0003
75,391.2
1.000254
-1.170039
23
0_230_68
70
0
230
74,918.37
1
1.002884
2,417,259.04
null
null
1.00256
10,889.12
1.002884
742.68
1.002864
7.139444
23
0_230_70
71
0
230
89,483,871.75
-1
0.998235
14,331,497.25
null
null
0.998002
40,025.16
0.998845
98,103.6
0.998247
-13.870001
23
0_230_71
72
0
230
2,472,123.74
1
0.998301
21,675,422.51
null
null
0.998242
8,375
0.998301
22,613.85
0.998258
3.52025
23
0_230_72
73
0
230
3,132,019.9
1
1.000645
2,925,551.55
null
null
1.000239
163,700.65
1.000645
173,236.5
1.000436
-5.76973
23
0_230_73
74
0
230
537,663.25
-1
0.999925
9,885,162.92
null
null
0.999882
140,000
1.000268
211,481.54
1.000036
-17.639996
23
0_230_74
75
0
230
3,943,985.01
1
0.999675
6,562,177.95
null
null
0.999539
4,851.99
0.999675
26,321.95
0.999561
-2.020001
23
0_230_75
76
0
230
104,441.76
1
1.000219
2,687,182.83
null
null
1.000018
17,938.8
1.000219
7,077.28
1.000162
-6.890297
23
0_230_76
77
0
230
11,409,363.85
1
1.00028
9,039,456.3
null
null
1.000028
81,442.4
1.00028
59,010.93
1.000174
-7.669926
23
0_230_77
80
0
230
305,436.41
1
1.000516
899,577.85
null
null
1.00015
15,665.76
1.000881
92,816.15
1.000256
10.639429
23
0_230_80
81
0
230
18,078,879.8
1
1.001981
7,591,842.22
null
null
1.00146
30,768
1.002046
46,794.72
1.001693
8.380413
23
0_230_81
82
0
230
0
0
0.996418
812,298.67
null
null
0.99575
19,817
0.996418
47,473.44
0.995947
-9.300113
23
0_230_82
83
0
230
41,317,789.96
-1
0.999728
83,433,191.87
null
null
0.999728
67,602.21
0.999915
184,560.04
0.999778
-8.419752
23
0_230_83
84
0
230
63,553,096.26
-1
0.999917
67,562,584.41
null
null
0.999799
273,565.57
1.000084
8,128.02
1.000075
15.649796
23
0_230_84
85
0
230
1,426,443.3
1
0.995717
1,888,223.51
null
null
0.995252
30,187.52
0.995717
26,083.2
0.995501
-14.560223
23
0_230_85
86
0
230
230,118.61
-1
1.007999
2,092,227.78
null
null
1.008982
8,673.6
1.010041
13,358
1.009399
40.09962
23
0_230_86
87
0
230
248,810.57
1
0.999141
3,357,172.02
null
null
0.998791
17,115
0.999141
57.07
0.99914
-8.38995
23
0_230_87
88
0
230
4,117,796.05
-1
1.000122
31,587,261.61
null
null
1.000219
514.58
1.000394
11,322.74
1.000227
1.460314
23
0_230_88
89
0
230
0
0
0.998125
5,925,568.05
null
null
0.998042
48,500
0.999113
3,034.5
0.99905
-0.929832
23
0_230_89
90
0
230
503,708.06
-1
0.999265
4,430,233.34
null
null
0.999217
96,862.57
0.999846
1,033.3
0.999839
-13.920069
23
0_230_90
91
0
230
6,818,055.91
1
1.000568
12,976,242.96
null
null
1.000296
2,061.78
1.000568
60,102.48
1.000305
4.349947
23
0_230_91
92
0
230
95,990.06
-1
0.995478
3,051,843.96
null
null
0.994806
636.61
0.996322
637.58
0.995564
-24.110079
23
0_230_92
93
0
230
107,253.03
1
0.999264
2,979,440.45
null
null
0.998878
10,336
0.999264
12,097.8
0.999056
-1.450181
23
0_230_93
94
0
230
0
0
0.99832
1,207,510.6
null
null
0.998271
21,372.75
0.998909
611.04
0.998891
-1.38998
23
0_230_94
95
0
230
22,508,133.2
-1
0.998065
53,525,319.6
null
null
0.998065
158,024.29
0.998157
37,153.76
0.998139
0.360012
23
0_230_95
96
0
230
2,298,615.98
1
0.998212
17,454,077.35
null
null
0.998047
59,814.72
0.998212
49,420.33
0.998138
6.730557
23
0_230_96
97
0
230
0
0
0.999677
3,543,431.53
null
null
0.999468
7,093.64
1.000302
19,188
0.999694
7.970333
23
0_230_97
98
0
230
86,021.56
1
0.999014
1,135,766.76
null
null
0.998333
64,592.01
0.999014
918,234
0.998378
-4.220009
23
0_230_98
99
0
230
4,548,890.72
1
1.002305
4,580,998.62
null
null
1.00206
24,783.81
1.002305
19,684.88
1.002197
1.339912
23
0_230_99
100
0
230
0
0
1.003911
164,193.23
null
null
1.003541
2,711
1.003911
2,712
1.003726
-5.490184
23
0_230_100
101
0
230
1,591,328.56
1
1.000227
1,560,607.93
null
null
0.998131
105,788.04
1.000539
82,990.44
0.999482
-3.200173
23
0_230_101
103
0
230
582,757.14
1
1.001199
4,637,974.24
null
null
1.00099
7,399.08
1.001325
118,424.96
1.001009
2.009869
23
0_230_103
104
0
230
3,279,277.21
1
0.999512
6,599,137.69
null
null
0.999298
40,180.14
0.999512
64,686.04
0.99938
-8.410215
23
0_230_104
105
0
230
0
0
1.000113
12,564,319.53
null
null
1.000113
132,673.2
1.000271
154,026.74
1.000186
-4.609823
23
0_230_105
106
0
230
2,034,506.62
1
0.998484
4,183,080.17
null
null
0.99825
12,528.81
0.998484
18,499.25
0.998344
0.580549
23
0_230_106
107
0
230
0
0
1.000453
1,951,162.82
null
null
0.999589
30,274.75
1.000489
29,190
1.000047
-8.789897
23
0_230_107
108
0
230
357,161.71
-1
0.997522
9,361,950.48
null
null
0.997289
3,841.05
0.997795
768.6
0.997711
-1.760125
23
0_230_108
109
0
230
958,842.2
1
1.000028
9,378,877.92
null
null
0.999716
104,613.9
1.000028
227,146.14
0.999815
5.379915
23
0_230_109
110
0
230
7,834,014.44
1
0.999895
19,327,442
null
null
0.999757
24,878.08
0.999895
66,543.6
0.999795
3.11017
23
0_230_110