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
111
0
230
324,132.49
-1
0.995005
788,575.65
null
null
0.995005
13,939.2
0.995416
7,335.63
0.995274
-4.36008
23
0_230_111
112
0
230
57,148,242.64
-1
0.999713
224,956,649.43
null
null
0.999713
124,762.06
0.999782
53,577.12
0.999761
-5.459786
23
0_230_112
113
0
230
1,387,126.73
-1
0.999008
5,677,354.68
null
null
0.999008
1,206.75
0.999207
1,609.32
0.999094
2.410412
23
0_230_113
114
0
230
691,963.63
-1
0.996993
1,334,174.61
null
null
0.996849
13,815
0.99822
1,383.4
0.998095
-22.910236
23
0_230_114
115
0
230
0
0
1.000312
13,346,201.45
null
null
0.999846
3,448.48
1.000373
7,886.4
1.000006
2.789497
23
0_230_115
116
0
230
2,473,820.86
-1
1.000087
3,205,131.52
null
null
1.000032
72,729.36
1.000359
40,969.56
1.000241
-8.490086
23
0_230_116
117
0
230
1,924,769.24
-1
0.998319
1,442,957.35
null
null
0.998319
67,611.18
0.998949
309,544.35
0.998432
-3.989935
23
0_230_117
118
0
230
2,377,623.35
1
0.999832
8,568,891.57
null
null
0.999
7,865.05
0.999895
174,760.62
0.999038
5.609989
23
0_230_118
119
0
230
86,254.99
1
1.001763
2,104,512.51
null
null
1.000847
5,736.99
1.002202
27,356
1.001082
9.969473
23
0_230_119
120
0
230
5,244,370.52
-1
1.000253
4,460,628.18
null
null
1.000113
64,437.12
1.000393
73,866.8
1.000243
-9.809732
23
0_230_120
121
0
230
696,138.12
1
1.000138
29,946,373.86
null
null
0.999848
138,827.64
1.000138
47,334.3
1.000065
-7.439852
23
0_230_121
122
0
230
3,507.39
-1
0.999391
4,334,528.87
null
null
0.999391
84,967.26
0.99989
312,964.68
0.999497
-5.400181
23
0_230_122
123
0
230
1,793,856.01
1
1.000838
10,888,912.85
null
null
1.000692
82,747.63
1.000838
60,549.24
1.000777
2.440214
23
0_230_123
124
0
230
194,955.24
-1
0.996961
2,425,312.65
null
null
0.996961
110.58
0.997772
11,177.67
0.996969
-8.580089
23
0_230_124
125
0
230
2,927,209.87
-1
0.999524
2,346,186.19
null
null
0.999079
33,914.16
1.002809
1,981.21
1.002604
-34.04975
23
0_230_125
126
0
230
2,530,169.89
1
0.997894
24,299,373.71
null
null
0.997766
52,015.92
0.998023
180,513.12
0.997823
-1.850128
23
0_230_126
127
0
230
1,126,988.1
1
1.001739
2,117,404.17
null
null
1.000427
71,722
1.001739
17,954
1.001476
-1.000166
23
0_230_127
128
0
230
1,456,902.91
1
0.997333
4,046,376.85
null
null
0.997024
6,973.56
0.997333
161,604.18
0.997036
10.080338
23
0_230_128
129
0
230
0
0
1.001031
127,408.92
null
null
1.000066
207.25
1.001513
8,675.59
1.0001
-3.839731
23
0_230_129
130
0
230
9,123,836.1
1
0.998855
18,483,318.4
null
null
0.998772
79,853.2
0.998855
59,444.55
0.99882
13.129711
23
0_230_130
131
0
230
2,303,829.62
1
1.001945
3,866,521.16
null
null
1.001562
19,939
1.001945
118,737.36
1.001617
-0.219941
23
0_230_131
132
0
230
0
0
0.997124
28,252,866.13
null
null
0.996793
180.78
0.997124
18,264.84
0.996797
-3.309846
23
0_230_132
133
0
230
1,922,466.03
1
1.001302
13,006,313.42
null
null
1.000735
27,710.2
1.001403
990.31
1.00138
10.67996
23
0_230_133
134
0
230
7,783,618.62
-1
1.000227
4,153,448.27
null
null
1.000227
74,233.04
1.000931
148,101.3
1.000463
-3.669858
23
0_230_134
136
0
230
175,931.99
1
0.99932
4,297,503.54
null
null
0.998843
6,533.28
0.99932
24,050.6
0.998945
-5.810261
23
0_230_136
137
0
230
2,303,337.81
1
0.99862
9,325,611.83
null
null
0.998332
64,091.4
0.99862
17,327
0.998559
-11.219978
23
0_230_137
138
0
230
120,871.63
-1
0.998548
505,094.85
null
null
0.998281
7,490
0.999348
20,057.15
0.998572
-29.879808
23
0_230_138
139
0
230
0
0
0.998538
3,911,704
null
null
0.998538
15,922
0.998726
159.25
0.998724
-11.799932
23
0_230_139
140
0
230
13,868,999.19
1
0.999355
38,335,126.05
null
null
0.999198
16,379.56
0.999355
36,002.61
0.999247
2.000332
23
0_230_140
141
0
230
1,626,497.17
-1
0.997675
47,849,686.65
null
null
0.997675
35,415
0.997886
14,169
0.997826
-0.15974
23
0_230_141
142
0
230
26,128,333.49
-1
0.999274
46,741,896.12
null
null
0.999129
483.84
0.999522
13,552.84
0.999143
4.030466
23
0_230_142
143
0
230
170,498.06
-1
0.999148
764,932.5
null
null
0.999148
22,863.6
0.999832
52,990.47
0.999354
-4.649758
23
0_230_143
144
0
230
1,634,727.34
1
0.999152
7,195,484.89
null
null
0.998787
19,411
0.999152
15,962.32
0.998987
-5.530119
23
0_230_144
145
0
230
16,942,934.98
1
1.000302
5,639,195.61
null
null
0.999899
19,840
1.000302
10,271.34
1.000165
-0.540018
23
0_230_145
146
0
230
0
0
0.99897
2,099,359
null
null
0.998917
94,984.65
0.999547
15,428.07
0.999459
4.220009
23
0_230_146
147
0
230
4,983,125.9
1
0.997444
3,141,860.6
null
null
0.996901
54,162
0.997444
155,134.65
0.997042
-15.619993
23
0_230_147
148
0
230
18,847,993.78
1
1.001753
9,488,692.52
null
null
1.001607
4,120.8
1.001753
18,340.23
1.001634
-9.269714
23
0_230_148
149
0
230
0
0
1.000615
4,472,465.82
null
null
1.000404
58,314.65
1.000615
79,985.79
1.000493
-3.95
23
0_230_149
151
0
230
17,295,271.77
1
1.000638
60,475,023.08
null
null
1.000458
226,221.34
1.000638
135,457.74
1.000571
0.699759
23
0_230_151
152
0
230
7,229,309.78
1
0.998811
4,027,361.83
null
null
0.998285
29,074.25
0.99884
342.24
0.998833
-0.74029
23
0_230_152
154
0
230
0
0
0.999856
5,630,335.83
null
null
0.999856
17,610.64
1.000175
43,055.04
0.999949
-9.719729
23
0_230_154
155
0
230
0
0
1.000697
568,848.1
null
null
1.000509
32,039.31
1.000697
7,678.08
1.00066
-2.570152
23
0_230_155
157
0
230
751,017.73
-1
1.000606
8,587,654.5
null
null
1.000451
1,287.12
1.000762
27,037.92
1.000465
-3.470182
23
0_230_157
158
0
230
290,499.43
-1
0.996942
2,087,083.87
null
null
0.996783
44,093
0.997891
25,224
0.997488
4.229546
23
0_230_158
159
0
230
1,602,991.81
-1
0.996361
2,012,705.61
null
null
0.996361
16,922.79
0.99652
18,876
0.996436
-0.280142
23
0_230_159
160
0
230
4,339,391.03
1
1.000264
27,261,334.27
null
null
1.000136
95,912.94
1.000264
50,306.06
1.00022
-1.239777
23
0_230_160
161
0
230
5,747,275.39
-1
0.998212
4,017,394.51
null
null
0.998212
12,051
0.998792
2,652.76
0.998687
0.610352
23
0_230_161
162
0
230
3,050,291.7
1
0.997752
8,527,189.71
null
null
0.99737
366.34
0.997806
50,577
0.997373
3.410578
23
0_230_162
163
0
230
716,998.25
1
0.999969
64,286,981.33
null
null
0.999969
42,907
1.000062
42,911
1.000016
-8.320212
23
0_230_163
164
0
230
3,173,369.8
-1
1.000882
4,887,176.09
null
null
1.000813
2,188.5
1.001156
5,400.15
1.000912
-2.369881
23
0_230_164
165
0
230
2,115,494.55
-1
0.999778
2,444,482.45
null
null
0.999778
49,186.63
1.000412
146,754
0.999937
1.660585
23
0_230_165
166
0
230
3,686,220.03
-1
1.000357
20,365,235.11
null
null
1.000357
83,955
1.000616
41,274.09
1.000531
-5.000234
23
0_230_166
167
0
230
887,340.45
1
1.000331
2,871,487.46
null
null
1.000108
18,645.12
1.000331
59,982.54
1.000161
3.119707
23
0_230_167
168
0
230
10,749,231.72
-1
1.001691
223,972,241.96
null
null
1.001706
3,329.49
1.001917
3,330.19
1.001811
-0.020266
23
0_230_168
169
0
230
183,091.79
1
0.999372
6,411,171.88
null
null
0.999155
739.14
0.999372
1,108.95
0.999242
-3.190041
23
0_230_169
170
0
230
1,022,819.73
-1
0.999951
5,301,409.69
null
null
0.999951
41,159.4
1.000215
29,418.16
1.000105
-8.360147
23
0_230_170
171
0
230
475,010.14
1
0.999718
15,826,389.86
null
null
0.999281
20,593
0.999718
103,834.08
0.999353
-4.090071
23
0_230_171
172
0
230
381,521.06
1
0.998103
319,716.04
null
null
0.996997
31,535
0.998103
7,703.08
0.997886
13.109446
23
0_230_172
173
0
230
0
0
0.999392
1,960,629.41
null
null
0.999133
1,353.52
0.999392
15,472.8
0.999154
11.34038
23
0_230_173
174
0
230
700,639.94
-1
0.995742
1,444,713.33
null
null
0.995587
1,032.64
0.996513
71,641.4
0.995601
7.779598
23
0_230_174
175
0
230
85,970,195.04
1
1.000293
114,136,094.05
null
null
1.000066
69,995.38
1.000408
570,926.6
1.000103
8.900166
23
0_230_175
176
0
230
7,689,804.68
-1
1.001623
9,017,152.22
null
null
1.001588
38,716.48
1.001975
40,155.39
1.001778
-8.260012
23
0_230_176
177
0
230
0
0
1.002073
1,051,666.19
null
null
1.001189
26,161.52
1.002603
48,824.44
1.001683
-30.990242
23
0_230_177
178
0
230
112,176.76
1
1.003549
20,311,924.91
null
null
1.003364
6,063.52
1.003602
49,656.86
1.00339
-2.200007
23
0_230_178
179
0
230
17,042,755.11
1
0.998621
105,970,495.07
null
null
0.998479
36,504
0.99865
70,212
0.998537
-2.099872
23
0_230_179
180
0
230
195,416.13
1
1.000472
2,810,795.41
null
null
0.999406
4,725
1.000916
112.67
1.000881
16.419888
23
0_230_180
181
0
230
522,952.33
-1
1.000557
2,550,713
null
null
1.000557
4,026.24
1.000855
12,753.56
1.000628
2.189875
23
0_230_181
182
0
230
1,141,711.92
-1
0.998563
2,004,910.3
null
null
0.998563
90,909.25
0.99878
34,990.4
0.998719
-10.129809
23
0_230_182
183
0
230
2,585,602.32
-1
0.999372
22,435,270.92
null
null
0.999372
14,485
0.99951
43,750.74
0.999407
9.280443
23
0_230_183
184
0
230
2,813,943.66
-1
0.998925
2,957,091.78
null
null
0.998836
1,338.36
0.999284
44,632
0.998849
2.119541
23
0_230_184
185
0
230
5,843,527.99
-1
0.999202
3,421,825.65
null
null
0.999202
54,940.2
0.999614
12,540.07
0.999537
-2.279878
23
0_230_185
186
0
230
0
0
0.999974
20,791,778.22
null
null
0.999838
17,688
0.999974
53,071.2
0.999872
-7.619858
23
0_230_186
187
0
230
9,537,855.85
-1
1.000916
10,313,647.86
null
null
1.000916
26,483.12
1.001124
46,930.96
1.000991
-6.830096
23
0_230_187
188
0
230
813,032.55
1
0.999481
3,029,471.42
null
null
0.99909
2,560.5
0.999676
10,248
0.999207
4.8697
23
0_230_188
189
0
230
373,525.58
1
1.001865
7,687,314.43
null
null
1.001752
266.7
1.001865
622.37
1.001786
-5.279779
23
0_230_189
190
0
230
1,922,300.56
-1
1.000433
12,852,739.2
null
null
1.000413
103,578.72
1.000766
102,594.42
1.00059
9.36985
23
0_230_190
191
0
230
360,652,895.64
1
1.00215
142,548,263.15
null
null
1.001896
709.15
1.002179
263,878.2
1.001897
3.149509
23
0_230_191
192
0
230
0
0
0.998586
4,765,783.46
null
null
0.99851
14,139.36
0.998967
28,029.72
0.998663
-5.459786
23
0_230_192
193
0
230
14,203,473.32
-1
0.999357
54,684,333.49
null
null
0.999394
1,353
0.999579
13,532.5
0.999411
7.380247
23
0_230_193
194
0
230
232,985
1
0.997868
1,554,593.44
null
null
0.99728
20,346
0.997868
27,144
0.997532
-0.270009
23
0_230_194
195
0
230
517,852.65
1
1.000324
13,028,496.71
null
null
1.000211
2,654.4
1.000324
26,547
1.000221
-18.91017
23
0_230_195
196
0
230
0
0
0.999395
4,919,893.91
null
null
0.998945
13,330
0.999395
11,068.88
0.999191
-7.190108
23
0_230_196
197
0
230
1,341,929.94
-1
0.999836
3,655,440.96
null
null
0.999766
28,340
1.000189
38,984
0.999944
-5.729795
23
0_230_197
198
0
230
13,295,811.27
1
1.000117
30,718,005.56
null
null
1.000117
244,830.48
1.000288
111,151.47
1.000235
-0.280142
23
0_230_198
0
0
240
1,783,022.73
1
0.999705
15,687,146.86
null
null
0.999491
37,778.4
0.999705
37,320
0.999598
2.13027
24
0_240_0
1
0
240
433,272.28
-1
0.999367
2,002,990.86
null
null
0.99925
17,005
1.000484
5,788.84
1.000171
-2.300143
24
0_240_1
2
0
240
132,735.44
-1
0.99914
2,195,356.83
null
null
0.998929
40,973.04
1.000088
39,691.19
0.999518
-3.319979
24
0_240_2
3
0
240
6,620,392.12
-1
0.999354
24,583,518.14
null
null
0.999354
232.34
0.99944
39,733.56
0.999354
2.269745
24
0_240_3
4
0
240
0
0
0.997943
20,724,182.28
null
null
0.997735
14,437
0.997943
38,699.2
0.997792
5.279779
24
0_240_4
5
0
240
781,825.9
-1
1.000431
17,869,359.78
null
null
1.00039
27,494.88
1.000839
41,506.4
1.000569
10.449886
24
0_240_5
6
0
240
969,017.05
1
1.000304
4,234,152.14
null
null
0.999947
149,987.25
1.000304
37,152.96
1.000233
-0.74029
24
0_240_6
7
0
240
6,830,483.67
1
0.998947
25,866,521.17
null
null
0.998605
8,341.71
0.9989
1,925.58
0.998845
-14.29975
24
0_240_7
8
0
240
180,049.54
1
0.998137
12,878,965.49
null
null
0.997399
45,436.23
0.99845
4,331.82
0.998359
-4.919767
24
0_240_8
9
0
240
2,741,349.45
-1
0.999031
6,959,586.9
null
null
0.999031
33,420.6
0.999354
18,573
0.999239
8.660555
24
0_240_9
10
0
240
9,304,107.77
-1
1.00063
10,118,327.67
null
null
1.000524
94,822.56
1.001162
37,652
1.00098
-2.260208
24
0_240_10
11
0
240
1,308,076.32
-1
0.998776
2,269,634.58
null
null
0.998734
234.63
0.999202
2,347.4
0.998776
9.340048
24
0_240_11
12
0
240
9,042,992.32
1
1.000714
19,501,634.02
null
null
1.000631
1,674.4
1.000714
62,436.42
1.000633
3.240109
24
0_240_12
13
0
240
3,462,724.9
1
0.997265
9,816,884.24
null
null
0.99703
126.83
0.997265
32,222.44
0.997031
0.929832
24
0_240_13
14
0
240
7,711,126.4
1
1.001029
44,479,574.75
null
null
1.000738
70,428.06
1.001029
16,685.19
1.000973
0.109673
24
0_240_14
15
0
240
5,363,289.55
1
0.999472
2,192,627.43
null
null
0.999265
44,984.1
0.999885
14,520
0.999734
12.710094
24
0_240_15