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
16
0
240
2,275,139.5
1
1.000877
4,595,331.27
null
null
1.000368
549.62
1.001023
54,998
1.000374
8.690357
24
0_240_16
17
0
240
4,569,876.9
-1
0.997756
36,557,977.72
null
null
0.997727
23,118.35
0.998074
1,035.51
0.998059
-1.729727
24
0_240_17
18
0
240
305,717.14
-1
0.998934
1,622,239.63
null
null
0.998934
11,489.1
0.999482
21,950.74
0.999122
0.309944
24
0_240_18
19
0
240
2,169,001.77
-1
1.000511
4,169,720.45
null
null
1.000399
17,973.96
1.001523
2,137.92
1.001403
-7.830262
24
0_240_19
20
0
240
3,428,738.84
1
0.999325
2,822,696.28
null
null
0.999058
18,510.8
0.999354
69,015.3
0.99912
2.290011
24
0_240_20
21
0
240
160,895.77
-1
0.998996
2,405,191.4
null
null
0.998996
30,484.08
0.999256
18,480
0.999158
-3.060103
24
0_240_21
22
0
240
4,857,733.54
1
0.998386
8,412,915.43
null
null
0.998156
39,197.44
0.998386
114,887.13
0.998214
40.739777
24
0_240_22
23
0
240
10,714,894.96
1
1.00105
26,934,259.9
null
null
1.000943
1,121.94
1.001157
561.09
1.001086
3.830195
24
0_240_23
24
0
240
2,840,503.17
1
1.002394
3,257,815.91
null
null
1.00231
32,348.96
1.002563
23,792
1.002456
-4.349947
24
0_240_24
25
0
240
221,167.7
-1
0.999537
10,917,354.41
null
null
0.999537
25,308
0.999774
99,990.3
0.999585
0.460148
24
0_240_25
26
0
240
221,351.64
-1
0.99816
5,168,254.45
null
null
0.99816
412,860.81
0.998872
376,468.56
0.998533
-4.320145
24
0_240_26
27
0
240
1,053,478.38
-1
0.998979
9,329,048.61
null
null
0.998927
57,684
0.999187
74,624.04
0.999041
-1.940131
24
0_240_27
28
0
240
2,625,969.3
-1
0.999383
2,471,391.89
null
null
0.999188
35,826.08
0.999578
15,305.09
0.999461
-5.67019
24
0_240_28
29
0
240
18,371,068.09
1
1.001084
9,863,499.65
null
null
1.000567
157,881.53
1.001184
3,003.4
1.001173
6.140471
24
0_240_29
30
0
240
877,012.7
1
1.001626
3,210,572.06
null
null
1.001457
43,911.56
1.001626
236.76
1.001625
-10.939837
24
0_240_30
31
0
240
282,106.5
-1
0.998545
1,496,211.89
null
null
0.998545
32,744.41
0.999436
77,474.1
0.99881
-10.330081
24
0_240_31
32
0
240
2,829,639.13
1
0.999652
5,408,485.74
null
null
0.999527
7,698.24
0.999652
17,644
0.999565
-8.299947
24
0_240_32
33
0
240
181,234.69
-1
0.998651
3,902,651.09
null
null
0.998651
3,014.22
0.999161
27,278.92
0.998702
-16.880035
24
0_240_33
34
0
240
10,664,942.74
1
1.001068
12,676,978.54
null
null
1.000287
57,668
1.001154
57,718
1.000721
16.139746
24
0_240_34
35
0
240
0
0
0.99951
6,725,429.09
null
null
0.999262
12,447.55
0.99951
32,154.08
0.999332
2.340078
24
0_240_35
36
0
240
2,082,925.34
1
1.000631
4,237,266.96
null
null
1.000631
9,884
1.000732
79,178.85
1.000642
-4.969835
24
0_240_36
37
0
240
1,564,912.28
1
1.000817
17,063,470.07
null
null
1.000435
20,950
1.000817
3,353.28
1.000765
-8.519888
24
0_240_37
38
0
240
7,329,337.69
-1
1.00106
12,660,823.28
null
null
1.001182
18,348.3
1.001303
25,211.3
1.001233
-3.839731
24
0_240_38
39
0
240
0
0
0.999744
5,934,438.54
null
null
0.999719
6,998.94
1.000027
45,118.2
0.99976
7.070303
24
0_240_39
40
0
240
4,251,355.72
1
0.998733
4,159,902.69
null
null
0.998501
8,631
0.998848
26,506.38
0.998587
-1.029968
24
0_240_40
41
0
240
10,376,537.65
-1
0.999945
86,478,760.2
null
null
0.999894
19,687
0.999996
3,544.02
0.999981
11.880398
24
0_240_41
42
0
240
0
0
0.99801
2,254,518.51
null
null
0.996842
31,494.18
0.9981
2,220.7
0.998017
4.53949
24
0_240_42
43
0
240
371,718.24
1
0.999761
2,421,848.32
null
null
0.999532
1,572.12
0.999761
17,472
0.999551
0.890493
24
0_240_43
44
0
240
3,037,930.29
-1
1.000285
42,277,563.49
null
null
1.000237
124,432.56
1.000474
63,077.66
1.000394
10.449886
24
0_240_44
45
0
240
34,104,938.33
1
1.000489
324,567,062.66
null
null
1.000419
124,251.28
1.000489
51,300
1.000469
-12.639761
24
0_240_45
46
0
240
0
0
1.003115
2,844,334.09
null
null
1.001418
33,868.8
1.003115
48,466
1.002116
36.350487
24
0_240_46
47
0
240
0
0
1.001106
2,412,630.87
null
null
1.001433
18,416
1.001759
9,395.22
1.001649
-9.760261
24
0_240_47
48
0
240
0
0
0.999301
9,847,173.91
null
null
0.99913
1,400.58
0.999729
23,357
0.999164
-0.560284
24
0_240_48
49
0
240
889,345.19
-1
0.999949
7,868,078.17
null
null
0.999672
56,341.34
0.999949
137,104
0.999753
2.73943
24
0_240_49
50
0
240
9,024,286.59
-1
0.99731
5,767,465.64
null
null
0.996938
8,059.5
0.997371
13,062.06
0.997104
0.259876
24
0_240_50
51
0
240
2,996,890.06
-1
1.000426
10,623,615.33
null
null
1.000426
842.3
1.000664
24,853.75
1.000434
30.299425
24
0_240_51
52
0
240
824,075.56
-1
0.998779
8,341,782.14
null
null
0.998779
19,537.32
0.998946
2,383
0.998928
-6.930232
24
0_240_52
53
0
240
600,228.95
1
1.000212
24,310,473.03
null
null
1.000067
62,709.54
1.000212
111,301.64
1.000119
-9.589791
24
0_240_53
54
0
240
8,014,661.36
-1
1.000031
10,392,151.82
null
null
0.999961
5,168.88
1.000205
8,042.44
1.000056
-0.100136
24
0_240_54
55
0
240
6,252,683.87
-1
0.999633
4,727,516.19
null
null
0.999633
45,581.76
0.999816
33,604.22
0.999739
-5.360246
24
0_240_55
56
0
240
0
0
1.000442
9,272,432.66
null
null
1.000124
152,100.26
1.000495
18,878
1.000455
5.069971
24
0_240_56
57
0
240
4,005,906.37
1
1.00101
11,287,895.37
null
null
1.001024
27,786.11
1.001394
8,135.52
1.00131
-7.770062
24
0_240_57
58
0
240
13,946,835.52
-1
1.000095
19,104,015.36
null
null
0.999791
5,256.5
1.00019
3,155.16
1.00004
16.349554
24
0_240_58
59
0
240
0
0
0.998834
5,762,585.4
null
null
0.998927
11,134.24
0.999114
10,708
0.999022
13.990402
24
0_240_59
60
0
240
4,335,243.57
-1
1.000275
7,189,770.81
null
null
1.000077
25,335
1.000314
5,828.43
1.00027
11.219978
24
0_240_60
61
0
240
47,341.14
-1
0.999619
5,061,967.71
null
null
0.999619
2,074.59
0.999797
29,946.72
0.99963
-11.680126
24
0_240_61
62
0
240
399,846.57
-1
0.99996
3,923,850.81
null
null
0.999919
24,787
1.001009
496.28
1.000987
-11.57999
24
0_240_62
63
0
240
217,602.82
-1
0.998344
3,449,078.71
null
null
0.998344
39,443.04
0.99854
145,366.44
0.998386
6.940365
24
0_240_63
64
0
240
0
0
0.999555
8,971,993.06
null
null
0.999243
110,379.3
0.999659
139,231.9
0.999427
-6.17981
24
0_240_64
65
0
240
714,999.56
-1
1.000898
10,236,055.36
null
null
1.000685
89,206.8
1.000898
28,236
1.000847
-14.640093
24
0_240_65
66
0
240
3,634,164.85
-1
1.000194
4,668,636.27
null
null
1.000194
30,794.88
1.000362
56,227.98
1.000253
-15.159845
24
0_240_66
67
0
240
8,736,107.97
1
1.002374
21,534,050.51
null
null
1.002054
39,626.7
1.002432
17,235.5
1.002318
20.910501
24
0_240_67
68
0
240
613,925.7
1
1.000389
6,323,604.49
null
null
1.0003
34,073.2
1.000389
203,098.74
1.000313
1.289845
24
0_240_68
70
0
240
491,350.94
1
1.003695
2,874,668.38
null
null
1.003127
25,009.62
1.004586
24,798
1.00386
-4.860163
24
0_240_70
71
0
240
89,720,411.02
-1
0.998797
14,558,214.82
null
null
0.997892
81,675
0.999029
20,442
0.998801
-13.830066
24
0_240_71
72
0
240
2,521,791.06
1
0.998421
21,742,540.51
null
null
0.998301
20,101.2
0.998421
108,224.38
0.99832
1.709461
24
0_240_72
73
0
240
3,193,901.26
1
1.000645
2,953,374.75
null
null
1.000239
178,811.1
1.000645
178,267.14
1.000442
-4.709959
24
0_240_73
74
0
240
655,277.09
-1
1.000068
9,859,259.87
null
null
0.999882
210,000
1.000239
9,103.25
1.000225
-23.36979
24
0_240_74
75
0
240
4,537,671.55
1
0.999743
6,562,177.95
null
null
0.999743
34,853.22
1.000083
882.66
1.000075
-2.329946
24
0_240_75
76
0
240
259,609.53
1
1.000219
2,761,029.53
null
null
1.000119
797.36
1.000219
6,778.24
1.000129
-10.849834
24
0_240_76
77
0
240
11,019,643.07
1
0.999827
9,514,788.52
null
null
0.999374
198.51
0.999776
12,908.35
0.99938
5.509853
24
0_240_77
80
0
240
340,323.08
1
1.001499
901,179.79
null
null
1.000431
20,121.91
1.001723
356.6
1.001701
10.470152
24
0_240_80
81
0
240
17,922,038.15
1
1.001981
7,796,765.58
null
null
1.00146
76,920
1.002046
26,014.17
1.001898
11.559725
24
0_240_81
82
0
240
0
0
0.996418
812,298.67
null
null
0.99575
19,817
0.996418
54,123.3
0.995929
-4.299879
24
0_240_82
83
0
240
45,544,210.97
-1
0.999728
83,903,962.02
null
null
0.999355
68,648.79
0.999542
116,204.8
0.999424
1.289845
24
0_240_83
84
0
240
62,694,307.24
-1
0.999965
69,179,925.23
null
null
1.000198
54,193
1.000567
271,065
1.00026
12.32028
24
0_240_84
85
0
240
1,536,825.92
1
0.995833
1,906,146.69
null
null
0.995484
5,232.58
0.995833
8,581
0.995616
-16.850233
24
0_240_85
86
0
240
204,461.7
-1
1.009814
2,127,803.59
null
null
1.009134
667.3
1.011024
935.97
1.009921
24.869442
24
0_240_86
87
0
240
287,423.05
1
0.999316
3,360,999
null
null
0.998791
17,115
0.999316
57.08
0.999315
-5.490184
24
0_240_87
88
0
240
3,848,729.67
-1
1.000161
31,856,327.99
null
null
1.0002
1,029.14
1.000375
514.66
1.000316
0.560284
24
0_240_88
89
0
240
0
0
0.998454
5,925,568.05
null
null
0.998454
970.4
0.999113
12,138
0.998503
0.710487
24
0_240_89
90
0
240
500,814.38
-1
0.999265
4,474,672.09
null
null
0.999217
64,643.89
0.999846
1,033.3
0.999836
-7.259846
24
0_240_90
91
0
240
6,872,824.14
1
1.000771
13,061,045.38
null
null
1.000398
7,364.25
1.000975
7,368.5
1.000687
15.660524
24
0_240_91
92
0
240
444,114.01
-1
0.994962
3,151,673.63
null
null
0.994806
636.61
0.998463
63,895
0.994842
-20.670296
24
0_240_92
93
0
240
70,260.3
-1
0.998684
3,608,316.74
null
null
0.998491
31,615.92
0.998684
2,428.49
0.99867
0.439882
24
0_240_93
94
0
240
50,160.02
-1
0.998418
1,240,542.81
null
null
0.998369
61,071
0.999056
611.13
0.999049
24.6799
24
0_240_94
95
0
240
22,723,653.92
-1
0.998157
53,657,062.88
null
null
0.998065
332,295.08
0.998249
97,821.99
0.998207
1.870394
24
0_240_95
96
0
240
5,121,104.55
1
0.998212
17,548,307.76
null
null
0.998212
90,130.1
0.998377
4,416.5
0.99837
3.77059
24
0_240_96
97
0
240
0
0
0.999885
3,618,146.19
null
null
0.999677
767.04
1.000615
1,727.46
0.999966
7.350445
24
0_240_97
98
0
240
139,171.54
1
0.999014
1,137,530.1
null
null
0.998333
139,012.92
0.999014
909,426
0.998423
-9.739995
24
0_240_98
99
0
240
3,872,709.77
1
1.002551
5,283,338.54
null
null
1.002305
12,252
1.002551
46,037.95
1.002357
2.340078
24
0_240_99
100
0
240
0
0
1.003911
164,193.23
null
null
1.003541
5,422
1.003911
5,424
1.003726
1.469851
24
0_240_100
101
0
240
1,691,170.6
1
0.999342
1,560,607.93
null
null
0.998144
76,659
1.000539
82,990.44
0.999295
0.749826
24
0_240_101
103
0
240
272,064.6
1
1.001199
4,992,778.92
null
null
1.000864
5,966.25
1.001199
1,909.84
1.001118
3.429651
24
0_240_103
104
0
240
2,343,331.68
1
0.999512
7,576,791.18
null
null
0.999298
36,059.1
0.999512
34,567.92
0.999407
-8.820295
24
0_240_104
105
0
240
0
0
1.000113
12,567,556.64
null
null
1.000113
152,352
1.000271
160,248.76
1.00019
-6.710291
24
0_240_105
106
0
240
2,132,607.59
1
0.998835
4,200,156.06
null
null
0.998484
5,456
0.998835
12,962.56
0.998588
1.159906
24
0_240_106
107
0
240
0
0
1.000453
1,952,274.27
null
null
0.999661
2,222.16
1.000489
29,190
0.999719
16.930103
24
0_240_107
108
0
240
0
0
0.997445
9,731,950.5
null
null
0.997522
20,490.4
0.997795
768.6
0.997785
-4.330277
24
0_240_108
109
0
240
2,696,587.14
1
1.000028
9,384,753.88
null
null
1.000028
211,091.14
1.000339
120,963.92
1.000226
-4.410148
24
0_240_109
110
0
240
10,773,524.04
1
1.000241
19,350,011.32
null
null
1.00031
10,275.12
1.000587
106,398.6
1.000334
2.559423
24
0_240_110
111
0
240
333,009.83
-1
0.995005
788,575.65
null
null
0.995005
13,939.2
0.995416
4,914.63
0.995309
-9.170175
24
0_240_111
112
0
240
58,858,861.52
-1
0.999919
228,545,934.71
null
null
0.999851
140,504
0.999919
156,676.36
0.999883
-4.019737
24
0_240_112
113
0
240
1,345,251.21
-1
0.999033
5,733,322.93
null
null
0.999008
1,206.75
0.999207
2,011.65
0.999083
2.750158
24
0_240_113
114
0
240
820,017.78
-1
0.996776
1,388,223.44
null
null
0.996776
13,814
0.998003
15,214.1
0.997361
-6.989837
24
0_240_114
115
0
240
468,573.03
1
1.000536
13,944,358.81
null
null
0.999906
3,941.36
1.000576
6,902
1.00015
7.339716
24
0_240_115
116
0
240
2,526,529.59
-1
1.000087
3,207,519.02
null
null
1.000032
72,729.36
1.000359
41,888.16
1.000239
-7.269979
24
0_240_116
117
0
240
2,063,714.33
-1
0.998319
1,443,545.16
null
null
0.998319
67,500.16
0.998949
303,751.8
0.998434
3.459454
24
0_240_117
118
0
240
1,968,231.25
1
1.000048
8,983,007.43
null
null
0.999171
36,185.44
1.000048
1,574.66
1.000011
12.049675
24
0_240_118
119
0
240
87,073.86
1
1.002166
2,104,512.51
null
null
1.000993
27,323
1.002239
14,225.64
1.001813
2.609491
24
0_240_119