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
61
0
290
3,044,023.77
-1
0.999797
6,077,165.82
null
null
0.998905
1,792.96
0.999262
11,210
0.998955
-14.110208
29
0_290_61
62
0
290
0
0
1.000807
5,568,353.07
null
null
0.999072
8,915.76
1.000847
17,863.2
0.999664
11.060238
29
0_290_62
63
0
290
1,959,650.45
1
0.998736
4,831,364.51
null
null
0.999519
5,102
0.999911
10,208
0.99965
-6.359816
29
0_290_63
64
0
290
0
0
0.998681
12,407,390.86
null
null
0.997993
20,610.33
0.999264
213,084.48
0.998106
13.420582
29
0_290_64
65
0
290
5,754,460.51
-1
1.00026
12,917,715.11
null
null
0.999622
56,400
0.999834
24,210.15
0.99977
-1.009703
29
0_290_65
66
0
290
2,644,265.75
-1
0.999133
6,498,607.07
null
null
0.999021
29,328.12
0.999412
3,578
0.999369
-10.250211
29
0_290_66
67
0
290
5,614,079.85
1
1.004759
41,554,369.57
null
null
1.00441
43,519.14
1.004846
36,281.7
1.004648
10.010004
29
0_290_67
68
0
290
1,243,581.48
1
1.000654
9,345,250.61
null
null
1.000565
11,323
1.000742
22,650
1.000624
-2.490282
29
0_290_68
70
0
290
789,790.18
1
1.0041
3,539,059.78
null
null
1.00337
27,864
1.0041
1,239.3
1.004069
-11.969805
29
0_290_70
71
0
290
17,661,872.03
-1
0.997501
95,629,800.52
null
null
0.996732
81,580
0.997795
58,800.24
0.99735
17.470121
29
0_290_71
72
0
290
0
0
0.999017
25,458,192.99
null
null
0.999076
25,146
0.999136
50,295
0.999096
-13.390183
29
0_290_72
73
0
290
0
0
1.000239
8,418,033.58
null
null
1.000239
63,153.3
1.000645
174,469.5
1.000347
3.490448
29
0_290_73
74
0
290
21,370,714.11
-1
1.000411
12,906,718.38
null
null
0.998668
4,894.05
1.000068
70,013
0.99876
-15.180111
29
0_290_74
75
0
290
2,442,558.22
1
0.999811
10,706,363.01
null
null
0.999811
15,736.49
0.999879
14,708
0.999846
7.450581
29
0_290_75
76
0
290
0
0
0.999918
4,676,658.83
null
null
0.999617
41,043.44
1.000018
6,776.88
0.999962
-5.409718
29
0_290_76
77
0
290
1,957,741.08
-1
1.000078
22,549,776.67
null
null
0.999776
2,978.85
1.00033
10,928.5
0.999895
-5.289912
29
0_290_77
80
0
290
1,591,259.59
1
1.002061
1,160,159.96
null
null
1.001555
178.27
1.003072
892.7
1.001808
4.450083
29
0_290_80
81
0
290
8,796,803.88
1
1.002567
20,568,836.91
null
null
1.001786
20,929.04
1.003348
5,548.68
1.003021
8.770227
29
0_290_81
82
0
290
0
0
0.99575
1,066,470.27
null
null
0.995082
16,408.78
0.99575
9,416.8
0.995507
14.270544
29
0_290_82
83
0
290
0
0
0.999448
131,988,154.69
null
null
0.999355
86,655.03
0.999542
148,204
0.999424
2.000332
29
0_290_83
84
0
290
35,383,732.91
1
1.001959
148,757,428.51
null
null
1.001741
271,383
1.002516
271,593
1.002129
3.77059
29
0_290_84
85
0
290
1,334,242.36
1
0.994904
2,533,285.4
null
null
0.99444
13,710.4
0.994904
51,609.46
0.994537
-0.380278
29
0_290_85
86
0
290
0
0
1.013217
3,133,845.1
null
null
1.013065
3,483.48
1.014275
1,341.4
1.013939
-60.200096
29
0_290_86
87
0
290
0
0
0.998003
6,011,551.29
null
null
0.998266
17,106
0.998791
57.05
0.998789
1.169443
29
0_290_87
88
0
290
0
0
1.000997
43,901,550.25
null
null
1.000763
51,486
1.000958
51,496
1.000861
4.390478
29
0_290_88
89
0
290
1,254,483.15
-1
0.99936
7,281,615.02
null
null
0.998536
63,081.2
0.999524
5,585.78
0.999444
-14.669895
29
0_290_89
90
0
290
88,464.12
1
0.99941
6,954,147.65
null
null
0.99883
2,683.85
0.999846
23,145.92
0.998936
0.940561
29
0_290_90
91
0
290
13,318,102.73
1
1.001145
13,323,402.88
null
null
1.001213
294.81
1.001722
9,438.72
1.001228
0.380278
29
0_290_91
92
0
290
681,529.42
1
0.994822
4,050,140.59
null
null
0.992447
63,510
0.994853
63,664
0.99365
17.149448
29
0_290_92
93
0
290
0
0
0.999264
4,339,375.72
null
null
0.999264
16,492.3
0.999457
7,342.82
0.999398
-10.889769
29
0_290_93
94
0
290
0
0
0.999252
1,825,131.28
null
null
0.997977
20,349
0.999252
203.75
0.999239
5.65052
29
0_290_94
95
0
290
13,992,026.2
-1
0.998433
68,117,352.88
null
null
0.998618
21,674
0.99871
22,759.8
0.998663
1.440048
29
0_290_95
96
0
290
4,834,595.63
1
0.999367
20,281,898.58
null
null
0.999202
31,607.1
0.999367
24,224
0.999296
-8.040071
29
0_290_96
97
0
290
0
0
1.001241
5,866,971.18
null
null
0.999885
9,590
1.001241
2,304.72
1.000978
-5.689859
29
0_290_97
98
0
290
533,865.63
1
0.999014
2,064,928.95
null
null
0.998333
171,272.25
0.999014
887,053.68
0.998443
-3.529787
29
0_290_98
99
0
290
5,700,130.05
1
1.002551
6,036,040.61
null
null
1.002796
8,172
1.003042
75,323.41
1.00282
-3.700256
29
0_290_99
100
0
290
0
0
1.003911
392,464.51
null
null
1.003541
2,711
1.003911
5,424
1.003664
-11.839867
29
0_290_100
101
0
290
1,724,195.28
1
1.000318
1,995,304.83
null
null
0.998769
76,707
1.000539
77,611.43
0.99965
-0.240207
29
0_290_101
103
0
290
1,330,517.52
1
1.001703
5,555,506.76
null
null
1.001619
5,970.75
1.001996
21,980.64
1.001699
5.810261
29
0_290_103
104
0
290
0
0
0.999298
11,604,234.35
null
null
0.998872
56,359.24
0.999085
20,928.54
0.999027
-4.600287
29
0_290_104
105
0
290
560,782.44
-1
1.000113
17,040,931.2
null
null
1.000113
138,767.28
1.000271
79,362.5
1.000213
-7.039905
29
0_290_105
106
0
290
849,098.51
1
0.999187
7,325,982.65
null
null
0.998718
11,511.45
0.998952
4,264.5
0.998889
-3.029704
29
0_290_106
107
0
290
0
0
1.000417
2,554,406.12
null
null
0.999625
3,055.36
1.000417
75,054.6
0.999656
20.240545
29
0_290_107
108
0
290
0
0
0.998301
12,707,613.37
null
null
0.997678
6,916.59
0.99834
6,408.5
0.998022
-1.350045
29
0_290_108
109
0
290
2,391,454.29
1
1.000962
11,724,576.72
null
null
1.000651
107,860.41
1.000962
69,068.86
1.000841
-7.650256
29
0_290_109
110
0
290
12,005,866.93
1
1.000379
25,669,276.99
null
null
1.000379
2,894.6
1.001001
5,503.16
1.000594
7.799864
29
0_290_110
111
0
290
339,114.53
-1
0.995416
1,018,875.83
null
null
0.995005
8,663.6
0.995416
2,421
0.995326
-16.080141
29
0_290_111
112
0
290
13,769,557.31
-1
0.999576
306,837,147.15
null
null
0.999645
252,127.24
0.999713
43,819.58
0.999703
-1.599789
29
0_290_112
113
0
290
0
0
0.99948
8,203,173.54
null
null
0.999455
36,621.13
0.999878
5,636.4
0.999821
-4.879832
29
0_290_113
114
0
290
2,079,494.14
-1
0.996343
1,710,576.22
null
null
0.995694
6,899.5
0.996776
5,525.6
0.996295
3.620386
29
0_290_114
115
0
290
6,667,927.2
1
1.000921
15,108,154.28
null
null
1.000718
4,437.63
1.001043
21,702.12
1.000773
2.239943
29
0_290_115
116
0
290
4,656,917.26
-1
1.000577
5,723,763.98
null
null
0.999814
5,141.36
1.000359
37,846.32
0.999879
0.339746
29
0_290_116
117
0
290
2,149,883.8
-1
0.998319
2,533,134.59
null
null
0.99769
511,590.45
0.998949
264,060.93
0.99852
4.240274
29
0_290_117
118
0
290
5,836,986.6
1
1.000645
11,075,630.89
null
null
0.999806
1,574.28
1.000645
3,151.2
1.000086
15.679598
29
0_290_118
119
0
290
1,179,182.11
1
1.002935
2,698,743.86
null
null
1.002129
27,354
1.003008
27,378
1.002569
-0.720024
29
0_290_119
120
0
290
4,278,100.64
-1
0.999551
6,953,508.25
null
null
0.999551
126,451
0.999832
52,376.1
0.99975
2.069473
29
0_290_120
121
0
290
1,247,537.38
1
0.999848
32,734,439.75
null
null
0.999558
209,781.99
0.999848
33,027.96
0.999809
-5.130172
29
0_290_121
122
0
290
2,139,766.52
-1
0.999391
6,089,344.66
null
null
0.999391
46,689.93
0.99989
378,936.36
0.999446
-6.700158
29
0_290_122
123
0
290
3,220,214.27
1
1.001278
14,631,148.71
null
null
1.001424
28,104.18
1.001571
20,517
1.001509
-6.72996
29
0_290_123
124
0
290
1,007,311.86
-1
0.995609
2,656,537.77
null
null
0.995338
7,360
0.997232
3,687
0.9966
-16.880035
29
0_290_124
125
0
290
2,370,253.32
-1
1.001027
3,387,179.47
null
null
0.9988
10,763.4
1.001584
23,385.7
0.999679
4.559755
29
0_290_125
126
0
290
4,843,807.7
1
0.99828
30,744,368.89
null
null
0.998023
58,852.86
0.998152
15,510
0.998125
-3.269911
29
0_290_126
127
0
290
2,814,602.59
1
1.001739
2,646,127.91
null
null
1.000958
16,504.8
1.002101
4,310.52
1.001865
-2.21014
29
0_290_127
128
0
290
372,126.78
1
0.998568
6,363,458.65
null
null
0.998413
19,398
0.998568
6,725.68
0.998528
-3.579855
29
0_290_128
129
0
290
0
0
1.000066
177,269.99
null
null
1.000066
207.25
1.002961
4,157
1.000204
1.15037
29
0_290_129
130
0
290
22,045,423.29
1
1.000103
24,130,531.47
null
null
1.000519
16,479.73
1.000685
10,948.21
1.000619
-6.639957
29
0_290_130
131
0
290
2,850,042.75
1
1.0022
4,989,749.79
null
null
1.001818
21,828.56
1.0022
9,504.55
1.002084
-1.130104
29
0_290_131
132
0
290
0
0
0.996738
30,394,383.4
null
null
0.996683
18,076
0.996959
361.62
0.996953
0.269413
29
0_290_132
133
0
290
24,971,291.07
1
1.002151
14,179,175.93
null
null
1.002566
6,940.22
1.003203
4,960.45
1.002937
-1.559854
29
0_290_133
134
0
290
274,957.8
-1
1.000579
12,922,760.91
null
null
1.000227
111,761.65
1.000931
109,138.5
1.000584
8.009672
29
0_290_134
136
0
290
789,262.08
1
0.99932
7,965,911.86
null
null
0.998843
167.52
0.99944
10,811.49
0.998852
-9.800196
29
0_290_136
137
0
290
0
0
0.997928
16,248,291.44
null
null
0.99764
37,043.4
0.997928
346.3
0.997926
10.319948
29
0_290_137
138
0
290
306,305.66
-1
0.996149
554,613.95
null
null
0.995349
29,872
0.996149
3,026.97
0.996075
-10.579824
29
0_290_138
139
0
290
2,450,794.49
-1
0.997848
5,996,234.67
null
null
0.997723
15,909
0.998036
159.14
0.998033
-2.830029
29
0_290_139
140
0
290
13,658,943.7
1
0.999984
43,942,196.96
null
null
0.999827
4,955.08
1.000194
12,010.95
0.999934
1.200438
29
0_290_140
141
0
290
4,741,619.07
-1
0.99859
53,823,070.27
null
null
0.998238
33,450.64
0.998309
7,087.5
0.998296
-5.549789
29
0_290_141
142
0
290
4,995,642.45
1
0.999625
79,825,678.67
null
null
0.999666
29,046
1.0001
5,327.41
1.000033
2.520084
29
0_290_142
143
0
290
15,211.56
1
0.999832
1,296,489.57
null
null
0.999148
42,471.4
0.999832
84,299.7
0.999377
11.320114
29
0_290_143
144
0
290
1,221,495.67
1
0.99903
16,787,762.85
null
null
0.998666
39,721.92
0.99903
16,700.81
0.998922
-3.430247
29
0_290_144
145
0
290
10,476,824.02
1
1.000504
13,800,507.84
null
null
1.000302
9,924
1.000907
10,327.2
1.000599
-25.129913
29
0_290_145
146
0
290
476,581.36
1
1.000229
2,681,699.12
null
null
1.000334
762.48
1.001226
19,079
1.000368
-3.150106
29
0_290_146
147
0
290
1,791,170.87
1
0.996358
7,031,417.53
null
null
0.995815
55,075.02
0.996358
137,551.6
0.99597
-14.839768
29
0_290_147
148
0
290
10,021,411.5
1
1.001169
19,767,172.3
null
null
1.001023
54,912
1.001315
38,930.22
1.001194
-10.669827
29
0_290_148
149
0
290
0
0
1.000667
6,785,122.73
null
null
1.000457
42,551.04
1.000667
26,790
1.000586
2.479553
29
0_290_149
151
0
290
36,620,947.7
1
1.000638
75,681,129.97
null
null
1.000999
80,904.42
1.001179
31,746
1.001128
-24.039745
29
0_290_151
152
0
290
2,751,722.21
1
0.999453
12,591,244.89
null
null
0.999015
6,161.4
0.999569
8,562.25
0.999247
6.99997
29
0_290_152
154
0
290
976,108
-1
1.000175
7,931,029.97
null
null
0.999217
43,388.88
0.999536
12,508
0.999465
11.769533
29
0_290_154
155
0
290
0
0
1.000884
805,530.68
null
null
1.000884
53.33
1.00126
2,987.6
1.000891
-2.350211
29
0_290_155
157
0
290
4,218,886.3
-1
1.000606
13,449,489.16
null
null
1.000575
3,218.2
1.000979
39,277.9
1.000606
0.829697
29
0_290_157
158
0
290
0
0
1.000898
3,636,393.07
null
null
0.998366
252.36
1.003588
42,745.08
0.998397
16.82043
29
0_290_158
159
0
290
2,304,284.94
-1
0.996836
3,879,305.85
null
null
0.99652
23,406.24
0.996995
6,295
0.996894
-5.789995
29
0_290_159
160
0
290
6,115,881.46
1
1.000584
32,234,226.73
null
null
1.00052
35,473.29
1.000584
312.56
1.000584
-3.52025
29
0_290_160
161
0
290
1,084,721.87
-1
0.998875
9,195,568.19
null
null
0.998792
25,201.22
0.999372
7,721.6
0.999236
8.209944
29
0_290_161
162
0
290
0
0
0.99835
12,545,883.37
null
null
0.997643
26,750.12
0.998296
4,583.5
0.9982
-11.860132
29
0_290_162
163
0
290
0
0
0.999969
70,334,910.92
null
null
0.999643
9,007.53
0.999969
91,820.98
0.999672
-2.170205
29
0_290_163
164
0
290
0
0
1.000882
10,252,806.78
null
null
1.001156
437.85
1.001499
21,900
1.001163
7.989407
29
0_290_164
165
0
290
239,851.85
-1
1.000412
6,057,292.29
null
null
1.000412
37,635.3
1.001046
95,892.67
1.000591
10.529757
29
0_290_165
166
0
290
205,047.24
-1
1.000486
26,583,213.66
null
null
1.000357
79,361.6
1.000616
48,108.06
1.000518
-13.380051
29
0_290_166
167
0
290
882,231.52
1
1.001
4,941,948.5
null
null
1.000666
26,907
1.001
3,588.8
1.000961
-4.51982
29
0_290_167
168
0
290
6,122,475.21
1
1.002224
263,907,931.25
null
null
1.002085
316,421.25
1.002314
23,320.57
1.002298
-2.350211
29
0_290_168