Datasets:
lockon
/
comp5212_pj

Dataset card Data Studio Files
xet
 Community
1
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
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0_300_167
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942,867.09
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