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
stringlengths
5
11
100
0
330
0
0
1.0028
403,270.25
1.0028
1.0028
1.00169
3,084.84
1.0028
6,284.88
1.002056
31.780005
33
0_330_100
101
0
330
2,027,561.49
1
0.999602
2,466,866.47
1.032648
1.019068
0.998899
86,690.21
1.000305
76,825
0.999645
-18.429756
33
0_330_101
103
0
330
2,108,798.74
1
1.002919
7,890,827.29
1.021875
1.013571
1.002625
9,084.66
1.002961
76,288.85
1.002661
-0.560284
33
0_330_103
104
0
330
1,013,691.06
1
0.998658
14,371,065.92
1.006767
1.000365
0.998445
85,532.12
0.998658
121,539.6
0.998533
-2.760291
33
0_330_104
105
0
330
3,668,729.51
-1
0.999325
22,186,419.54
0.990345
0.994126
0.999325
103,898.34
0.999483
156,950.56
0.999388
-1.919866
33
0_330_105
106
0
330
233,171.24
1
0.998835
8,246,458.37
1.004223
0.999421
0.998601
85.26
0.998718
1,449.59
0.998608
-2.009869
33
0_330_106
107
0
330
0
0
1.00128
2,750,022.56
1.00128
1.00128
1.000776
89,819.84
1.00128
2,782.2
1.001265
4.240274
33
0_330_107
108
0
330
0
0
0.998223
12,856,280.97
0.998223
0.998223
0.997756
12,553.31
0.998262
4,870.08
0.998121
-7.15971
33
0_330_108
109
0
330
0
0
1.000028
14,584,213.92
1.000028
1.000028
0.999716
157,643.1
1.000028
176,669.22
0.999863
-1.770258
33
0_330_109
110
0
330
406,103.13
1
1.001209
38,472,882.67
1.002245
1.001416
1.001001
41,852.98
1.001209
14,485
1.001155
-1.249909
33
0_330_110
111
0
330
304,018.62
-1
0.992949
1,433,143.76
0.975269
0.986782
0.992949
2,753.1
0.994183
13,419.9
0.993159
7.300377
33
0_330_111
112
0
330
172,561.79
-1
0.999645
335,765,202.17
0.999645
0.999645
0.999645
234,804.41
0.999713
196,533
0.999682
-4.889965
33
0_330_112
113
0
330
0
0
0.998934
8,613,473.15
0.998934
0.998934
0.998909
43,840.89
0.999455
16,499.63
0.999306
-0.699759
33
0_330_113
114
0
330
0
0
0.996199
4,011,947.74
0.996199
0.996199
0.996055
42,102.2
0.997354
14,236.66
0.997026
-7.500053
33
0_330_114
115
0
330
802,141.84
1
1.001023
21,627,773.93
1.004737
1.001692
1.000739
6,903.12
1.001144
51,301.12
1.000787
-2.14994
33
0_330_115
116
0
330
2,332,590.85
-1
0.999433
8,975,543.64
0.976128
0.984187
0.999433
183.55
0.999651
90,142.69
0.999434
-0.119805
33
0_330_116
117
0
330
408,891.93
1
0.998949
5,327,271.81
1.007132
0.999578
0.998319
177,980.92
0.998949
163,476.87
0.998647
4.440546
33
0_330_117
118
0
330
2,487,844.3
1
1.002194
15,668,695.34
1.014229
1.008386
1.000689
23,635.05
1.002201
20,514.65
1.001499
-7.219911
33
0_330_118
119
0
330
0
0
1.003008
4,414,563.01
1.003008
1.003008
1.002349
30,096
1.003118
30,119.1
1.002734
1.80006
33
0_330_119
120
0
330
676,086.01
-1
0.999832
11,496,918.84
0.991694
0.998148
0.999832
193,934.09
1.000113
70,103.88
1.000038
-4.919767
33
0_330_120
121
0
330
0
0
0.999268
35,192,692.55
0.999268
0.999268
0.998977
97,001.79
0.999268
129,178.26
0.999102
-1.580119
33
0_330_121
122
0
330
0
0
0.998393
8,634,224.38
0.998393
0.998393
0.998393
251,665.77
0.998892
354,253.9
0.9986
-2.859831
33
0_330_122
123
0
330
0
0
1.000399
20,967,241.22
1.000399
1.000399
1.000546
8,540
1.000692
94,363.73
1.000558
0.020266
33
0_330_123
124
0
330
146,521.45
-1
0.994527
3,565,725
0.990199
0.993445
0.994527
1,801.73
0.995068
8,903.18
0.994618
4.769564
33
0_330_124
125
0
330
733,508.72
-1
1.000916
5,232,625.62
0.985493
0.994625
1.000805
93,290.25
1.001863
74,135.28
1.001394
5.680323
33
0_330_125
126
0
330
0
0
0.997894
37,678,289.91
0.997894
0.997894
0.997894
51,169.8
0.998023
73,430.38
0.997947
-4.959703
33
0_330_126
127
0
330
609,734.97
1
1.002436
4,905,480.95
1.017919
1.006481
1.002129
8,262.06
1.002436
36,292.33
1.002186
2.299547
33
0_330_127
128
0
330
0
0
0.998259
6,858,893.71
0.998259
0.998259
0.998105
12,928
0.998259
1,486.95
0.998243
1.900196
33
0_330_128
129
0
330
0
0
1.001031
177,269.99
1.001031
1.001031
1.000066
207.25
1.002479
4,653.6
1.000169
16.750097
33
0_330_129
130
0
330
2,325,683.71
1
1.000186
46,986,649.82
1.003846
1.002598
1.000186
17,075.5
1.000269
40,888.4
1.00021
-5.099773
33
0_330_130
131
0
330
964,905.98
1
1.002073
7,456,526.33
1.017511
1.01279
1.001945
97,848.38
1.002073
70,371.84
1.002019
-8.149743
33
0_330_131
132
0
330
430,552.34
-1
0.996959
31,816,802.1
0.994478
0.995746
0.996959
7,774.83
0.99729
44,674.89
0.997008
-1.270175
33
0_330_132
133
0
330
11,887,841.67
1
1.002515
28,989,284.63
1.051831
1.014235
1.002202
4,955.5
1.002525
9,914.2
1.002309
0.840426
33
0_330_133
134
0
330
0
0
1.000931
13,680,720.43
1.000931
1.000931
1.000931
30,700.98
1.001635
101,018.77
1.001095
-0.420213
33
0_330_134
136
0
330
6,456.99
1
0.998128
8,965,319.58
0.999201
0.998128
0.997412
5,520.24
0.998128
12,973.5
0.997626
5.420446
33
0_330_136
137
0
330
0
0
0.999657
19,771,921.13
0.999657
0.999657
0.999427
30,693.57
0.999657
4,509.7
0.999628
-4.299879
33
0_330_137
138
0
330
86,020.68
-1
0.994816
770,472.23
0.951366
0.99215
0.994283
6,639.4
0.996149
10,538.34
0.995005
-3.349781
33
0_330_138
139
0
330
1,430,453.96
-1
0.998099
9,314,613.6
0.98518
0.997158
0.998099
38,196
0.998224
6,366.8
0.998206
-11.379719
33
0_330_139
140
0
330
4,693,653.6
1
0.999984
57,126,514.39
1.006647
1.004286
0.999932
43,647.4
0.999984
5,908.91
0.999978
-2.170205
33
0_330_140
141
0
330
0
0
0.997886
59,346,913.08
0.997886
0.997886
0.997886
28,338
0.998027
42,513
0.997942
-4.28021
33
0_330_141
142
0
330
0
0
0.999904
89,495,898.14
0.999904
0.999904
0.999749
14,040.06
1.000059
122,041.08
0.999781
7.940531
33
0_330_142
143
0
330
311,698.16
1
0.999832
1,668,990.13
1.005992
1.000517
0.999148
79,935
0.999832
155,830.26
0.99938
6.8295
33
0_330_143
144
0
330
638,787.97
1
0.998666
18,507,639.95
1.004737
1.000123
0.998544
39,223.71
0.998666
10,115.52
0.998641
-9.260178
33
0_330_144
145
0
330
624,278.92
-1
0.998286
26,527,464.27
0.98357
0.989013
0.998286
18,025.28
0.998488
46,607.73
0.998343
4.309416
33
0_330_145
146
0
330
278,402.79
1
0.999914
3,670,114.76
1.019121
1.001069
0.999232
3,427.38
1.000124
46,120.36
0.999294
4.370213
33
0_330_146
147
0
330
707,160.36
-1
0.994729
11,205,389.33
0.98387
0.990928
0.994729
50,178.48
0.995272
161,413.98
0.994858
3.689528
33
0_330_147
148
0
330
3,030,169.18
-1
0.999711
32,171,453.82
0.98294
0.983085
0.999711
74,102.55
0.999857
10,901.04
0.999838
-4.680157
33
0_330_148
149
0
330
0
0
1.000667
8,437,020.53
1.000667
1.000667
1.000404
69,711.65
1.000667
14,060
1.000623
2.330542
33
0_330_149
151
0
330
6,797,893.17
-1
0.998113
116,572,484.35
0.993062
0.994144
0.998293
53,845.82
0.998473
178,891.2
0.998335
5.420446
33
0_330_151
152
0
330
0
0
0.999336
19,115,406.59
0.999336
0.999336
0.998927
44,837.37
0.999511
68,494
0.999158
-2.329946
33
0_330_152
154
0
330
507,059.34
-1
0.999536
9,750,599.64
0.985791
0.996979
0.999536
68,293.68
0.999856
91,556.56
0.999673
3.750324
33
0_330_154
155
0
330
0
0
1.000697
1,256,303.9
1.000697
1.000697
1.000697
20,048.32
1.001072
6,027.42
1.000985
-2.790093
33
0_330_155
157
0
330
0
0
1.000544
17,900,595.93
1.000544
1.000544
1.00042
35,716.47
1.000793
20,922.85
1.000655
1.100302
33
0_330_157
158
0
330
228,759.61
1
0.99979
4,646,347.78
1.000898
1.000898
0.998366
22,081.5
1.000265
6,321
0.999843
-13.629794
33
0_330_158
159
0
330
633,354.77
-1
0.996361
6,118,935.69
0.976722
0.99066
0.996361
34,789.23
0.99652
25,797.2
0.996452
-8.789897
33
0_330_159
160
0
330
7,462,228.17
1
1.000392
44,840,530.19
1.006283
1.005194
1.000328
3,437.28
1.000392
51,562.5
1.000332
-1.900196
33
0_330_160
161
0
330
2,591,501.36
-1
0.999289
11,082,271.96
0.986284
0.988189
0.999289
13,029.12
0.999786
9,656
0.999574
0.909567
33
0_330_161
162
0
330
1,823,857.36
-1
0.997752
15,754,851.21
0.977714
0.993069
0.997752
14,659.2
0.998133
14,114.87
0.997946
-5.289912
33
0_330_162
163
0
330
1,229,752.83
-1
0.999363
72,220,732.17
0.997638
0.998501
0.999363
25,728.6
0.99948
31,735.64
0.999415
-0.270009
33
0_330_163
164
0
330
0
0
1.001842
11,296,164.35
1.001842
1.001842
1.001774
2,482.68
1.001842
730.25
1.001827
0.259876
33
0_330_164
165
0
330
1,146,654.61
-1
1.000412
7,304,913.08
0.985831
0.99217
1.000412
116,803.56
1.001046
101,703.39
1.000751
3.429651
33
0_330_165
166
0
330
1,025,776.42
-1
0.99932
28,187,552.06
0.990768
0.995433
0.99932
31,426.4
0.999579
234,351.32
0.999351
-6.250143
33
0_330_166
167
0
330
0
0
1.000219
6,586,396.5
1.000219
1.000219
1.000219
5,199.7
1.000331
986.26
1.000313
-6.039739
33
0_330_167
168
0
330
27,271,937.63
-1
1.002163
280,842,790.75
0.997235
0.999278
1.00216
39,972
1.002269
3,331.36
1.00226
-3.349781
33
0_330_168
169
0
330
245,971.81
-1
0.998966
9,423,494.26
0.997722
0.998912
0.998966
1,478
0.999399
15,156.06
0.999005
1.120567
33
0_330_169
170
0
330
1,438,299.98
-1
0.999159
9,957,426.42
0.98544
0.988078
0.999159
7,574
0.999555
63,722.57
0.999201
1.770258
33
0_330_170
171
0
330
2,326,004.09
1
1.000349
22,887,657.71
1.014761
1.009471
1.000057
52,552.95
1.000397
3,710.88
1.000375
-6.790161
33
0_330_171
172
0
330
19,104.52
-1
0.998419
1,328,017.18
0.994942
0.998261
0.998261
12,314.25
0.999526
5,690.7
0.999126
-1.72019
33
0_330_172
173
0
330
1,228,320.49
1
1.000322
4,534,548.18
1.048894
1.010553
0.999237
16,437.3
1.000425
21,103.49
0.999757
15.089512
33
0_330_173
174
0
330
0
0
0.994816
3,425,862.21
0.994816
0.994816
0.994662
9,285.12
0.995125
7,999.24
0.994911
14.369488
33
0_330_174
175
0
330
7,510,547.48
-1
1.001567
221,617,681.52
0.997536
0.999821
1.00137
129,390.72
1.001715
18,875.99
1.001671
3.379583
33
0_330_175
176
0
330
3,691,845.24
-1
1.00187
19,249,097.47
0.970135
0.988113
1.00187
101,659.32
1.002116
2,848.3
1.002109
-5.75006
33
0_330_176
177
0
330
437,939.73
1
1.001778
2,857,382.82
1.025234
1.00997
0.99889
53,219.86
1.002191
23,636.95
1.001178
0.679493
33
0_330_177
178
0
330
4,206,817.28
1
1.004502
30,251,843.23
1.020732
1.011386
1.004264
11,758.61
1.004502
3,794
1.004444
-3.489852
33
0_330_178
179
0
330
10,575,570.74
1
0.999531
177,383,720.31
1.00414
1.001551
0.999475
7,027
0.999531
55,516.46
0.999481
-1.029968
33
0_330_179
180
0
330
115,268.5
1
0.999228
5,856,855.63
1.00216
0.999939
0.998606
11,241
0.999317
12,823.86
0.998938
11.50012
33
0_330_180
181
0
330
0
0
1.000139
7,983,616
1.000139
1.000139
0.999841
2,011.68
1.000199
27,838.2
0.999865
-2.459884
33
0_330_181
182
0
330
0
0
0.998129
6,407,747.52
0.998129
0.998129
0.997912
64,492
0.998129
11,502.5
0.998096
-6.930232
33
0_330_182
183
0
330
35,075.72
-1
0.999855
39,036,811.92
0.999234
0.999786
0.999786
27,967.63
0.999924
9,710.31
0.999889
2.399683
33
0_330_183
184
0
330
65,432.76
-1
0.999552
7,756,015.26
0.999194
0.999373
0.999552
9,152.02
0.999821
33,938.56
0.999609
1.790524
33
0_330_184
185
0
330
0
0
0.999501
12,057,531.34
0.999501
0.999501
0.999314
3,734.22
0.999614
42,422.79
0.999338
0.209808
33
0_330_185
186
0
330
2,675,964.39
-1
0.999431
32,246,465.57
0.99197
0.994954
0.999431
24,605.78
0.999702
104,050.28
0.999483
1.97053
33
0_330_186
187
0
330
0
0
1.001263
28,152,262.51
1.001263
1.001263
1.001194
13,965.09
1.001333
58,891.91
1.00122
0.150204
33
0_330_187
188
0
330
66,069.79
1
0.99831
4,753,744.2
0.999871
0.998895
0.99831
102.34
0.998505
870.06
0.998331
-14.449954
33
0_330_188
189
0
330
3,079,167.76
-1
1.001865
12,484,220.64
0.9773
0.981807
1.001865
36,986.56
1.001978
79,138.8
1.001901
-2.110004
33
0_330_189
190
0
330
2,167,624.67
-1
1.001942
19,436,197.83
0.990845
0.9971
1.001923
26,572.52
1.002217
34,758.88
1.00205
3.650188
33
0_330_190
191
0
330
26,006,985.48
1
1.003436
533,440,127.68
1.010161
1.007053
1.003351
67,467.1
1.003436
3,551.2
1.003432
8.529425
33
0_330_191
192
0
330
0
0
0.997747
6,723,336.75
0.997747
0.997747
0.997671
12,034.52
0.998281
1,701.57
0.998205
3.269911
33
0_330_192
193
0
330
9,508,152.76
1
1.000871
108,966,582.27
1.010732
1.007999
1.000797
13,549
1.000871
54,200
1.000812
0.41008
33
0_330_193
194
0
330
1,815,392.48
1
0.998898
4,148,982.77
1.018308
1.013308
0.998751
22,685.28
0.999045
6,794
0.998977
4.800558
33
0_330_194
195
0
330
4,041,709.86
-1
0.998063
29,756,357.92
0.978846
0.985176
0.998063
8,917.29
0.998289
72,060.96
0.998088
0.319481
33
0_330_195
196
0
330
2,600,827.03
-1
0.997596
7,970,683.16
0.981559
0.987854
0.997596
66.56
0.997746
75,690.09
0.997596
16.499758
33
0_330_196
197
0
330
325,702.89
-1
0.999766
8,850,104.47
0.998355
0.998355
0.999766
26,923
0.999977
141.73
0.999976
-2.319813
33
0_330_197
198
0
330
3,068,907.12
1
1.00063
51,988,579.68
1.003881
1.002512
1.000459
266,317.92
1.00063
134,234.55
1.000573
-7.380247
33
0_330_198
0
0
340
0
0
0.999491
26,670,118.88
0.999491
0.999491
0.999169
18,743.25
0.999383
40,012.83
0.999237
-2.70009
34
0_340_0
1
0
340
158,775.74
-1
1.000073
3,325,611.5
0.991141
0.99972
0.999896
1,871.76
1.000073
15,146.91
0.999916
0.629425
34
0_340_1
2
0
340
0
0
0.999772
4,501,991.15
0.999772
0.999772
0.999561
37,962
1.000983
6,462.72
1.000776
-15.990138
34
0_340_2
3
0
340
2,605,518.14
1
0.999139
41,547,168.62
1.002279
1.001892
0.998967
48,772.5
0.999182
72,013
0.999054
-1.919866
34
0_340_3
4
0
340
3,074,247.17
1
0.999048
38,678,850.74
1.007894
1.007894
0.998841
28,472.41
0.999048
28,912
0.998944
4.26054
34
0_340_4
5
0
340
0
0
1.002102
19,831,286.36
1.002102
1.002102
1.002061
53,606.2
1.002469
51,660
1.002269
-6.769896
34
0_340_5