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
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0_360_4
5
0
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0
0
1.001205
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36
0_360_5
6
0
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1,783,277.08
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1.000178
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0_360_6
7
0
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3,811,705.47
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0_360_7
8
0
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1,212,622.82
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0.998155
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0_360_8
9
0
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0
0
0.99887
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0_360_9
10
0
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512,601.26
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0_360_10
11
0
360
308,929.66
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1.001713
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0_360_11
12
0
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9,137,177.71
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1.002137
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0_360_12
13
0
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632,350.22
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0_360_13
14
0
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13,761,005.41
1
1.001791
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0_360_14
15
0
360
2,668,647.88
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1.000918
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0_360_15
16
0
360
2,546,551.94
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1.001842
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0_360_16
17
0
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0
0
0.998421
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0_360_17
18
0
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0
0
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0_360_18
19
0
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97,839
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0_360_19
20
0
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1,488,998.39
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0.999058
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0_360_20
21
0
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0
0
0.998737
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36
0_360_21
22
0
360
6,342,168.92
1
1.002069
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0_360_22
23
0
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0
0
1.001264
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0_360_23