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
42
0
380
0
0
0.998774
3,040,807.71
0.998774
0.998774
0.99792
13,099.77
0.998909
7,556.5
0.998548
-7.219911
38
0_380_42
43
0
380
0
0
0.999589
5,218,211.06
0.999589
0.999589
0.999361
71,606.5
0.999647
44,897.9
0.999536
-10.740161
38
0_380_43
44
0
380
0
0
0.999339
66,509,283.66
0.999339
0.999339
0.998961
634.05
0.999387
46,305.36
0.998967
2.650023
38
0_380_44
45
0
380
4,060,403.35
-1
0.999612
402,065,959.44
0.99905
0.999085
0.999647
21,926.52
0.999682
224,968.3
0.99965
1.64032
38
0_380_45
46
0
380
0
0
1.006406
9,333,590.26
1.006406
1.006406
1.004439
23,779.7
1.006654
10,700.14
1.005968
-10.129809
38
0_380_46
47
0
380
976,490.71
1
1.00078
4,269,158.55
1.04015
1.010459
1.000563
78,108
1.000998
25,403.04
1.000891
-0.389814
38
0_380_47
48
0
380
0
0
0.999687
13,221,305.19
0.999687
0.999687
0.999644
9,108.45
1.000243
231,353.1
0.999666
-2.220273
38
0_380_48
49
0
380
2,108,009.33
1
0.999949
15,757,913.7
1.010758
1.00272
0.999672
564,279.08
0.999949
105,209.28
0.999905
4.409552
38
0_380_49
50
0
380
1,470,848.44
-1
0.997
16,072,297.42
0.983084
0.992733
0.996938
51,903.18
0.997186
108,024.1
0.997019
2.830029
38
0_380_50
51
0
380
1,308,376.78
-1
1.002992
16,760,525.47
0.992801
1.000759
1.002992
844.46
1.00311
88,256.52
1.002993
-19.36972
38
0_380_51
52
0
380
0
0
0.997857
10,797,548.79
0.997857
0.997857
0.997773
34,274.88
0.998024
42,497.28
0.997885
4.8697
38
0_380_52
53
0
380
0
0
0.999921
36,881,527.08
0.999921
0.999921
0.999775
95,065.74
0.999921
98,166.6
0.999847
-1.630187
38
0_380_53
54
0
380
362,984.41
-1
1.000518
21,432,449.07
0.998464
0.999891
1.000518
63,210.4
1.000762
2,011.73
1.000754
-0.180006
38
0_380_54
55
0
380
5,256,962.1
-1
0.999085
11,413,029.75
0.899707
0.979721
0.999085
42,275.37
0.999268
27,732.9
0.999196
-2.040267
38
0_380_55
56
0
380
0
0
1.000919
13,167,488.36
1.000919
1.000919
1.000548
161,037.87
1.001131
145,453
1.000855
-8.72016
38
0_380_56
57
0
380
628,948.29
1
1.001054
20,512,921.59
1.004141
1.001276
1.000744
2,710.08
1.001128
28,466.76
1.000777
2.100468
38
0_380_57
58
0
380
5,744,453.76
1
1.002187
44,815,782.4
1.02446
1.01204
1.001997
12,116.63
1.002206
72,714.96
1.002027
0.059605
38
0_380_58
59
0
380
609,504.22
1
1.001633
8,128,259.18
1.01199
1.007884
1.001446
60,104.8
1.001633
31,775.6
1.001568
3.410578
38
0_380_59
60
0
380
552,766.99
1
1.001084
16,838,873.39
1.008485
1.002683
1.000906
253.56
1.001301
6,595.16
1.000921
5.949736
38
0_380_60
61
0
380
483,676.08
-1
0.996588
8,923,074.8
0.985891
0.993379
0.996588
24,875.5
0.996944
22,759.44
0.996774
10.770559
38
0_380_61
62
0
380
0
0
1.000726
6,209,644.5
1.000726
1.000726
1.000323
75,134.91
1.000766
8,930.88
1.000719
-0.010133
38
0_380_62
63
0
380
0
0
0.999519
7,010,302.25
0.999519
0.999519
0.999519
96,631.88
0.999715
39,956.49
0.999658
-8.190274
38
0_380_63
64
0
380
0
0
0.99943
12,144,200.87
0.99943
0.99943
0.99918
50,387.4
1.000367
192,180
0.999427
0.350475
38
0_380_64
65
0
380
0
0
0.999622
17,971,563.51
0.999622
0.999622
0.999409
31,342.33
0.999622
177,096
0.999441
-1.220107
38
0_380_65
66
0
380
2,700,115.39
-1
0.998239
8,290,449.76
0.939637
0.976563
0.998239
8,577.12
0.998406
53,616
0.998262
-4.02987
38
0_380_66
67
0
380
0
0
1.006765
48,471,730.24
1.006765
1.006765
1.00662
69,230
1.00726
34,637
1.007046
-1.779795
38
0_380_67
68
0
380
561,869.33
1
1.000123
10,860,543.72
1.006928
1.0003
0.999947
102,296.64
1.000123
350,178.92
0.999987
0.220537
38
0_380_68
70
0
380
1,076,874.4
1
1.003695
4,599,395.36
1.008718
1.008232
1.003452
1,981.6
1.003695
12,388
1.003485
2.150536
38
0_380_70
71
0
380
0
0
0.99832
116,053,207.2
0.99832
0.99832
0.998002
88,218.72
0.99898
1,635.28
0.998962
-2.980232
38
0_380_71
72
0
380
0
0
0.998123
28,026,798.85
0.998123
0.998123
0.998063
51,915.7
0.998123
167.48
0.998123
-1.080036
38
0_380_72
73
0
380
0
0
1.000239
8,938,196.8
1.000239
1.000239
1.000239
105,773.15
1.000645
145,765.26
1.00041
-4.429817
38
0_380_73
74
0
380
9,814,454.6
-1
0.999525
25,720,325.81
null
0.998454
0.999525
53,880.75
0.999654
699.84
0.999652
3.0303
38
0_380_74
75
0
380
2,634,962.09
1
1.000559
14,454,119.61
1.019934
1.010349
1.000423
588.64
1.000627
34,589.65
1.000427
1.109839
38
0_380_75
76
0
380
573,233.78
-1
0.999115
5,935,042.51
0.990586
0.997309
0.999015
8,462.6
0.999416
119,520
0.999042
3.490448
38
0_380_76
77
0
380
1,332,042.58
-1
0.99887
26,586,624.49
0.990362
0.994541
0.99887
40,674.05
0.999071
46,834.2
0.998964
-7.169843
38
0_380_77
80
0
380
1,071,163.34
1
1.002061
2,254,284.43
1.0774
1.020938
1.001555
17,827
1.002117
3,745.77
1.002019
-3.669858
38
0_380_80
81
0
380
5,580,705.28
1
1.003999
27,581,701.5
1.019427
1.015912
1.003673
42,245.32
1.004324
37,798.6
1.004017
6.120205
38
0_380_81
82
0
380
148,349.07
1
0.997087
1,580,783.94
0.99976
0.999092
0.996418
50,365.98
0.997087
49,221.08
0.996757
-2.020001
38
0_380_82
83
0
380
0
0
0.999821
135,702,300.12
0.999821
0.999821
0.999728
256,202.19
0.999915
205,257.36
0.999832
-2.970099
38
0_380_83
84
0
380
24,623,133.63
1
1.002811
163,364,969.12
1.020408
1.008079
1.002509
1,105,375.37
1.002834
5,433.58
1.002832
-0.839829
38
0_380_84
85
0
380
1,706,062.03
1
0.994556
3,259,604.76
1.025077
1.019739
0.99444
25,707
0.994672
73,710.6
0.9945
13.610125
38
0_380_85
86
0
380
286,854.74
1
1.008226
3,992,954.56
1.011024
1.009058
1.007394
2,398.14
1.008377
3,334
1.007806
-6.960034
38
0_380_86
87
0
380
0
0
0.999491
6,686,013
0.999491
0.999491
0.999141
55,072.55
0.999491
57.09
0.999491
-5.609989
38
0_380_87
88
0
380
0
0
1.001483
49,552,458.77
1.001483
1.001483
1.001249
3,090.66
1.00158
91,204.56
1.00126
2.62022
38
0_380_88
89
0
380
3,223,679.1
-1
0.997878
8,819,650.72
null
0.963718
0.997878
37,944.99
0.998536
50,950.2
0.998159
-1.500249
38
0_380_89
90
0
380
934,247.21
1
0.998878
7,609,774.23
1.019731
1.002071
0.998249
73,453.48
0.998878
46,659.96
0.998634
-0.650287
38
0_380_90
91
0
380
8,508,215.31
1
1.001315
20,243,928.38
1.050049
1.026378
1.001043
6,484.72
1.001383
589.72
1.001354
0.970364
38
0_380_91
92
0
380
7,679.2
-1
0.9964
5,793,320.07
0.994072
0.9964
0.996228
101,365.68
0.999228
33,250.88
0.998489
-15.400052
38
0_380_92
93
0
380
0
0
0.997911
4,719,133.18
0.997911
0.997911
0.997911
1,755.42
0.998104
21,275.68
0.997926
1.829863
38
0_380_93
94
0
380
0
0
0.999448
2,061,250.37
0.999448
0.999448
0.999399
248,815.38
1.000037
24,061.38
0.999981
3.889799
38
0_380_94
95
0
380
0
0
0.998894
85,536,549.2
0.998894
0.998894
0.998802
227,619
0.998894
31,327.6
0.998883
9.659529
38
0_380_95
96
0
380
0
0
0.998625
25,768,592.87
0.998625
0.998625
0.998542
90,401.94
0.998707
103,791.8
0.998619
2.410412
38
0_380_96
97
0
380
40,666.26
1
0.99999
6,635,793.67
1.000511
1.000198
0.999573
16,873.12
1.000407
51,141.35
0.99978
1.549721
38
0_380_97
98
0
380
0
0
0.998333
3,126,429.74
0.998333
0.998333
0.998333
320,128.74
0.999014
836,833.4
0.998522
-7.879734
38
0_380_98
99
0
380
1,644,592.68
1
1.002796
11,134,147.54
1.011386
1.006723
1.002551
117,484.6
1.002796
89,728.56
1.00269
-6.129742
38
0_380_99
100
0
380
0
0
1.005762
402,946.08
1.005762
1.005762
1.005021
11,810.25
1.005762
10,433.28
1.005415
-4.500151
38
0_380_100
101
0
380
1,977,640.46
1
0.99968
2,516,787.5
1.032648
1.015604
0.997818
162,464.08
1.000292
142,892.64
0.999136
-3.259778
38
0_380_101
103
0
380
1,991,245.84
1
1.0025
8,041,285.46
1.019443
1.013571
1.00229
4,301.82
1.002541
19,602.1
1.002335
-5.189776
38
0_380_103
104
0
380
1,000,522.59
1
0.998658
14,384,234.39
1.006553
1.000152
0.998445
112,997.85
0.998658
123,458.4
0.998547
-1.569986
38
0_380_104
105
0
380
3,626,202.71
-1
0.999325
22,228,946.34
0.990345
0.995229
0.999325
189,084.83
0.999483
135,698.16
0.999417
-3.560185
38
0_380_105
106
0
380
221,388.88
1
0.998835
8,258,240.73
1.004223
0.999655
0.998718
45,448.91
0.998835
511.68
0.998834
-3.730059
38
0_380_106
107
0
380
0
0
1.00218
2,720,013.22
1.00218
1.00218
1.001892
5,567.8
1.002252
56,811.96
1.001924
-1.38998
38
0_380_107
108
0
380
0
0
0.997795
12,856,280.97
0.997795
0.997795
0.997678
2,817.87
0.998185
7,432.7
0.997817
-12.249947
38
0_380_108
109
0
380
0
0
1.000028
14,584,213.92
1.000028
1.000028
0.999716
171,381.9
1.000028
278,072.6
0.999835
-7.770062
38
0_380_109
110
0
380
432,434.01
1
1.001139
38,446,551.79
1.002245
1.001416
1.00107
72,270.17
1.001139
72,999.36
1.001105
-3.330112
38
0_380_110
111
0
380
297,962.57
-1
0.99336
1,439,199.81
0.975269
0.987193
0.99336
2,826.72
0.993771
25,088.46
0.993402
-0.839829
38
0_380_111
112
0
380
0
0
0.999095
335,083,546.68
0.999095
0.999095
0.999026
172,393.8
0.999095
199,757.77
0.999058
-3.309846
38
0_380_112
113
0
380
0
0
0.999455
8,613,473.15
0.999455
0.999455
0.999406
4,426.51
0.999778
67,630.08
0.999429
7.200241
38
0_380_113
114
0
380
0
0
0.996271
4,011,947.74
0.996271
0.996271
0.996127
53,011.2
0.996704
2,762.6
0.996676
7.590056
38
0_380_114
115
0
380
773,071.59
1
1.000901
21,677,045.55
1.004615
1.00155
1.000637
2,465.15
1.000921
52,769.19
1.00065
-2.840161
38
0_380_115
116
0
380
2,283,004.24
-1
0.999379
9,025,130.25
0.976945
0.984949
0.99927
19,269.6
0.999542
117,117.66
0.999308
0.460148
38
0_380_116
117
0
380
408,891.93
1
0.998949
5,327,271.81
1.007132
0.999578
0.998319
255,599.76
0.998949
163,334.04
0.998703
3.869534
38
0_380_117
118
0
380
2,237,485.28
1
1.000384
15,919,054.35
1.014229
1.002105
0.999692
6,296.4
1.001108
157,633
0.999746
10.839701
38
0_380_118
119
0
380
0
0
1.003595
4,414,563.01
1.003595
1.003595
1.002386
19,152.7
1.003741
55,069.98
1.002736
10.449886
38
0_380_119
120
0
380
419,399.97
-1
0.999551
11,753,604.88
0.9945
0.99899
0.999551
182,588.12
0.999832
24,727.22
0.999798
-2.710223
38
0_380_120
121
0
380
0
0
0.999268
35,192,692.55
0.999268
0.999268
0.998977
147,653.31
0.999268
246,137.42
0.999086
-1.109839
38
0_380_121
122
0
380
0
0
0.998393
8,634,224.38
0.998393
0.998393
0.998393
105,472.71
0.998892
395,314.92
0.998498
9.260178
38
0_380_122
123
0
380
0
0
1.000399
20,967,241.22
1.000399
1.000399
1.000399
78,966.36
1.000546
96,877.76
1.000465
1.590252
38
0_380_123
124
0
380
172,032.38
-1
0.995068
3,540,214.07
0.99047
0.993986
0.995068
23,324.86
0.995609
25,767
0.995325
-5.990267
38
0_380_124
125
0
380
536,661.13
-1
0.99958
5,420,672.54
0.986997
0.991562
0.99958
179.53
1.000359
2,874.72
0.999626
10.659695
38
0_380_125
126
0
380
0
0
0.997508
37,678,289.91
0.997508
0.997508
0.997508
96,332.5
0.997637
15,502
0.997619
3.449917
38
0_380_126
127
0
380
602,565.84
1
1.002352
4,916,234.66
1.017919
1.003134
1.001404
28,357.84
1.00252
20,124.16
1.002057
2.989769
38
0_380_127
128
0
380
0
0
0.998568
6,858,893.71
0.998568
0.998568
0.998413
14,289.86
0.998568
12,545.98
0.998496
-4.02987
38
0_380_128
129
0
380
0
0
1.001272
177,269.99
1.001272
1.001272
1.001272
12,616
1.001996
12,459
1.001636
44.959785
38
0_380_129
130
0
380
2,638,636.29
1
0.999728
47,040,872.49
1.003679
1.002432
0.999687
216,101.62
0.99977
52,407.2
0.999754
-2.989769
38
0_380_130
131
0
380
915,057.86
1
1.001435
7,506,374.45
1.017511
1.011259
1.001307
27,468
1.001435
65,460.66
1.001345
-0.619888
38
0_380_131
132
0
380
377,050.68
-1
0.997014
31,870,303.75
0.995029
0.996683
0.996959
77,567.49
0.99729
152,654.28
0.99707
-2.160072
38
0_380_132
133
0
380
11,321,188.87
1
1.002222
29,555,937.43
1.051831
1.014235
1.001848
304,160.25
1.002222
17,840.16
1.002201
2.069473
38
0_380_133
134
0
380
0
0
1.000931
13,680,720.43
1.000931
1.000931
1.000931
57,647.88
1.001635
79,816.07
1.001227
0.369549
38
0_380_134
136
0
380
0
0
0.998724
8,971,776.57
0.998724
0.998724
0.998247
6,278.25
0.998963
5,696.36
0.998622
-6.790161
38
0_380_136
137
0
380
0
0
0.999427
19,771,921.13
0.999427
0.999427
0.999312
1,560.51
0.999427
22,196.48
0.999319
-4.169941
38
0_380_137
138
0
380
82,269.24
-1
0.99455
774,223.67
0.951366
0.992684
0.994283
14,994.6
0.995882
28,543.04
0.994834
10.540485
38
0_380_138
139
0
380
1,341,638.57
-1
0.997346
9,337,415.39
0.985431
0.996719
0.997221
15,901
0.997472
102,110.1
0.997255
-2.959967
38
0_380_139
140
0
380
4,654,196.72
1
0.99988
57,165,971.27
1.006227
1.004286
0.999827
61,176.18
0.99988
35,449.74
0.99986
1.430512
38
0_380_140
141
0
380
0
0
0.997323
58,559,293.72
0.997323
0.997323
0.997323
17,418.03
0.997464
63,450.24
0.997353
4.45962
38
0_380_141
142
0
380
0
0
1.000368
89,530,280.72
1.000368
1.000368
1.000245
12,593.88
1.000534
97,873.04
1.000278
1.590252
38
0_380_142
143
0
380
311,698.16
1
1.000517
1,668,990.13
1.005992
1.001885
0.999832
95,257.2
1.000517
61,418.62
1.000249
-9.899735
38
0_380_143
144
0
380
809,416.91
1
0.997937
18,464,735.67
1.004616
0.99988
0.997816
14,544.09
0.997937
1,972.32
0.997923
-3.730059
38
0_380_144
145
0
380
574,673.92
-1
0.998286
26,577,069.27
0.98357
0.991836
0.998286
13,073.28
0.998488
2,476.5
0.998456
1.260042
38
0_380_145
146
0
380
253,630.46
1
0.999809
3,694,887.08
1.018911
1.002223
0.999652
22,668.31
0.999914
19,054
0.999795
-6.009936
38
0_380_146