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
159
0
390
558,723.59
-1
0.995728
6,193,566.87
0.976722
0.992085
0.995728
60,166.59
0.995886
100,985.28
0.995787
0.690222
39
0_390_159
160
0
390
7,189,991.25
1
1.000392
45,112,767.11
1.006155
1.005194
1.000328
23,904.72
1.000392
36,093.75
1.000354
-3.719926
39
0_390_160
161
0
390
2,475,604.53
-1
0.999703
11,198,168.79
0.986284
0.988272
0.999703
12,069
1.000034
10,986.43
0.999876
-2.089739
39
0_390_161
162
0
390
1,697,871.44
-1
0.99737
15,876,062.15
0.977714
0.992633
0.997316
28,756.12
0.997697
6,229.82
0.997629
4.040003
39
0_390_162
163
0
390
1,196,284.33
-1
0.999643
72,262,782.33
0.997638
0.99906
0.999596
428.91
0.999806
23,166
0.9996
0.469685
39
0_390_163
164
0
390
0
0
1.002117
11,281,586.21
1.002117
1.002117
1.002048
20,305.12
1.002117
60,919.53
1.002065
-6.710291
39
0_390_164
165
0
390
1,493,419.24
-1
1.001046
6,989,174.92
0.987099
0.993438
1.001046
122,688.3
1.00168
176,580.8
1.001306
-0.41008
39
0_390_165
166
0
390
908,975.9
-1
0.998802
28,292,776.72
0.990768
0.99621
0.998802
116,930.36
0.999061
106,320.9
0.998938
3.910065
39
0_390_166
167
0
390
0
0
0.99994
6,586,396.5
0.99994
0.99994
0.999885
31,725.48
0.999996
66,146.94
0.999921
-5.350113
39
0_390_167
168
0
390
26,165,105.79
-1
1.00204
281,849,908.01
0.997305
0.999389
1.002019
66,610.6
1.002154
9,992.94
1.002137
-0.039935
39
0_390_168
169
0
390
219,340.27
-1
0.999264
9,451,605.32
0.997722
0.999128
0.999074
27,715.5
0.999453
13,678.16
0.999328
2.119541
39
0_390_169
170
0
390
1,390,088.81
-1
0.999555
10,027,923.89
0.986231
0.98887
0.999555
10,835.11
0.999687
30,312
0.99959
-3.12984
39
0_390_170
171
0
390
2,166,293.53
1
0.99996
23,047,368.28
1.014761
1.009471
0.999718
89,618.7
0.99996
25,346.61
0.999907
-0.969768
39
0_390_171
172
0
390
18,978
-1
0.998103
1,328,143.7
0.997313
0.998103
0.997945
10,732.1
0.999842
5,945.5
0.999166
-18.429756
39
0_390_172
173
0
390
750,113.47
1
1.00151
5,012,755.19
1.048894
1.010553
1.000425
31,364.82
1.001562
2,519.79
1.001477
0.82016
39
0_390_173
174
0
390
0
0
0.996513
3,425,862.21
0.996513
0.996513
0.996513
6,460
0.996822
45,686.34
0.996551
16.069412
39
0_390_174
175
0
390
11,152,759.21
-1
1.002221
221,623,065.42
1.001704
1.001704
1.002187
10,791.36
1.002469
75,560.8
1.002222
-0.090003
39
0_390_175
176
0
390
2,502,064.33
-1
1.001729
20,438,878.37
0.970135
0.988113
1.001729
5,694.4
1.00187
42,429.24
1.001746
3.449917
39
0_390_176
177
0
390
437,939.73
1
1.001719
2,857,382.82
1.025234
1.013683
1.000658
20,884.17
1.002426
25,343.41
1.001458
21.309853
39
0_390_177
178
0
390
4,047,805.78
1
1.00429
30,418,031.02
1.019938
1.010168
1.004105
7,205.75
1.004423
4,173.07
1.004306
-10.26988
39
0_390_178
179
0
390
9,354,339.09
1
0.999674
178,484,727.08
1.004083
1.001267
0.999588
2,108.34
0.999617
35,140
0.99959
-1.869798
39
0_390_179
180
0
390
74,181.58
1
1.000383
5,897,942.54
1.00216
1.000472
1.000116
16,436.68
1.000383
7,657.48
1.000298
-2.520084
39
0_390_180
181
0
390
0
0
1.00008
7,983,616
1.00008
1.00008
0.999781
1,173.41
1.000199
8,720.4
0.999831
-8.069873
39
0_390_181
182
0
390
0
0
0.997695
6,407,747.52
0.997695
0.997695
0.997478
143,779.46
0.997695
82,690.02
0.997616
-0.910163
39
0_390_182
183
0
390
0
0
1.000338
39,072,902.23
1.000338
1.000338
1.000338
144.99
1.000614
18,853.9
1.00034
0.809431
39
0_390_183
184
0
390
679,786.08
-1
1
7,141,661.94
0.999731
0.999731
1
111.66
1.000179
90,795.84
1
-1.23024
39
0_390_184
185
0
390
0
0
0.999501
12,057,531.34
0.999501
0.999501
0.999426
800.28
0.999764
1,067.4
0.999571
-2.290011
39
0_390_185
186
0
390
2,560,236.66
-1
0.999838
32,400,670.94
0.993055
0.996311
0.999838
50,042.3
0.999974
78,280.02
0.999891
2.839565
39
0_390_186
187
0
390
0
0
1.001472
28,152,262.51
1.001472
1.001472
1.001333
92,153.6
1.001472
20,161.4
1.001447
1.929998
39
0_390_187
188
0
390
90,467.94
1
0.997335
4,739,597.37
0.998895
0.998115
0.996749
10,831.08
0.997725
19,330.92
0.9971
12.389421
39
0_390_188
189
0
390
2,907,003.44
-1
1.001865
12,656,384.96
0.981582
0.985301
1.001865
18,671.1
1.001978
39,124.8
1.001901
-6.899834
39
0_390_189
190
0
390
2,080,409.65
-1
1.002374
19,574,415.78
0.99261
0.998472
1.002217
96,098.08
1.002648
4,602.42
1.002629
-3.799796
39
0_390_190
191
0
390
15,852,065.61
1
1.004538
539,229,288.45
1.007816
1.007053
1.004467
71,097
1.004566
142,208
1.0045
-1.649857
39
0_390_191
192
0
390
0
0
0.998586
6,736,186.07
0.998586
0.998586
0.998662
29,199.62
0.998815
26,192
0.998742
-3.589988
39
0_390_192
193
0
390
9,140,455.08
1
1.00113
109,273,628.78
1.010511
1.007667
1.001056
27,105
1.00113
181,616.9
1.001065
-5.409718
39
0_390_193
194
0
390
1,717,329.32
1
0.99978
4,247,045.92
1.018161
1.01272
0.999486
22,158.22
0.99978
13,598
0.999668
-0.360012
39
0_390_194
195
0
390
3,895,040.97
-1
0.998289
29,903,026.81
0.979976
0.987663
0.998289
43,978.38
0.998402
73,747.2
0.998332
-1.590252
39
0_390_195
196
0
390
2,517,226.4
-1
0.99947
8,143,488.94
0.984257
0.992351
0.999395
56,944.72
0.999545
87,897.42
0.999454
1.339912
39
0_390_196
197
0
390
271,560.81
-1
0.999766
8,904,246.56
0.998355
0.998425
0.999766
12,894.7
0.999977
1,417.3
0.999956
-1.900196
39
0_390_197
198
0
390
3,225,269.29
1
1.000117
52,114,663.12
1.00371
1.001828
0.999946
371,274.4
1.000117
258,568.58
1.000047
-5.099773
39
0_390_198
0
0
400
0
0
0.999276
26,670,118.88
0.999276
0.999276
0.999169
116,842.25
0.999276
41,687.22
0.999248
0.519753
40
0_400_0
1
0
400
149,075.62
-1
1.000073
3,335,311.62
0.991141
0.999015
1.000073
5,275.89
1.000601
9,705.96
1.000259
-4.479885
40
0_400_1
2
0
400
0
0
0.99993
4,671,376
0.99993
0.99993
0.999456
189.79
1.000404
168,123.45
0.999457
-4.43995
40
0_400_2
3
0
400
2,493,922.82
1
0.999182
41,658,763.93
1.002021
1.001978
0.999096
49,940.2
0.999225
91,065.52
0.999141
-0.389814
40
0_400_3
4
0
400
2,991,914.18
1
0.99967
38,740,347.25
1.007894
1.007894
0.999532
38,471.58
0.99967
6,798.55
0.99965
4.179478
40
0_400_4
5
0
400
0
0
1.002061
19,831,286.36
1.002061
1.002061
1.001817
245.84
1.002469
2,706
1.001871
-1.699925
40
0_400_5
6
0
400
1,622,329.77
1
1.000598
6,891,211.18
1.020002
1.004105
1.000409
6,192.81
1.000724
5,718.24
1.000572
-1.999736
40
0_400_6
7
0
400
3,554,036.23
-1
0.998511
62,262,139.73
0.994091
0.996006
0.998511
4,491.27
0.998745
73,160.64
0.998525
6.389618
40
0_400_7
8
0
400
1,869,912.12
1
0.997648
23,328,346.79
0.998653
0.998243
0.997132
8,652.2
0.998372
2,165.74
0.998124
-5.549789
40
0_400_8
9
0
400
0
0
0.999031
12,896,565.15
0.999031
0.999031
0.99887
75,122.32
0.999031
60,652.2
0.998959
3.370047
40
0_400_9
10
0
400
462,770.25
-1
1.001002
22,359,456.38
0.990632
0.997971
1.000789
112,914
1.001109
4,518
1.001096
1.510382
40
0_400_10
11
0
400
308,929.66
1
1.001245
4,226,580.65
1.006779
1.001671
1.000436
940.12
1.001756
23,534
1.000487
0.940561
40
0_400_11
12
0
400
9,032,952.25
1
1.001844
35,450,279.74
1.018786
1.012344
1.00176
56,035.98
1.001844
169,558.92
1.001781
1.330376
40
0_400_12
13
0
400
521,933.81
1
0.99758
15,303,994.87
1.007721
1.003161
0.997344
15,351.27
0.997659
2,157.47
0.99762
0.07987
40
0_400_13
14
0
400
12,134,328.76
1
1.002455
67,007,966.04
1.015576
1.010376
1.002228
107,036.83
1.00252
25,993.38
1.002463
-5.249977
40
0_400_14
15
0
400
2,389,686.54
1
1.001469
13,611,745.12
1.018478
1.006702
1.001262
31,697.2
1.001537
14,544
1.001451
1.38998
40
0_400_15
16
0
400
2,546,002.52
1
1.001951
9,268,679.88
1.101966
1.019461
1.001314
5,501.4
1.002079
550.56
1.002009
0.56982
40
0_400_16
17
0
400
0
0
0.999086
53,327,911.2
0.999086
0.999086
0.998768
121,929.73
0.999086
1,727.6
0.999082
-0.180006
40
0_400_17
18
0
400
0
0
1.000029
3,539,242.71
1.000029
1.000029
0.999664
17,246.25
1.000029
53,072.13
0.999754
-0.110269
40
0_400_18
19
0
400
62,261.18
1
1.001973
7,530,757.06
1.01597
1.002647
1.000623
3,026
1.002535
11,948.78
1.00101
8.62956
40
0_400_19
20
0
400
0
0
1.000215
9,734,411.22
1.000215
1.000215
0.999859
8,083.92
1.000245
41,109.12
0.999923
-4.720092
40
0_400_20
21
0
400
0
0
0.999256
6,678,022.05
0.999256
0.999256
0.998996
37,335.3
0.999515
29,652.7
0.999285
-0.360012
40
0_400_21
22
0
400
6,050,207.95
1
1.00322
19,219,424.27
1.074583
1.038211
1.00299
49,103.39
1.00322
1,176.66
1.003215
-6.759763
40
0_400_22
23
0
400
0
0
1.001719
50,357,540.37
1.001719
1.001719
1.001478
22,450.8
1.001585
6,923.07
1.00156
0.879765
40
0_400_23
24
0
400
0
0
1.001973
10,113,278.16
1.001973
1.001973
1.001889
41,964.64
1.001973
153,962.55
1.001907
1.980066
40
0_400_24
25
0
400
700,469.9
-1
0.999853
17,031,812.21
0.970469
0.994324
0.999853
39,619.54
0.999932
28,102.98
0.9999
-10.550022
40
0_400_25
26
0
400
0
0
0.997449
7,989,194.75
0.997449
0.997449
0.997449
552,948.8
0.99816
696,365.02
0.997764
-0.650287
40
0_400_26
27
0
400
2,054,407.95
-1
0.999135
11,874,682
0.984381
0.987082
0.999083
159,617.3
0.999447
11,735.18
0.999422
-5.980134
40
0_400_27
28
0
400
296,382.37
-1
0.999708
7,452,723.86
0.991
0.997759
0.999708
53,767.08
0.999968
2,462.08
0.999957
4.149675
40
0_400_28
29
0
400
9,286,928.9
1
1.001567
30,653,645.03
1.045536
1.022352
1.001201
249,286.35
1.001584
293,849.88
1.001377
-6.710291
40
0_400_29
30
0
400
365,554.92
1
1.000442
6,655,806.04
1.011441
1.002134
1.000272
29,614.11
1.000442
1,064.16
1.000436
-2.14994
40
0_400_30
31
0
400
93,212.24
1
0.996764
2,638,861.68
0.998545
0.996764
0.995873
118,083.16
0.996764
147,025.41
0.99627
-38.250088
40
0_400_31
32
0
400
0
0
0.998655
10,382,617.47
0.998655
0.998655
0.998405
28,675.8
0.99853
18,425.3
0.998481
4.800558
40
0_400_32
33
0
400
2,755,563.07
-1
0.997193
9,315,682.76
null
0.974525
0.997193
129,969.5
0.997266
114,244.7
0.997232
-9.949803
40
0_400_33
34
0
400
655,497.05
1
1.001345
26,829,834.34
1.003062
1.001865
1.000825
2,307.96
1.001345
2,309.16
1.001085
-0.380278
40
0_400_34
35
0
400
0
0
0.999676
10,179,452.73
0.999676
0.999676
0.99951
14,989.12
0.999759
73,392.37
0.999553
2.189875
40
0_400_35
36
0
400
0
0
1.000529
8,905,896.13
1.000529
1.000529
1.000428
67,889.34
1.000529
119,584.3
1.000465
4.919767
40
0_400_36
37
0
400
720,157.01
-1
1.000244
29,851,649.23
0.994944
0.998048
1.000244
39,169.02
1.000388
26,395.74
1.00033
-0.420213
40
0_400_37
38
0
400
1,180,417.64
-1
1.001545
22,167,977.44
0.994883
0.999849
1.001545
161,308.68
1.001666
95,589.64
1.001621
2.110004
40
0_400_38
39
0
400
0
0
1.001364
9,939,348.33
1.001364
1.001364
1.001055
183,383.85
1.001364
9,736.75
1.001348
-4.680157
40
0_400_39
40
0
400
293,375.79
1
1.000352
10,303,246.98
1.001278
1.001162
1.000121
27,491.1
1.000352
23,779.25
1.000245
-7.680059
40
0_400_40
41
0
400
9,975,274.25
1
1.003145
133,558,297.99
1.008224
1.007361
1.003094
22,317.5
1.003247
19,753
1.003175
6.150007
40
0_400_41
42
0
400
0
0
0.998774
3,040,807.71
0.998774
0.998774
0.9981
30,867.73
0.998909
6,000.75
0.998778
-13.8098
40
0_400_42
43
0
400
0
0
0.999504
5,218,211.06
0.999504
0.999504
0.999361
64,271.2
0.999532
7,161.88
0.999515
-5.26011
40
0_400_43
44
0
400
0
0
0.999434
66,509,283.66
0.999434
0.999434
0.999245
18,392.67
0.999434
7,189.3
0.999381
-3.640056
40
0_400_44
45
0
400
6,722,995.61
-1
0.999928
400,200,976.92
0.99905
0.999085
0.999928
56,968
0.999963
1,424.25
0.999962
2.009869
40
0_400_45
46
0
400
0
0
1.005805
9,570,336.26
1.005805
1.005805
1.004439
4,367.7
1.006633
79,763.04
1.004553
-3.830195
40
0_400_46
47
0
400
942,102.06
1
1.000563
4,303,547.2
1.04015
1.010459
1.000236
76,978.89
1.000671
30,363.3
1.000548
6.109476
40
0_400_47
48
0
400
0
0
0.999772
13,221,305.19
0.999772
0.999772
0.999601
5,137.88
1.000072
232,248.1
0.999611
2.959967
40
0_400_48
49
0
400
1,209,715.85
1
1.000226
16,656,207.19
1.010758
1.00272
0.999949
412,322.24
1.000226
128,155.59
1.00016
6.740093
40
0_400_49
50
0
400
1,469,069.91
-1
0.99731
16,138,749.96
0.984507
0.993846
0.997248
40,793.72
0.997557
60,483.75
0.997372
2.030134
40
0_400_50
51
0
400
1,308,376.78
-1
1.002659
16,760,525.47
0.992801
1.00007
1.002493
100,440.76
1.002897
99,636.84
1.002695
-13.110042
40
0_400_51
52
0
400
0
0
0.998443
10,797,548.79
0.998443
0.998443
0.998276
26,314.47
0.998611
5,479.06
0.998553
-4.760027
40
0_400_52
53
0
400
0
0
0.999921
36,881,527.08
0.999921
0.999921
0.999775
122,090.2
0.999921
120,050
0.999849
-1.710057
40
0_400_53
54
0
400
357,240.99
-1
1.000797
21,438,192.5
0.998464
1.00017
1.000797
2,011.8
1.00111
28,749
1.000817
5.350113
40
0_400_54
55
0
400
5,154,981.36
-1
0.999451
11,515,010.49
0.899707
0.979721
0.999451
117,462.37
0.999633
88,701.12
0.999555
-1.450181
40
0_400_55
56
0
400
0
0
1.001396
13,115,222.2
1.001396
1.001396
1.001237
169,650.16
1.001449
61,978.88
1.001393
-19.829868
40
0_400_56
57
0
400
574,786.97
1
1.001113
20,567,082.91
1.003565
1.001246
1.000773
8,808.02
1.001128
26,433.42
1.000862
2.260208
40
0_400_57
58
0
400
5,728,680.96
1
1.002339
44,831,555.2
1.02446
1.012686
1.002168
12,645.6
1.002339
55,333.95
1.0022
-1.670122
40
0_400_58
59
0
400
574,672.35
1
1.002006
8,163,091.05
1.010777
1.007884
1.001819
88,472.88
1.002099
32,434.8
1.002024
-2.800226
40
0_400_59