Datasets:

mospira
/

open30-equity-features

date timestamp[us]date 2010-04-28 00:00:00 2026-02-27 00:00:00	ticker large_stringclasses 25 values	side large_stringclasses 2 values	entry_ts_x timestamp[us]date 2010-04-28 09:31:00 2026-02-27 09:31:00	gap_pct float64 -0.37 0.39	open_loc_vs_prior_range float64 -14.24 27	prior_day_return float64 -0.2 0.25	prior_day_range float64 0 0.46	prior_day_true_range float64 0 128	prior_day_return_avg_5 float64 -0.06 0.08	prior_day_range_avg_5 float64 0 0.17	return_3d float64 -0.38 0.74	return_5d float64 -0.43 0.74	return_10d float64 -0.52 0.79	return_20d float64 -0.61 1.06	rolling_slope_10d float64 -0.08 0.08	gap_vs_atr float64 -13.11 19.3	atr_14 float64 0 41.6	atr_pct float64 0.01 0.21	realized_vol_10d float64 0 0.15	realized_vol_20d float64 0 0.11	range_expansion float64 0.12 4.3	dollar_volume_prev float64 15 25.2	dollar_volume_avg_10d float64 15.6 24.7	volume_avg_20d float64 513k 1.61B	volume_zscore float64 -3.12 4.24	spread_proxy float64 0 0.01	prior_day_trendiness float64 -1 1	close_location_in_range float64 0 1	gap_up_freq_10d float64 0 1	gap_down_freq_10d float64 0 1	spy_open_return float64 -0.07 0.06	qqq_open_return float64 -0.08 0.06	residual_move float64 -0.37 0.39	rolling_beta_spy_60d float64 -1.01 4.16	rolling_corr_spy_20d float64 -0.83 0.99	day_of_week int64 0 4	month int64 1 12	first_1m_return float64 -0.06 0.05 ⌀	opening_range_1m_vs_atr float64 0 6.6 ⌀	first_1m_body_ratio float64 -1 1 ⌀	first_1m_upper_wick float64 0 1 ⌀	first_1m_lower_wick float64 0 1 ⌀	early_realized_vol_1m float64 0 0.06 ⌀	early_relative_volume float64 0 86.7 ⌀	avg_post_gap_30m_drift_10d float64 -0.03 0.02 ⌀	sentiment_avg float64 -0.93 0.93 ⌀	article_count float64 0 1.65k	sentiment_sum float64 -3.78 6.05	sentiment_max float64 -0.93 0.95 ⌀	sentiment_min float64 -0.94 0.93 ⌀	sentiment_std float64 0 1.14 ⌀	sentiment_avg_x_gap float64 -0.07 0.13	sentiment_avg_x_atr_pct float64 -0.09 0.06	sentiment_avg_x_market_dir float64 -0.92 0.93	entry_ts_y timestamp[us]date 2010-04-28 09:31:00 2026-02-27 09:31:00	entry_price float64 0.2 791	exit_price float64 0.2 789	ATR14 float64 0 41.6	y_type_m_0.5 float64 0 3	y_R_m_0.5 float64 -1 0.5 ⌀	y_hit_minute_m_0.5 float64 -1 28	y_ambig_m_0.5 bool 2 classes	y_type_m_1.0 float64 0 3	y_R_m_1.0 float64 -1 1 ⌀	y_hit_minute_m_1.0 float64 -1 28	y_ambig_m_1.0 bool 2 classes	y_type_m_1.5 float64 0 3	y_R_m_1.5 float64 -1 1.5 ⌀	y_hit_minute_m_1.5 float64 -1 28	y_ambig_m_1.5 bool 2 classes	y_type_m_2.0 float64 0 3	y_R_m_2.0 float64 -1 2 ⌀	y_hit_minute_m_2.0 float64 -1 28	y_ambig_m_2.0 bool 2 classes
2010-04-28T00:00:00	AAPL	long	2010-04-28T09:31:00	0.003882	0.372835	-0.018856	0.027924	0.2691	0.003251	0.023989	-0.015389	0.072043	0.082082	0.128118	0.011424	0.15769	0.193417	0.024617	0.02365	0.016854	0.991452	22.360349	22.26419	527,391,926.3	0.730589	0.001031	-0.56113	0.23382	0.6	0.4	0.004727	0.00466	-0.000893	1.010267	0.376012	2	4	0.000951	0.139595	0.277778	0.333333	0.388889	0.00095	0.527533	-0.000504	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	7.9001	7.8063	0.193417	0	-1	3	false	0	-1	3	false	0	-1	3	false	0	-1	3	false
2010-04-28T00:00:00	AAPL	short	2010-04-28T09:31:00	0.003882	0.372835	-0.018856	0.027924	0.2691	0.003251	0.023989	-0.015389	0.072043	0.082082	0.128118	0.011424	0.15769	0.193417	0.024617	0.02365	0.016854	0.991452	22.360349	22.26419	527,391,926.3	0.730589	0.001031	-0.56113	0.23382	0.6	0.4	0.004727	0.00466	-0.000893	1.010267	0.376012	2	4	0.000951	0.139595	0.277778	0.333333	0.388889	0.00095	0.527533	-0.000504	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	7.9001	7.8063	0.193417	1	0.5	2	false	1	1	3	false	1	1.5	9	false	2	1.616542	-1	false
2010-04-28T00:00:00	ADBE	long	2010-04-28T09:31:00	0.003962	0.358025	-0.015873	0.02292	0.96	0.002692	0.01711	-0.017515	0.011738	0.017564	-0.011469	0.005645	0.187498	0.746674	0.021128	0.018122	0.014619	1.458967	19.233128	19.401554	6,232,375.95	0.061339	0.000849	-0.59375	0.185185	0.3	0.7	0.004727	0.00466	-0.000553	0.955136	0.641944	2	4	0.0031	0.241069	0.611111	0.111111	0.277778	0.003096	0.478529	-0.000473	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	35.56	35.12	0.746674	0	-1	9	false	0	-1	9	false	0	-1	9	false	0	-1	9	false
2010-04-28T00:00:00	ADBE	short	2010-04-28T09:31:00	0.003962	0.358025	-0.015873	0.02292	0.96	0.002692	0.01711	-0.017515	0.011738	0.017564	-0.011469	0.005645	0.187498	0.746674	0.021128	0.018122	0.014619	1.458967	19.233128	19.401554	6,232,375.95	0.061339	0.000849	-0.59375	0.185185	0.3	0.7	0.004727	0.00466	-0.000553	0.955136	0.641944	2	4	0.0031	0.241069	0.611111	0.111111	0.277778	0.003096	0.478529	-0.000473	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	35.56	35.12	0.746674	1	0.5	1	false	1	1	9	false	1	1.5	20	false	1	2	24	false
2010-04-28T00:00:00	AMD	long	2010-04-28T09:31:00	0.008351	0.245283	-0.026423	0.055324	0.53	0.002373	0.0427	-0.029382	-0.018443	0.002092	0.051592	-0.00221	0.197064	0.405958	0.042376	0.026569	0.02256	1.255924	19.359898	19.518159	23,540,891.95	0.245837	0.002088	-0.490566	0.09434	0.5	0.5	0.004727	0.00466	-0.000207	1.810467	0.472417	2	4	0	0.123165	0	0.6	0.4	0	0.549177	-0.00252	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	9.65	9.64	0.405958	1	0.5	3	false	1	1	6	false	2	-0.08211	-1	false	2	-0.08211	-1	false
2010-04-28T00:00:00	AMD	short	2010-04-28T09:31:00	0.008351	0.245283	-0.026423	0.055324	0.53	0.002373	0.0427	-0.029382	-0.018443	0.002092	0.051592	-0.00221	0.197064	0.405958	0.042376	0.026569	0.02256	1.255924	19.359898	19.518159	23,540,891.95	0.245837	0.002088	-0.490566	0.09434	0.5	0.5	0.004727	0.00466	-0.000207	1.810467	0.472417	2	4	0	0.123165	0	0.6	0.4	0	0.549177	-0.00252	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	9.65	9.64	0.405958	0	-1	6	false	0	-1	6	false	0	-1	6	false	0	-1	6	false
2010-04-28T00:00:00	AMZN	long	2010-04-28T09:31:00	0.004014	0.277674	-0.024253	0.03753	0.3	0.004046	0.037785	-0.054083	-0.0158	0.013198	0.051066	0.000932	0.117379	0.242803	0.034193	0.026463	0.023152	1.026062	20.874348	20.935091	150,515,175	0.206238	0.001127	-0.588333	0.170732	0.5	0.5	0.004727	0.00466	0.000299	0.785919	0.352037	2	4	-0.003226	0.131794	-0.71875	0.25	0.03125	0.003231	0.273248	0.004593	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	7.107	7.0725	0.242803	2	-0.473634	-1	false	2	-0.473634	-1	false	2	-0.473634	-1	false	2	-0.473634	-1	false
2010-04-28T00:00:00	AMZN	short	2010-04-28T09:31:00	0.004014	0.277674	-0.024253	0.03753	0.3	0.004046	0.037785	-0.054083	-0.0158	0.013198	0.051066	0.000932	0.117379	0.242803	0.034193	0.026463	0.023152	1.026062	20.874348	20.935091	150,515,175	0.206238	0.001127	-0.588333	0.170732	0.5	0.5	0.004727	0.00466	0.000299	0.785919	0.352037	2	4	-0.003226	0.131794	-0.71875	0.25	0.03125	0.003231	0.273248	0.004593	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	7.107	7.0725	0.242803	1	0.5	4	false	2	0.473634	-1	false	2	0.473634	-1	false	2	0.473634	-1	false
2010-04-28T00:00:00	AVGO	long	2010-04-28T09:31:00	0.007121	0.345895	-0.037969	0.049451	0.0743	-0.011707	0.042336	-0.020918	-0.059056	0.043185	0.038571	-0.002601	0.193615	0.055264	0.036781	0.028529	0.021338	1.135391	15.10403	15.766796	3,809,304.5	-0.707503	0.000466	-0.798116	0.201884	0.6	0.4	0.004727	0.00466	0.00259	0.95862	0.463658	2	4	-0.006146	0.233424	-0.72093	0	0.27907	0.006165	0.75918	0.001755	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	1.5039	1.5096	0.055264	1	0.5	6	false	2	0.343803	-1	false	2	0.343803	-1	false	2	0.343803	-1	false
2010-04-28T00:00:00	AVGO	short	2010-04-28T09:31:00	0.007121	0.345895	-0.037969	0.049451	0.0743	-0.011707	0.042336	-0.020918	-0.059056	0.043185	0.038571	-0.002601	0.193615	0.055264	0.036781	0.028529	0.021338	1.135391	15.10403	15.766796	3,809,304.5	-0.707503	0.000466	-0.798116	0.201884	0.6	0.4	0.004727	0.00466	0.00259	0.95862	0.463658	2	4	-0.006146	0.233424	-0.72093	0	0.27907	0.006165	0.75918	0.001755	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	1.5039	1.5096	0.055264	2	-0.343803	-1	false	2	-0.343803	-1	false	2	-0.343803	-1	false	2	-0.343803	-1	false
2010-04-28T00:00:00	BAC	long	2010-04-28T09:31:00	0.01146	0.31169	-0.025686	0.044125	0.5945	-0.007586	0.031909	-0.058286	-0.06334	-0.065348	-0.031632	-0.008904	0.350067	0.441058	0.032736	0.028742	0.021426	1.334456	21.928981	21.989154	190,725,072.45	0.545122	0.001722	-0.597477	0.051976	0.4	0.6	0.004727	0.00466	0.003654	1.651575	0.773223	2	4	0.002833	0.122433	0.714815	0	0.285185	0.002829	0.070186	0.000102	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	13.6584	13.7287	0.441058	1	0.5	4	false	1	1	8	false	1	1.5	14	false	2	0.531298	-1	false
2010-04-28T00:00:00	BAC	short	2010-04-28T09:31:00	0.01146	0.31169	-0.025686	0.044125	0.5945	-0.007586	0.031909	-0.058286	-0.06334	-0.065348	-0.031632	-0.008904	0.350067	0.441058	0.032736	0.028742	0.021426	1.334456	21.928981	21.989154	190,725,072.45	0.545122	0.001722	-0.597477	0.051976	0.4	0.6	0.004727	0.00466	0.003654	1.651575	0.773223	2	4	0.002833	0.122433	0.714815	0	0.285185	0.002829	0.070186	0.000102	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	13.6584	13.7287	0.441058	0	-1	8	false	0	-1	8	false	0	-1	8	false	0	-1	8	false
2010-04-28T00:00:00	CRM	long	2010-04-28T09:31:00	0.008398	0.249279	-0.038794	0.042575	0.9014	0.000091	0.032697	-0.033485	0.015638	0.066427	0.145813	0.006533	0.291493	0.609963	0.02881	0.022927	0.018894	1.270866	18.457884	18.722088	6,355,292.8	-0.65909	0.000746	-0.94797	0.05203	0.6	0.4	0.004727	0.00466	0.001342	1.492786	0.664493	2	4	-0.00266	0.161977	-0.574899	0	0.425101	0.002664	0.928277	0.000798	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	21.2956	21.2413	0.609963	2	-0.296739	-1	false	2	-0.296739	-1	false	2	-0.296739	-1	false	2	-0.296739	-1	false
2010-04-28T00:00:00	CRM	short	2010-04-28T09:31:00	0.008398	0.249279	-0.038794	0.042575	0.9014	0.000091	0.032697	-0.033485	0.015638	0.066427	0.145813	0.006533	0.291493	0.609963	0.02881	0.022927	0.018894	1.270866	18.457884	18.722088	6,355,292.8	-0.65909	0.000746	-0.94797	0.05203	0.6	0.4	0.004727	0.00466	0.001342	1.492786	0.664493	2	4	-0.00266	0.161977	-0.574899	0	0.425101	0.002664	0.928277	0.000798	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	21.2956	21.2413	0.609963	1	0.5	4	false	2	0.296739	-1	false	2	0.296739	-1	false	2	0.296739	-1	false
2010-04-28T00:00:00	CSCO	long	2010-04-28T09:31:00	0.003334	0.44711	-0.014228	0.031463	0.5502	-0.000047	0.016891	-0.010256	-0.005889	0.022709	0.018854	0.00159	0.193248	0.301685	0.017252	0.010248	0.010233	1.840134	20.661971	20.464551	40,568,166.5	1.501735	0.001109	-0.458742	0.341149	0.5	0.5	0.004727	0.00466	0.000555	0.587941	0.648226	2	4	0.001106	0.257222	0.25	0.416237	0.333763	0.001105	0.906174	0.000634	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	17.5698	17.6297	0.301685	1	0.5	3	false	1	1	6	false	1	1.5	18	false	2	0.661838	-1	false
2010-04-28T00:00:00	CSCO	short	2010-04-28T09:31:00	0.003334	0.44711	-0.014228	0.031463	0.5502	-0.000047	0.016891	-0.010256	-0.005889	0.022709	0.018854	0.00159	0.193248	0.301685	0.017252	0.010248	0.010233	1.840134	20.661971	20.464551	40,568,166.5	1.501735	0.001109	-0.458742	0.341149	0.5	0.5	0.004727	0.00466	0.000555	0.587941	0.648226	2	4	0.001106	0.257222	0.25	0.416237	0.333763	0.001105	0.906174	0.000634	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	17.5698	17.6297	0.301685	0	-1	6	false	0	-1	6	false	0	-1	6	false	0	-1	6	false
2010-04-28T00:00:00	CVX	long	2010-04-28T09:31:00	0.004485	0.225445	-0.022411	0.030403	1.3491	-0.000627	0.017908	-0.011698	-0.022174	0.000873	0.066863	0.000974	0.253668	0.747827	0.017681	0.013815	0.011704	1.628561	20.059073	19.803995	8,424,113.05	2.203469	0.000829	-0.718701	0.077922	0.4	0.6	0.004727	0.00466	-0.000618	1.079659	0.803674	2	4	-0.000744	0.084645	-0.49921	0.083728	0.417062	0.000744	0.771039	0.001784	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	42.4631	42.3841	0.747827	2	-0.352132	-1	false	2	-0.352132	-1	false	2	-0.352132	-1	false	2	-0.352132	-1	false
2010-04-28T00:00:00	CVX	short	2010-04-28T09:31:00	0.004485	0.225445	-0.022411	0.030403	1.3491	-0.000627	0.017908	-0.011698	-0.022174	0.000873	0.066863	0.000974	0.253668	0.747827	0.017681	0.013815	0.011704	1.628561	20.059073	19.803995	8,424,113.05	2.203469	0.000829	-0.718701	0.077922	0.4	0.6	0.004727	0.00466	-0.000618	1.079659	0.803674	2	4	-0.000744	0.084645	-0.49921	0.083728	0.417062	0.000744	0.771039	0.001784	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	42.4631	42.3841	0.747827	1	0.5	1	false	2	0.352132	-1	false	2	0.352132	-1	false	2	0.352132	-1	false
2010-04-28T00:00:00	GOOGL	long	2010-04-28T09:31:00	0.007229	0.447464	-0.001057	0.021003	0.276	-0.008094	0.019077	-0.034098	-0.048153	-0.099591	-0.060578	-0.011247	0.320462	0.296447	0.022559	0.026244	0.02059	1.045534	20.556627	20.838875	61,562,585	0.065633	0.000852	-0.050362	0.103261	0.5	0.5	0.004727	0.00466	0.003221	0.848	0.53893	2	4	0.000249	0.055322	0.20122	0.256098	0.542683	0.000249	0.63168	0.000449	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	13.2395	13.1614	0.296447	0	-1	20	false	0	-1	20	false	0	-1	20	false	0	-1	20	false
2010-04-28T00:00:00	GOOGL	short	2010-04-28T09:31:00	0.007229	0.447464	-0.001057	0.021003	0.276	-0.008094	0.019077	-0.034098	-0.048153	-0.099591	-0.060578	-0.011247	0.320462	0.296447	0.022559	0.026244	0.02059	1.045534	20.556627	20.838875	61,562,585	0.065633	0.000852	-0.050362	0.103261	0.5	0.5	0.004727	0.00466	0.003221	0.848	0.53893	2	4	0.000249	0.055322	0.20122	0.256098	0.542683	0.000249	0.63168	0.000449	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	13.2395	13.1614	0.296447	1	0.5	2	false	1	1	20	false	2	0.878177	-1	false	2	0.878177	-1	false
2010-04-28T00:00:00	IBM	long	2010-04-28T09:31:00	0.004736	0.209727	-0.008546	0.025546	1.8052	0.000356	0.014752	-0.002479	-0.006326	-0.001938	0.001399	-0.001717	0.313147	1.068829	0.015125	0.011377	0.008724	1.724296	20.46498	20.216847	6,534,174.35	1.492196	0.000699	-0.337414	0.024319	0.2	0.8	0.004727	0.00466	0.001876	0.60522	0.453051	2	4	-0.000077	0.112927	-0.045568	0.045568	0.908865	0.000077	0.79312	0.001741	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	70.9996	71.0874	1.068829	1	0.5	19	false	2	0.27382	-1	false	2	0.27382	-1	false	2	0.27382	-1	false
2010-04-28T00:00:00	IBM	short	2010-04-28T09:31:00	0.004736	0.209727	-0.008546	0.025546	1.8052	0.000356	0.014752	-0.002479	-0.006326	-0.001938	0.001399	-0.001717	0.313147	1.068829	0.015125	0.011377	0.008724	1.724296	20.46498	20.216847	6,534,174.35	1.492196	0.000699	-0.337414	0.024319	0.2	0.8	0.004727	0.00466	0.001876	0.60522	0.453051	2	4	-0.000077	0.112927	-0.045568	0.045568	0.908865	0.000077	0.79312	0.001741	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	70.9996	71.0874	1.068829	1	0.5	2	false	2	-0.27382	-1	false	2	-0.27382	-1	false	2	-0.27382	-1	false
2010-04-28T00:00:00	INTC	long	2010-04-28T09:31:00	0.001284	0.173855	-0.015167	0.024604	0.3756	-0.003617	0.021529	-0.02503	-0.031493	0.026804	0.046105	-0.000982	0.062186	0.315183	0.020647	0.017417	0.012833	1.123071	20.873533	20.934045	63,371,573.6	0.445604	0.001284	-0.625932	0.121672	0.4	0.6	0.004727	0.00466	-0.004388	1.200001	0.649941	2	4	-0.001708	0.186558	-0.443878	0.443878	0.112245	0.001709	0.998295	-0.000909	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	15.2656	15.1609	0.315183	1	0.5	7	false	0	-1	21	false	0	-1	21	false	0	-1	21	false
2010-04-28T00:00:00	INTC	short	2010-04-28T09:31:00	0.001284	0.173855	-0.015167	0.024604	0.3756	-0.003617	0.021529	-0.02503	-0.031493	0.026804	0.046105	-0.000982	0.062186	0.315183	0.020647	0.017417	0.012833	1.123071	20.873533	20.934045	63,371,573.6	0.445604	0.001284	-0.625932	0.121672	0.4	0.6	0.004727	0.00466	-0.004388	1.200001	0.649941	2	4	-0.001708	0.186558	-0.443878	0.443878	0.112245	0.001709	0.998295	-0.000909	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	15.2656	15.1609	0.315183	1	0.5	2	false	1	1	21	false	1	1.5	24	false	2	1.107292	-1	false
2010-04-28T00:00:00	JPM	long	2010-04-28T09:31:00	0.010376	0.260889	-0.024615	0.048821	1.3753	-0.01162	0.029243	-0.05336	-0.07605	-0.075647	-0.054212	-0.010802	0.351973	0.830461	0.02948	0.02419	0.018254	1.526517	21.298764	21.262033	40,912,285	0.948631	0.001486	-0.516905	0.048353	0.3	0.7	0.004727	0.00466	0.002983	1.56417	0.839596	2	4	0.001869	0.120054	0.533601	0.199599	0.2668	0.001867	0.912275	-0.000632	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	28.5159	28.662	0.830461	1	0.5	1	false	1	1	9	false	2	0.586421	-1	false	2	0.586421	-1	false
2010-04-28T00:00:00	JPM	short	2010-04-28T09:31:00	0.010376	0.260889	-0.024615	0.048821	1.3753	-0.01162	0.029243	-0.05336	-0.07605	-0.075647	-0.054212	-0.010802	0.351973	0.830461	0.02948	0.02419	0.018254	1.526517	21.298764	21.262033	40,912,285	0.948631	0.001486	-0.516905	0.048353	0.3	0.7	0.004727	0.00466	0.002983	1.56417	0.839596	2	4	0.001869	0.120054	0.533601	0.199599	0.2668	0.001867	0.912275	-0.000632	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	28.5159	28.662	0.830461	0	-1	9	false	0	-1	9	false	0	-1	9	false	0	-1	9	false
2010-04-28T00:00:00	MSFT	long	2010-04-28T09:31:00	0.001947	0.340976	-0.002589	0.016227	0.3751	0.001418	0.017655	-0.016257	-0.015633	0.013464	0.042567	0.000882	0.118888	0.378507	0.016374	0.008406	0.008839	0.911898	21.127966	21.124034	55,457,585.85	0.489289	0.000969	-0.159957	0.221008	0.3	0.7	0.004727	0.00466	-0.001362	0.700101	0.483653	2	4	-0.003234	0.257063	-0.769784	0.230216	0	0.003239	0.760829	0.002436	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	23.0858	23.0558	0.378507	2	-0.264196	-1	false	2	-0.264196	-1	false	2	-0.264196	-1	false	2	-0.264196	-1	false
2010-04-28T00:00:00	MSFT	short	2010-04-28T09:31:00	0.001947	0.340976	-0.002589	0.016227	0.3751	0.001418	0.017655	-0.016257	-0.015633	0.013464	0.042567	0.000882	0.118888	0.378507	0.016374	0.008406	0.008839	0.911898	21.127966	21.124034	55,457,585.85	0.489289	0.000969	-0.159957	0.221008	0.3	0.7	0.004727	0.00466	-0.001362	0.700101	0.483653	2	4	-0.003234	0.257063	-0.769784	0.230216	0	0.003239	0.760829	0.002436	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	23.0858	23.0558	0.378507	1	0.5	2	false	2	0.264196	-1	false	2	0.264196	-1	false	2	0.264196	-1	false
2010-04-28T00:00:00	NFLX	long	2010-04-28T09:31:00	-0.005487	-0.028481	-0.028969	0.043344	0.095	0.026373	0.066152	0.018155	0.170601	0.181509	0.379862	0.02605	-0.102967	0.077695	0.053285	0.056795	0.044484	0.833187	19.973907	19.765091	208,665,588.3	0.622287	0.001715	-0.457895	0.098101	0.6	0.4	0.004727	0.00466	-0.012578	1.500212	0.431313	2	4	0.008827	0.302464	0.544681	0.029787	0.425532	0.008788	1.80176	0.00913	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	1.4641	1.4486	0.077695	0	-1	10	false	0	-1	10	false	0	-1	10	false	0	-1	10	false
2010-04-28T00:00:00	NFLX	short	2010-04-28T09:31:00	-0.005487	-0.028481	-0.028969	0.043344	0.095	0.026373	0.066152	0.018155	0.170601	0.181509	0.379862	0.02605	-0.102967	0.077695	0.053285	0.056795	0.044484	0.833187	19.973907	19.765091	208,665,588.3	0.622287	0.001715	-0.457895	0.098101	0.6	0.4	0.004727	0.00466	-0.012578	1.500212	0.431313	2	4	0.008827	0.302464	0.544681	0.029787	0.425532	0.008788	1.80176	0.00913	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	1.4641	1.4486	0.077695	1	0.5	0	false	1	1	10	false	2	0.664992	-1	false	2	0.664992	-1	false
2010-04-28T00:00:00	NVDA	long	2010-04-28T09:31:00	-0.001351	0.068702	-0.020646	0.035405	0.0131	-0.007582	0.034249	-0.03116	-0.052254	-0.085517	-0.080745	-0.010802	-0.039041	0.012807	0.034614	0.02181	0.019277	1.012365	19.210722	19.636559	721,082,270	-0.354925	0.001351	-0.59542	0.10687	0.4	0.5	0.004727	0.00466	-0.008883	1.593433	0.573788	2	4	0.002436	0.25767	0.272727	0.30303	0.424242	0.002433	1.392691	-0.003331	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	0.3684	0.3725	0.012807	1	0.5	0	false	1	1	0	false	1	1.5	4	false	2	1.067119	-1	false
2010-04-28T00:00:00	NVDA	short	2010-04-28T09:31:00	-0.001351	0.068702	-0.020646	0.035405	0.0131	-0.007582	0.034249	-0.03116	-0.052254	-0.085517	-0.080745	-0.010802	-0.039041	0.012807	0.034614	0.02181	0.019277	1.012365	19.210722	19.636559	721,082,270	-0.354925	0.001351	-0.59542	0.10687	0.4	0.5	0.004727	0.00466	-0.008883	1.593433	0.573788	2	4	0.002436	0.25767	0.272727	0.30303	0.424242	0.002433	1.392691	-0.003331	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	0.3684	0.3725	0.012807	0	-1	0	false	0	-1	0	false	0	-1	0	false	0	-1	0	false
2010-04-28T00:00:00	ORCL	long	2010-04-28T09:31:00	0.001156	0.193581	-0.013667	0.023859	0.5016	0.001703	0.0163	-0.009153	-0.006502	-0.013667	0.017565	0.000309	0.068892	0.352728	0.016778	0.008871	0.007719	1.44879	20.060479	20.073227	24,565,858.5	-0.010955	0.001018	-0.580742	0.145136	0.3	0.7	0.004727	0.00466	-0.003047	0.889254	0.599263	2	4	-0.00077	0.252319	-0.182022	0.817978	0	0.00077	1.198029	0.000753	0.032035	1	0.031533	0.032035	0.032035	0	0.000037	0.000537	0.032035	2010-04-28T09:31:00	21.0316	20.9184	0.352728	0	-1	25	false	0	-1	25	false	0	-1	25	false	0	-1	25	false
2010-04-28T00:00:00	ORCL	short	2010-04-28T09:31:00	0.001156	0.193581	-0.013667	0.023859	0.5016	0.001703	0.0163	-0.009153	-0.006502	-0.013667	0.017565	0.000309	0.068892	0.352728	0.016778	0.008871	0.007719	1.44879	20.060479	20.073227	24,565,858.5	-0.010955	0.001018	-0.580742	0.145136	0.3	0.7	0.004727	0.00466	-0.003047	0.889254	0.599263	2	4	-0.00077	0.252319	-0.182022	0.817978	0	0.00077	1.198029	0.000753	0.032035	1	0.031533	0.032035	0.032035	0	0.000037	0.000537	0.032035	2010-04-28T09:31:00	21.0316	20.9184	0.352728	1	0.5	2	false	1	1	25	false	2	1.069758	-1	false	2	1.069758	-1	false
2010-04-28T00:00:00	PFE	long	2010-04-28T09:31:00	0.000608	0.155556	-0.014963	0.027343	0.2205	0.000224	0.023293	-0.001214	-0.018488	-0.041916	-0.047461	-0.002624	0.032787	0.149449	0.018533	0.012166	0.009572	1.135194	20.380329	20.244815	67,823,901.85	1.25704	0.001215	-0.555556	0.133333	0.1	0.7	0.004727	0.00466	-0.003348	0.836894	0.496475	2	4	0.005465	0.393446	0.75	0.083333	0.166667	0.00545	0.886762	-0.001795	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	8.1131	8.0445	0.149449	1	0.5	0	false	0	-1	1	false	0	-1	1	false	0	-1	1	false
2010-04-28T00:00:00	PFE	short	2010-04-28T09:31:00	0.000608	0.155556	-0.014963	0.027343	0.2205	0.000224	0.023293	-0.001214	-0.018488	-0.041916	-0.047461	-0.002624	0.032787	0.149449	0.018533	0.012166	0.009572	1.135194	20.380329	20.244815	67,823,901.85	1.25704	0.001215	-0.555556	0.133333	0.1	0.7	0.004727	0.00466	-0.003348	0.836894	0.496475	2	4	0.005465	0.393446	0.75	0.083333	0.166667	0.00545	0.886762	-0.001795	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	8.1131	8.0445	0.149449	1	0.5	1	false	1	1	1	false	1	1.5	11	false	2	1.530068	-1	false
2010-04-28T00:00:00	QCOM	long	2010-04-28T09:31:00	0.008443	0.379925	-0.008632	0.026383	0.6675	-0.011905	0.029316	-0.037828	-0.124511	-0.103808	-0.092215	-0.015929	0.277354	0.770134	0.030439	0.026565	0.019793	0.598033	20.5761	20.554775	22,228,795.55	0.613792	0.000866	-0.330037	0.059925	0.5	0.5	0.004727	0.00466	0.006797	0.348102	-0.008671	2	4	0.005887	0.216716	0.89994	0.020371	0.079688	0.00587	1.006202	0.000414	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	25.6677	25.5275	0.770134	2	-0.606821	-1	false	2	-0.606821	-1	false	2	-0.606821	-1	false	2	-0.606821	-1	false
2010-04-28T00:00:00	QCOM	short	2010-04-28T09:31:00	0.008443	0.379925	-0.008632	0.026383	0.6675	-0.011905	0.029316	-0.037828	-0.124511	-0.103808	-0.092215	-0.015929	0.277354	0.770134	0.030439	0.026565	0.019793	0.598033	20.5761	20.554775	22,228,795.55	0.613792	0.000866	-0.330037	0.059925	0.5	0.5	0.004727	0.00466	0.006797	0.348102	-0.008671	2	4	0.005887	0.216716	0.89994	0.020371	0.079688	0.00587	1.006202	0.000414	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	25.6677	25.5275	0.770134	1	0.5	13	false	2	0.606821	-1	false	2	0.606821	-1	false	2	0.606821	-1	false
2010-04-28T00:00:00	TXN	long	2010-04-28T09:31:00	0.012111	0.448089	-0.00933	0.038792	0.6829	0.003877	0.032691	0.001508	-0.003752	0.026682	0.073591	-0.000334	0.428423	0.497639	0.028269	0.017529	0.016999	1.1546	20.263294	19.45923	13,957,944.8	3.678664	0.001321	-0.242788	0.135891	0.4	0.6	0.004727	0.00466	0.006583	1.169612	0.558507	2	4	-0.001869	0.08038	-0.8325	0.1675	0	0.001871	0.119888	-0.001148	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	17.7773	17.684	0.497639	2	-0.624951	-1	false	2	-0.624951	-1	false	2	-0.624951	-1	false	2	-0.624951	-1	false
2010-04-28T00:00:00	TXN	short	2010-04-28T09:31:00	0.012111	0.448089	-0.00933	0.038792	0.6829	0.003877	0.032691	0.001508	-0.003752	0.026682	0.073591	-0.000334	0.428423	0.497639	0.028269	0.017529	0.016999	1.1546	20.263294	19.45923	13,957,944.8	3.678664	0.001321	-0.242788	0.135891	0.4	0.6	0.004727	0.00466	0.006583	1.169612	0.558507	2	4	-0.001869	0.08038	-0.8325	0.1675	0	0.001871	0.119888	-0.001148	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	17.7773	17.684	0.497639	1	0.5	22	false	2	0.624951	-1	false	2	0.624951	-1	false	2	0.624951	-1	false
2010-04-28T00:00:00	WFC	long	2010-04-28T09:31:00	0.011991	0.295761	-0.015837	0.044809	0.9342	-0.000162	0.03521	-0.056565	-0.059366	-0.014395	0.018645	-0.0027	0.367831	0.679659	0.0326	0.02309	0.017571	1.225727	20.742751	20.8509	40,900,778.35	0.442808	0.001578	-0.359131	0.028152	0.3	0.7	0.004727	0.00466	0.005661	1.339268	0.772155	2	4	0	0.135509	0	0.285559	0.714441	0	0.220017	0.008692	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	21.0984	21.23	0.679659	1	0.5	1	false	1	1	19	false	2	0.645421	-1	false	2	0.645421	-1	false
2010-04-28T00:00:00	WFC	short	2010-04-28T09:31:00	0.011991	0.295761	-0.015837	0.044809	0.9342	-0.000162	0.03521	-0.056565	-0.059366	-0.014395	0.018645	-0.0027	0.367831	0.679659	0.0326	0.02309	0.017571	1.225727	20.742751	20.8509	40,900,778.35	0.442808	0.001578	-0.359131	0.028152	0.3	0.7	0.004727	0.00466	0.005661	1.339268	0.772155	2	4	0	0.135509	0	0.285559	0.714441	0	0.220017	0.008692	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	21.0984	21.23	0.679659	0	-1	19	false	0	-1	19	false	0	-1	19	false	0	-1	19	false
2010-04-28T00:00:00	XOM	long	2010-04-28T09:31:00	0.00879	0.366704	-0.010866	0.026367	0.9839	0.000655	0.014139	-0.004811	-0.010435	-0.005824	0.014116	0.001001	0.63983	0.512636	0.013738	0.00745	0.007173	1.79269	20.942255	20.508144	19,933,621.8	2.930647	0.000732	-0.416607	0.033337	0.2	0.8	0.004727	0.00466	0.004942	0.814216	0.742439	2	4	0.000218	0.191949	0.083333	0.304878	0.611789	0.000218	1.206455	0.00324	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	37.6593	37.7959	0.512636	1	0.5	0	false	1	1	1	false	2	0.88822	-1	false	2	0.88822	-1	false
2010-04-28T00:00:00	XOM	short	2010-04-28T09:31:00	0.00879	0.366704	-0.010866	0.026367	0.9839	0.000655	0.014139	-0.004811	-0.010435	-0.005824	0.014116	0.001001	0.63983	0.512636	0.013738	0.00745	0.007173	1.79269	20.942255	20.508144	19,933,621.8	2.930647	0.000732	-0.416607	0.033337	0.2	0.8	0.004727	0.00466	0.004942	0.814216	0.742439	2	4	0.000218	0.191949	0.083333	0.304878	0.611789	0.000218	1.206455	0.00324	null	0	0	null	null	null	0	0	0	2010-04-28T09:31:00	37.6593	37.7959	0.512636	0	-1	1	false	0	-1	1	false	0	-1	1	false	0	-1	1	false
2010-04-29T00:00:00	AAPL	long	2010-04-29T09:31:00	0.005499	0.87467	-0.006225	0.029011	0.2274	0.001666	0.026305	-0.034109	0.009141	0.065058	0.109312	0.009773	0.217734	0.197948	0.025254	0.023765	0.016832	1.018909	22.44334	22.323941	538,295,557.1	0.977658	0.001186	-0.215919	0.685136	0.6	0.4	0.006452	0.004638	-0.0009	0.991666	0.352982	3	4	-0.000228	0.075777	-0.12	0.1	0.78	0.000228	0.446503	-0.00115	0.233872	3	0.531579	0.547774	0.064654	0.272123	0.001286	0.005906	0.233872	2010-04-29T09:31:00	7.8793	7.9666	0.197948	1	0.5	7	false	1	1	24	false	2	1.470083	-1	false	2	1.470083	-1	false
2010-04-29T00:00:00	AAPL	short	2010-04-29T09:31:00	0.005499	0.87467	-0.006225	0.029011	0.2274	0.001666	0.026305	-0.034109	0.009141	0.065058	0.109312	0.009773	0.217734	0.197948	0.025254	0.023765	0.016832	1.018909	22.44334	22.323941	538,295,557.1	0.977658	0.001186	-0.215919	0.685136	0.6	0.4	0.006452	0.004638	-0.0009	0.991666	0.352982	3	4	-0.000228	0.075777	-0.12	0.1	0.78	0.000228	0.446503	-0.00115	0.233872	3	0.531579	0.547774	0.064654	0.272123	0.001286	0.005906	0.233872	2010-04-29T09:31:00	7.8793	7.9666	0.197948	0	-1	24	false	0	-1	24	false	0	-1	24	false	0	-1	24	false
2010-04-29T00:00:00	ADBE	long	2010-04-29T09:31:00	-0.005919	0.392857	0	0.015784	0.56	0.002002	0.018549	-0.021241	0.016037	0.013135	-0.005605	0.006131	-0.290946	0.721784	0.020343	0.017998	0.014649	0.788732	19.012406	19.408669	6,333,961.2	-0.552594	0.000846	0	0.767857	0.4	0.6	0.006452	0.004638	-0.012055	0.95103	0.642283	3	4	0.001701	0.429491	0.193548	0.741935	0.064516	0.0017	0.952487	-0.0018	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	35.34	34.825	0.721784	1	0.5	4	false	0	-1	15	false	0	-1	15	false	0	-1	15	false
2010-04-29T00:00:00	ADBE	short	2010-04-29T09:31:00	-0.005919	0.392857	0	0.015784	0.56	0.002002	0.018549	-0.021241	0.016037	0.013135	-0.005605	0.006131	-0.290946	0.721784	0.020343	0.017998	0.014649	0.788732	19.012406	19.408669	6,333,961.2	-0.552594	0.000846	0	0.767857	0.4	0.6	0.006452	0.004638	-0.012055	0.95103	0.642283	3	4	0.001701	0.429491	0.193548	0.741935	0.064516	0.0017	0.952487	-0.0018	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	35.34	34.825	0.721784	1	0.5	15	false	1	1	15	false	1	1.5	15	false	1	2	16	false
2010-04-29T00:00:00	AMD	long	2010-04-29T09:31:00	0.016771	0.777778	-0.012422	0.04717	0.45	0.000092	0.043562	-0.022541	-0.026531	-0.035389	0.029126	-0.003302	0.388509	0.411831	0.043169	0.023781	0.022326	1.051402	19.190437	19.496952	24,013,315.15	-0.109276	0.002096	-0.266667	0.422222	0.5	0.5	0.006452	0.004638	0.005251	1.785523	0.460332	3	4	0	0.072845	0	0.666667	0.333333	0	0.601971	-0.001893	0.500132	1	0.405553	0.500132	0.500132	0	0.008388	0.02159	0.500132	2010-04-29T09:31:00	9.7018	9.64	0.411831	2	-0.500206	-1	false	2	-0.500206	-1	false	2	-0.500206	-1	false	2	-0.500206	-1	false
2010-04-29T00:00:00	AMD	short	2010-04-29T09:31:00	0.016771	0.777778	-0.012422	0.04717	0.45	0.000092	0.043562	-0.022541	-0.026531	-0.035389	0.029126	-0.003302	0.388509	0.411831	0.043169	0.023781	0.022326	1.051402	19.190437	19.496952	24,013,315.15	-0.109276	0.002096	-0.266667	0.422222	0.5	0.5	0.006452	0.004638	0.005251	1.785523	0.460332	3	4	0	0.072845	0	0.666667	0.333333	0	0.601971	-0.001893	0.500132	1	0.405553	0.500132	0.500132	0	0.008388	0.02159	0.500132	2010-04-29T09:31:00	9.7018	9.64	0.411831	1	0.5	28	false	2	0.500206	-1	false	2	0.500206	-1	false	2	0.500206	-1	false
2010-04-29T00:00:00	AMZN	long	2010-04-29T09:31:00	0.005599	0.347291	-0.022933	0.029142	0.203	-0.002403	0.036129	-0.030008	-0.048231	-0.033171	0.01939	-0.001477	0.164213	0.237496	0.034094	0.025408	0.023539	0.729691	20.942016	20.950706	153,482,497	0.391912	0.001292	-0.805419	0.155172	0.5	0.5	0.006452	0.004638	0.00077	0.748345	0.306106	3	4	0.009422	0.309479	0.897959	0.054422	0.047619	0.009378	0.993057	0.002724	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	7.065	7.066	0.237496	1	0.5	4	false	2	0.014035	-1	false	2	0.014035	-1	false	2	0.014035	-1	false
2010-04-29T00:00:00	AMZN	short	2010-04-29T09:31:00	0.005599	0.347291	-0.022933	0.029142	0.203	-0.002403	0.036129	-0.030008	-0.048231	-0.033171	0.01939	-0.001477	0.164213	0.237496	0.034094	0.025408	0.023539	0.729691	20.942016	20.950706	153,482,497	0.391912	0.001292	-0.805419	0.155172	0.5	0.5	0.006452	0.004638	0.00077	0.748345	0.306106	3	4	0.009422	0.309479	0.897959	0.054422	0.047619	0.009378	0.993057	0.002724	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	7.065	7.066	0.237496	2	-0.014035	-1	false	2	-0.014035	-1	false	2	-0.014035	-1	false	2	-0.014035	-1	false
2010-04-29T00:00:00	AVGO	long	2010-04-29T09:31:00	0.014243	1.066667	-0.007071	0.028952	0.0435	-0.00761	0.035652	-0.020918	-0.038831	-0.024541	0.031441	-0.004881	0.398543	0.053696	0.035738	0.018062	0.021309	0.79612	15.361259	15.728906	3,789,750	-0.337562	0.000466	-0.245977	0.574713	0.6	0.4	0.006452	0.004638	0.008136	0.946484	0.454124	3	4	0.018768	0.625749	0.85119	0.14881	0	0.018594	1.961356	0.001567	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	1.556	1.5473	0.053696	0	-1	3	false	0	-1	3	false	0	-1	3	false	0	-1	3	false
2010-04-29T00:00:00	AVGO	short	2010-04-29T09:31:00	0.014243	1.066667	-0.007071	0.028952	0.0435	-0.00761	0.035652	-0.020918	-0.038831	-0.024541	0.031441	-0.004881	0.398543	0.053696	0.035738	0.018062	0.021309	0.79612	15.361259	15.728906	3,789,750	-0.337562	0.000466	-0.245977	0.574713	0.6	0.4	0.006452	0.004638	0.008136	0.946484	0.454124	3	4	0.018768	0.625749	0.85119	0.14881	0	0.018594	1.961356	0.001567	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	1.556	1.5473	0.053696	1	0.5	2	false	1	1	3	false	2	0.540081	-1	false	2	0.540081	-1	false
2010-04-29T00:00:00	BAC	long	2010-04-29T09:31:00	0.014059	1.155396	0.007367	0.025313	0.3938	-0.001827	0.028214	-0.034742	-0.026818	-0.084282	0.001693	-0.007777	0.443926	0.434757	0.03167	0.025671	0.021639	0.982731	21.671863	21.962365	193,295,025.55	-0.050044	0.00169	0.254952	0.6	0.4	0.6	0.006452	0.004638	0.003335	1.662058	0.788539	3	4	0.000553	0.088785	0.199482	0.800518	0	0.000553	0.976483	0.001064	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	13.9209	13.9519	0.434757	1	0.5	0	false	2	0.23768	-1	false	2	0.23768	-1	false	2	0.23768	-1	false
2010-04-29T00:00:00	BAC	short	2010-04-29T09:31:00	0.014059	1.155396	0.007367	0.025313	0.3938	-0.001827	0.028214	-0.034742	-0.026818	-0.084282	0.001693	-0.007777	0.443926	0.434757	0.03167	0.025671	0.021639	0.982731	21.671863	21.962365	193,295,025.55	-0.050044	0.00169	0.254952	0.6	0.4	0.6	0.006452	0.004638	0.003335	1.662058	0.788539	3	4	0.000553	0.088785	0.199482	0.800518	0	0.000553	0.976483	0.001064	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	13.9209	13.9519	0.434757	2	-0.23768	-1	false	2	-0.23768	-1	false	2	-0.23768	-1	false	2	-0.23768	-1	false
2010-04-29T00:00:00	CRM	long	2010-04-29T09:31:00	0.007778	1.22446	-0.003354	0.019137	0.4072	-0.000979	0.033608	-0.022353	0.013291	0.027793	0.142251	0.005755	0.283912	0.582928	0.027395	0.01926	0.018895	0.558221	18.602063	18.677847	6,259,376	-0.285247	0.000813	-0.175835	0.818026	0.6	0.4	0.006452	0.004638	-0.00178	1.481328	0.650378	3	4	0.000345	0.084745	0.149798	0.850202	0	0.000345	0.714951	0.000237	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	21.4537	21.3919	0.582928	2	-0.353389	-1	false	2	-0.353389	-1	false	2	-0.353389	-1	false	2	-0.353389	-1	false
2010-04-29T00:00:00	CRM	short	2010-04-29T09:31:00	0.007778	1.22446	-0.003354	0.019137	0.4072	-0.000979	0.033608	-0.022353	0.013291	0.027793	0.142251	0.005755	0.283912	0.582928	0.027395	0.01926	0.018895	0.558221	18.602063	18.677847	6,259,376	-0.285247	0.000813	-0.175835	0.818026	0.6	0.4	0.006452	0.004638	-0.00178	1.481328	0.650378	3	4	0.000345	0.084745	0.149798	0.850202	0	0.000345	0.714951	0.000237	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	21.4537	21.3919	0.582928	1	0.5	1	false	2	0.353389	-1	false	2	0.353389	-1	false	2	0.353389	-1	false
2010-04-29T00:00:00	CSCO	long	2010-04-29T09:31:00	0.005179	0.625	-0.002952	0.020716	0.3624	-0.001079	0.018976	-0.016019	-0.007343	0.005957	0.014257	0.000488	0.292465	0.309781	0.017708	0.008864	0.010191	1.081081	20.628128	20.488965	41,611,437.95	1.170139	0.000926	-0.142936	0.375	0.5	0.5	0.006452	0.004638	0.001439	0.579623	0.640013	3	4	-0.000734	0.313448	-0.132853	0.533471	0.333677	0.000734	2.670463	0.001301	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	17.5674	17.565	0.309781	1	0.5	0	false	2	-0.025825	-1	false	2	-0.025825	-1	false	2	-0.025825	-1	false
2010-04-29T00:00:00	CSCO	short	2010-04-29T09:31:00	0.005179	0.625	-0.002952	0.020716	0.3624	-0.001079	0.018976	-0.016019	-0.007343	0.005957	0.014257	0.000488	0.292465	0.309781	0.017708	0.008864	0.010191	1.081081	20.628128	20.488965	41,611,437.95	1.170139	0.000926	-0.142936	0.375	0.5	0.5	0.006452	0.004638	0.001439	0.579623	0.640013	3	4	-0.000734	0.313448	-0.132853	0.533471	0.333677	0.000734	2.670463	0.001301	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	17.5674	17.565	0.309781	2	0.025825	-1	false	2	0.025825	-1	false	2	0.025825	-1	false	2	0.025825	-1	false
2010-04-29T00:00:00	CVX	long	2010-04-29T09:31:00	0.006074	1.25235	0.000991	0.01326	0.5639	0.000519	0.017067	-0.023713	-0.014532	0.001986	0.071996	-0.000352	0.357112	0.723303	0.017008	0.013858	0.011698	0.713382	19.941999	19.846445	8,669,817.3	1.260337	0.000868	0.074659	0.79429	0.4	0.6	0.006452	0.004638	-0.000872	1.076494	0.798286	3	4	0.002833	0.22577	0.742192	0.257808	0	0.002829	0.840863	0.002024	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	42.9005	43.0849	0.723303	1	0.5	10	false	1	1	23	false	2	0.849805	-1	false	2	0.849805	-1	false
2010-04-29T00:00:00	CVX	short	2010-04-29T09:31:00	0.006074	1.25235	0.000991	0.01326	0.5639	0.000519	0.017067	-0.023713	-0.014532	0.001986	0.071996	-0.000352	0.357112	0.723303	0.017008	0.013858	0.011698	0.713382	19.941999	19.846445	8,669,817.3	1.260337	0.000868	0.074659	0.79429	0.4	0.6	0.006452	0.004638	-0.000872	1.076494	0.798286	3	4	0.002833	0.22577	0.742192	0.257808	0	0.002829	0.840863	0.002024	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	42.9005	43.0849	0.723303	0	-1	23	false	0	-1	23	false	0	-1	23	false	0	-1	23	false
2010-04-29T00:00:00	GOOGL	long	2010-04-29T09:31:00	0.007856	0.894231	-0.005613	0.026075	0.3432	-0.008592	0.021372	-0.028936	-0.045437	-0.101509	-0.066154	-0.00972	0.341614	0.302681	0.022997	0.026124	0.020471	1.173895	20.554624	20.828469	62,878,260	0.030332	0.000965	-0.216492	0.592949	0.5	0.5	0.006452	0.004638	0.002413	0.843597	0.544712	3	4	-0.000784	0.065085	-0.527919	0.167513	0.304569	0.000784	0.614387	0.000184	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	13.2494	13.2076	0.302681	1	0.5	3	false	1	1	6	false	2	-0.460331	-1	false	2	-0.460331	-1	false
2010-04-29T00:00:00	GOOGL	short	2010-04-29T09:31:00	0.007856	0.894231	-0.005613	0.026075	0.3432	-0.008592	0.021372	-0.028936	-0.045437	-0.101509	-0.066154	-0.00972	0.341614	0.302681	0.022997	0.026124	0.020471	1.173895	20.554624	20.828469	62,878,260	0.030332	0.000965	-0.216492	0.592949	0.5	0.5	0.006452	0.004638	0.002413	0.843597	0.544712	3	4	-0.000784	0.065085	-0.527919	0.167513	0.304569	0.000784	0.614387	0.000184	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	13.2494	13.2076	0.302681	0	-1	6	false	0	-1	6	false	0	-1	6	false	0	-1	6	false
2010-04-29T00:00:00	IBM	long	2010-04-29T09:31:00	0.003381	1.055563	0.005487	0.011068	0.9218	0.0029	0.01422	0.001077	0.008918	-0.00861	0.01025	-0.001234	0.230075	1.049225	0.014697	0.010414	0.009012	0.888876	19.9528	20.19111	6,692,839.2	-0.0738	0.000615	0.422651	0.750032	0.2	0.8	0.006452	0.004638	-0.00058	0.614018	0.476299	3	4	-0.002068	0.235317	-0.599838	0.333333	0.066829	0.00207	1.035555	0.001919	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	71.4825	71.6471	1.049225	1	0.5	4	false	1	1	9	false	2	0.522926	-1	false	2	0.522926	-1	false
2010-04-29T00:00:00	IBM	short	2010-04-29T09:31:00	0.003381	1.055563	0.005487	0.011068	0.9218	0.0029	0.01422	0.001077	0.008918	-0.00861	0.01025	-0.001234	0.230075	1.049225	0.014697	0.010414	0.009012	0.888876	19.9528	20.19111	6,692,839.2	-0.0738	0.000615	0.422651	0.750032	0.2	0.8	0.006452	0.004638	-0.00058	0.614018	0.476299	3	4	-0.002068	0.235317	-0.599838	0.333333	0.066829	0.00207	1.035555	0.001919	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	71.4825	71.6471	1.049225	0	-1	9	false	0	-1	9	false	0	-1	9	false	0	-1	9	false
2010-04-29T00:00:00	INTC	long	2010-04-29T09:31:00	0.003014	0.763707	-0.005986	0.023648	0.3593	-0.002159	0.021298	-0.032446	-0.022278	-0.010634	0.040714	-0.00342	0.14265	0.321065	0.021131	0.013983	0.012923	1.091367	21.164874	20.876746	66,706,770.8	1.224708	0.00129	-0.254662	0.636237	0.4	0.6	0.006452	0.004638	-0.004595	1.17937	0.613843	3	4	0.004718	0.304922	0.734423	0.065373	0.200204	0.004707	2.052812	-0.001593	0.513634	1	0.414513	0.513634	0.513634	0	0.001548	0.010854	0.513634	2010-04-29T09:31:00	15.3088	15.2786	0.321065	2	-0.313539	-1	false	2	-0.313539	-1	false	2	-0.313539	-1	false	2	-0.313539	-1	false
2010-04-29T00:00:00	INTC	short	2010-04-29T09:31:00	0.003014	0.763707	-0.005986	0.023648	0.3593	-0.002159	0.021298	-0.032446	-0.022278	-0.010634	0.040714	-0.00342	0.14265	0.321065	0.021131	0.013983	0.012923	1.091367	21.164874	20.876746	66,706,770.8	1.224708	0.00129	-0.254662	0.636237	0.4	0.6	0.006452	0.004638	-0.004595	1.17937	0.613843	3	4	0.004718	0.304922	0.734423	0.065373	0.200204	0.004707	2.052812	-0.001593	0.513634	1	0.414513	0.513634	0.513634	0	0.001548	0.010854	0.513634	2010-04-29T09:31:00	15.3088	15.2786	0.321065	1	0.5	1	false	2	0.313539	-1	false	2	0.313539	-1	false	2	0.313539	-1	false
2010-04-29T00:00:00	JPM	long	2010-04-29T09:31:00	0.00966	1.193559	0.014707	0.021394	0.8703	-0.005552	0.027389	-0.032494	-0.041033	-0.088679	-0.024475	-0.00978	0.333823	0.835773	0.028938	0.021379	0.01925	0.977536	21.012381	21.216708	41,880,498.45	0.187617	0.001382	0.480984	0.742029	0.3	0.7	0.006452	0.004638	-0.000571	1.585731	0.839236	3	4	0.003645	0.143101	0.888796	0.111204	0	0.003639	0.771326	0.001062	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	29.2666	29.0341	0.835773	0	-1	23	false	0	-1	23	false	0	-1	23	false	0	-1	23	false
2010-04-29T00:00:00	JPM	short	2010-04-29T09:31:00	0.00966	1.193559	0.014707	0.021394	0.8703	-0.005552	0.027389	-0.032494	-0.041033	-0.088679	-0.024475	-0.00978	0.333823	0.835773	0.028938	0.021379	0.01925	0.977536	21.012381	21.216708	41,880,498.45	0.187617	0.001382	0.480984	0.742029	0.3	0.7	0.006452	0.004638	-0.000571	1.585731	0.839236	3	4	0.003645	0.143101	0.888796	0.111204	0	0.003639	0.771326	0.001062	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	29.2666	29.0341	0.835773	1	0.5	2	false	1	1	23	false	2	0.927286	-1	false	2	0.927286	-1	false
2010-04-29T00:00:00	MSFT	long	2010-04-29T09:31:00	0.00194	0.894589	-0.000648	0.012296	0.2846	0.001353	0.01839	-0.003226	-0.01341	0.002269	0.038306	0.000185	0.122682	0.365986	0.015812	0.007462	0.008806	0.665233	21.020921	21.125296	56,726,869.1	0.079057	0.000812	-0.052706	0.736824	0.3	0.7	0.006452	0.004638	-0.00254	0.694271	0.475765	3	4	-0.004196	0.306842	-0.866429	0.066785	0.066785	0.004204	0.474716	0.001399	0.083317	1	0.080028	0.083317	0.083317	0	0.000162	0.001317	0.083317	2010-04-29T09:31:00	23.0933	23.1082	0.365986	0	-1	3	false	0	-1	3	false	0	-1	3	false	0	-1	3	false
2010-04-29T00:00:00	MSFT	short	2010-04-29T09:31:00	0.00194	0.894589	-0.000648	0.012296	0.2846	0.001353	0.01839	-0.003226	-0.01341	0.002269	0.038306	0.000185	0.122682	0.365986	0.015812	0.007462	0.008806	0.665233	21.020921	21.125296	56,726,869.1	0.079057	0.000812	-0.052706	0.736824	0.3	0.7	0.006452	0.004638	-0.00254	0.694271	0.475765	3	4	-0.004196	0.306842	-0.866429	0.066785	0.066785	0.004204	0.474716	0.001399	0.083317	1	0.080028	0.083317	0.083317	0	0.000162	0.001317	0.083317	2010-04-29T09:31:00	23.0933	23.1082	0.365986	1	0.5	2	false	1	1	3	false	2	-0.135707	-1	false	2	-0.135707	-1	false
2010-04-29T00:00:00	NFLX	long	2010-04-29T09:31:00	0.014155	0.606488	-0.020757	0.04993	0.0709	0.025546	0.067848	-0.003509	0.142765	0.135001	0.324256	0.025724	0.261756	0.076789	0.054077	0.058427	0.045493	0.601357	19.575468	19.790886	216,351,039.2	0.038991	0.001479	-0.424542	0.32299	0.5	0.5	0.006452	0.004638	0.004874	1.438457	0.379734	3	4	-0.000486	0.072927	-0.125	0.214286	0.660714	0.000486	0.469768	0.008405	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	1.4376	1.4461	0.076789	1	0.5	7	false	1	1	22	false	2	0.368976	-1	false	2	0.368976	-1	false
2010-04-29T00:00:00	NFLX	short	2010-04-29T09:31:00	0.014155	0.606488	-0.020757	0.04993	0.0709	0.025546	0.067848	-0.003509	0.142765	0.135001	0.324256	0.025724	0.261756	0.076789	0.054077	0.058427	0.045493	0.601357	19.575468	19.790886	216,351,039.2	0.038991	0.001479	-0.424542	0.32299	0.5	0.5	0.006452	0.004638	0.004874	1.438457	0.379734	3	4	-0.000486	0.072927	-0.125	0.214286	0.660714	0.000486	0.469768	0.008405	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	1.4376	1.4461	0.076789	0	-1	22	false	0	-1	22	false	0	-1	22	false	0	-1	22	false
2010-04-29T00:00:00	NVDA	long	2010-04-29T09:31:00	0.002428	0.679688	0.003248	0.034529	0.0128	-0.000515	0.032105	-0.015666	-0.02473	-0.096515	-0.082653	-0.009582	0.070279	0.012806	0.034546	0.020704	0.019236	1.06136	19.307435	19.60209	739,435,740	-0.24954	0.001349	0.09375	0.609375	0.3	0.6	0.006452	0.004638	-0.007791	1.583843	0.579955	3	4	-0.001346	0.218645	-0.178571	0.821429	0	0.001346	0.475391	-0.001055	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	0.3714	0.3707	0.012806	2	-0.182205	-1	false	2	-0.182205	-1	false	2	-0.182205	-1	false	2	-0.182205	-1	false
2010-04-29T00:00:00	NVDA	short	2010-04-29T09:31:00	0.002428	0.679688	0.003248	0.034529	0.0128	-0.000515	0.032105	-0.015666	-0.02473	-0.096515	-0.082653	-0.009582	0.070279	0.012806	0.034546	0.020704	0.019236	1.06136	19.307435	19.60209	739,435,740	-0.24954	0.001349	0.09375	0.609375	0.3	0.6	0.006452	0.004638	-0.007791	1.583843	0.579955	3	4	-0.001346	0.218645	-0.178571	0.821429	0	0.001346	0.475391	-0.001055	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	0.3714	0.3707	0.012806	2	0.182205	-1	false	2	0.182205	-1	false	2	0.182205	-1	false	2	0.182205	-1	false
2010-04-29T00:00:00	ORCL	long	2010-04-29T09:31:00	0.005412	0.666542	-0.006148	0.012759	0.2669	-0.000828	0.01619	-0.024519	-0.016355	-0.020082	0.014462	-0.0001	0.331688	0.341284	0.016315	0.008875	0.007808	0.778179	20.277609	20.088864	24,707,159.05	1.258066	0.000774	-0.484826	0.242413	0.3	0.7	0.006452	0.004638	-0.000217	0.87234	0.552422	3	4	-0.002881	0.189578	-0.936631	0	0.063369	0.002886	1.604054	-0.000128	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	20.9669	20.8779	0.341284	0	-1	0	false	0	-1	0	false	0	-1	0	false	0	-1	0	false
2010-04-29T00:00:00	ORCL	short	2010-04-29T09:31:00	0.005412	0.666542	-0.006148	0.012759	0.2669	-0.000828	0.01619	-0.024519	-0.016355	-0.020082	0.014462	-0.0001	0.331688	0.341284	0.016315	0.008875	0.007808	0.778179	20.277609	20.088864	24,707,159.05	1.258066	0.000774	-0.484826	0.242413	0.3	0.7	0.006452	0.004638	-0.000217	0.87234	0.552422	3	4	-0.002881	0.189578	-0.936631	0	0.063369	0.002886	1.604054	-0.000128	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	20.9669	20.8779	0.341284	1	0.5	0	false	1	1	0	false	1	1.5	5	false	2	0.869266	-1	false
2010-04-29T00:00:00	PFE	long	2010-04-29T09:31:00	0.007252	1.12	0.004858	0.015108	0.1225	0.003224	0.021735	-0.020713	-0.003013	-0.029899	-0.041142	-0.002193	0.403139	0.145856	0.017989	0.01249	0.009731	0.674931	19.943736	20.193193	68,590,552.95	-0.79905	0.0009	0.32	0.64	0.2	0.7	0.006452	0.004638	0.001826	0.840861	0.512883	3	4	0.0006	0.235164	0.142857	0.142857	0.714286	0.0006	0.909141	-0.001312	null	0	0	null	null	null	0	0	0	2010-04-29T09:31:00	8.167	8.2307	0.145856	1	0.5	0	false	1	1	5	false	1	1.5	6	false	2	1.455778	-1	false

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Open30 30-Minute Open Equity Features Dataset

Assembled modeling table for Open30, a research project studying short-horizon equity behavior after the U.S. market open.

The rows are candidate trade instances keyed by (date, ticker, side). Features include prior daily price context, volatility and liquidity proxies, opening-minute behavior, market alignment features, calendar features, mean-reversion regime features, and Alpha Vantage news sentiment aggregates. The table also includes supervised outcome labels for multiple reward/risk targets.

Author GitHub: mospira
Project repo: mospira/ml-open30
Project site: Open30 Research
Research report: Open30 Research Report

Files

dataset_open30m.parquet

Dataset Details

Rows: 195,166
Columns: 77
Date range: 2010-04-28 through 2026-02-27
Universe size: 25 tickers
Candidate sides: long, short
Entry assumption: 09:31 ET
Label scan window: 09:31 through 09:59 ET
Reward/risk multiples: 0.5, 1.0, 1.5, 2.0

Column Groups

Identifier columns:

date
ticker
side

Feature groups include:

prior daily price context
volatility regime
liquidity proxies
first-minute open-window features
SPY/QQQ market-alignment features
calendar features
mean-reversion regime features
news sentiment aggregates and interactions

Label columns follow this pattern:

y_type_m_<multiple>
y_R_m_<multiple>
y_hit_minute_m_<multiple>
y_ambig_m_<multiple>

Outcome encoding:

0: stop loss
1: take profit
2: time exit
3: ambiguous same-bar stop/target touch

Usage

from datasets import load_dataset

ds = load_dataset("mospira/open30-equity-features", split="train")
df = ds.to_pandas()
print(df.head())

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