timestamp
stringlengths
1
32
ticker
stringlengths
4
24
delta_pct
float64
-4.27
7.29
tr_min
float64
1
7
book_yes
float64
0.01
0.9
book_our_side
float64
0.1
0.9
predicted_p
float64
0.78
0.99
sigma
float64
0
0.06
velocity
float64
-0.01
0.03
action
stringclasses
10 values
reason
stringlengths
6
42
2026-03-26T19:38:41.854539+00:00
KXBNB15M-26MAR261545-45
0.2177
6.3
0.88
0.88
0.99
0.003248
0.00144
SKIP_ASK
ask=0.97>0.9 bid=0.84 spread=0.13
2026-03-26T19:38:43.811367+00:00
KXBNB15M-26MAR261545-45
0.2161
6.27
0.88
0.88
0.99
0.003265
0.00144
ENTER
null
2026-03-26T19:38:43.811367+00:00
KXBNB15M-26MAR261545-45
0.2161
6.27
0.88
0.88
0.99
0.003265
0.00144
ENTER
bid=0.8 ask=0.97 spread=0.17
2026-03-26T19:38:43.811367+00:00
KXBNB15M-26MAR261545-45
0.2161
6.27
0.88
0.88
0.99
0.003265
0.00144
SKIP_ASK
ask=0.97>0.9 bid=0.8 spread=0.17
2026-03-26T19:38:45.903829+00:00
KXBNB15M-26MAR261545-45
0.2161
6.23
0.885
0.885
0.99
0.003275
0.00144
ENTER
null
2026-03-26T19:38:45.903829+00:00
KXBNB15M-26MAR261545-45
0.2161
6.23
0.885
0.885
0.99
0.003275
0.00144
ENTER
bid=0.8 ask=0.97 spread=0.17
2026-03-26T19:38:45.903829+00:00
KXBNB15M-26MAR261545-45
0.2161
6.23
0.885
0.885
0.99
0.003275
0.00144
SKIP_ASK
ask=0.97>0.9 bid=0.8 spread=0.17
2026-03-26T19:38:47.998493+00:00
KXBNB15M-26MAR261545-45
0.2177
6.2
0.885
0.885
0.99
0.003
0.0008
ENTER
null
2026-03-26T19:38:47.998493+00:00
KXBNB15M-26MAR261545-45
0.2177
6.2
0.885
0.885
0.99
0.003
0.0008
ENTER
bid=0.87 ask=0.97 spread=0.1
2026-03-26T19:38:47.998493+00:00
KXBNB15M-26MAR261545-45
0.2177
6.2
0.885
0.885
0.99
0.003
0.0008
SKIP_ASK
ask=0.97>0.9 bid=0.87 spread=0.1
2026-03-26T19:38:49.746414+00:00
KXBNB15M-26MAR261545-45
0.2193
6.17
0.885
0.885
0.99
0.003
0.000356
ENTER
null
2026-03-26T19:38:49.746414+00:00
KXBNB15M-26MAR261545-45
0.2193
6.17
0.885
0.885
0.99
0.003
0.000356
ENTER
bid=0.87 ask=0.97 spread=0.1
2026-03-26T19:38:49.746414+00:00
KXBNB15M-26MAR261545-45
0.2193
6.17
0.885
0.885
0.99
0.003
0.000356
SKIP_ASK
ask=0.97>0.9 bid=0.87 spread=0.1
2026-03-26T19:38:51.748862+00:00
KXBNB15M-26MAR261545-45
0.2177
6.14
0.885
0.885
0.99
0.003
0
ENTER
null
2026-03-26T19:38:51.748862+00:00
KXBNB15M-26MAR261545-45
0.2177
6.14
0.885
0.885
0.99
0.003
0
ENTER
bid=0.8 ask=0.97 spread=0.17
2026-03-26T19:38:51.748862+00:00
KXBNB15M-26MAR261545-45
0.2177
6.14
0.885
0.885
0.99
0.003
0
SKIP_ASK
ask=0.97>0.9 bid=0.8 spread=0.17
2026-03-26T19:38:53.949027+00:00
KXBNB15M-26MAR261545-45
0.2225
6.1
0.885
0.885
0.99
0.00301
0.00064
ENTER
null
2026-03-26T19:38:53.949027+00:00
KXBNB15M-26MAR261545-45
0.2225
6.1
0.885
0.885
0.99
0.00301
0.00064
ENTER
bid=0.8 ask=0.97 spread=0.17
2026-03-26T19:38:53.949027+00:00
KXBNB15M-26MAR261545-45
0.2225
6.1
0.885
0.885
0.99
0.00301
0.00064
SKIP_ASK
ask=0.97>0.9 bid=0.8 spread=0.17
2026-03-26T19:39:06.235702+00:00
KXBNB15M-26MAR261545-45
0.2241
5.9
0.895
0.895
0.99
0.003
0
ENTER
null
2026-03-26T19:39:06.235702+00:00
KXBNB15M-26MAR261545-45
0.2241
5.9
0.895
0.895
0.99
0.003
0
ENTER
bid=0.88 ask=0.97 spread=0.09
2026-03-26T19:39:06.235702+00:00
KXBNB15M-26MAR261545-45
0.2241
5.9
0.895
0.895
0.99
0.003
0
SKIP_ASK
ask=0.97>0.9 bid=0.88 spread=0.09
2026-03-26T19:39:08.338495+00:00
KXBNB15M-26MAR261545-45
0.2241
5.86
0.895
0.895
0.99
0.003
0.00016
ENTER
null
2026-03-26T19:39:08.338495+00:00
KXBNB15M-26MAR261545-45
0.2241
5.86
0.895
0.895
0.99
0.003
0.00016
ENTER
bid=0.82 ask=0.97 spread=0.15
2026-03-26T19:39:08.338495+00:00
KXBNB15M-26MAR261545-45
0.2241
5.86
0.895
0.895
0.99
0.003
0.00016
SKIP_ASK
ask=0.97>0.9 bid=0.82 spread=0.15
2026-03-26T19:39:10.370384+00:00
KXBNB15M-26MAR261545-45
0.2225
5.83
0.895
0.895
0.99
0.003
0
ENTER
null
2026-03-26T19:39:10.370384+00:00
KXBNB15M-26MAR261545-45
0.2225
5.83
0.895
0.895
0.99
0.003
0
ENTER
bid=0.82 ask=0.97 spread=0.15
2026-03-26T19:39:10.370384+00:00
KXBNB15M-26MAR261545-45
0.2225
5.83
0.895
0.895
0.99
0.003
0
SKIP_ASK
ask=0.97>0.9 bid=0.82 spread=0.15
2026-03-26T19:39:12.380623+00:00
KXBNB15M-26MAR261545-45
0.2289
5.79
0.895
0.895
0.99
0.003046
0.000711
ENTER
null
2026-03-26T19:39:12.380623+00:00
KXBNB15M-26MAR261545-45
0.2289
5.79
0.895
0.895
0.99
0.003046
0.000711
ENTER
bid=0.82 ask=0.96 spread=0.14
2026-03-26T19:39:12.380623+00:00
KXBNB15M-26MAR261545-45
0.2289
5.79
0.895
0.895
0.99
0.003046
0.000711
SKIP_ASK
ask=0.96>0.9 bid=0.82 spread=0.14
2026-03-26T19:39:14.490949+00:00
KXBNB15M-26MAR261545-45
0.2321
5.76
0.895
0.895
0.99
0.003069
0.00096
ENTER
null
2026-03-26T19:39:14.490949+00:00
KXBNB15M-26MAR261545-45
0.2321
5.76
0.895
0.895
0.99
0.003069
0.00096
ENTER
bid=0.9 ask=0.97 spread=0.07
2026-03-26T19:39:14.490949+00:00
KXBNB15M-26MAR261545-45
0.2321
5.76
0.895
0.895
0.99
0.003069
0.00096
SKIP_ASK
ask=0.97>0.9 bid=0.9 spread=0.07
2026-03-26T19:39:36.647237+00:00
KXBNB15M-26MAR261545-45
0.2417
5.39
0.89
0.89
0.99
0.004452
-0.002845
ENTER
null
2026-03-26T19:39:36.647237+00:00
KXBNB15M-26MAR261545-45
0.2417
5.39
0.89
0.89
0.99
0.004452
-0.002845
ENTER
bid=0.81 ask=0.97 spread=0.16
2026-03-26T19:39:36.647237+00:00
KXBNB15M-26MAR261545-45
0.2417
5.39
0.89
0.89
0.99
0.004452
-0.002845
SKIP_ASK
ask=0.97>0.9 bid=0.81 spread=0.16
2026-03-26T19:39:38.696660+00:00
KXBNB15M-26MAR261545-45
0.2433
5.36
0.89
0.89
0.99
0.004472
-0.002401
ENTER
null
2026-03-26T19:39:38.696660+00:00
KXBNB15M-26MAR261545-45
0.2433
5.36
0.89
0.89
0.99
0.004472
-0.002401
ENTER
bid=0.81 ask=0.97 spread=0.16
2026-03-26T19:39:38.696660+00:00
KXBNB15M-26MAR261545-45
0.2433
5.36
0.89
0.89
0.99
0.004472
-0.002401
SKIP_ASK
ask=0.97>0.9 bid=0.81 spread=0.16
2026-03-26T19:39:40.960839+00:00
KXBNB15M-26MAR261545-45
0.2401
5.32
0.89
0.89
0.99
0.004477
-0.002561
ENTER
null
2026-03-26T19:39:40.960839+00:00
KXBNB15M-26MAR261545-45
0.2401
5.32
0.89
0.89
0.99
0.004477
-0.002561
ENTER
bid=0.958 ask=0.97 spread=0.01
2026-03-26T19:39:40.960839+00:00
KXBNB15M-26MAR261545-45
0.2401
5.32
0.89
0.89
0.99
0.004477
-0.002561
SKIP_ASK
ask=0.97>0.9 bid=0.958 spread=0.01
2026-03-26T19:39:43.707979+00:00
KXBNB15M-26MAR261545-45
0.2321
5.27
0.89
0.89
0.99
0.004569
-0.002561
ENTER
null
2026-03-26T19:39:43.707979+00:00
KXBNB15M-26MAR261545-45
0.2321
5.27
0.89
0.89
0.99
0.004569
-0.002561
ENTER
null
2026-03-26T19:39:43.707979+00:00
KXBNB15M-26MAR261545-45
0.2321
5.27
0.89
0.89
0.99
0.004569
-0.002561
SKIP_ASK
ask=0.97>0.9 bid=0.966 spread=0.0
2026-03-26T19:39:45.551470+00:00
KXBNB15M-26MAR261545-45
0.2321
5.24
0.89
0.89
0.99
0.00459
-0.002241
ENTER
null
2026-03-26T19:39:45.551470+00:00
KXBNB15M-26MAR261545-45
0.2321
5.24
0.89
0.89
0.99
0.00459
-0.002241
ENTER
null
2026-03-26T19:39:45.551470+00:00
KXBNB15M-26MAR261545-45
0.2321
5.24
0.89
0.89
0.99
0.00459
-0.002241
SKIP_ASK
ask=0.97>0.9 bid=0.966 spread=0.0
2026-03-26T19:39:57.254647+00:00
KXBNB15M-26MAR261545-45
0.2321
5.05
0.89
0.89
0.99
0.004562
0
ENTER
null
2026-03-26T19:39:57.254647+00:00
KXBNB15M-26MAR261545-45
0.2321
5.05
0.89
0.89
0.99
0.004562
0
ENTER
bid=0.81 ask=0.97 spread=0.16
2026-03-26T19:39:57.254647+00:00
KXBNB15M-26MAR261545-45
0.2321
5.05
0.89
0.89
0.99
0.004562
0
SKIP_ASK
ask=0.97>0.9 bid=0.81 spread=0.16
2026-03-26T19:39:59.093612+00:00
KXBNB15M-26MAR261545-45
0.2321
5.02
0.89
0.89
0.99
0.004582
0
ENTER
null
2026-03-26T19:39:59.093612+00:00
KXBNB15M-26MAR261545-45
0.2321
5.02
0.89
0.89
0.99
0.004582
0
ENTER
bid=0.89 ask=0.97 spread=0.08
2026-03-26T19:39:59.093612+00:00
KXBNB15M-26MAR261545-45
0.2321
5.02
0.89
0.89
0.99
0.004582
0
SKIP_ASK
ask=0.97>0.9 bid=0.89 spread=0.08
2026-03-26T19:40:01.009278+00:00
KXBNB15M-26MAR261545-45
0.2321
4.98
0.89
0.89
0.99
0.004582
0
ENTER
null
2026-03-26T19:40:01.009278+00:00
KXBNB15M-26MAR261545-45
0.2321
4.98
0.89
0.89
0.99
0.004582
0
ENTER
bid=0.89 ask=0.99 spread=0.1
2026-03-26T19:40:01.009278+00:00
KXBNB15M-26MAR261545-45
0.2321
4.98
0.89
0.89
0.99
0.004582
0
SKIP_ASK
ask=0.99>0.9 bid=0.89 spread=0.1
2026-03-26T19:40:02.940264+00:00
KXBNB15M-26MAR261545-45
0.2321
4.95
0.89
0.89
0.99
0.004561
0
ENTER
null
2026-03-26T19:40:02.940264+00:00
KXBNB15M-26MAR261545-45
0.2321
4.95
0.89
0.89
0.99
0.004561
0
ENTER
bid=0.89 ask=0.98 spread=0.09
2026-03-26T19:40:02.940264+00:00
KXBNB15M-26MAR261545-45
0.2321
4.95
0.89
0.89
0.99
0.004561
0
SKIP_ASK
ask=0.98>0.9 bid=0.89 spread=0.09
2026-03-26T19:40:04.970653+00:00
KXBNB15M-26MAR261545-45
0.2337
4.92
0.89
0.89
0.99
0.00455
0.00016
ENTER
null
2026-03-26T19:40:04.970653+00:00
KXBNB15M-26MAR261545-45
0.2337
4.92
0.89
0.89
0.99
0.00455
0.00016
ENTER
bid=0.89 ask=0.98 spread=0.09
2026-03-26T19:40:04.970653+00:00
KXBNB15M-26MAR261545-45
0.2337
4.92
0.89
0.89
0.99
0.00455
0.00016
SKIP_ASK
ask=0.98>0.9 bid=0.89 spread=0.09
2026-03-26T20:38:00.608797+00:00
KXBNB15M-26MAR261645-45
0.1714
6.99
0.775
0.775
0.966
0.0046
0
ENTER
null
2026-03-26T20:38:00.608797+00:00
KXBNB15M-26MAR261645-45
0.1714
6.99
0.775
0.775
0.966
0.0046
0
ENTER
bid=0.75 ask=0.8 spread=0.05
2026-03-26T20:38:00.608797+00:00
KXBNB15M-26MAR261645-45
0.1714
6.99
0.775
0.775
0.966
0.0046
0
MISS
both_failed bid=0.75 ask=0.8 spread=0.05
2026-03-26T20:38:22.929866+00:00
KXBNB15M-26MAR261645-45
0.173
6.62
0.785
0.785
0.99
0.003597
0
ENTER
null
2026-03-26T20:38:22.929866+00:00
KXBNB15M-26MAR261645-45
0.173
6.62
0.785
0.785
0.99
0.003597
0
ENTER
bid=0.77 ask=0.82 spread=0.05
2026-03-26T20:38:22.929866+00:00
KXBNB15M-26MAR261645-45
0.173
6.62
0.785
0.785
0.99
0.003597
0
MISS
both_failed bid=0.77 ask=0.82 spread=0.05
2026-03-26T20:38:46.545721+00:00
KXBNB15M-26MAR261645-45
0.2
6.22
0.855
0.855
0.99
0.003906
0
ENTER
null
2026-03-26T20:38:46.545721+00:00
KXBNB15M-26MAR261645-45
0.2
6.22
0.855
0.855
0.99
0.003906
0
ENTER
bid=0.83 ask=0.88 spread=0.05
2026-03-26T20:38:46.545721+00:00
KXBNB15M-26MAR261645-45
0.2
6.22
0.855
0.855
0.99
0.003906
0
MISS
both_failed bid=0.83 ask=0.88 spread=0.05
2026-03-26T20:39:11.303347+00:00
KXBNB15M-26MAR261645-45
0.2206
5.81
0.89
0.89
0.99
0.004423
0
ENTER
null
2026-03-26T20:39:11.303347+00:00
KXBNB15M-26MAR261645-45
0.2206
5.81
0.89
0.89
0.99
0.004423
0
ENTER
bid=0.88 ask=0.9 spread=0.02
2026-03-26T21:23:00.147473+00:00
KXBNB15M-26MAR261730-30
0.1797
7
0.83
0.83
0.984
0.00409
0.001113
ENTER
null
2026-03-26T21:23:00.147473+00:00
KXBNB15M-26MAR261730-30
0.1797
7
0.83
0.83
0.984
0.00409
0.001113
ENTER
bid=0.84 ask=0.86 spread=0.02
2026-03-26T21:23:00.147473+00:00
KXBNB15M-26MAR261730-30
0.1797
7
0.83
0.83
0.984
0.00409
0.001113
MISS
both_failed bid=0.84 ask=0.86 spread=0.02
2026-03-26T21:23:23.614372+00:00
KXBNB15M-26MAR261730-30
0.2019
6.61
0.9
0.9
0.99
0.003598
0
ENTER
null
2026-03-26T21:23:23.614372+00:00
KXBNB15M-26MAR261730-30
0.2019
6.61
0.9
0.9
0.99
0.003598
0
ENTER
bid=0.88 ask=0.92 spread=0.04
2026-03-26T21:23:23.614372+00:00
KXBNB15M-26MAR261730-30
0.2019
6.61
0.9
0.9
0.99
0.003598
0
SKIP_ASK
ask=0.92>0.9 bid=0.88 spread=0.04
2026-03-26T21:23:25.946741+00:00
KXBNB15M-26MAR261730-30
0.2003
6.57
0.9
0.9
0.99
0.003517
0
ENTER
null
2026-03-26T21:23:25.946741+00:00
KXBNB15M-26MAR261730-30
0.2003
6.57
0.9
0.9
0.99
0.003517
0
ENTER
bid=0.88 ask=0.92 spread=0.04
2026-03-26T21:23:25.946741+00:00
KXBNB15M-26MAR261730-30
0.2003
6.57
0.9
0.9
0.99
0.003517
0
SKIP_ASK
ask=0.92>0.9 bid=0.88 spread=0.04
2026-03-26T21:23:28.423957+00:00
KXBNB15M-26MAR261730-30
0.2003
6.53
0.9
0.9
0.99
0.003536
-0.000318
ENTER
null
2026-03-26T21:23:28.423957+00:00
KXBNB15M-26MAR261730-30
0.2003
6.53
0.9
0.9
0.99
0.003536
-0.000318
ENTER
bid=0.91 ask=0.95 spread=0.04
2026-03-26T21:23:28.423957+00:00
KXBNB15M-26MAR261730-30
0.2003
6.53
0.9
0.9
0.99
0.003536
-0.000318
SKIP_ASK
ask=0.95>0.9 bid=0.91 spread=0.04
2026-03-26T21:23:30.818510+00:00
KXBNB15M-26MAR261730-30
0.2258
6.49
0.9
0.9
0.99
0.004281
0.003407
ENTER
null
2026-03-26T21:23:30.818510+00:00
KXBNB15M-26MAR261730-30
0.2258
6.49
0.9
0.9
0.99
0.004281
0.003407
ENTER
bid=0.93 ask=0.96 spread=0.03
2026-03-26T21:23:30.818510+00:00
KXBNB15M-26MAR261730-30
0.2258
6.49
0.9
0.9
0.99
0.004281
0.003407
SKIP_ASK
ask=0.96>0.9 bid=0.93 spread=0.03
2026-03-26T21:38:00.366740+00:00
KXBNB15M-26MAR261745-45
0.0825
6.99
0.54
0.54
0.821
0.004378
0.000634
ENTER
null
2026-03-26T21:38:00.366740+00:00
KXBNB15M-26MAR261745-45
0.0825
6.99
0.54
0.54
0.821
0.004378
0.000634
ENTER
bid=0.56 ask=0.62 spread=0.06
2026-03-26T22:11:11.917983+00:00
KXBNB15M-26MAR261815-15
0.0714
3.8
0.33
0.33
0.8
0.005614
0.003172
ENTER
null
2026-03-26T22:11:11.917983+00:00
KXBNB15M-26MAR261815-15
0.0714
3.8
0.33
0.33
0.8
0.005614
0.003172
ENTER
bid=0.39 ask=0.45 spread=0.06
2026-03-26T22:53:01.076717+00:00
KXBNB15M-26MAR261900-00
0.0954
6.98
0.655
0.655
0.869
0.004163
-0.000954
ENTER
null
2026-03-26T22:53:01.076717+00:00
KXBNB15M-26MAR261900-00
0.0954
6.98
0.655
0.655
0.869
0.004163
-0.000954
ENTER
bid=0.62 ask=0.66 spread=0.04
2026-03-26T23:08:00.946812+00:00
KXBNB15M-26MAR261915-15
0.1097
6.98
0.715
0.715
0.927
0.00369
0.000159
ENTER
null
2026-03-26T23:08:00.946812+00:00
KXBNB15M-26MAR261915-15
0.1097
6.98
0.715
0.715
0.927
0.00369
0.000159
ENTER
bid=0.7 ask=0.75 spread=0.05
2026-03-26T23:08:00.946812+00:00
KXBNB15M-26MAR261915-15
0.1097
6.98
0.715
0.715
0.927
0.00369
0.000159
MISS
both_failed bid=0.7 ask=0.75 spread=0.05
2026-03-26T23:08:25.960750+00:00
KXBNB15M-26MAR261915-15
0.1287
6.57
0.835
0.835
0.974
0.00334
0
ENTER
null