Search is not available for this dataset
Unnamed: 0
int64 876
301k
| volume
float64 0.31
6.76k
| vwap
float64 35.3k
55.9k
| open
float64 15.5k
68.8k
| close
float64 15.5k
68.8k
| high
float64 15.6k
69k
| low
float64 15.5k
68.6k
| date
timestamp[ns] | number_of_trades
int64 48
63.8k
| future_return
float64 -0.31
0.44
| atr
float64 10.3
1.67k
| rr-6
float64 -0.48
0.5
| rr-12
float64 -0.53
0.49
| rr-36
float64 -0.67
0.51
| rr-144
float64 -0.81
0.84
| rr-288
float64 -0.75
1.32
| log_return
float64 -0.36
0.34
| simple_return
float64 -0.31
0.4
| cumulative_return
float64 -1.12
0.37
| volatility
float64 0
0.11
| momentum
float64 -9,846.76
8.96k
| zscore_price
float64 -3.18
3.18
| price_diff
float64 -4,356.61
4.39k
| high_low_range
float64 0
0.22
| open_close_range
float64 -0.1
0.09
| volume_change
float64 -0.99
119
| relative_volume
float64 0.02
10.8
| volume_rolling_mean
float64 1.89
3.68k
| volume_rolling_std
float64 0.92
2.21k
| volume_zscore
float64 -2.74
3.17
| volume_surge
float64 0.02
10.8
| price_range_vs_volume
float64 0.64
30.3M
| price_change
float64 -0.31
0.4
| price_volume_corr
float64 -1
1
| momentum_vs_volume
float64 -142,244.36
60.8k
| log_return_vs_volume
float64 -3.44
1.97
| upper_wick
float64 0
0.11
| lower_wick
float64 0
0.2
| wick_ratio
float64 -0.2
0.11
| wick_vs_volume
float64 -2.04
0.89
| body_to_range_ratio
float64 0
1
| open_close_ratio
float64 -0.09
0.1
| timestamp
timestamp[ns] | hour
int32 0
23
| minute
int32 0
59
| hour_sin
float64 -1
1
| hour_cos
float64 -1
1
| minute_sin
float64 -1
1
| minute_cos
float64 -1
1
| hour_weighted_relative_volume
float64 -9.81
10
| minute_weighted_relative_volume
float64 -10.62
10.1
| hour_weighted_momentum
float64 -9,511.24
7.12k
| minute_weighted_momentum
float64 -8,072.78
9.31k
| hour_weighted_volatility
float64 -0.08
0.05
| minute_weighted_volatility
float64 -0.09
0.09
| hour_weighted_simple_return
float64 -0.2
0.22
| minute_weighted_simple_return
float64 -0.26
0.15
| hour_weighted_volume_zscore
float64 -3.17
3.17
| minute_weighted_volume_zscore
float64 -3.17
3.16
| hour_weighted_high_low_range
float64 -0.11
0.22
| minute_weighted_high_low_range
float64 -0.11
0.13
| hour_weighted_high
float64 -64,265.72
67.3k
| minute_weighted_high
float64 -68,671.89
68.5k
| hour_weighted_low
float64 -64,177
67.2k
| minute_weighted_low
float64 -68,551
68.2k
| hour_weighted_open
float64 -64,230.99
67.2k
| minute_weighted_open
float64 -68,580.5
68.4k
| hour_weighted_close
float64 -64,191.46
67.2k
| minute_weighted_close
float64 -68,596
68.3k
| hour_weighted_volume_change
float64 -103.09
112
| minute_weighted_volume_change
float64 -93.34
116
| hour_weighted_upper_wick
float64 -0.05
0.06
| minute_weighted_upper_wick
float64 -0.05
0.05
| hour_weighted_lower_wick
float64 -0.05
0.2
| minute_weighted_lower_wick
float64 -0.05
0.12
| hour_weighted_wick_ratio
float64 -0.2
0.06
| minute_weighted_wick_ratio
float64 -0.12
0.05
| hour_weighted_wick_vs_volume
float64 -2.04
1.96
| minute_weighted_wick_vs_volume
float64 -1.59
0.58
| hour_weighted_body_to_range_ratio
float64 -1
1
| minute_weighted_body_to_range_ratio
float64 -1
1
| hour_weighted_open_close_ratio
float64 -0.06
0.06
| minute_weighted_open_close_ratio
float64 -0.06
0.07
| log_return-12-mean
float64 -0.03
0.03
| log_return-12-diff
float64 -0.36
0.37
| log_return-36-mean
float64 -0.01
0.01
| log_return-36-diff
float64 -0.37
0.37
| log_return-144-mean
float64 -0
0
| log_return-144-diff
float64 -0.36
0.36
| log_return-288-mean
float64 -0
0
| log_return-288-diff
float64 -0.36
0.36
| log_return-864-mean
float64 -0
0
| log_return-864-diff
float64 -0.37
0.37
| simple_return-12-mean
float64 -0.03
0.03
| simple_return-12-diff
float64 -0.4
0.41
| simple_return-36-mean
float64 -0.01
0.01
| simple_return-36-diff
float64 -0.4
0.41
| simple_return-144-mean
float64 -0
0
| simple_return-144-diff
float64 -0.4
0.4
| simple_return-288-mean
float64 -0
0
| simple_return-288-diff
float64 -0.4
0.39
| simple_return-864-mean
float64 -0
0
| simple_return-864-diff
float64 -0.4
0.4
| cumulative_return-12-mean
float64 -1.11
0.37
| cumulative_return-12-diff
float64 -0.39
0.35
| cumulative_return-36-mean
float64 -1.11
0.36
| cumulative_return-36-diff
float64 -0.39
0.39
| cumulative_return-144-mean
float64 -1.1
0.35
| cumulative_return-144-diff
float64 -0.38
0.33
| cumulative_return-288-mean
float64 -1.1
0.35
| cumulative_return-288-diff
float64 -0.37
0.36
| cumulative_return-864-mean
float64 -1.08
0.34
| cumulative_return-864-diff
float64 -0.48
0.27
| volatility-12-mean
float64 0
0.11
| volatility-12-diff
float64 -0.1
0.11
| volatility-36-mean
float64 0
0.04
| volatility-36-diff
float64 -0.1
0.11
| volatility-144-mean
float64 0
0.02
| volatility-144-diff
float64 -0.1
0.1
| volatility-288-mean
float64 0
0.01
| volatility-288-diff
float64 -0.1
0.1
| volatility-864-mean
float64 0
0.01
| volatility-864-diff
float64 -0.1
0.1
| momentum-12-mean
float64 -9,198.98
8.74k
| momentum-12-diff
float64 -10,223.95
15.5k
| momentum-36-mean
float64 -3,276
3.11k
| momentum-36-diff
float64 -14,103.3
10.6k
| momentum-144-mean
float64 -801.73
670
| momentum-144-diff
float64 -17,544.9
11.3k
| momentum-288-mean
float64 -457.9
364
| momentum-288-diff
float64 -15,040.52
14.9k
| momentum-864-mean
float64 -200.93
140
| momentum-864-diff
float64 -10,139.3
9.97k
| zscore_price-12-mean
float64 -2.09
2.01
| zscore_price-12-diff
float64 -5.98
5.98
| zscore_price-36-mean
float64 -1.49
1.55
| zscore_price-36-diff
float64 -6.23
6.15
| zscore_price-144-mean
float64 -0.77
0.9
| zscore_price-144-diff
float64 -6
6.19
| zscore_price-288-mean
float64 -0.61
0.6
| zscore_price-288-diff
float64 -6.04
6.02
| zscore_price-864-mean
float64 -0.4
0.35
| zscore_price-864-diff
float64 -6.04
6.26
| price_diff-12-mean
float64 -791.42
728
| price_diff-12-diff
float64 -4,308.29
4.46k
| price_diff-36-mean
float64 -276.27
292
| price_diff-36-diff
float64 -4,683.01
4.41k
| price_diff-144-mean
float64 -93.64
86
| price_diff-144-diff
float64 -4,491.69
4.36k
| price_diff-288-mean
float64 -52.48
41
| price_diff-288-diff
float64 -4,345.6
4.44k
| price_diff-864-mean
float64 -22.42
11.9
| price_diff-864-diff
float64 -4,783.53
4.57k
| high_low_range-12-mean
float64 0
0.07
| high_low_range-12-diff
float64 -0.22
0.22
| high_low_range-36-mean
float64 0
0.04
| high_low_range-36-diff
float64 -0.21
0.22
| high_low_range-144-mean
float64 0
0.03
| high_low_range-144-diff
float64 -0.22
0.21
| high_low_range-288-mean
float64 0
0.02
| high_low_range-288-diff
float64 -0.22
0.22
| high_low_range-864-mean
float64 0
0.02
| high_low_range-864-diff
float64 -0.22
0.21
| open_close_range-12-mean
float64 -0.02
0.02
| open_close_range-12-diff
float64 -0.1
0.1
| open_close_range-36-mean
float64 -0.01
0.01
| open_close_range-36-diff
float64 -0.1
0.11
| open_close_range-144-mean
float64 -0
0
| open_close_range-144-diff
float64 -0.1
0.1
| open_close_range-288-mean
float64 -0
0
| open_close_range-288-diff
float64 -0.1
0.1
| open_close_range-864-mean
float64 -0
0
| open_close_range-864-diff
float64 -0.11
0.1
| volume_change-12-mean
float64 -0.27
11.4
| volume_change-12-diff
float64 -119.19
119
| volume_change-36-mean
float64 -0.05
4.53
| volume_change-36-diff
float64 -118.49
118
| volume_change-144-mean
float64 0.02
1.96
| volume_change-144-diff
float64 -119.35
119
| volume_change-288-mean
float64 0.04
1.28
| volume_change-288-diff
float64 -118.32
120
| volume_change-864-mean
float64 0.11
0.73
| volume_change-864-diff
float64 -117.15
118
| relative_volume-12-mean
float64 0.09
3.12
| relative_volume-12-diff
float64 -10.38
10
| relative_volume-36-mean
float64 0.52
1.78
| relative_volume-36-diff
float64 -9.75
9.83
| relative_volume-144-mean
float64 0.84
1.22
| relative_volume-144-diff
float64 -10.09
10.2
| relative_volume-288-mean
float64 0.93
1.14
| relative_volume-288-diff
float64 -10.24
10.3
| relative_volume-864-mean
float64 0.99
1.07
| relative_volume-864-diff
float64 -10.13
9.94
| volume_rolling_mean-12-mean
float64 2.81
3.15k
| volume_rolling_mean-12-diff
float64 -3,238.35
2.59k
| volume_rolling_mean-36-mean
float64 3.49
2.11k
| volume_rolling_mean-36-diff
float64 -3,322.06
3.34k
| volume_rolling_mean-144-mean
float64 5.48
1.2k
| volume_rolling_mean-144-diff
float64 -3,066.16
3.34k
| volume_rolling_mean-288-mean
float64 7.01
884
| volume_rolling_mean-288-diff
float64 -3,434.42
3.39k
| volume_rolling_mean-864-mean
float64 13.8
568
| volume_rolling_mean-864-diff
float64 -3,430.42
3.56k
| volume_rolling_std-12-mean
float64 1.13
1.89k
| volume_rolling_std-12-diff
float64 -1,599.11
1.68k
| volume_rolling_std-36-mean
float64 1.64
1.55k
| volume_rolling_std-36-diff
float64 -1,943.34
1.86k
| volume_rolling_std-144-mean
float64 3.65
674
| volume_rolling_std-144-diff
float64 -1,945.12
2.11k
| volume_rolling_std-288-mean
float64 4.94
504
| volume_rolling_std-288-diff
float64 -2,076.48
2.18k
| volume_rolling_std-864-mean
float64 10.1
298
| volume_rolling_std-864-diff
float64 -2,170.59
2.13k
| volume_zscore-12-mean
float64 -1.23
1.96
| volume_zscore-12-diff
float64 -5.21
5.31
| volume_zscore-36-mean
float64 -0.86
0.94
| volume_zscore-36-diff
float64 -5.51
5.36
| volume_zscore-144-mean
float64 -0.32
0.26
| volume_zscore-144-diff
float64 -5.43
5.44
| volume_zscore-288-mean
float64 -0.19
0.16
| volume_zscore-288-diff
float64 -5.18
5.28
| volume_zscore-864-mean
float64 -0.09
0.08
| volume_zscore-864-diff
float64 -5.48
5.32
| volume_surge-12-mean
float64 0.09
3.12
| volume_surge-12-diff
float64 -10.38
10
| volume_surge-36-mean
float64 0.52
1.78
| volume_surge-36-diff
float64 -9.75
9.83
| volume_surge-144-mean
float64 0.84
1.22
| volume_surge-144-diff
float64 -10.09
10.2
| volume_surge-288-mean
float64 0.93
1.14
| volume_surge-288-diff
float64 -10.24
10.3
| volume_surge-864-mean
float64 0.99
1.07
| volume_surge-864-diff
float64 -10.13
9.94
| price_range_vs_volume-12-mean
float64 23.4
9.71M
| price_range_vs_volume-12-diff
float64 -30,248,249.73
30.2M
| price_range_vs_volume-36-mean
float64 57.9
4.44M
| price_range_vs_volume-36-diff
float64 -30,193,044.01
30.2M
| price_range_vs_volume-144-mean
float64 190
2.05M
| price_range_vs_volume-144-diff
float64 -30,246,473.19
30.2M
| price_range_vs_volume-288-mean
float64 275
1.22M
| price_range_vs_volume-288-diff
float64 -30,219,159.65
30.2M
| price_range_vs_volume-864-mean
float64 790
602k
| price_range_vs_volume-864-diff
float64 -30,246,750.31
30M
| price_change-12-mean
float64 -0.03
0.03
| price_change-12-diff
float64 -0.4
0.41
| price_change-36-mean
float64 -0.01
0.01
| price_change-36-diff
float64 -0.4
0.41
| price_change-144-mean
float64 -0
0
| price_change-144-diff
float64 -0.4
0.4
| price_change-288-mean
float64 -0
0
| price_change-288-diff
float64 -0.4
0.39
| price_change-864-mean
float64 -0
0
| price_change-864-diff
float64 -0.4
0.4
| price_volume_corr-12-mean
float64 -1
0.99
| price_volume_corr-12-diff
float64 -1.88
1.88
| price_volume_corr-36-mean
float64 -0.82
0.74
| price_volume_corr-36-diff
float64 -1.91
1.93
| price_volume_corr-144-mean
float64 -0.43
0.43
| price_volume_corr-144-diff
float64 -1.89
1.9
| price_volume_corr-288-mean
float64 -0.35
0.37
| price_volume_corr-288-diff
float64 -1.94
1.95
| price_volume_corr-864-mean
float64 -0.26
0.2
| price_volume_corr-864-diff
float64 -1.92
1.94
| momentum_vs_volume-12-mean
float64 -11,904.07
6.36k
| momentum_vs_volume-12-diff
float64 -142,771.59
142k
| momentum_vs_volume-36-mean
float64 -3,979.5
2.14k
| momentum_vs_volume-36-diff
float64 -142,208.39
143k
| momentum_vs_volume-144-mean
float64 -1,240.24
567
| momentum_vs_volume-144-diff
float64 -141,999.79
142k
| momentum_vs_volume-288-mean
float64 -696.79
293
| momentum_vs_volume-288-diff
float64 -141,949.38
144k
| momentum_vs_volume-864-mean
float64 -273.26
121
| momentum_vs_volume-864-diff
float64 -142,271.06
142k
| log_return_vs_volume-12-mean
float64 -0.29
0.16
| log_return_vs_volume-12-diff
float64 -3.44
3.47
| log_return_vs_volume-36-mean
float64 -0.1
0.06
| log_return_vs_volume-36-diff
float64 -3.44
3.44
| log_return_vs_volume-144-mean
float64 -0.03
0.01
| log_return_vs_volume-144-diff
float64 -3.44
3.44
| log_return_vs_volume-288-mean
float64 -0.01
0.01
| log_return_vs_volume-288-diff
float64 -3.44
3.45
| log_return_vs_volume-864-mean
float64 -0.01
0
| log_return_vs_volume-864-diff
float64 -3.44
3.44
| upper_wick-12-mean
float64 0
0.03
| upper_wick-12-diff
float64 -0.11
0.11
| upper_wick-36-mean
float64 0
0.02
| upper_wick-36-diff
float64 -0.11
0.11
| upper_wick-144-mean
float64 0
0.01
| upper_wick-144-diff
float64 -0.11
0.11
| upper_wick-288-mean
float64 0
0.01
| upper_wick-288-diff
float64 -0.11
0.11
| upper_wick-864-mean
float64 0
0.01
| upper_wick-864-diff
float64 -0.11
0.11
| lower_wick-12-mean
float64 0
0.03
| lower_wick-12-diff
float64 -0.2
0.2
| lower_wick-36-mean
float64 0
0.01
| lower_wick-36-diff
float64 -0.2
0.2
| lower_wick-144-mean
float64 0
0.01
| lower_wick-144-diff
float64 -0.2
0.2
| lower_wick-288-mean
float64 0
0.01
| lower_wick-288-diff
float64 -0.2
0.2
| lower_wick-864-mean
float64 0
0
| lower_wick-864-diff
float64 -0.2
0.2
| wick_ratio-12-mean
float64 -0.02
0.03
| wick_ratio-12-diff
float64 -0.2
0.21
| wick_ratio-36-mean
float64 -0.01
0.02
| wick_ratio-36-diff
float64 -0.21
0.2
| wick_ratio-144-mean
float64 -0.01
0.01
| wick_ratio-144-diff
float64 -0.2
0.2
| wick_ratio-288-mean
float64 -0
0.01
| wick_ratio-288-diff
float64 -0.21
0.2
| wick_ratio-864-mean
float64 -0
0
| wick_ratio-864-diff
float64 -0.2
0.2
| wick_vs_volume-12-mean
float64 -0.17
0.07
| wick_vs_volume-12-diff
float64 -2.04
2.04
| wick_vs_volume-36-mean
float64 -0.06
0.02
| wick_vs_volume-36-diff
float64 -2.04
2.04
| wick_vs_volume-144-mean
float64 -0.02
0.01
| wick_vs_volume-144-diff
float64 -2.04
2.04
| wick_vs_volume-288-mean
float64 -0.01
0
| wick_vs_volume-288-diff
float64 -2.05
2.04
| wick_vs_volume-864-mean
float64 -0
0
| wick_vs_volume-864-diff
float64 -2.03
2.04
| body_to_range_ratio-12-mean
float64 0.03
0.73
| body_to_range_ratio-12-diff
float64 -1
1
| body_to_range_ratio-36-mean
float64 0.06
0.6
| body_to_range_ratio-36-diff
float64 -1
1
| body_to_range_ratio-144-mean
float64 0.12
0.51
| body_to_range_ratio-144-diff
float64 -1
1
| body_to_range_ratio-288-mean
float64 0.14
0.48
| body_to_range_ratio-288-diff
float64 -1
1
| body_to_range_ratio-864-mean
float64 0.16
0.46
| body_to_range_ratio-864-diff
float64 -1
1
| open_close_ratio-12-mean
float64 -0.02
0.02
| open_close_ratio-12-diff
float64 -0.1
0.1
| open_close_ratio-36-mean
float64 -0.01
0.01
| open_close_ratio-36-diff
float64 -0.11
0.1
| open_close_ratio-144-mean
float64 -0
0
| open_close_ratio-144-diff
float64 -0.1
0.1
| open_close_ratio-288-mean
float64 -0
0
| open_close_ratio-288-diff
float64 -0.1
0.1
| open_close_ratio-864-mean
float64 -0
0
| open_close_ratio-864-diff
float64 -0.1
0.11
| hour-12-mean
float64 0
23
| hour-12-diff
float64 -23
1
| hour-36-mean
float64 0
23
| hour-36-diff
float64 -23
1
| hour-144-mean
float64 0.75
22.3
| hour-144-diff
float64 -22
3
| hour-288-mean
float64 1.92
21.1
| hour-288-diff
float64 -20
5
| hour-864-mean
float64 6.71
16.3
| hour-864-diff
float64 -10
15
| minute-12-mean
float64 5.5
53.5
| minute-12-diff
float64 -48
12
| minute-36-mean
float64 17.5
41.5
| minute-36-diff
float64 -24
36
| minute-144-mean
float64 26.5
32.5
| minute-144-diff
float64 -36
24
| minute-288-mean
float64 28.5
30.5
| minute-288-diff
float64 -12
48
| minute-864-mean
float64 29
30
| minute-864-diff
float64 -36
24
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float64 -0.26
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float64 -1
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float64 -0.26
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float64 -1.21
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float64 -0.5
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float64 -1.93
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float64 -1
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float64 -0.26
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float64 -1
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float64 -0.26
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float64 -0.98
0.98
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float64 -0.76
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float64 -0.94
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float64 -1.21
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float64 -0.5
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float64 -1.93
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float64 -0.93
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float64 -1.18
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float64 -0.5
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float64 -1.9
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float64 -0.5
0.5
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float64 -1.9
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float64 -1.9
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0.04
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float64 -1.18
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float64 -0.02
0.02
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float64 -1.9
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float64 -2.76
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9.54
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1.05
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float64 -0.54
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11.5
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float64 -2.78
2.62
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float64 -10
10.5
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float64 -1.09
1.08
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float64 -11.26
11.9
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0.38
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11.2
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float64 -0.21
0.2
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10.2
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float64 -0.11
0.09
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float64 -8,885.53
6.54k
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10.1k
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2.3k
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float64 -9,727
10.2k
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float64 -764.44
569
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float64 -14,954.65
10.5k
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float64 -346.82
311
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float64 -12,542.86
12.9k
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float64 -133.92
130
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float64 -9,619.94
9.4k
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float64 -5,810.29
8.49k
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float64 -9,116.04
9.31k
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float64 -2,032.18
2.89k
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float64 -9,484.77
8.94k
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float64 -915.16
888
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9.38k
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float64 -492.2
600
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float64 -9,389.63
10.6k
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float64 -181.13
325
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float64 -9,108.02
9.36k
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float64 -0.07
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float64 -0.03
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float64 -0.01
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0.09
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float64 -0.02
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float64 -0.01
0.01
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float64 -0.09
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0
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float64 -0.02
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float64 -0.02
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0
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float64 -5.95
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67.2k
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17.6k
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66.8k
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65k
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51.6k
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62.6k
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33.6k
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126k
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64k
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79.8k
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34.5k
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130k
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8.71k
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129k
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2.81k
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79.5k
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1.46k
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127k
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67k
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17.6k
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66.6k
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64.9k
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float64 -32,199.69
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126k
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63.8k
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34.4k
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129k
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8.69k
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129k
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2.88k
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79.3k
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127k
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float64 -64,126.81
67.1k
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17.6k
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float64 -63,614.39
66.7k
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float64 -62,499.86
65k
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51.6k
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62.5k
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81.1k
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float64 -32,250.5
33.5k
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126k
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63.9k
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79.8k
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34.5k
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129k
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8.71k
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129k
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2.82k
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79.4k
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1.48k
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127k
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67.1k
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17.6k
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66.7k
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17.6k
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64.9k
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51.6k
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62.5k
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81.1k
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float64 -32,249.05
33.5k
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126k
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63.9k
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float64 -80,545.3
79.7k
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float64 -34,300.27
34.5k
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130k
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8.7k
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129k
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2.82k
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79.5k
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float64 -1,472.71
1.49k
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float64 -127,242.29
127k
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float64 -8.79
11
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float64 -112
112
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float64 -3.74
4.4
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float64 -112.84
113
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float64 -1.29
1.9
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112
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float64 -0.74
1.2
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111
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float64 -0.31
0.43
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float64 -113.44
112
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float64 -8.18
11.2
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float64 -116.02
116
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float64 -2.73
3.74
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float64 -115.42
116
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float64 -0.72
0.87
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float64 -116.48
116
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float64 -0.37
0.52
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float64 -116
115
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float64 -0.14
0.21
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float64 -117.59
116
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float64 -0.02
0.02
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float64 -0.06
0.06
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float64 -0.01
0.01
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float64 -0.06
0.06
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float64 -0.01
0
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float64 -0.06
0.06
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float64 -0.01
0
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float64 -0.06
0.06
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float64 -0
0
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float64 -0.06
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float64 -0.01
0.02
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float64 -0.05
0.05
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float64 -0.01
0.01
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float64 -0.05
0.05
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float64 -0
0
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float64 -0.05
0.05
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float64 -0
0
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float64 -0.05
0.05
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float64 -0
0
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float64 -0.01
0.02
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0.2
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0
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0
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0.2
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0.21
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0.02
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0.12
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0
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0.12
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0
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0.12
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0.12
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877
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| 2,377
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| 14
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878
| 303.983155
| 46,676.534516
| 49,163.72
| 48,896
| 49,170.99
| 48,810
| 2021-03-02T01:28:00
| 3,719
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| 14
| 38
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880
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881
| 178.287148
| 46,686.45033
| 49,205.6
| 49,155.58
| 49,205.7
| 49,093.22
| 2021-03-02T01:43:00
| 1,404
| 0.000248
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| 14
| 41
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884
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| 888
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| 14
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885
| 131.155968
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| 49,014.46
| 2021-03-02T09:58:00
| 2,281
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| 14
| 45
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| 885
|
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