Public Balanced Data
Data Based on NASDAQ stock exchange
@kaggle.dragon54_public_balanced_data
Balanced Data
@kaggle.dragon54_public_balanced_data.balanced_data
- 176.41 MB
- 5291000 rows
- 16 columns
stock_idStock Id | date_idDate Id | seconds_in_bucketSeconds In Bucket | imbalance_sizeImbalance Size | imbalance_buy_sell_flagImbalance Buy Sell Flag | reference_priceReference Price | matched_sizeMatched Size | far_priceFar Price | near_priceNear Price | bid_priceBid Price | bid_sizeBid Size | ask_priceAsk Price | ask_sizeAsk Size | wapWap | targetTarget | time_idTime Id |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3180602.69 | 1 | 0.999812 | 13380276.64 | 0.999812 | 0.999812 | 0.999812 | 60651.5 | 1.000026 | 8493.03 | 1 | -3.029704 | ||||
| 1 | 166603.91 | -1 | 0.999896 | 1642214.25 | 0.991141 | 0.999661 | 0.999896 | 3233.04 | 1.00066 | 20605.09 | 1 | -5.519986 | |||
| 2 | 302879.87 | -1 | 0.999561 | 1819368.03 | 0.999772 | 0.999772 | 0.999403 | 37956 | 1.000298 | 18995 | 1 | -8.38995 | |||
| 3 | 11917682.27 | -1 | 1.000171 | 18389745.62 | 1.002021 | 1.00159 | 0.999999 | 2324.9 | 1.000214 | 479032.4 | 1 | -4.0102005 | |||
| 4 | 447549.96 | -1 | 0.999532 | 17860614.95 | 1.007894 | 1.007894 | 0.999394 | 16485.54 | 1.000016 | 434.1 | 1 | -7.3498487 | |||
| 5 | 1.000635 | 13552875.92 | 1.001857 | 1.001857 | 0.999779 | 1962.72 | 1.000635 | 5647.65 | 1 | 6.7794323 | |||||
| 6 | 969969.4 | 1 | 1.000115 | 3647503.98 | 1.012232 | 1.003685 | 0.999506 | 6663.16 | 1.000283 | 3810.48 | 1 | -2.4998188 | |||
| 7 | 9412959.1 | 1 | 0.999818 | 21261245.87 | 0.994091 | 0.996192 | 0.999741 | 5139.2 | 1.00013 | 2570.6 | 1 | -1.9598007 | |||
| 8 | 2394875.85 | 1 | 0.999916 | 9473209.08 | 0.99904 | 0.998893 | 0.999022 | 52011.6 | 1.000041 | 2169.36 | 1 | -5.970001 | |||
| 9 | 3039700.65 | -1 | 1.000969 | 6248958.45 | 0.999516 | 0.999516 | 0.999354 | 6191 | 1.000646 | 6199 | 1 | 7.970333 |
CREATE TABLE balanced_data (
"stock_id" BIGINT,
"date_id" BIGINT,
"seconds_in_bucket" BIGINT,
"imbalance_size" DOUBLE,
"imbalance_buy_sell_flag" DOUBLE,
"reference_price" DOUBLE,
"matched_size" DOUBLE,
"far_price" DOUBLE,
"near_price" DOUBLE,
"bid_price" DOUBLE,
"bid_size" DOUBLE,
"ask_price" DOUBLE,
"ask_size" DOUBLE,
"wap" DOUBLE,
"target" DOUBLE,
"time_id" BIGINT
);