Public Balanced Data

Data Based on NASDAQ stock exchange

@kaggle.dragon54_public_balanced_data

Table List

1 table(176.41 MB)

Balanced Data

@kaggle.dragon54_public_balanced_data.balanced_data

176.41 MB
5291000 rows
16 columns

stock_id Stock Id	imbalance_size Imbalance Size	imbalance_buy_sell_flag Imbalance Buy Sell Flag	reference_price Reference Price	matched_size Matched Size	far_price Far Price	near_price Near Price	bid_price Bid Price	bid_size Bid Size	ask_price Ask Price	ask_size Ask Size	wap Wap	target Target
	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
);