Datasets:

LeonardoBerti
/

TRADES-LOB

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100K - 1M

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train · 266k rows

Unnamed: 0 stringlengths 7 7	ORDER_ID int64 291 29.7M	PRICE float64 33.7 227	SIZE int64 1 2.96k	BUY_SELL_FLAG bool 2 classes	TYPE stringclasses 3 values	ask_price_1 int64 338k 10B	ask_size_1 int64 1 10B	bid_price_1 int64 -9,999,999,999 2.07M	bid_size_1 int64 -9,999,999,999 88.6k	ask_price_2 int64 338k 10B	ask_size_2 int64 1 10B	bid_price_2 int64 -9,999,999,999 2.07M	bid_size_2 int64 -9,999,999,999 88.6k	ask_price_3 int64 338k 10B	ask_size_3 int64 1 10B	bid_price_3 int64 -9,999,999,999 2.07M	bid_size_3 int64 -9,999,999,999 89.8k	ask_price_4 int64 338k 10B	ask_size_4 int64 1 10B	bid_price_4 int64 -9,999,999,999 2.07M	bid_size_4 int64 -9,999,999,999 89.8k	ask_price_5 int64 338k 10B	ask_size_5 int64 1 10B	bid_price_5 int64 -9,999,999,999 2.07M	bid_size_5 int64 -9,999,999,999 89.2k	ask_price_6 int64 338k 10B	ask_size_6 int64 1 10B	bid_price_6 int64 -9,999,999,999 2.07M	bid_size_6 int64 -9,999,999,999 89.2k	ask_price_7 int64 339k 10B	ask_size_7 int64 1 10B	bid_price_7 int64 -9,999,999,999 2.07M	bid_size_7 int64 -9,999,999,999 89.2k	ask_price_8 int64 339k 10B	ask_size_8 int64 1 10B	bid_price_8 int64 -9,999,999,999 2.07M	bid_size_8 int64 -9,999,999,999 89.2k	ask_price_9 int64 339k 10B	ask_size_9 int64 1 10B	bid_price_9 int64 -9,999,999,999 2.07M	bid_size_9 int64 -9,999,999,999 89.2k	ask_price_10 int64 339k 10B	ask_size_10 int64 1 10B	bid_price_10 int64 -9,999,999,999 2.07M	bid_size_10 int64 -9,999,999,999 87.5k	MID_PRICE float64 -499,898.81 500k	SPREAD float64 0.01 1M	ORDER_VOLUME_IMBALANCE float64 -0 1	VWAP float64 33.8 207
45:00.0	2,371	33.92	127	false	LIMIT_ORDER	339,100	700	339,000	2,200	339,200	2,427	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,547	338,600	8,147	339,600	5,347	338,500	3,647	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.241379	33.955038
45:00.1	2,372	33.95	249	false	LIMIT_ORDER	339,100	700	339,000	2,200	339,200	2,427	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	3,647	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.241379	33.955038
45:00.1	26,302,840	33.92	500	false	ORDER_CANCELLED	339,100	700	339,000	2,200	339,200	2,427	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	3,647	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.241379	33.955038
45:00.3	2,373	33.85	428	true	LIMIT_ORDER	339,100	700	339,000	2,200	339,200	1,927	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	4,075	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.241379	33.955038
45:00.3	2,374	33.9	384	true	LIMIT_ORDER	339,100	700	339,000	2,584	339,200	1,927	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	4,075	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.213155	33.955038
45:00.4	26,299,871	33.93	500	false	ORDER_CANCELLED	339,100	700	339,000	2,584	339,200	1,927	338,900	2,600	339,300	5,047	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	4,075	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.213155	33.955038
45:00.4	2,375	33.89	627	true	LIMIT_ORDER	339,100	700	339,000	2,584	339,200	1,927	338,900	3,227	339,300	4,547	338,800	3,600	339,400	6,047	338,700	4,200	339,500	7,796	338,600	8,147	339,600	5,347	338,500	4,075	339,700	5,247	338,400	2,647	339,800	3,047	338,300	3,647	339,900	2,347	338,200	8,634	340,000	2,447	338,100	4,445	33.905	0.01	0.213155	33.955038
45:00.5	2,376	33.91	1,199	true	LIMIT_ORDER	339,200	1,927	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,147	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.794312	33.955038
45:00.5	29,526,573	33.91	200	false	ORDER_EXECUTED	339,200	1,927	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,147	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.794312	33.955022
45:00.5	29,379,144	33.91	500	false	ORDER_EXECUTED	339,200	1,927	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,147	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.794312	33.954983
45:00.7	2,377	33.86	261	true	LIMIT_ORDER	339,200	1,927	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.794312	33.954983
45:00.7	29,349,123	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954977
45:00.7	26,303,064	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954971
45:00.7	26,305,340	33.92	200	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954959
45:00.7	29,371,074	33.92	104	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954953
45:00.7	26,302,957	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954947
45:00.7	29,371,070	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954941
45:00.7	29,362,868	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954935
45:00.7	29,352,051	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954929
45:00.7	26,302,995	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954923
45:00.7	29,350,822	33.92	100	false	ORDER_EXECUTED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,047	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954917
45:00.7	2,379	33.94	511	false	LIMIT_ORDER	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954917
45:00.7	25,848,012	33.95	100	false	ORDER_CANCELLED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954917
45:00.7	29,392,238	33.93	300	false	ORDER_CANCELLED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954917
45:00.7	2,376	33.91	499	true	ORDER_CANCELLED	339,200	823	339,100	499	339,300	4,547	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,796	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.622542	33.954917
45:00.9	2,380	33.91	982	true	LIMIT_ORDER	339,200	823	339,100	982	339,300	4,247	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.455956	33.954917
45:01.0	2,381	33.93	1,485	false	LIMIT_ORDER	339,200	823	339,100	982	339,300	5,732	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.455956	33.954917
45:01.2	2,382	33.93	1,097	false	LIMIT_ORDER	339,200	823	339,100	982	339,300	6,829	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	8,408	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.455956	33.954917
45:01.2	2,383	33.86	1,103	true	LIMIT_ORDER	339,200	823	339,100	982	339,300	6,829	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.455956	33.954917
45:01.2	29,409,111	33.92	200	false	ORDER_CANCELLED	339,200	823	339,100	982	339,300	6,829	339,000	2,584	339,400	6,558	338,900	3,227	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.455956	33.954917
45:01.2	2,384	33.89	143	true	LIMIT_ORDER	339,200	623	339,100	982	339,300	6,829	339,000	2,584	339,400	6,558	338,900	3,370	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.388162	33.954917
45:01.3	2,385	33.94	643	false	LIMIT_ORDER	339,200	623	339,100	982	339,300	6,829	339,000	2,584	339,400	7,201	338,900	3,370	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.388162	33.954917
45:01.5	2,371	33.92	127	false	ORDER_CANCELLED	339,200	623	339,100	982	339,300	6,829	339,000	2,584	339,400	7,201	338,900	3,370	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.388162	33.954917
45:01.5	2,380	33.91	982	true	ORDER_CANCELLED	339,200	623	339,100	982	339,300	6,829	339,000	2,584	339,400	7,201	338,900	3,370	339,500	7,696	338,800	3,600	339,600	5,347	338,700	4,200	339,700	5,247	338,600	9,511	339,800	3,047	338,500	4,075	339,900	2,347	338,400	2,647	340,000	2,447	338,300	3,647	340,100	3,641	338,200	8,634	33.915	0.01	0.388162	33.954917
45:01.6	2,386	33.93	984	false	LIMIT_ORDER	339,200	496	339,000	2,584	339,300	7,813	338,900	3,370	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,200	339,600	5,347	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.161039	33.954917
45:01.6	29,101,868	33.87	200	true	ORDER_CANCELLED	339,200	496	339,000	2,584	339,300	7,813	338,900	3,370	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,200	339,600	5,347	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.161039	33.954917
45:01.6	29,373,763	33.92	100	false	ORDER_CANCELLED	339,200	496	339,000	2,584	339,300	7,813	338,900	3,370	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,200	339,600	5,347	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.161039	33.954917
45:01.8	29,507,267	33.89	200	true	ORDER_CANCELLED	339,200	496	339,000	2,584	339,300	7,813	338,900	3,370	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,200	339,600	5,347	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.161039	33.954917
45:01.8	2,387	33.96	732	false	LIMIT_ORDER	339,200	396	339,000	2,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.132886	33.954917
45:02.0	29,525,131	33.9	1,000	true	ORDER_CANCELLED	339,200	396	339,000	2,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	2,647	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.132886	33.954917
45:02.0	2,388	33.84	818	true	LIMIT_ORDER	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,347	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.0	2,389	33.99	612	false	LIMIT_ORDER	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,447	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.0	2,390	34	38	false	LIMIT_ORDER	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.1	2,387	33.96	732	false	ORDER_CANCELLED	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.2	2,374	33.9	384	true	ORDER_CANCELLED	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.2	2,386	33.93	984	false	ORDER_CANCELLED	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.2	29,101,499	33.87	500	true	ORDER_CANCELLED	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.4	26,305,852	33.96	147	false	ORDER_CANCELLED	339,200	396	339,000	1,584	339,300	7,813	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	4,000	339,600	6,079	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.2	33.954917
45:02.4	2,391	33.93	570	false	LIMIT_ORDER	339,200	396	339,000	1,200	339,300	7,399	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.24812	33.954917
45:02.4	2,392	33.9	609	true	LIMIT_ORDER	339,200	396	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,201	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.179592	33.954917
45:02.6	2,393	33.94	96	false	LIMIT_ORDER	339,200	396	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,297	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.179592	33.954917
45:02.8	2,394	33.92	404	false	LIMIT_ORDER	339,200	800	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,297	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.306631	33.954917
45:02.9	29,436,995	33.96	1,200	false	ORDER_CANCELLED	339,200	800	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,297	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.306631	33.954917
45:02.9	29,478,268	33.92	100	false	ORDER_CANCELLED	339,200	800	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,297	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.306631	33.954917
45:02.9	28,406,886	33.85	500	true	ORDER_CANCELLED	339,200	800	339,000	1,809	339,300	7,399	338,900	3,170	339,400	7,297	338,800	3,600	339,500	7,696	338,700	3,500	339,600	5,200	338,600	9,511	339,700	5,247	338,500	4,075	339,800	3,047	338,400	3,465	339,900	2,959	338,300	3,647	340,000	2,485	338,200	8,634	340,100	3,641	338,100	4,445	33.91	0.02	0.306631	33.954917
45:02.9	2,395	33.91	226	false	LIMIT_ORDER	339,100	226	339,000	1,809	339,200	700	338,900	3,170	339,300	7,399	338,800	3,600	339,400	7,297	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.111057	33.954917
45:02.9	29,524,468	33.89	200	true	ORDER_CANCELLED	339,100	226	339,000	1,809	339,200	700	338,900	3,170	339,300	7,399	338,800	3,600	339,400	7,297	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.111057	33.954917
45:03.2	2,396	33.94	1,255	false	LIMIT_ORDER	339,100	226	339,000	1,809	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.111057	33.954917
45:03.2	29,525,172	33.9	200	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.954898
45:03.2	29,525,179	33.9	100	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.954889
45:03.2	29,525,215	33.9	5	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.954888
45:03.2	29,525,176	33.9	100	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.954879
45:03.2	29,525,177	33.9	100	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.954869
45:03.2	29,525,173	33.9	100	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95486
45:03.2	29,525,174	33.9	100	true	ORDER_EXECUTED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.2	25,848,016	33.95	500	false	ORDER_CANCELLED	339,100	226	339,000	1,104	339,200	700	338,900	2,970	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,696	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.2	2,398	33.89	421	true	LIMIT_ORDER	339,100	226	339,000	1,104	339,200	700	338,900	3,391	339,300	7,399	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,196	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.2	2,399	33.93	284	false	LIMIT_ORDER	339,100	226	339,000	1,104	339,200	700	338,900	3,391	339,300	7,683	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,196	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.4	2,400	33.93	1,452	false	LIMIT_ORDER	339,100	226	339,000	1,104	339,200	700	338,900	3,391	339,300	9,135	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,196	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.4	29,161,806	33.94	300	false	ORDER_CANCELLED	339,100	226	339,000	1,104	339,200	700	338,900	3,391	339,300	9,135	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,196	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.4	25,803,429	33.96	500	false	ORDER_CANCELLED	339,100	226	339,000	1,104	339,200	700	338,900	3,391	339,300	9,135	338,800	3,600	339,400	8,552	338,700	3,500	339,500	7,196	338,600	9,511	339,600	4,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.6	2,401	33.89	203	true	LIMIT_ORDER	339,100	226	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,252	338,700	3,500	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.6	29,345,938	33.87	300	true	ORDER_CANCELLED	339,100	226	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,252	338,700	3,500	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.169925	33.95485
45:03.7	2,402	33.91	1,186	false	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,252	338,700	3,200	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.7	2,403	33.94	231	false	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,483	338,700	3,200	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,382	33.93	1,097	false	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,483	338,700	3,200	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,375	33.89	627	true	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,483	338,700	3,200	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	26,256,087	33.95	1,200	false	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	700	338,900	3,594	339,300	9,135	338,800	3,600	339,400	8,483	338,700	3,200	339,500	7,196	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,404	33.88	27	true	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	2,967	339,300	8,038	338,800	3,627	339,400	8,483	338,700	3,200	339,500	5,996	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,405	33.88	69	true	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	2,967	339,300	8,038	338,800	3,696	339,400	8,483	338,700	3,200	339,500	5,996	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,406	33.88	324	true	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	2,967	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	5,996	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	2,407	33.95	608	false	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	700	338,900	2,967	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:03.8	29,161,845	33.89	100	true	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	700	338,900	2,967	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:04.0	2,408	33.92	739	false	LIMIT_ORDER	339,100	1,412	339,000	1,104	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:04.1	28,927,348	33.96	500	false	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:04.2	29,525,359	33.9	200	true	ORDER_CANCELLED	339,100	1,412	339,000	1,104	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,500	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.561208	33.95485
45:04.3	29,525,215	33.9	195	true	ORDER_EXECUTED	339,100	1,412	339,000	377	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.789268	33.954832
45:04.3	29,525,416	33.9	100	true	ORDER_EXECUTED	339,100	1,412	339,000	377	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.789268	33.954823
45:04.3	2,392	33.9	232	true	ORDER_EXECUTED	339,100	1,412	339,000	377	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.789268	33.954801
45:04.3	2,410	33.91	615	false	LIMIT_ORDER	339,100	2,027	339,000	377	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.843178	33.954801
45:04.3	29,525,003	33.88	1,200	true	ORDER_CANCELLED	339,100	2,027	339,000	377	339,200	1,439	338,900	2,867	339,300	8,038	338,800	4,020	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.843178	33.954801
45:04.3	2,411	33.93	706	false	LIMIT_ORDER	339,100	2,027	339,000	377	339,200	1,439	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.843178	33.954801
45:04.3	2,412	33.9	275	true	LIMIT_ORDER	339,100	2,027	339,000	652	339,200	1,439	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.756626	33.954801
45:04.3	29,371,074	33.92	96	false	ORDER_CANCELLED	339,100	2,027	339,000	652	339,200	1,439	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.756626	33.954801
45:04.5	2,408	33.92	739	false	ORDER_CANCELLED	339,100	2,027	339,000	652	339,200	1,439	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.756626	33.954801
45:04.6	2,413	33.93	761	true	LIMIT_ORDER	339,100	1,266	339,000	652	339,200	604	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.660063	33.954801
45:04.6	2,402	33.91	535	false	ORDER_EXECUTED	339,100	1,266	339,000	652	339,200	604	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.660063	33.95476
45:04.6	2,395	33.91	226	false	ORDER_EXECUTED	339,100	1,266	339,000	652	339,200	604	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.660063	33.954742
45:05.0	29,101,555	33.94	1,200	false	ORDER_CANCELLED	339,100	1,266	339,000	652	339,200	604	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.660063	33.954742
45:05.0	2,410	33.91	615	false	ORDER_CANCELLED	339,100	1,266	339,000	652	339,200	604	338,900	2,867	339,300	8,744	338,800	2,820	339,400	8,483	338,700	3,200	339,500	6,604	338,600	9,511	339,600	3,000	338,500	3,575	339,700	5,247	338,400	3,465	339,800	3,047	338,300	3,647	339,900	2,959	338,200	8,634	340,000	2,485	338,100	4,445	33.905	0.01	0.660063	33.954742

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This dataset was presented in TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data

Code: https://github.com/LeonardoBerti00/TLOB

TRADES-LOB: a new synthetic LOB dataset: In market microstructure research, one major problem is the unavailability of a large LOB dataset. The only TRADES-LOB comprises simulated TRADES market data fmany and Intel for two days. Specifically, the dataset is structured into four CSV files, each containing 50 columns. The initial six columns delineate the order features, followed by 40 columns that represent a snapshot of the LOB across the top 10 levels. The concluding four columns provide key financial metrics: mid-price, spread, order volume imbalance, and Volume-Weighted Average Price (VWAP), which can be useful for downstream financial tasks, such as stock price prediction. In total, the dataset is composed of 265,986 rows and 13,299,300 cells, which is similar in size to the benchmark FI-2010 dataset.

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Size of the auto-converted Parquet files:

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Number of rows:

265,982