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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
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