# Algorithmic Trading Challenge — Data

来源：https://www.kaggle.com/competitions/AlgorithmicTradingChallenge/data

本地 Meta Kaggle 快照；不是本次实时页面。

# Dataset Description

<p><strong>NOTE: </strong>The data files were all updated on November 11, 2011. Please download them again if you downloaded them before that date.</p>
<p>Recent trade and quote data from the London Stock Exchange (LSE) is provided.&nbsp;The preprocessed dataset comprises observations of the limit order book before and after a liquidity shock (a trade that results in widening of the bid-ask spread).</p>
<p>Table 1 shows the data schema provided for each liquidity shock.</p>
<p><img title="Data Schema" src="https://storage.googleapis.com/kaggle-media/competitions/kaggle/2589/media/Data%20Schema.png" alt="Data Schema" width="867" height="261"></p>
<p>Table 2 shows information about each data field.</p>
<p>&nbsp;<img title="Data Fields" src="https://storage.googleapis.com/kaggle-media/competitions/kaggle/2589/media/Data%20Fields%202.png" alt="Data Fields" width="676" height="418"></p>
<p style="text-align:left">Contestants are asked to submit predictions based on a test dataset containing 50,000 rows. A larger dataset is provided for training purposes.</p>