# Algorithmic Trading Challenge — Data

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

采集时间：2026-10-19T11:55:13Z

NOTE:
The data files were all updated on November 11, 2011. Please download them again if you downloaded them before that date.
Recent trade and quote data from the London Stock Exchange (LSE) is provided. 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).
Table 1 shows the data schema provided for each liquidity shock.
![Data Schema](assets/237a308e0bc33fb074ad384e.png)
Table 2 shows information about each data field.
![Data Fields](assets/8d0c788e2faabbe4fc235803.png)
Contestants are asked to submit predictions based on a test dataset containing 50,000 rows. A larger dataset is provided for training purposes.