{
  "id": 1026,
  "title": "Identifying when the liquidity shock occurs",
  "url": "/competitions/AlgorithmicTradingChallenge/discussion/1026",
  "author_name": "",
  "post_date": "2011-11-10T02:39:02.750Z",
  "votes": null,
  "comment_count": 2,
  "views": 3807,
  "content": "<p>Since we are still waiting for the data :)&nbsp; Reading over the description of the data, does it contain information on when the liquidity shock occurs at time 'T'?&nbsp; The data does seem to contain the block trade that caused the shock, but not information on\r\n when it occured in the datastream for the security.</p>",
  "messages": [
    {
      "id": "6439",
      "postDate": "11/10/2011 02:39:02",
      "content": "<p>Since we are still waiting for the data :)&nbsp; Reading over the description of the data, does it contain information on when the liquidity shock occurs at time 'T'?&nbsp; The data does seem to contain the block trade that caused the shock, but not information on\r\n when it occured in the datastream for the security.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6442",
      "postDate": "11/10/2011 03:04:46",
      "content": "<p>If I'm interpreting data schema on the &quot;Data&quot; page correctly, I believe that the liquidity shock trade occurs at t=49, and column 201 will contain its time-of-day timestamp.&nbsp;</p>\r\n<p>Also, on another thread, the organizers said the data was collected over a number of days, but they chose NOT to include a datestamp.&nbsp; Without a date, it seems impossible to put the liquidity shock trades in chronological order.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6515",
      "postDate": "11/13/2011 20:23:27",
      "content": "<p>Just for clarification:<br>\r\ncould you please tell if we can assume that there is no &quot;secondary&quot; liquidity shock(s) during 50 points to be predicted and we have only liquidity replenishment after first shock to model (probably it is not correct assumption, but I want to clarify it)</p>",
      "rawMarkdown": "",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 6442,
      "author_name": "chefele",
      "author_url": "",
      "post_date": "11/10/2011 03:04:46",
      "content": "<p>If I'm interpreting data schema on the &quot;Data&quot; page correctly, I believe that the liquidity shock trade occurs at t=49, and column 201 will contain its time-of-day timestamp.&nbsp;</p>\r\n<p>Also, on another thread, the organizers said the data was collected over a number of days, but they chose NOT to include a datestamp.&nbsp; Without a date, it seems impossible to put the liquidity shock trades in chronological order.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6515,
      "author_name": "ccccat",
      "author_url": "",
      "post_date": "11/13/2011 20:23:27",
      "content": "<p>Just for clarification:<br>\r\ncould you please tell if we can assume that there is no &quot;secondary&quot; liquidity shock(s) during 50 points to be predicted and we have only liquidity replenishment after first shock to model (probably it is not correct assumption, but I want to clarify it)</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "6439": "",
    "6442": "",
    "6515": ""
  },
  "source": "meta"
}