{
  "id": 1039,
  "title": "ask50==ask51, bid50==bid51; and some timing questions",
  "url": "/competitions/AlgorithmicTradingChallenge/discussion/1039",
  "author_name": "",
  "post_date": "2011-11-13T03:49:33.357Z",
  "votes": 1,
  "comment_count": 3,
  "views": 3461,
  "content": "<p>At least in the sample I'm working with now, ask50==ask51 and bid50==bid51.&nbsp; What happens, if anything, between 50 and 51?&nbsp;\r\n</p>\r\n<p>Also, some timing questions: frequently, the time value doesn't change from event to event pre-shock.&nbsp; E.g. time36==time37==time38. What is happening here? &nbsp;</p>\r\n<p>Given the uneven real-time-deltas&nbsp; (time_i - time_i-1)&nbsp; pre-shock, how should we think about the timing post-shock?&nbsp; Are the response measurements equally spaced in time, even if the pre-shock measurements aren't?</p>\r\n<p>It looks like in some cases, the market does not fully recover within the 50 response time ticks.&nbsp; Is the phenomenon you are interested in the market resiliency within a short time window?&nbsp;\r\n</p>\r\n<p>&nbsp;</p>",
  "messages": [
    {
      "id": "6502",
      "postDate": "11/13/2011 03:49:33",
      "content": "<p>At least in the sample I'm working with now, ask50==ask51 and bid50==bid51.&nbsp; What happens, if anything, between 50 and 51?&nbsp;\r\n</p>\r\n<p>Also, some timing questions: frequently, the time value doesn't change from event to event pre-shock.&nbsp; E.g. time36==time37==time38. What is happening here? &nbsp;</p>\r\n<p>Given the uneven real-time-deltas&nbsp; (time_i - time_i-1)&nbsp; pre-shock, how should we think about the timing post-shock?&nbsp; Are the response measurements equally spaced in time, even if the pre-shock measurements aren't?</p>\r\n<p>It looks like in some cases, the market does not fully recover within the 50 response time ticks.&nbsp; Is the phenomenon you are interested in the market resiliency within a short time window?&nbsp;\r\n</p>\r\n<p>&nbsp;</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6538",
      "postDate": "11/14/2011 16:02:56",
      "content": "<p>Great answers, makes sense.&nbsp;</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6573",
      "postDate": "11/17/2011 09:49:31",
      "content": "<p>So you mean at some point in the future the training data set will be updated for this issue?</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6579",
      "postDate": "11/18/2011 03:56:22",
      "content": "<p>So your testing data also works in the way that ask50 and bid50 are indeed identical to ask51 and bid51?</p>",
      "rawMarkdown": "",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 6538,
      "author_name": "passtheroc",
      "author_url": "",
      "post_date": "11/14/2011 16:02:56",
      "content": "<p>Great answers, makes sense.&nbsp;</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6573,
      "author_name": "xiaoshilu",
      "author_url": "",
      "post_date": "11/17/2011 09:49:31",
      "content": "<p>So you mean at some point in the future the training data set will be updated for this issue?</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6579,
      "author_name": "xiaoshilu",
      "author_url": "",
      "post_date": "11/18/2011 03:56:22",
      "content": "<p>So your testing data also works in the way that ask50 and bid50 are indeed identical to ask51 and bid51?</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "6502": "",
    "6538": "",
    "6573": "",
    "6579": ""
  },
  "source": "meta"
}