Could you provide a sample of the dataset?

[yuxiaojian01]

Thank you very much for your sharing.
Could you upload the data named "C:\Projekt_ED\OrderBookSnapshots.csv" in your project? Or provide a sample data of the dataset ?

[TheFebrin]

Hey, unfortunately, data is highly confidential and I cannot publish it 😕, sorry.

[lapin974]

Hello,

We understand but what is the formatting of the data to construct our own dataset?

Thank you

[falitroke]

Hi,
Could you please indicate the data format to create a dataset and test your code?

data bids asks

Thank you very much

[TheFebrin]

20130901 000000000	BID	2100	6774	2104	20000	2225	1335	2300	300	2400	3220	2485	330	2500	6883	2525	1000	2550	2000	2569	2750	2595	1000	2597	30	2600	5923	2649	250	2649.5	100	2650	230	2651	2250	2655	261	2665	400	2670	300	2690	820	2700	2450	2708	75	2715	500	2750	1110	2770	400	2800	7864	2810	3500	2830	500	2850	4384	2860	150	2870	800	2875	625	2890	400	2900	3950	ASK	3085	12	3100	2332	3120	241	3150	728	3180	6000	3185	30	3200	336	3220	700	3221	300	3240	320	3250	13864	3275	3300	3280	1600	3290	235	3292	900	3299	90	3300	8115	3330	200	3350	2080	3368	3000	3380	1400	3390	153	3400	4964	3445	1340	3450	1000	3490	265	3500	8676	3531	83	3567	140	3600	2050	3650	310	3660	600	3680	1785	3690	6448	3700	709	3800	41050	3830	200	3850	331	3890	60	3900	1854	3940	150	3950	479	4000	2900	4125	190	4134	54	4200	4150	4300	1455	4322	58	4333	735	4500	780

@falitroke I hope this will be helpful (first row from the dataset)