Limit, Market and Cancellation Order for the last three years

Goal : Using deep learning to build a ML model which would predict the right places where a stock price will increase, decrease or stay stable.

As features I used the limit order book, but I did not get a lot of success. So I realised that I didn't have all the features to accomplish my goal. In reading the following paper [login to view URL] on page 8, I didn't consider the market and cancellation orders. A setback I got is I did not find a vendor to provide the market orders separately from the limit orders. So in the moment I have the full market depth from algoseek. You can find a sample here --> [login to view URL]

This is roughly what I need each second from the reference paper.

See [login to view URL] in the uploaded files

Any thoughts of a provider that can provide me limit, market and cancellation order for the last three years with timestamps 1 second?

Please let me know if you question is unclear.

Taidot: Rahoitus, Sijoitusanalyysi, Koneoppiminen

Näytä lisää: sell limit order, what is a stop limit order, stop market order, stop order vs limit order, buy limit order, sell stop order, stop loss order, stop market vs stop limit

Tietoa työnantajasta:
( 60 arvostelua ) Ste-Julie, Canada

Projektin tunnus: #17542159

1 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_23% %project_currencyDetails_sign_sub_24% tähän työhön


Hello sir. I'm excited about your project, because I've really rich experience in Finance & Machine Learning Programming. I've developed many projects similar to yours and excellent skills. If you award me, I'll pro Lisää

$155 CAD 3 päivässä
(2 arvostelua)