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Limit, Market and Cancellation Order for the last three years

$30-250 CAD

Closed
Posted over 5 years ago

$30-250 CAD

Paid on delivery
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.
Project ID: 17542159

About the project

Remote project
Active 6 yrs ago

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About the client

Flag of CANADA
Ste-Julie, Canada
5.0
67
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Member since Aug 1, 2017

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