indicator.md

Type	Column Name	Description
basic	symbol	Symbol of the Stock
basic	date	Date of the observation
basic	timeHMs	Start time of the interval in hours, minutes, and seconds
basic	timeHMe	End time of the interval in hours, minutes, and seconds
basic	intrSn	The intraday interval: open(9:30-10:00), mid, close(15:30-16:00)
basic	ntn	Traded notional in the bucket
basic	volBuyNotional	The buy orders in notional
basic	volSellNotional	The sell orders in notional
basic	nrTrades	Number of trades executed
basic	volBuyNrTrades_lit	Number of buy trades executed for limit orders
basic	volSellNrTrades_lit	Number of sell trades executed for limit orders
basic	volBuyQty	Total quantity for the buy order
basic	volSellQty	Total quantity for the sell order
daily	daily_ntn	Daily net traded notional
daily	daily_volBuyNotional	Daily buy orders in notional
daily_aggregate	daily_volSellNotional	Daily sell orders in notional
daily	daily_nrTrades	Daily sell orders in notional
daily	daily_volBuyNrTrades_lit	Daily number of buy trades executed for limit orders
daily	daily_volSellNrTrades_lit	Daily number of sell trades executed for limit orders
daily	daily_volBuyQty	Daily total quantity bought
daily	daily_volSellQty	Daily total quantity sold
daily	daily_qty	Daily total quantity traded
intraday	intraday_ntn	Intraday net traded notional
intraday	intraday_volBuyNotional	Intraday buy orders in notional
intraday	intraday_volSellNotional	Intraday sell orders in notional
intraday	intraday_nrTrades	Number of trades executed during the intraday session
intraday	intraday_volBuyNrTrades_lit	Number of buy trades executed limit orders during intraday
intraday	intraday_volSellNrTrades_lit	Number of sell trades executed limit orders during intraday
intraday	intraday_volBuyQty	Total quantity bought during intraday
intraday	intraday_volSellQty	Total quantity sold during intraday
intraday	intraday_qty	Total quantity traded during intraday
task	qty	Total quantity traded during the bucket
task	VO	The target we want to forecast(qty_lag1)