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I'm pretty new in financial data analyzing with python. I have a clean data with ask and bid order books like this:

In:

df.loc ['2022-03-18 00:00:00' , 'LOB_Bid']

Out:

200.000000|1|578.750000|1|586.500000|1|6490.000000|3|7396.000000|3|7859.000000|1|8000.000000|1|8391.000000|1|9050.000000|4|9679.000000|2|9984.000000|1|10184.000000|1|10284.000000|1|10700.000000|1|10786.000000|2|10882.000000|2|10888.000000|1|11111.000000|1|11136.000000|1|11611.000000|2|11686.000000|1|11712.000000|1|11750.000000|1|11800.000000|5|11818.000000|2|11911.000000|1|12000.000000|203|12002.000000|2|12075.000000|1|12096.000000|9|12113.250000|1|12213.750000|2|12223.000000|1|12234.000000|1|12255.000000|1|12282.500000|5|12303.000000|1|12329.000000|1|12345.750000|4|12355.500000|6

(Actually it's so much longer)

How I can use this data in my analysis? How I can extract useful data from that for predicting price? Could you please kindly guide me? Thanks

I want to use this data in classification and analysis. But I don't have any idea about it.

James Z
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Emma_h
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  • Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Community Nov 11 '22 at 12:39
  • Where did you get this data? There should be an explanation on what each column means. Then I'd recommend you look a tutorial on machine learning, so you will learn how to use some columns as data and other columns as prediction targets. Then use some of the data for training and evaluate how good it is on predicting. – Sembei Norimaki Nov 11 '22 at 12:43
  • That's the data for E-mini Nasdaq-100. They are for a financial data analysis challenge. in the 'LOB_Bid' columns, The first number shows the price which the order has been set on, and the second number shows the volume of order. – Emma_h Nov 11 '22 at 13:02
  • I know about ML, but I don't know how to extract data from this column. In some examples in the Web, others convert this data to a separate DataFrame. But in those examples, the input data was in JSON format. But here this column has not any format. – Emma_h Nov 11 '22 at 13:04
  • Your question needs a minimal reproducible example consisting of sample input, expected output, actual output, and only the relevant code necessary to reproduce the problem. See [How to make good reproducible pandas examples](https://stackoverflow.com/questions/20109391/how-to-make-good-reproducible-pandas-examples) for best practices related to Pandas questions. – itprorh66 Nov 11 '22 at 14:45

0 Answers0