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data: add example CSV files

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Bruno BELANYI 2022-03-12 02:45:02 +01:00
parent 0157c7b193
commit 8c33e298da
26 changed files with 201 additions and 0 deletions
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9
data/inputs/balanced-book-1.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,11,100,B,3
N,2,IBM,10,100,S,103
N,1,IBM,10,100,B,4
N,2,IBM,11,100,S,104
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,11,100,B,3
6 N,2,IBM,10,100,S,103
7 N,1,IBM,10,100,B,4
8 N,2,IBM,11,100,S,104
9 F

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data/inputs/balanced-book-2.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,9,100,S,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,9,100,S,103
6 F

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data/inputs/balanced-book-3.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,12,100,B,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,12,100,B,103
6 F

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data/inputs/balanced-book-4.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,10,20,S,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,10,20,S,103
6 F

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data/inputs/balanced-book-5.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,11,20,B,3
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,11,20,B,3
6 F

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data/inputs/balanced-book-6.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,1
C,2,102
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,1
6 C,2,102
7 F

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data/inputs/balanced-book-7.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,2
C,2,101
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,2
6 C,2,101
7 F

7
data/inputs/balanced-book-8.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,1
C,2,101
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,1
6 C,2,101
7 F

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data/inputs/balanced-book-9.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,11,100,S,103
C,2,103
C,2,102
C,1,2
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,11,100,S,103
6 C,2,103
7 C,2,102
8 C,1,2
9 F

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data/inputs/empty.in.csv Normal file
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data/inputs/shallow-ask.in.csv Normal file
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N,1,VAL,10,100,B,1
N,2,VAL,9,100,B,101
N,2,VAL,11,100,S,102
N,1,VAL,11,100,B,2
N,2,VAL,11,100,S,103
F
1 N,1,VAL,10,100,B,1
2 N,2,VAL,9,100,B,101
3 N,2,VAL,11,100,S,102
4 N,1,VAL,11,100,B,2
5 N,2,VAL,11,100,S,103
6 F

6
data/inputs/shallow-bid.in.csv Normal file
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N,1,AAPL,10,100,B,1
N,1,AAPL,12,100,S,2
N,2,AAPL,11,100,S,102
N,2,AAPL,10,100,S,103
N,1,AAPL,10,100,B,3
F
1 N,1,AAPL,10,100,B,1
2 N,1,AAPL,12,100,S,2
3 N,2,AAPL,11,100,S,102
4 N,2,AAPL,10,100,S,103
5 N,1,AAPL,10,100,B,3
6 F

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data/inputs/tighten-spread-through-new-limit-orders.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,16,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,15,100,S,102
N,2,IBM,11,100,B,103
N,1,IBM,14,100,S,3
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,16,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,15,100,S,102
5 N,2,IBM,11,100,B,103
6 N,1,IBM,14,100,S,3
7 F