Upload folder using huggingface_hub

.gitattributes

@@ -60,3 +60,4 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
 LOBSTER_SampleFile_AAPL_2012-06-21_50/AAPL_2012-06-21_34200000_37800000_orderbook_50.csv filter=lfs diff=lfs merge=lfs -text
 LOBSTER_SampleFile_MSFT_2012-06-21_50/MSFT_2012-06-21_34200000_37800000_orderbook_50.csv filter=lfs diff=lfs merge=lfs -text
 LOBSTER_SampleFile_SPY_2012-06-21_50/SPY_2012-06-21_34200000_37800000_message_50.csv filter=lfs diff=lfs merge=lfs -text
+LOBSTER_SampleFile_GOOG_2012-06-21_10/GOOG_2012-06-21_34200000_57600000_orderbook_10.csv filter=lfs diff=lfs merge=lfs -text

LOBSTER_SampleFile_GOOG_2012-06-21_10/LOBSTER_SampleFiles_ReadMe.txt

@@ -0,0 +1,140 @@
+=========================================================================
+
+LOBSTER | academic data.
+
+Limit Order Book System - The Efficient Reconstructor
+
+http://LOBSTER.wiwi.hu-berlin.de
+
+					This Version: 	01 Sept 2013
+=========================================================================
+
+Sample Files Readme
+
+=========================================================================
+										
+
+Output Structure:
+---------------
+
+LOBSTER generates a 'message' and an 'orderbook' file for each active 
+trading day of a selected ticker. The 'orderbook' file contains the 
+evolution of the limit order book up to the requested number of levels. 
+The 'message' file contains indicators for the type of event causing 
+an update of the limit order book in the requested price range. All 
+events are timestamped to seconds after midnight, with decimal 
+precision of at least milliseconds and up to nanoseconds depending 
+on the requested period. 
+
+
+	Message File:		(Matrix of size: (Nx6))
+	-------------	
+			
+	Name: 	TICKER_Year-Month-Day_StartTime_EndTime_message_LEVEL.csv 	
+		
+		StartTime and EndTime give the theoretical beginning 
+		and end time of the output file in milliseconds after 		
+		mid night. LEVEL refers to the number of levels of the 
+		requested limit order book.
+
+
+	Columns:
+	
+	    1.) Time: 		
+				Seconds after midnight with decimal 
+				precision of at least milliseconds 
+				and up to nanoseconds depending on 
+				the requested period
+	    2.) Type:
+				1: Submission of a new limit order
+				2: Cancellation (Partial deletion 
+				   of a limit order)
+				3: Deletion (Total deletion of a limit order)
+				4: Execution of a visible limit order			   	 
+				5: Execution of a hidden limit order
+				7: Trading halt indicator 				   
+				   (Detailed information below)
+	    3.) Order ID: 	
+				Unique order reference number 
+				(Assigned in order flow)
+	    4.) Size: 		
+				Number of shares
+	    5.) Price: 		
+				Dollar price times 10000 
+				(i.e., A stock price of $91.14 is given 
+				by 911400)
+	    6.) Direction:
+				-1: Sell limit order
+				1: Buy limit order
+				
+				Note: 
+				Execution of a sell (buy) limit
+				order corresponds to a buyer (seller) 
+				initiated trade, i.e. Buy (Sell) trade.
+										
+						
+	Orderbook File:		(Matrix of size: (Nx(4xNumberOfLevels)))
+	---------------
+	
+	Name: 	TICKER_Year-Month-Day_StartTime_EndTime_orderbook_LEVEL.csv
+	
+	Columns:
+	
+ 	    1.) Ask Price 1: 	Level 1 Ask Price 	(Best Ask)
+	    2.) Ask Size 1: 	Level 1 Ask Volume 	(Best Ask Volume)
+	    3.) Bid Price 1: 	Level 1 Bid Price 	(Best Bid)
+	    4.) Bid Size 1: 	Level 1 Bid Volume 	(Best Bid Volume)
+	    5.) Ask Price 2: 	Level 2 Ask Price 	(2nd Best Ask)
+	    ...
+	
+	Notes: 	 
+	------
+	
+		- Levels:
+		
+		The term level refers to occupied price levels. This implies 
+		that the difference between two levels in the LOBSTER output 
+		is not necessarily the minimum ticks size.
+
+		- Unoccupied Price Levels:
+	
+		When the selected number of levels exceeds the number of levels 
+		available the empty order book positions are filled with dummy 
+		information to guarantee a symmetric output. The extra bid 
+		and/or ask prices are set to -9999999999 and 9999999999, 
+		respectively. The Corresponding volumes are set to 0. 
+		
+		- Trading Halts:
+		
+		When trading halts, a message of type '7' is written into the 
+		'message' file. The corresponding price and trade direction 
+		are set to '-1' and all other properties are set to '0'. 
+		Should the resume of quoting be indicated by an additional 
+		message in NASDAQ's Historical TotalView-ITCH files, another 
+		message of type '7' with price '0' is added to the 'message' 
+		file. Again, the trade direction is set to '-1' and all other 
+		fields are set to '0'. 
+		When trading resumes a message of type '7' and 
+		price '1' (Trade direction '-1' and all other 
+		entries '0') is written to the 'message' file. For messages 
+		of type '7', the corresponding order book rows contain a 
+		duplication of the preceding order book state. The reason 
+		for the trading halt is not included in the output.
+						
+			Example: Stylized trading halt messages in 'message' file.				
+		
+			Halt: 				36023	| 7 | 0 | 0 | -1 | -1
+											...
+			Quoting: 			36323 	| 7 | 0 | 0 | 0  | -1
+											...
+			Resume Trading:		36723   | 7 | 0 | 0 | 1  | -1
+											...
+
+			The vertical bars indicate the different columns in the  
+			message file.
+			
+=========================================================================
+
+Any questions? Just contact us at http://LOBSTER.wiwi.hu-berlin.de
+
+=========================================================================