Separate market and limit orders from the market depth/tick data

Title: Separate market and limit orders from the market depth/tick data
Source: GAF
Category: Finance, Financial Analysis, Financial Research, Machine Learning
Posted On: Tue, 07 Aug 2018 11:18:03 -0400
Description:
From the website https://www.algoseek.com/equities/, we can get a sample of the full depth market/tick data. From the paper https://arxiv.org/pdf/1710.03870.pdf page 8, I would like to extract the market orders and limit orders separately with timestamp of 1 second ... (Budget: $10 - $100 AUD, Jobs: Finance, Financial Analysis, Financial Research, Machine Learning)
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