Datasets:
id stringclasses 6
values | date_window stringclasses 5
values | asset_universe stringclasses 6
values | session_context stringclasses 5
values | news_context stringclasses 4
values | microstructure_summary stringclasses 6
values | dealer_positioning_proxy stringclasses 6
values | liquidity_basin_id stringclasses 6
values | basin_depth_index float64 0.3 0.84 | basin_width_index float64 0.28 0.8 | absorption_capacity_estimate stringclasses 4
values | basin_stability_band stringclasses 4
values | notes stringclasses 6
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBI-001 | 2025-01-10_14:00-16:00 | US equities mega-cap | cash_open+midday | none | tight spreads; deep top-of-book; low impact curve slope | dealers_flat_gamma | BASIN_EQ_US_MEGA_01 | 0.84 | 0.78 | high | stable | Deep basin in liquid names | Use relationships not price direction. | basin+depth+width |
LBI-002 | 2025-01-10_14:00-16:00 | US equities small-cap | cash_open+midday | none | spreads wider; shallow book; impact convex | dealers_short_gamma | BASIN_EQ_US_SMALL_02 | 0.42 | 0.35 | low | unstable | Fragile basin | Use relationships not price direction. | basin+depth+width |
LBI-003 | 2025-02-04_09:00-10:00 | UST 2y-10y | rates_morning | cpi_tomorrow | good depth; impact moderate; occasional gap prints | dealers_long_gamma | BASIN_RATES_UST_03 | 0.76 | 0.7 | medium-high | moderate | Rates basin pre-event | Use relationships not price direction. | basin+depth+width |
LBI-004 | 2025-03-12_15:00-16:00 | IG credit ETFs | late_session | risk_headlines | spreads widen; quotes thin; impact steepens | dealers_risk_off | BASIN_CREDIT_IG_04 | 0.48 | 0.44 | low-medium | unstable | Credit liquidity thins late | Use relationships not price direction. | basin+depth+width |
LBI-005 | 2025-05-22_08:00-09:00 | WTI front-month | pre_US_open | geopolitical_shock | spreads jump; book fragmented; impact extreme | dealers_hedging | BASIN_CMDTY_OIL_05 | 0.3 | 0.28 | low | fragile | Shock drains liquidity | Use relationships not price direction. | basin+depth+width |
LBI-006 | 2025-06-11_13:00-14:00 | FX majors | london+ny_overlap | none | tight spreads; strong depth; low slippage | dealers_balanced | BASIN_FX_G10_06 | 0.82 | 0.8 | high | stable | Classic deep basin | Use relationships not price direction. | basin+depth+width |
What this dataset tests
Whether a system can map liquidity as a field
and identify deep absorption basins.
Liquidity is not a single number.
It is structure across assets and time.
Required outputs
- liquidity basin id
- basin depth index
- basin width index
- absorption capacity estimate
- basin stability band
Constraints
Do not predict price direction.
Use microstructure and cross-asset context.
Evaluation focus
High scores require
- numeric depth and width indices
- a clear capacity estimate
- a stability band
- an explicit basin identifier
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