{
  "id": 550955,
  "title": "How long of a lag period can we have for the historical data we can obtain at most?",
  "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/550955",
  "author_name": "",
  "post_date": "2024-12-10T12:51:23.266053Z",
  "votes": null,
  "comment_count": 1,
  "views": 0,
  "content": "<p>During the testing phase, what is the longest historical window that can be obtained from the API? Is there a limit to the length of this look-back window?</p>",
  "messages": [
    {
      "id": "3068590",
      "postDate": "12/10/2024 12:51:23",
      "content": "<p>During the testing phase, what is the longest historical window that can be obtained from the API? Is there a limit to the length of this look-back window?</p>",
      "rawMarkdown": "During the testing phase, what is the longest historical window that can be obtained from the API? Is there a limit to the length of this look-back window?",
      "votes": null
    },
    {
      "id": "3070569",
      "postDate": "12/12/2024 21:05:56",
      "content": "<p>The competitions description, under the Data section (<a href=\"https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/data\" target=\"_blank\">here</a>), says the following about lags.parquet:</p>\n<blockquote>\n  <p>lags.parquet - Values of <code>responder_{0...8}</code> lagged by one <code>date_id</code>. The evaluation API serves the entirety of the lagged responders for a <code>date_id</code> on that <code>date_id</code>'s first <code>time_id</code>. In other words, all of the previous date's responders will be served at the first time step of the succeeding date.</p>\n</blockquote>\n<p>I think this means that each new <code>date_id</code>, you will get the <code>responder_{0...8}</code> for the all <code>time_id</code> from the  previous day.</p>",
      "rawMarkdown": "The competitions description, under the Data section ([here](https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/data)), says the following about lags.parquet:\n>lags.parquet - Values of `responder_{0...8}` lagged by one `date_id`. The evaluation API serves the entirety of the lagged responders for a `date_id` on that `date_id`'s first `time_id`. In other words, all of the previous date's responders will be served at the first time step of the succeeding date.\n\nI think this means that each new `date_id`, you will get the `responder_{0...8}` for the all `time_id` from the  previous day.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 3070569,
      "author_name": "seamusbarnes",
      "author_url": "",
      "post_date": "12/12/2024 21:05:56",
      "content": "<p>The competitions description, under the Data section (<a href=\"https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/data\" target=\"_blank\">here</a>), says the following about lags.parquet:</p>\n<blockquote>\n  <p>lags.parquet - Values of <code>responder_{0...8}</code> lagged by one <code>date_id</code>. The evaluation API serves the entirety of the lagged responders for a <code>date_id</code> on that <code>date_id</code>'s first <code>time_id</code>. In other words, all of the previous date's responders will be served at the first time step of the succeeding date.</p>\n</blockquote>\n<p>I think this means that each new <code>date_id</code>, you will get the <code>responder_{0...8}</code> for the all <code>time_id</code> from the  previous day.</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "3068590": "During the testing phase, what is the longest historical window that can be obtained from the API? Is there a limit to the length of this look-back window?",
    "3070569": "The competitions description, under the Data section ([here](https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/data)), says the following about lags.parquet:\n>lags.parquet - Values of `responder_{0...8}` lagged by one `date_id`. The evaluation API serves the entirety of the lagged responders for a `date_id` on that `date_id`'s first `time_id`. In other words, all of the previous date's responders will be served at the first time step of the succeeding date.\n\nI think this means that each new `date_id`, you will get the `responder_{0...8}` for the all `time_id` from the  previous day."
  },
  "source": "meta"
}