This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
There are few errors in the notebook in your repo. Please fix them. Also add a direct link to the data source so readers can directly download them.
https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649