id stringclasses 6 values | date_window stringclasses 6 values | asset stringclasses 6 values | order_size_bucket stringclasses 2 values | session_context stringclasses 5 values | liquidity_field_summary stringclasses 6 values | basin_map_snapshot stringclasses 6 values | volatility_context stringclasses 6 values | optimal_execution_path stringclasses 6 values | basin_sequence stringclasses 6 values | expected_impact_cost stringclasses 4 values | slippage_risk_band stringclasses 3 values | routing_rationale stringclasses 6 values | notes stringclasses 6 values | constraints stringclasses 1 value | gold_checklist stringclasses 1 value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGER-001 | 2025-01-15_14:00-15:00 | SPY | large | midday | deep index basin; shallow small-cap | index_basin_strong | low_vol | slice via index futures then ETF | index_futures>ETF | low | tight | Route through deepest basin first | Classic gradient route | Focus on basin gradient. | path+basin+cost |
BGER-002 | 2025-02-20_09:30-10:00 | smallcap_basket | large | open | thin book; unstable basin | fragmented | rising_vol | delay and route via dark pools | dark_pool>lit | high | wide | Avoid open auction cliff | Timing reduces impact | Focus on basin gradient. | path+basin+cost |
BGER-003 | 2025-03-11_15:30-16:00 | IG_credit_etf | medium | close | credit basin weakening | credit_basin_edge | risk_off | route via futures hedge then ETF | futures>ETF | medium | moderate | Hedge then execute | Cliff risk rising | Focus on basin gradient. | path+basin+cost |
BGER-004 | 2025-04-04_10:00-11:00 | EURUSD | large | overlap | deep FX basin | fx_basin_stable | stable | direct spot execution | spot | low | tight | Stable basin supports size | No reroute needed | Focus on basin gradient. | path+basin+cost |
BGER-005 | 2025-05-18_08:00-09:00 | oil_front | large | pre_us | shock; basin fragmented | oil_cliff | shock_vol | slice across time windows | time_slice | very_high | wide | Time routing reduces cliff | Shock regime | Focus on basin gradient. | path+basin+cost |
BGER-006 | 2025-06-07_13:00-14:00 | UST10Y | large | midday | rates basin stable | rates_basin | event_risk | execute before event | pre_event | low | tight | Event will compress basin | Pre-emptive routing | Focus on basin gradient. | path+basin+cost |
What this dataset tests
Whether an intelligence system can route orders
through liquidity basins instead of cliffs.
Execution quality depends on structure.
Not just timing.
Not just volume.
Required outputs
- optimal execution path
- basin sequence
- expected impact cost
- slippage risk band
- routing rationale
Constraints
Do not predict price direction.
Optimize structural execution only.
Evaluation focus
High scores require
clear path
explicit basin sequence
impact cost estimate
slippage band
coherent routing logic
- Downloads last month
- 19