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--- |
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language: |
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- en |
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license: other |
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pretty_name: Preliminary Financial Time Series Dataset (Version 2) |
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task_categories: |
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- time-series-forecasting |
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tags: |
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- finance |
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- stock-market |
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- OHLC |
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- time-series |
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- trading |
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dataset_info: |
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features: |
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- name: symbol |
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dtype: string |
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- name: time |
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dtype: int64 |
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- name: open |
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dtype: float64 |
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- name: high |
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dtype: float64 |
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- name: low |
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dtype: float64 |
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- name: close |
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dtype: float64 |
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- name: volume |
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dtype: int64 |
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splits: |
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- name: daily |
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num_examples: null |
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- name: hourly |
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num_examples: null |
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- name: minute |
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num_examples: null |
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size_categories: |
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- n<1K |
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- 1K<n<10K |
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- 10K<n<100K |
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--- |
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- **Repository**: [Traders-Lab/preliminary-v2](https://huggingface.co/datasets/Traders-Lab/preliminary-v2) |
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- **Paper**: None |
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- **Point of Contact**: [Traders-Lab Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) |
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- **Size of Dataset**: Varies by symbol and interval (daily, hourly, minute) |
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- **Size of Downloaded Dataset**: Multiple parquet files, size depends on the number of symbols |
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- **Framework**: Data collected using `yfinance` from [Yahoo Finance](https://finance.yahoo.com) |
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This is a second preliminary dataset containing OHLC (Open, High, Low, Close) time series data for various financial instruments, intended for research and educational purposes. It includes daily, hourly, and minute-resolution data, organized by symbol and category. |
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The dataset is organized as follows: |
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- **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data. |
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- **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data. |
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- **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data. |
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Only `.valid.parquet` files are included to ensure data quality. Temporary files are excluded. |
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- **Primary Use**: Training and evaluating machine learning models for trading strategies. |
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- **Other Uses**: Time series analysis, financial research, and educational projects. |
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- **Preliminary Nature**: The dataset is not yet stable and may undergo changes in structure or naming. |
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- **Data Freshness**: Data is typically a few days old, not real-time. |
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- **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution data. |
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The dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for details. Usage is restricted to research and educational purposes, and redistribution may be limited by the terms of the original data provider (Yahoo Finance). |
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Clone the dataset using: |
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```bash |
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git lfs install |
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git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2 |
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``` |
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Load the parquet files using Python libraries like `pandas` or `duckdb`. |
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Please provide feedback via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) to help improve the dataset. |
