---
license: other
license_name: license
license_link: LICENSE
tags:
- finance
---
# Preliminary Financial Time Series Dataset (Version 2)

⚠️ Warning: This is a second preliminary dataset for development, testing, and feedback purposes. A stable, production-ready dataset will be released later. This time, all data in here will be available in future "stable" datasets (I guesss.. )

## Overview

This dataset contains **parquet files** with time series data for various financial instruments, collected using an improved and more stable version of our data pipeline. It builds upon the first preliminary dataset, with a refined structure and more reliable data fetching processes. The data is sourced from publicly available sources like [Yahoo Finance](https://finance.yahoo.com) via the `yfinance` library.

Each financial instrument includes:
- **Daily candles**: Covering multiple years of historical data.
- **Hourly candles**: Covering at least 2 years.
- **Minute candles**: Covering a shorter, recent period with high granularity.

This multi-resolution format supports models that analyze both long-term trends and short-term patterns.

## Purpose

This second preliminary dataset is designed to:
- Provide early access to reliable financial time series data.
- Enable testing and iteration of machine learning models for trading.
- Gather feedback to finalize a stable dataset format.
- Test the consistency of the data update pipeline over a few days.

## Data Structure

The dataset is organized into a clear directory structure:
- **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
- **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
- **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.

Only files marked as `.valid.parquet` are included in this dataset to ensure data quality and consistency. Temporary files (e.g., `fetch`, `test`, `ufetch`, `utest`, `failXX`, `ufailXX`) are excluded via `.gitignore`.

## Expected Changes

While the pipeline is more stable, this dataset remains preliminary. Potential changes include:
- Adjustments to file naming conventions.
- Reorganization into sharded folders (e.g., by year or month).
- Refinements to dataset split logic.

A stable, production-ready dataset will be released separately to ensure long-term consistency.

## Goals
The Traders-Lab datasets aim to grow in two dimensions:
- **More stocks**: Additional symbols will be added over time, with rapid expansion expected soon.
- **More data**: Short-term datasets (hourly and minute candles) will grow as more data is accumulated. While continuity of current minute data is not guaranteed yet, future updates will ensure a continuous time history.

## Non-Goals
The dataset is designed to be sufficiently up-to-date for training purposes, with data typically no more than a few days old. Real-time updates are not a goal.

## License & Usage

This dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for detailed usage permissions. It is intended **solely for research and educational purposes**. Redistribution may be restricted; please respect the terms of the original data providers, such as Yahoo Finance.

## Accessing the Dataset

The dataset is hosted on Hugging Face under the [Traders-Lab organization](https://huggingface.co/Traders-Lab). To clone the dataset:

```bash
# Ensure git-lfs is installed (https://git-lfs.com)
git lfs install
git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
```

## Metadata

Dataset metadata is provided in the [`dataset_card.yml`](./dataset_card.yml) file, following Hugging Face's dataset card standards.

## Feedback

We welcome feedback to improve the dataset! Please share your thoughts via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) or contact the Traders-Lab team.