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--- |
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license: other |
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license_name: license |
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license_link: LICENSE |
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tags: |
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- finance |
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--- |
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# Preliminary Financial Time Series Dataset (Version 2) |
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⚠️ 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.. ) |
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## Overview |
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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. |
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Each financial instrument includes: |
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- **Daily candles**: Covering multiple years of historical data. |
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- **Hourly candles**: Covering at least 2 years. |
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- **Minute candles**: Covering a shorter, recent period with high granularity. |
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This multi-resolution format supports models that analyze both long-term trends and short-term patterns. |
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## Purpose |
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This second preliminary dataset is designed to: |
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- Provide early access to reliable financial time series data. |
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- Enable testing and iteration of machine learning models for trading. |
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- Gather feedback to finalize a stable dataset format. |
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- Test the consistency of the data update pipeline over a few days. |
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## Data Structure |
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The dataset is organized into a clear directory structure: |
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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 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`. |
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## Expected Changes |
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While the pipeline is more stable, this dataset remains preliminary. Potential changes include: |
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- Adjustments to file naming conventions. |
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- Reorganization into sharded folders (e.g., by year or month). |
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- Refinements to dataset split logic. |
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A stable, production-ready dataset will be released separately to ensure long-term consistency. |
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## Goals |
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The Traders-Lab datasets aim to grow in two dimensions: |
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- **More stocks**: Additional symbols will be added over time, with rapid expansion expected soon. |
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- **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. |
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## Non-Goals |
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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. |
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## License & Usage |
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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. |
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## Accessing the Dataset |
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The dataset is hosted on Hugging Face under the [Traders-Lab organization](https://huggingface.co/Traders-Lab). To clone the dataset: |
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```bash |
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# Ensure git-lfs is installed (https://git-lfs.com) |
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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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## Metadata |
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Dataset metadata is provided in the [`dataset_card.yml`](./dataset_card.yml) file, following Hugging Face's dataset card standards. |
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## Feedback |
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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. |
