dataset_card.yaml

---
language:
  - en
license: other
pretty_name: Preliminary Financial Time Series Dataset (Version 2)
task_categories:
  - time-series-forecasting
tags:
  - finance
  - stock-market
  - OHLC
  - time-series
  - trading
dataset_info:
  features:
    - name: symbol
      dtype: string
    - name: time
      dtype: int64
    - name: open
      dtype: float64
    - name: high
      dtype: float64
    - name: low
      dtype: float64
    - name: close
      dtype: float64
    - name: volume
      dtype: int64
  splits:
    - name: daily
      num_examples: null
    - name: hourly
      num_examples: null
    - name: minute
      num_examples: null
size_categories:
  - n<1K
  - 1K<n<10K
  - 10K<n<100K
---

# Preliminary Financial Time Series Dataset (Version 2)

## Dataset Description

- **Repository**: [Traders-Lab/preliminary-v2](https://huggingface.co/datasets/Traders-Lab/preliminary-v2)
- **Paper**: None
- **Point of Contact**: [Traders-Lab Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions)
- **Size of Dataset**: Varies by symbol and interval (daily, hourly, minute)
- **Size of Downloaded Dataset**: Multiple parquet files, size depends on the number of symbols
- **Framework**: Data collected using `yfinance` from [Yahoo Finance](https://finance.yahoo.com)

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.

## Dataset Structure

The dataset is organized as follows:
- **/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 `.valid.parquet` files are included to ensure data quality. Temporary files are excluded.

## Intended Uses

- **Primary Use**: Training and evaluating machine learning models for trading strategies.
- **Other Uses**: Time series analysis, financial research, and educational projects.

## Limitations

- **Preliminary Nature**: The dataset is not yet stable and may undergo changes in structure or naming.
- **Data Freshness**: Data is typically a few days old, not real-time.
- **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution data.

## License

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).

## How to Use

Clone the dataset using:
```bash
git lfs install
git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
```

Load the parquet files using Python libraries like `pandas` or `duckdb`.

## Feedback

Please provide feedback via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) to help improve the dataset.