TRADES-LOB
收藏arXiv2025-09-30 收录
下载链接：
https://github.com/LeonardoBerti00/DeepMarket
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资源简介：
该数据集名为TRADES-LOB，包含了特斯拉和英特尔两天内的模拟市场数据，数据以CSV文件形式组织，其中包含了订单特征和限价订单簿（LOB）的快照。此外，该数据集还包括了订单特征、LOB快照以及对于下游金融任务（如股价预测）至关重要的关键财务指标。数据规模宏大，共计265,986行，13,299,300个单元格。该数据集的任务是生成真实的限价订单簿市场模拟。
Named TRADES-LOB, this dataset contains simulated market data for Tesla and Intel over a two-day period, organized into CSV files that include order features and Limit Order Book (LOB) snapshots. Additionally, the dataset also encompasses order features, LOB snapshots, and key financial indicators that are critical for downstream financial tasks such as stock price forecasting. The dataset has a substantial scale, with a total of 265,986 rows and 13,299,300 cells. The primary task of this dataset is to generate realistic Limit Order Book market simulations.
提供机构：
Open-source framework DeepMarket.
