CarlosSilva1/us500-ticks

US500（标准普尔500指数）Tick数据集（2021年5月-2026年5月），包含五年内标准普尔500指数CFD的逐笔买卖报价数据，时间分辨率为毫秒级。数据源自Dukascopy via Tickstory，约9000万行，以Apache Parquet格式存储，按年/月进行Hive风格分区。每行数据包括时间戳（UTC，毫秒精度）、最佳买入价（指数点）、最佳卖出价（指数点）、买入量和卖出量。适用于日内策略回测、市场微观结构研究、波动率检测等金融分析任务。US500 (S&P 500) Tick Data (May 2021 – May 2026) provides five years of tick-by-tick bid/ask quotes for the S&P 500 index CFD at millisecond resolution. Sourced from Dukascopy via Tickstory, it contains approximately 90 million rows in Apache Parquet format with Hive-style partitioning by year/month. Each row includes timestamp (UTC, millisecond precision), bid_price (best bid price in index points), ask_price (best ask price), bid_volume, and ask_volume. Typical use cases include backtesting intraday strategies, market microstructure research, and volatility analysis.