HFT cryptocurrency data
收藏Mendeley Data2026-04-09 收录
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https://data.mendeley.com/datasets/323y59wjtf
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资源简介：
High-frequency trading Level 3 tick data of cryptocurrencies Luna coin and Bitcoin (BTC). The Luna coin data are from 16:00-20:00 on 11/05/2022, 02:00-03:00 on 12/05/2022, the Bitcoin data are from 02:00-03:00 20/04/2022, 15:00-16:00 on 28/11/2022, 23:00 on 11/08/2023-12:00 on 12/08/2023.
