DEBS 2022 Grand Challenge Data Set: Trading Data

The data provided here as part of the DEBS 2022 Grand Challenge is based on real tick data captured by Infront Financial Technology GmbH for the complete week of November 8th to 14th, 2021 (i.e., five trading days Monday to Friday + Saturday and Sunday). The data set contains 289 million tick data events covering 5504 equities and indices that are traded on three European exchanges: Paris (FR), Amsterdam (NL), and Frankfurt (ETR). 

Some event notifications appear to come with no payload. This is due to the fact that the 2022 GC requires only a small subset of attributes to be evaluated; other attributes have been eliminated from the data set to minimize its overall size while keeping the amount of events to process unchanged.

Further details on the data set, its syntax and its semantics can be found in the official DEBS 2022 Grand Challenge paper as part of the DEBS 2022 conference proceedings (please use this for citation): 

Sebastian Frischbier, Jawad Tahir, Christoph Doblander, Arne Hormann, Ruben Mayer, and Hans-Arno Jacobsen. 2022. The DEBS 2022 Grand Challenge: Detecting Trading Trends in Financial Tick Data. In The 16th ACM International Conference on Distributed and Event-based Systems (DEBS ’22), June 27-June 30, 2022, Copenhagen. ACM, New York, NY, USA.

All files of the DEBS 2022 Grand Challenge Data Set “Trading Data” are provided as-is. By downloading and using this data you agree to the terms and conditions of the licensing agreement (CC by-nc-sa).