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2025 High-Frequency OHLCV (15-Second Bars, UTC): Apple Inc. (AAPL), Alphabet Inc. (GOOG), Tesla, Inc. (TSLA)

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Figshare2026-02-15 更新2026-04-28 收录
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https://figshare.com/articles/dataset/2025_High-Frequency_OHLCV_15-Second_Bars_UTC_Apple_Inc_AAPL_Alphabet_Inc_GOOG_Tesla_Inc_TSLA_/31341457
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资源简介:
This dataset contains high-frequency intraday OHLCV candlestick data aggregated into 15-second intervals for the full calendar year 2025. It covers the equities Apple Inc. (AAPL), Alphabet Inc. (GOOG), and Tesla, Inc. (TSLA), with timestamps standardized in UTC to simplify cross-market synchronization and multi-asset research workflows. Each bar includes open, high, low, close, and traded volume derived from tick-level trade consolidation, making the data suitable for microstructure analysis, latency-sensitive modeling, and precise intraday replay. Intervals with zero traded volume are forward-filled, meaning price fields display the last known traded value to preserve temporal continuity.The dataset is designed for quantitative research, algorithmic trading development, and machine learning experimentation, including feature engineering, short-horizon alpha discovery, volatility forecasting, and execution modeling. Its uniform bar size enables reproducible backtesting, regime detection, and event-driven strategy evaluation while maintaining a realistic representation of intraday liquidity dynamics. The structure is optimized for time-series pipelines (e.g., pandas, Arrow/Parquet, or columnar analytics engines), allowing efficient loading, resampling, and multi-resolution aggregation without survivorship bias introduced by higher-level daily summaries.
创建时间:
2026-02-15
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