[S&P 500] and [FTSE 100] minute-level market records from May 16, 2021, to April 20, 2022

This dataset contains one-minute frequency financial data collected from 19 assets, forming a spatial domain across five categories: stock indices and futures (e.g., NASDAQ Composite, S&P 500, FTSE 100, DJIA, Nikkei 225, E-mini Russell 2000, and futures contracts), commodity futures (Crude Oil\/USD, Silver\/USD, Gold\/USD), cryptocurrencies (BTC\/USD, CMC Crypto 200 Index), foreign exchange pairs (GBP\/USD, EUR\/USD, USD\/JPY), and other instruments such as the 10-Year U.S. Treasury Yield and the Volatility Index (VIX).For each asset and each minute, the dataset includes normalized price features, including high, low, and open values scaled by the closing price, as well as a set of six n-minute moving averages of the closing price (n \u2208 {5, 10, 15, 20, 25, 30}). These features are concatenated into a 10-dimensional feature vector per asset per time step.The data spans from May 16, 2021, to April 20, 2022, and covers all regular trading days. It is suitable for tasks such as financial signal denoising, feature extraction, time-series modeling, and spatio-temporal learning.