CarlosSilva1/ustech-ticks
收藏资源简介：
USTECH（纳斯达克100）Tick数据（2021年5月–2026年5月）是一个包含五年逐笔买卖报价的高频金融数据集，针对纳斯达克100指数CFD（也称为USTECH或US Tech 100），时间戳精度为毫秒。数据来源于Dukascopy via Tickstory，共约3.76亿行，以Apache Parquet（Snappy）格式存储，并按年份/月份进行Hive风格分区。数据集包括时间戳、买入价、卖出价、买入量和卖出量等列，适用于日内回测、相关性分析、波动性研究、配对交易和时间序列预测等用例。
Five years of tick-by-tick bid/ask quotes for the Nasdaq 100 index CFD (a.k.a. USTECH, US Tech 100) at millisecond resolution. Sourced from Dukascopy via Tickstory, with approximately 376 million rows, stored in Apache Parquet (Snappy) format and partitioned by year/month in Hive-style. It includes columns such as timestamp, bid price, ask price, bid volume, and ask volume, suitable for use cases like intraday backtesting, correlation analysis, volatility studies, pair trading, and time-series forecasting.
