SAMPLE Synthetic Market Prices (Worldwide) — Zero-PII, OHLCV & Sector for Backtesting, Risk & ML

## What this is
A privacy-safe **synthetic financial time-series** dataset with realistic OHLCV and sector labels. It mirrors market regimes, volatility clustering, and cross-asset correlations without using licensed exchange data.

## What you get
- Instruments: synthetic equities/ETFs with `instrument_id` + `sector`
- Fields: date, open/high/low/close, volume
- Optional add-ons: splits/dividends (adjustments), factors (momentum, value, size), realized volatility labels, drawdown flags
- Formats: CSV and Parquet; sample (2,000 rows) included
- Delivery: S3/Compressed file; optional REST endpoints for rolling windows

## Why synthetic?
- No exchange licensing; safe for sharing across teams
- Start backtesting and ML **immediately**
- Stable, debuggable distributions with configurable regimes (bull/bear/shock)

## Known limits
- Not tick-by-tick; not a substitute for licensed real-time feeds
- Aggregate patterns approximate markets; individual series are synthetic

## Support & customizations
Need GCC/US sector mixes, specific regimes, or factor labels? We can tailor generators and refresh cadence.