Detrended volume-price parameter series for NYSE stocks

This dataset contains intraday volume-price records for 1,750 companies listed on the New York Stock Exchange. The data were sampled at 10-minute intervals and processed to examine the statistical behavior of volume-price fluctuations during regular trading hours. The original files contained full-day records, but only observations from standard market hours were retained. After removing after-hours entries and excluding days with recorded errors, each company contributed 17,708 valid observations across 466 trading days. Additional outlier screening was then performed using a conservative threshold-based procedure applied to the fitted parameter series. Four trading days were identified as outliers and removed from all series so that all companies shared the same trading-day calendar. This step produced 17,556 observations per series across 462 trading days. To isolate fluctuations from slower temporal trends, the parameter series were detrended using a 21-day centered moving-average procedure. The first and last 10 trading days were removed to avoid edge effects, yielding final processed series of 16,796 observations across 442 trading days for each variable. For each intraday time point and trading day, four standard positive-valued distribution families were fitted to the volume-price data: Gamma, Inverse Gamma, Weibull, and Log-Normal. This produced time series for the corresponding fitted parameters, including both the original and detrended versions. Statistical tests on the detrended series supported their use as weakly stationary fluctuations. The dataset is intended for research on intraday financial dynamics, stochastic modeling, distribution fitting, and time-series analysis. It may also be useful for studies of nonstationarity, scaling behavior, and fluctuation structure in financial markets.