OFA Markout Dataset: Momentum Dominance in Order Flow Auctions

This dataset contains 69,661 Ethereum Order Flow Auction (OFA) transactions with forward and backward markout measurements, collected from on-chain data across two platforms (CoW Protocol and 1inch Fusion) over 32 days spanning June–September 2025. The data supports the empirical analysis in the accompanying paper "Momentum Dominance in Order Flow Auctions: Decomposing Apparent Directional Asymmetries" (Ahmed, Islam, and Bhuyan, 2026). Each transaction includes execution price, forward markouts at +1s/+10s/+60s, backward markouts at -1s/-10s/-60s, market regime classification (rising/stable/falling), and trade direction (BUY/SELL). IQR-based outlier filtering was applied on 60-second forward markout with bounds [-24, +33] bps, retaining 84.2% of raw observations.