Datasets:
Julien 'Lta' BALLET
commited on
feat: Initial commit of the dataset(s)
Browse filesThis view is limited to 50 files because it contains too many changes.
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- .gitignore +3 -0
- README.md +60 -0
- all_gaps.parquet +3 -0
- all_ticks.parquet +3 -0
- audcad/gaps.parquet +3 -0
- audcad/ticks.parquet +3 -0
- audchf/gaps.parquet +3 -0
- audchf/ticks.parquet +3 -0
- audjpy/gaps.parquet +3 -0
- audjpy/ticks.parquet +3 -0
- audnzd/gaps.parquet +3 -0
- audnzd/ticks.parquet +3 -0
- audusd/gaps.parquet +3 -0
- audusd/ticks.parquet +3 -0
- auxaud/gaps.parquet +3 -0
- auxaud/ticks.parquet +3 -0
- bcousd/gaps.parquet +3 -0
- bcousd/ticks.parquet +3 -0
- cadchf/gaps.parquet +3 -0
- cadchf/ticks.parquet +3 -0
- cadjpy/gaps.parquet +3 -0
- cadjpy/ticks.parquet +3 -0
- chfjpy/gaps.parquet +3 -0
- chfjpy/ticks.parquet +3 -0
- etxeur/gaps.parquet +3 -0
- etxeur/ticks.parquet +3 -0
- euraud/gaps.parquet +3 -0
- euraud/ticks.parquet +3 -0
- eurcad/gaps.parquet +3 -0
- eurcad/ticks.parquet +3 -0
- eurchf/gaps.parquet +3 -0
- eurchf/ticks.parquet +3 -0
- eurczk/gaps.parquet +3 -0
- eurczk/ticks.parquet +3 -0
- eurdkk/gaps.parquet +3 -0
- eurdkk/ticks.parquet +3 -0
- eurgbp/gaps.parquet +3 -0
- eurgbp/ticks.parquet +3 -0
- eurhuf/gaps.parquet +3 -0
- eurhuf/ticks.parquet +3 -0
- eurjpy/gaps.parquet +3 -0
- eurjpy/ticks.parquet +3 -0
- eurnok/gaps.parquet +3 -0
- eurnok/ticks.parquet +3 -0
- eurnzd/gaps.parquet +3 -0
- eurnzd/ticks.parquet +3 -0
- eurpln/gaps.parquet +3 -0
- eurpln/ticks.parquet +3 -0
- eursek/gaps.parquet +3 -0
- eursek/ticks.parquet +3 -0
.gitignore
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# histdata_fx_1m .gitignore
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*.zip
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README.md
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---
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license: unknown
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task_categories:
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- tabular-regression
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tags:
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- finance
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- forex
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pretty_name: Forex historical data, 1 minute
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size_categories:
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- 10M<n<100M
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---
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# HistData FX 1m
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This is an export in the parquet format of the histdata.com dataset, which
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contains mostly Forex market tickers data.
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For each symbol, 2 files are provided:
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- `ticks.parquet` contains the ticker data
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- `gaps.parquet` contains the reported time gaps
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## Ticks
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The `ticks.parquet` files have the following schema:
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``` python
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{
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'ts': pl.Datetime,
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'open': pl.Float64,
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'high': pl.Float64,
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'low': pl.Float64,
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'close': pl.Float64,
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'volume': pl.UInt64,
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}
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```
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## Gaps
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The `gaps.parquet` files have the following schema:
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``` python
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{
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# The gap duration
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'length': pl.UInt64,
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# The untransformed gap timestap start reported in the .txt file
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'start': pl.UInt64,
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# The untransformed gap timestap end reported in the .txt file
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'end': pl.UInt64,
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}
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```
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## Original dataset.
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The original dataset can be found at [HistData.com](http://www.histdata.com/)
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and the data was downloaded using [this
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tool](https://github.com/philipperemy/FX-1-Minute-Data)
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## License
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The license is unclear. histdata.com has the copyright and provides the data for
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free, but do not explicitly provide a license for it.
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all_gaps.parquet
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all_ticks.parquet
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eurnok/gaps.parquet
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