Julien 'Lta' BALLET commited on
Commit
3765fd2
·
unverified ·
1 Parent(s): 70ff65b

feat: Initial commit of the dataset(s)

Browse files
This view is limited to 50 files because it contains too many changes.   See raw diff
.gitignore ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ # histdata_fx_1m .gitignore
2
+
3
+ *.zip
README.md ADDED
@@ -0,0 +1,60 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ---
2
+ license: unknown
3
+ task_categories:
4
+ - tabular-regression
5
+ tags:
6
+ - finance
7
+ - forex
8
+ pretty_name: Forex historical data, 1 minute
9
+ size_categories:
10
+ - 10M<n<100M
11
+ ---
12
+ # HistData FX 1m
13
+
14
+ This is an export in the parquet format of the histdata.com dataset, which
15
+ contains mostly Forex market tickers data.
16
+
17
+ For each symbol, 2 files are provided:
18
+ - `ticks.parquet` contains the ticker data
19
+ - `gaps.parquet` contains the reported time gaps
20
+
21
+ ## Ticks
22
+
23
+ The `ticks.parquet` files have the following schema:
24
+
25
+ ``` python
26
+ {
27
+ 'ts': pl.Datetime,
28
+ 'open': pl.Float64,
29
+ 'high': pl.Float64,
30
+ 'low': pl.Float64,
31
+ 'close': pl.Float64,
32
+ 'volume': pl.UInt64,
33
+ }
34
+ ```
35
+
36
+ ## Gaps
37
+
38
+ The `gaps.parquet` files have the following schema:
39
+
40
+ ``` python
41
+ {
42
+ # The gap duration
43
+ 'length': pl.UInt64,
44
+ # The untransformed gap timestap start reported in the .txt file
45
+ 'start': pl.UInt64,
46
+ # The untransformed gap timestap end reported in the .txt file
47
+ 'end': pl.UInt64,
48
+ }
49
+ ```
50
+
51
+ ## Original dataset.
52
+
53
+ The original dataset can be found at [HistData.com](http://www.histdata.com/)
54
+ and the data was downloaded using [this
55
+ tool](https://github.com/philipperemy/FX-1-Minute-Data)
56
+
57
+ ## License
58
+
59
+ The license is unclear. histdata.com has the copyright and provides the data for
60
+ free, but do not explicitly provide a license for it.
all_gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:063c7c59e782e3e74b230eee5a8187ecf153f40e25646a077d31ce54b56dca58
3
+ size 183840664
all_ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ff2a6e74c91145fc3abc9659d69016799075542115f696c000aa833b346b313a
3
+ size 3848620126
audcad/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:14119a1487a4b179bcc63328c870969678e02c02ead75edc71649ec9ea3e6fdb
3
+ size 1000683
audcad/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c8c444c0df822ce2d796cac4d0f7723ae1a08cd510884b44980955c76a91b40c
3
+ size 61504551
audchf/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2b74a1b13211ea7279465cce42dc38eba7c95734bd5e848dac444273e13256fb
3
+ size 647358
audchf/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:483a847feffe543f8535405a98c48f7a91368f041a6b72db0e933e7327088d06
3
+ size 60117691
audjpy/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0815794dedc9fae7ad45eb6fdb978644fe93700a23f6f484702bfb09659a38cd
3
+ size 2523199
audjpy/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:88245ce879f9cc535dd0e5d03374e3ceb423edc2e7fe49c43ab107ad6d8795d7
3
+ size 70812286
audnzd/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:abe6fc8bfb8bb05a4ce5e547511b68633d46b0522ab3a19a8ef11c3c339a6624
3
+ size 792451
audnzd/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:93bbc151f1f9ed8a0a8abf77c1f535c2ddb6a072cad53f79d6d92eda3e56ef46
3
+ size 62343707
audusd/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:21c2d78c94fbd8499d529b9e56b1ad09fdfa437196bdae92c1681a8b1fee43df
3
+ size 5925720
audusd/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0f50cd11d9f142a5b885add4a80f3cc4bb30b87ef62d7cfd038bc234bb64e982
3
+ size 71527213
auxaud/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2dbdb9a53d22045cf317797f71079582bb5e20672417eae82a6451c5ced09d3f
3
+ size 5537439
auxaud/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:cf1c545387dbaf4b171f332c368fe03f87a9a7e72307dc79e4fd1f2d400ca71f
3
+ size 33291016
bcousd/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0d7cfe914d35bfe83814145bd9e012973848dac2eb59080fe1704489166034de
3
+ size 3055451
bcousd/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0c1f89fb9af7d7913048de51e9905671fc5aafc0616b0b78f602640d295d5e32
3
+ size 37531258
cadchf/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6c8cd006dd34ece80d4be6af55e43106ee163a9d9160c581d00e39966f32c94c
3
+ size 1168173
cadchf/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d3e5018765c8b5eab78ae1b5d8a2f201b2063d30ed1a84dd2cf2121266d3f07b
3
+ size 58269521
cadjpy/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:fb7986c02d02ae7826d3afeca26129e08c740f1d579a78c1398ef1789afa7c29
3
+ size 1088362
cadjpy/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1f9ccfd78e971d7f220c68bc6150ff6f3ea913778bb0433f2553da5ac32fd5dc
3
+ size 63041921
chfjpy/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:705c237a81b2a4236aadba487eb11f7035d21f949d5f2176dd425959686f47cd
3
+ size 2380797
chfjpy/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6a48a1518d1935a2fe2e420c899ca85e11e25b4757e86879fbea44f9c8aca1fc
3
+ size 73540334
etxeur/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d6f2749e1df0535e22e88deff12287c0e55f8aec686698d1c7ea8865e7ed0c23
3
+ size 3032485
etxeur/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2118053dee1af7f6aeaafac4b8a655875aabf75b1f57dd81d118a24d9ea98e40
3
+ size 8326205
euraud/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d4995dcd9e17b9e568cced4e61713630bbb6ea05c50d44ee33e6515056775136
3
+ size 1662061
euraud/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:91db74dc9f951670381c83b45955df8addfac561971feedf18c8501e5a45810a
3
+ size 83645336
eurcad/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3de0fff88dfa50af96707ee85a564701d7f256d948837349ac8cd687945e02f9
3
+ size 914733
eurcad/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:a4b5a67831d7c7de124c2fd173c8691d64415005e47d6f9d6478507993b11fff
3
+ size 68381696
eurchf/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:cf3971162d75221f9f67f430719fadf45d40bc1a86814332271deb4ef1b64b83
3
+ size 5712124
eurchf/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c0c308c03fcdbffba318f3e7a9ec44fe61bc854496e877718fdb7c591d2781e8
3
+ size 64806308
eurczk/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:e4e39397ee956e66b909be8c9b05e5094ca0b62b78c717835ab3a8b169e5a1f6
3
+ size 6665450
eurczk/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:080da5a2c0b2ff9f986af9c56e2b272f870a47970eb8956506c540003d864e10
3
+ size 33455536
eurdkk/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:79188f16d7b331acdc2f8e3247657b4addc9ac21ff13acae346fbfa829cd4711
3
+ size 8714713
eurdkk/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1abfdaa5ef851c7ee1499a7a08e2a6c6177f0c4bd3b161492e23051a2f6d4d04
3
+ size 21167299
eurgbp/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:aa847ef0ced95e782fe50dead4cfe3315f136728c8cc04150cf8268df290c0c6
3
+ size 5689198
eurgbp/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ec041405c10b4392e11945c932d14fcf22a0253b3cf6d611dcd683614e798b29
3
+ size 65663145
eurhuf/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:f48fb086e36374309f42347bac6db62e112d9e49571450d277006dfeee812a05
3
+ size 4785925
eurhuf/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c8af619bf0670d2b6db87f7b7e5f9998061e56635c8d709417ddcabef0181042
3
+ size 36875305
eurjpy/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:e5807fc7cb7d179c3d384b69ca3c69f1bbdc7a68072fc45347287b724190424b
3
+ size 2215509
eurjpy/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0d4a5725d2f9aaa883c16537faa00da395b537ba1ddcf03343d2635141b093ec
3
+ size 77448357
eurnok/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:68ba8cc565b389164201fa00a4d28db05bede78f8a4f18c0983743b0dba0e1ad
3
+ size 3922483
eurnok/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ce69d5670102a7729d5fba449473fa11a7f60b867116889f68a1dffc0a138218
3
+ size 77475687
eurnzd/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:83070175ed4484940c4a0b9bfbaff2556fdc7ad5e732aae29aaf51bfa49844da
3
+ size 469801
eurnzd/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:a0e16df785c8ee56d0e48b6317f77d0b064793e48d4a031582e49a843ace5f8d
3
+ size 70325398
eurpln/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c7be4f6eea5b590b2def8d264918c3b990292aa964c5102c18ddb2fd5fcf5d0b
3
+ size 5210811
eurpln/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3bcb226a745ebb85173e67e0ce93f3f67ba11f500170ab38214060d7dc37f0f3
3
+ size 50071516
eursek/gaps.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:4bb1273a7e4c79d26738c3e3cdf7dec4aa59e0073447917775ed51d21b1fabc1
3
+ size 4003918
eursek/ticks.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3cd672b3ab9478fb69d065df4c374eec092cf66d230691b73f38dad2d412cee8
3
+ size 76347042