| --- |
| license: cc-by-4.0 |
| language: [en] |
| tags: [data-quality, datasets, benchmarking, time-series, provenance, survivorship-bias] |
| pretty_name: Dataset Quality Notes |
| size_categories: [n<1K] |
| configs: |
| - config_name: datasets |
| data_files: datasets.csv |
| - config_name: survivorship_probes |
| data_files: survivorship_probes.csv |
| - config_name: provenance_checks |
| data_files: provenance_checks.csv |
| --- |
| |
| # Dataset Quality Notes |
|
|
| **A worked method for deciding whether a public time-series dataset can carry a backtest — with the |
| measurements that came out of applying it.** 18 datasets assessed, updated 2026-07-30. |
|
|
| Datasets are listed by CATEGORY, not by name. The point here is the method and the failure modes, |
| not a directory of links: a name invites "is mine on the list?", while a category invites you to run |
| the checks on whatever you are about to use. |
|
|
| ## The four questions, and why each one earned its place |
|
|
| 1. **How much does it actually weigh?** The declared size bucket is the uploader's claim. Summing |
| the file tree gives the real number — one dataset estimated at ~120 GB by multiplying shard sizes |
| measured **81.7 GB**, a 47% error in the direction that makes you skip a usable source. |
| 2. **Is it still alive?** A last-modified date is a rejection criterion on its own. Two datasets in |
| this table were dropped for nothing but staleness. |
| 3. **Is it complete, or only complete-looking?** For equities this is survivorship. One popular |
| daily-price dataset advertises 7000+ US stocks over 1962-2026 and contains **zero delisted |
| tickers**: ten dead names probed, ten absent, while two living names return 11,481 and 10,156 |
| rows. Nothing on its card says so. Anything cross-sectional built on it measures the returns of |
| companies that happened to survive. |
| 4. **Where did the bytes come from?** One dataset mirrors a requester-pays archive. Six objects were |
| hashed on both sides: **6/6 sha256 identical**, so the mirror is genuine — but only for that one |
| product. Other directories in the SAME repo are the author's own capture with no upstream to diff |
| against, and the card does not distinguish them. Provenance is per-product, not per-repo. |
|
|
| ## Files |
|
|
| | File | What | |
| |---|---| |
| | `datasets.csv` | one row per assessed dataset: category, verdict, date checked, and the measurement behind it | |
| | `survivorship_probes.csv` | per-name presence results — the check that separates a real universe from a survivor list | |
| | `provenance_checks.csv` | byte-level checks: object size on both sides and the hash verdict | |
|
|
| ## Verdicts |
|
|
| - **USE** — measured, usable, with the caveats in the note |
| - **CANDIDATE** — measured and promising, one blocking check still open |
| - **TRAP** — looks right, is wrong; the note says how it lies |
| - **REJECT** — measured, and it does not solve the problem it appears to solve. Often it means |
| *redundant* (the primary source is already available), not *bad* |
|
|
| ## Method notes worth stealing |
|
|
| - **Search matches repo NAMES, not descriptions.** A long natural-language query returns nothing and |
| reads as "this data does not exist"; the one-word query returns rows. An empty result is evidence |
| about the search, not about the world. |
| - **The dataset viewer is not a fact source.** It errors on repos whose files do not share one |
| format, and its filter endpoint needs ~40-60s of index warm-up before it answers at all. An empty |
| answer from it says nothing about the data. |
| - **A frozen copy can beat a live one.** Some upstream archives keep only a rolling window (one keeps |
| ~64 days), so a third-party copy that stopped updating months ago may hold data the source itself |
| no longer has. |
| - **Reading costs requests, not bytes.** Measured through the rate-limit headers: ~13 range reads for |
| a single-file query on a 376 MB parquet, ~25 per file across a 12-file scan. Against a 5,000 |
| requests / 5 minutes ceiling, one full pass over a 413-file dataset is ~10,300 requests — it fails |
| halfway. Repeatedly scanned data belongs in storage that bills requests instead of capping them. |
| - **Check the contents, not the product name.** A dataset named for one event type turned out to |
| contain none of it — and something more useful instead. One shard, ten minutes. |
|
|
| ## Limitations |
|
|
| Verdicts are dated measurements, not endorsements: recheck before relying on one. The notes describe |
| what was measured for one specific use, and nothing here is advice about trading anything. |
|
|
