Datasets:

CarlosSilva1
/

ustech-ticks

timestamp timestamp[ms]date 2021-05-25 00:00:00 2025-12-15 16:41:39	bid_price float64 10.4k 26.3k	ask_price float64 10.4k 26.3k	bid_volume float64 0 0	ask_volume float64 0 0
2021-05-25T00:00:00.309000	13,656.589	13,659.861	0.00075	0.00075
2021-05-25T00:00:00.424000	13,656.367	13,659.511	0.00074	0.00075
2021-05-25T00:00:00.474000	13,656.309	13,659.701	0.00075	0.00075
2021-05-25T00:00:00.583000	13,656.217	13,658.201	0.000025	0.00075
2021-05-25T00:00:00.633000	13,654.809	13,658.181	0.00075	0.00075
2021-05-25T00:00:00.899000	13,654.797	13,657.231	0.000025	0.00075
2021-05-25T00:00:00.950000	13,653.719	13,657.241	0.00075	0.00075
2021-05-25T00:00:01.061000	13,654.389	13,657.233	0.000026	0.00075
2021-05-25T00:00:01.112000	13,654.329	13,657.821	0.00075	0.00075
2021-05-25T00:00:01.221000	13,655.099	13,657.843	0.000026	0.00075
2021-05-25T00:00:01.272000	13,655.009	13,658.571	0.00075	0.00075
2021-05-25T00:00:01.390000	13,655.087	13,657.611	0.000025	0.00075
2021-05-25T00:00:01.441000	13,654.219	13,657.631	0.00075	0.00075
2021-05-25T00:00:01.549000	13,654.609	13,657.593	0.000026	0.00075
2021-05-25T00:00:01.599000	13,654.609	13,658.011	0.00075	0.00075
2021-05-25T00:00:01.701000	13,654.659	13,658.053	0.00075	0.00075
2021-05-25T00:00:01.751000	13,654.689	13,658.091	0.00075	0.00075
2021-05-25T00:00:01.979000	13,654.729	13,658.113	0.00075	0.00075
2021-05-25T00:00:02.029000	13,654.719	13,658.291	0.00075	0.00075
2021-05-25T00:00:02.618000	13,655.199	13,658.283	0.000026	0.00075
2021-05-25T00:00:02.669000	13,655.199	13,658.581	0.00075	0.00075
2021-05-25T00:00:02.940000	13,655.409	13,658.623	0.000026	0.00075
2021-05-25T00:00:02.990000	13,655.339	13,658.861	0.00075	0.00075
2021-05-25T00:00:03.100000	13,655.599	13,658.883	0.00075	0.00075
2021-05-25T00:00:03.150000	13,655.599	13,659.031	0.00075	0.00075
2021-05-25T00:00:03.274000	13,655.607	13,658.791	0.000025	0.00075
2021-05-25T00:00:03.324000	13,655.499	13,658.791	0.00075	0.00075
2021-05-25T00:00:03.900000	13,655.497	13,658.491	0.000025	0.00075
2021-05-25T00:00:03.950000	13,655.069	13,658.511	0.00075	0.00075
2021-05-25T00:00:05.286000	13,655.057	13,658.351	0.00074	0.00075
2021-05-25T00:00:05.336000	13,654.899	13,658.101	0.00075	0.00075
2021-05-25T00:00:05.480000	13,654.827	13,658.211	0.00074	0.00075
2021-05-25T00:00:05.530000	13,654.769	13,658.251	0.00075	0.00075
2021-05-25T00:00:05.651000	13,655.109	13,658.263	0.000026	0.00075
2021-05-25T00:00:05.708000	13,655.299	13,658.541	0.00075	0.00075
2021-05-25T00:00:05.802000	13,655.019	13,658.033	0.000026	0.00075
2021-05-25T00:00:05.853000	13,654.599	13,657.801	0.00075	0.00075
2021-05-25T00:00:06.161000	13,654.529	13,657.543	0.000026	0.00075
2021-05-25T00:00:06.212000	13,654.069	13,657.561	0.00075	0.00075
2021-05-25T00:00:06.322000	13,654.037	13,657.291	0.00074	0.00075
2021-05-25T00:00:06.372000	13,653.819	13,657.361	0.00075	0.00075
2021-05-25T00:00:08.437000	13,654.329	13,657.363	0.000026	0.00075
2021-05-25T00:00:08.487000	13,654.329	13,657.811	0.00075	0.00075
2021-05-25T00:00:08.597000	13,654.397	13,657.651	0.000025	0.00075
2021-05-25T00:00:08.647000	13,654.149	13,657.621	0.00075	0.00075
2021-05-25T00:00:08.766000	13,654.197	13,657.001	0.000025	0.00075
2021-05-25T00:00:08.817000	13,653.749	13,657.241	0.00075	0.00075
2021-05-25T00:00:08.918000	13,653.809	13,657.183	0.00075	0.00075
2021-05-25T00:00:08.968000	13,653.819	13,657.371	0.00075	0.00075
2021-05-25T00:00:09.078000	13,653.817	13,657.141	0.00074	0.00075
2021-05-25T00:00:09.129000	13,653.889	13,656.911	0.00075	0.00075
2021-05-25T00:00:09.399000	13,653.729	13,657.123	0.00075	0.00075
2021-05-25T00:00:09.450000	13,653.729	13,657.251	0.00075	0.00075
2021-05-25T00:00:09.560000	13,654.119	13,657.283	0.000026	0.00075
2021-05-25T00:00:09.611000	13,654.099	13,657.561	0.00075	0.00075
2021-05-25T00:00:09.966000	13,654.117	13,657.381	0.000025	0.00075
2021-05-25T00:00:10.017000	13,653.809	13,657.331	0.00075	0.00075
2021-05-25T00:00:10.067000	13,651.409	13,654.861	0.00075	0.00075
2021-05-25T00:00:10.377000	13,651.317	13,654.741	0.00074	0.00075
2021-05-25T00:00:10.427000	13,651.219	13,654.701	0.00075	0.00075
2021-05-25T00:00:10.541000	13,651.289	13,654.113	0.000026	0.00075
2021-05-25T00:00:10.592000	13,650.919	13,654.301	0.00075	0.00075
2021-05-25T00:00:10.698000	13,651.099	13,654.303	0.00075	0.00075
2021-05-25T00:00:10.748000	13,651.099	13,654.311	0.00075	0.00075
2021-05-25T00:00:10.857000	13,651.077	13,654.291	0.00074	0.00075
2021-05-25T00:00:10.907000	13,650.859	13,654.381	0.00075	0.00075
2021-05-25T00:00:11.017000	13,650.867	13,654.231	0.00074	0.00075
2021-05-25T00:00:11.068000	13,650.739	13,654.211	0.00075	0.00075
2021-05-25T00:00:11.178000	13,651.059	13,654.293	0.000026	0.00075
2021-05-25T00:00:11.229000	13,651.019	13,654.521	0.00075	0.00075
2021-05-25T00:00:11.336000	13,651.539	13,654.553	0.000026	0.00075
2021-05-25T00:00:11.387000	13,651.599	13,655.071	0.00075	0.00075
2021-05-25T00:00:11.498000	13,651.649	13,655.043	0.00075	0.00075
2021-05-25T00:00:11.548000	13,651.699	13,655.181	0.00075	0.00075
2021-05-25T00:00:11.657000	13,651.637	13,654.631	0.000025	0.00075
2021-05-25T00:00:11.708000	13,651.389	13,654.581	0.00075	0.00075
2021-05-25T00:00:11.904000	13,651.489	13,654.673	0.000026	0.00075
2021-05-25T00:00:11.954000	13,651.209	13,654.711	0.00075	0.00075
2021-05-25T00:00:12.226000	13,651.217	13,654.641	0.00074	0.00075
2021-05-25T00:00:12.276000	13,651.189	13,654.691	0.00075	0.00075
2021-05-25T00:00:12.397000	13,651.147	13,654.291	0.000025	0.00075
2021-05-25T00:00:12.448000	13,650.899	13,654.371	0.00075	0.00075
2021-05-25T00:00:12.719000	13,651.189	13,654.373	0.000026	0.00075
2021-05-25T00:00:12.769000	13,651.399	13,654.401	0.00075	0.00075
2021-05-25T00:00:12.878000	13,651.419	13,654.623	0.000026	0.00075
2021-05-25T00:00:12.928000	13,651.409	13,654.861	0.00075	0.00075
2021-05-25T00:00:13.378000	13,651.347	13,654.721	0.00074	0.00075
2021-05-25T00:00:13.428000	13,651.259	13,654.501	0.00075	0.00075
2021-05-25T00:00:13.692000	13,651.799	13,654.783	0.000026	0.00075
2021-05-25T00:00:13.742000	13,651.609	13,655.001	0.00075	0.00075
2021-05-25T00:00:13.852000	13,651.537	13,654.861	0.00074	0.00075
2021-05-25T00:00:13.902000	13,651.329	13,654.791	0.00075	0.00075
2021-05-25T00:00:14.012000	13,651.599	13,654.793	0.00075	0.00075
2021-05-25T00:00:14.063000	13,651.559	13,655.071	0.00075	0.00075
2021-05-25T00:00:14.172000	13,651.649	13,654.813	0.00075	0.00075
2021-05-25T00:00:14.222000	13,651.679	13,655.191	0.00075	0.00075
2021-05-25T00:00:14.332000	13,651.799	13,655.163	0.00075	0.00075
2021-05-25T00:00:14.382000	13,651.749	13,655.211	0.00075	0.00075
2021-05-25T00:00:14.500000	13,651.727	13,655.071	0.00074	0.00075
2021-05-25T00:00:14.550000	13,651.539	13,655.071	0.00075	0.00075

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USTECH (Nasdaq 100) Tick Data (May 2021 – May 2026)

Five years of tick-by-tick bid/ask quotes for the Nasdaq 100 index CFD (a.k.a. USTECH, US Tech 100) at millisecond resolution. Sourced from Dukascopy via Tickstory.

Dataset details


Instrument	USTECH (Nasdaq 100 Index CFD)
Period	2021-05-25 → 2026-05-24
Granularity	Tick (millisecond timestamps)
Rows	~376 million
Format	Apache Parquet (Snappy)
Partitioning	Hive-style by `year`/`month`

Schema

Column	Type	Description
`timestamp`	`timestamp[ms]`	UTC tick time, millisecond precision
`bid_price`	`float64`	Best bid price (index points)
`ask_price`	`float64`	Best ask price (index points)
`bid_volume`	`float64`	Bid-side volume
`ask_volume`	`float64`	Ask-side volume

Quick start

from datasets import load_dataset
ds = load_dataset("CarlosSilva1/ustech-ticks", split="train", streaming=True)
for row in ds.take(5):
    print(row)

Or with pandas:

import pandas as pd
df = pd.read_parquet(
    "https://huggingface.co/datasets/CarlosSilva1/ustech-ticks/resolve/main/"
    "year=2024/month=03/USTECH-2024-03-part0001.parquet"
)
print(df.head())

Typical use cases

Backtesting intraday Nasdaq strategies
Correlation analysis vs. S&P 500, gold, VIX
Tech sector volatility regimes (FOMC, earnings, CPI)
Pair trading USTECH vs US500 (tech beta plays)
ML/time-series forecasting on high-frequency tech data

Related datasets

CarlosSilva1/xauusd-ticks - Gold/USD
CarlosSilva1/us500-ticks - S&P 500

License

CC-BY-4.0. Provided as-is for research and educational purposes. Not investment advice.

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