| --- |
| license: cc-by-4.0 |
| language: |
| - en |
| pretty_name: USTECH (Nasdaq 100) Tick Data 2021-2026 |
| size_categories: |
| - 100M<n<1B |
| task_categories: |
| - time-series-forecasting |
| - tabular-regression |
| tags: |
| - finance |
| - indices |
| - nasdaq |
| - nasdaq100 |
| - ustech |
| - tech-stocks |
| - tick-data |
| - high-frequency |
| - backtesting |
| configs: |
| - config_name: default |
| data_files: |
| - split: train |
| path: "year=*/month=*/*.parquet" |
| --- |
| |
| # 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 |
|
|
| ```python |
| 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: |
|
|
| ```python |
| 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](https://huggingface.co/datasets/CarlosSilva1/xauusd-ticks) - Gold/USD |
| - [CarlosSilva1/us500-ticks](https://huggingface.co/datasets/CarlosSilva1/us500-ticks) - S&P 500 |
|
|
| ## License |
|
|
| [CC-BY-4.0](https://creativecommons.org/licenses/by/4.0/). Provided as-is for research and educational purposes. Not investment advice. |
|
|
