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hf_raw_tuning_windows.README.md

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+# hf_raw_tuning_windows.tar
+
+Raw NYSE TAQ (`ctm` trades + `nbbo` quotes) for the 88 trading days of four METT tuning
+windows. Input data only -- features, labels and event marks are rebuilt from it on arrival.
+
+```
+hf_raw_tuning_windows.tar          18,215,168,000 bytes (~17 GiB, 1248 entries)
+hf_raw_tuning_windows.tar.sha256   checksum sidecar
+sha256  f9519b3487bf030b25a0c3113bda884423657b05e4870dfcff09894479d35352
+```
+
+## Pull and restore
+
+```bash
+hf download LinhanWang/tar_misc hf_raw_tuning_windows.tar        --repo-type dataset --local-dir .
+hf download LinhanWang/tar_misc hf_raw_tuning_windows.tar.sha256 --repo-type dataset --local-dir .
+
+sha256sum -c hf_raw_tuning_windows.tar.sha256
+tar -xf hf_raw_tuning_windows.tar
+
+# the raw/ symlink layer is what the loader resolves -- confirm it survived
+ls hf_raw_tuning_windows/hf_full_session/raw/ctm | wc -l   # expect 44
+ls hf_raw_tuning_windows/hf/raw/nbbo | wc -l               # expect 44
+
+export HF_RAW_2024_ROOT=$PWD/hf_raw_tuning_windows/hf_full_session
+export HF_RAW_2025_ROOT=$PWD/hf_raw_tuning_windows/hf
+```
+
+Extract with `tar -xf`, never by dereferencing symlinks: `raw/ctm` and `raw/nbbo` are relative
+symlinks the loader depends on. Pointing `--raw-root` one level off does not error -- it
+silently yields `"dates": []` and materializes nothing.
+
+## Contents
+
+| window start | train end | validation | test |
+|---|---|---|---|
+| 2024-03-22 | 2024-04-19 | 2024-04-22 | 2024-04-23 |
+| 2024-09-17 | 2024-10-14 | 2024-10-15 | 2024-10-16 |
+| 2025-05-22 | 2025-06-20 | 2025-06-23 | 2025-06-24 |
+| 2025-08-20 | 2025-09-17 | 2025-09-18 | 2025-09-19 |
+
+20 train + 1 validation + 1 test day each, non-overlapping, so 88 distinct days (44 per year),
+101 symbols. Parquet re-encoded SNAPPY -> ZSTD-9 (32.13 -> 16.96 GiB); lossless, verified
+row-group by row-group.
+
+Full detail -- rebuild order, the label horizon config needed for bit-exact parity, and a
+known 2025 label caveat -- is in `WINDOWS.md` inside the archive.
+
+## Licensing
+
+NYSE TAQ data licensed through WRDS. Redistribution is restricted; keep copies inside
+infrastructure your subscription covers.