Datasets:

THULab
/

institutional_core_2024_q1

Exception:    SplitsNotFoundError
Message:      The split names could not be parsed from the dataset config.
Traceback:    Traceback (most recent call last):
                File "/usr/local/lib/python3.14/site-packages/datasets/inspect.py", line 286, in get_dataset_config_info
                  for split_generator in builder._split_generators(
                                         ~~~~~~~~~~~~~~~~~~~~~~~~~^
                      StreamingDownloadManager(base_path=builder.base_path, download_config=download_config)
                      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                  )
                  ^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/tsfile/tsfile.py", line 271, in _split_generators
                  scan = self._scan_metadata(all_files)
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/tsfile/tsfile.py", line 318, in _scan_metadata
                  with self._open_reader(file) as reader:
                       ~~~~~~~~~~~~~~~~~^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/tsfile/tsfile.py", line 742, in _open_reader
                  return TsFileReader(file)
                File "tsfile/tsfile_reader.pyx", line 364, in tsfile.tsfile_reader.TsFileReaderPy.__init__
                File "tsfile/tsfile_reader.pyx", line 367, in tsfile.tsfile_reader.TsFileReaderPy.init_reader
                File "tsfile/tsfile_py_cpp.pyx", line 789, in tsfile.tsfile_py_cpp.tsfile_reader_new_c
                File "tsfile/tsfile_py_cpp.pyx", line 55, in tsfile.tsfile_py_cpp.check_error
              tsfile.exceptions.FileOpenError: 28: Failed to open file
              
              The above exception was the direct cause of the following exception:
              
              Traceback (most recent call last):
                File "/src/services/worker/src/worker/job_runners/config/split_names.py", line 68, in compute_split_names_from_streaming_response
                  for split in get_dataset_split_names(
                               ~~~~~~~~~~~~~~~~~~~~~~~^
                      path=dataset,
                      ^^^^^^^^^^^^^
                      config_name=config,
                      ^^^^^^^^^^^^^^^^^^^
                      token=hf_token,
                      ^^^^^^^^^^^^^^^
                  )
                  ^
                File "/usr/local/lib/python3.14/site-packages/datasets/inspect.py", line 340, in get_dataset_split_names
                  info = get_dataset_config_info(
                      path,
                  ...<6 lines>...
                      **config_kwargs,
                  )
                File "/usr/local/lib/python3.14/site-packages/datasets/inspect.py", line 291, in get_dataset_config_info
                  raise SplitsNotFoundError("The split names could not be parsed from the dataset config.") from err
              datasets.inspect.SplitsNotFoundError: The split names could not be parsed from the dataset config.

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institutional_core_2024_q1 (TsFile)

Apache TsFile version of TommyKwok/institutional-core-2024-q1.

Overview

Institutional-grade 1-minute market data for the first quarter of 2024: OHLCV bars plus venue and instrument metadata, data-quality flags (certification, health, resampling provenance) and pre-computed features (20-period moving average, 20-period volatility, RSI-14 and a forward return target).

Tables: 1 TsFile table(s), 238,260 rows in total.
- institutional_core: 238,260 rows, 2024-01-01 00:00:00 → 2024-01-14 22:49:00.010000 (UTC)

Schema (TsFile structure)

`institutional_core.tsfile`

Time (INT64, milliseconds) — the source timestamp column.
TAG: none — the table is stored as a single device.
FIELD (36): symbol (string), adj_close (double), vwap (double), open (double), high (double), low (double), close (double), volume (double), venue (string), instrument (string), timeframe (string), dlt_load_id (string), dlt_id (string), instrument_id (int64), canonical_id (string), ingested_at (string), is_certified (int64), certified_at (string), is_healthy (int64), resampled_from (string), ask_price (double), bid_price (double), ask_volume (double), bid_volume (double), venue_right (string), open_fixed (int64), high_fixed (int64), low_fixed (int64), close_fixed (int64), vwap_fixed (double), adj_close_fixed (double), price_fixed (double), sma_20 (double), volatility_20 (double), rsi_14 (double), target_return (double)

Conversion notes

One Parquet file, one TsFile (institutional_core.tsfile), single device: symbol, venue, instrument, timeframe and the dlt ingestion ids remain ordinary FIELDs.
Time = the source timestamp (UTC, 1-minute grid) as INT64 milliseconds.
No column is dropped.

Usage

Install the Apache TsFile Python SDK (pip install tsfile) and read a converted file:

from pathlib import Path
from tsfile import TsFileReader

path = Path("institutional_core.tsfile")
with TsFileReader(str(path)) as reader:
    schemas = reader.get_all_table_schemas()
    print("tables:", list(schemas))
    table_name = next(iter(schemas))
    table = schemas[table_name]
    columns = [column.get_column_name() for column in table.get_columns()]
    print("columns:", columns)
    field_names = [
        column.get_column_name()
        for column in table.get_columns()
        if column.get_column_name() not in {"Time", "time"}
    ]
    if field_names:
        with reader.query_table(table_name, field_names[:3], batch_size=1024) as result:
            batch = result.read_arrow_batch()
            if batch is not None:
                print(batch.to_pandas().head())

Source & license

Original dataset: TommyKwok/institutional-core-2024-q1
License: mit (as declared by the original dataset).

Downloads last month: 36

Total file size:

22 MB