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Datasets:
THULab
/
kraken-trading-data

Tasks:
Time Series Forecasting
Modalities:
Time-series
Size:
10K<n<100K
Tags:
finance
cryptocurrency
trading
tsfile
format:tsfile
timeseries
License:
Dataset card Files
xet
 Community
Dataset Viewer
The dataset viewer is not available for this subset.
Cannot get the split names for the config 'default' of the dataset.
Exception:    SplitsNotFoundError
Message:      The split names could not be parsed from the dataset config.
Traceback:    Traceback (most recent call last):
                File "tsfile/tsfile_py_cpp.pyx", line 567, in tsfile.tsfile_py_cpp.tsfile_reader_new_c
              tsfile.exceptions.FileOpenError: 28: 
              
              The above exception was the direct cause of the following exception:
              
              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 323, in tsfile.tsfile_reader.TsFileReaderPy.__init__
              SystemError: <class '_weakrefset.WeakSet'> returned a result with an exception set
              
              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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Kraken Trading Data (TsFile)

Apache TsFile version of GotThatData/kraken-trading-data. The original directory layout is preserved.

Overview

High-frequency cryptocurrency market data from the Kraken exchange — price, volume, and order-book fields for 9 major trading pairs (XXBTZUSD, XETHZUSD, XXRPZUSD, SOLUSD, ADAUSD, DOTUSD, LTCUSD, MATICUSD, XDGUSD) — suitable for algorithmic trading, time-series forecasting, and market-microstructure analysis.

data/
  training/kraken_trades_training.tsfile        9,000 rows
  test/kraken_trades_test.tsfile                1,800 rows
  validation/kraken_trades_validation.tsfile    1,800 rows
  continuous/kraken_trades_continuous.tsfile    536,176 rows (merged from continuous CSVs)
  processed/kraken_trades_processed.tsfile      127,607 rows (merged, with technical indicators)

The training / test / validation splits are kept as separate TsFile files. The continuous/ and processed/ folders each merge their many source CSVs into one TsFile.

Schema (TsFile structure)

  • Time (INT64, milliseconds) — the trade/quote timestamp.
  • pair (TAG) — the trading pair (9 devices). Query one with WHERE pair='XXBTZUSD'.
  • FIELD (base): price / volume / bid / ask / low / high / vwap (DOUBLE) and trades (INT64).
  • FIELD (processed extras): technical indicators such as returns, log_returns, sma_20, ema_20, macd, rsi, Bollinger bands, atr, … (DOUBLE; warmup NaNs kept null).

No source column is dropped. In continuous/, 209 rows that collided on the same millisecond within a pair were de-duplicated (first kept) to satisfy TsFile's strictly-increasing time requirement per device.

Usage

Read the .tsfile files with the Apache TsFile Java or Python SDK.

Source & license

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