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Datasets:
THULab
/
xauusd_ticks

Tasks:
Time Series Forecasting
Modalities:
Time-series
Languages:
English
Tags:
tsfile
timeseries
time-series
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 "/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.

Need help to make the dataset viewer work? Make sure to review how to configure the dataset viewer, and open a discussion for direct support.

XAUUSD Tick Data (2021-2026) (TsFile)

Apache TsFile version of CarlosSilva1/xauusd-ticks.

Overview

Tick-level quote data for XAUUSD (spot gold vs. US dollar), one row per quote update with the best bid/ask price and the bid/ask size. The source publishes one Parquet shard per month from May 2021 to 2026 under Hive-style year=/month= partitions.

  • TsFile shards: 29 (1605.2 MB total, 286,823,542 rows across 1 table(s)).
    • xauusd_ticks — 286,823,542 rows in 29 shard(s), 2021-05-24 00:00:00.256000 → 2026-05-22 20:59:59.132000 (UTC)

Conversion notes

  • One TsFile per Parquet row group; all shards belong to the same single device and the same strictly increasing timeline, so read them in file name order (xauusd_ticks_1, _2, ... _29) to reconstruct the full series.
  • Time = the source timestamp (millisecond precision, UTC) as INT64 milliseconds.
  • No TAG column: the dataset is one instrument, so bid_price, ask_price, bid_volume and ask_volume are the FIELDs and the table is a single device. No column and no row is dropped.
  • The source timestamp column is consumed into Time; the schema therefore has Time plus the four quote FIELDs.
  • The TsFiles are written with the zstd compressor. The Apache TsFile Java SDK reads every compressor, but the Python SDK (pip install tsfile) implements only UNCOMPRESSED, SNAPPY, GZIP and LZ4; opening these files with it returns no rows. Read them with the Java SDK, as shown below.

Usage

Read this dataset with the Java SDK. It is written with the zstd compressor. The Apache TsFile Java SDK reads every compressor, but the Python SDK (pip install tsfile) implements only UNCOMPRESSED, SNAPPY, GZIP and LZ4; opening this file with it yields no rows.

Read a converted file with the Apache TsFile Java SDK (org.apache.tsfile:tsfile):

import org.apache.tsfile.file.metadata.IDeviceID;
import org.apache.tsfile.read.TsFileReader;
import org.apache.tsfile.read.TsFileSequenceReader;
import org.apache.tsfile.read.common.Path;
import org.apache.tsfile.read.expression.QueryExpression;
import org.apache.tsfile.read.query.dataset.QueryDataSet;
import org.apache.tsfile.write.schema.MeasurementSchema;

import java.util.ArrayList;
import java.util.List;

String path = "xauusd_ticks_1.tsfile";
try (TsFileReader reader = new TsFileReader(new TsFileSequenceReader(path))) {
    for (String deviceId : reader.getAllDeviceIds()) {
        IDeviceID device = IDeviceID.Factory.DEFAULT_FACTORY.create(deviceId);
        List<Path> paths = new ArrayList<>();
        for (MeasurementSchema schema : reader.getMeasurement(device)) {
            String name = schema.getMeasurementName();
            if (name != null && !name.isEmpty() && !name.equalsIgnoreCase("Time")) {
                paths.add(new Path(device, name, true));
            }
        }
        QueryDataSet dataSet = reader.query(QueryExpression.create(paths, null));
        while (dataSet.hasNext()) {
            System.out.println(dataSet.next());
        }
    }
}

Source & license

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Total file size:
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