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---
language:
- en
license: other
pretty_name: Preliminary Financial Time Series Dataset (Version 2)
task_categories:
- time-series-forecasting
tags:
- finance
- stock-market
- OHLC
- time-series
- trading
dataset_info:
features:
- name: symbol
dtype: string
- name: time
dtype: int64
- name: open
dtype: float64
- name: high
dtype: float64
- name: low
dtype: float64
- name: close
dtype: float64
- name: volume
dtype: int64
splits:
- name: daily
num_examples: null
- name: hourly
num_examples: null
- name: minute
num_examples: null
size_categories:
- n<1K
- 1K<n<10K
- 10K<n<100K
---
# Preliminary Financial Time Series Dataset (Version 2)
## Dataset Description
- **Repository**: [Traders-Lab/preliminary-v2](https://huggingface.co/datasets/Traders-Lab/preliminary-v2)
- **Paper**: None
- **Point of Contact**: [Traders-Lab Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions)
- **Size of Dataset**: Varies by symbol and interval (daily, hourly, minute)
- **Size of Downloaded Dataset**: Multiple parquet files, size depends on the number of symbols
- **Framework**: Data collected using `yfinance` from [Yahoo Finance](https://finance.yahoo.com)
This is a second preliminary dataset containing OHLC (Open, High, Low, Close) time series data for various financial instruments, intended for research and educational purposes. It includes daily, hourly, and minute-resolution data, organized by symbol and category.
## Dataset Structure
The dataset is organized as follows:
- **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
- **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
- **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.
Only `.valid.parquet` files are included to ensure data quality. Temporary files are excluded.
## Intended Uses
- **Primary Use**: Training and evaluating machine learning models for trading strategies.
- **Other Uses**: Time series analysis, financial research, and educational projects.
## Limitations
- **Preliminary Nature**: The dataset is not yet stable and may undergo changes in structure or naming.
- **Data Freshness**: Data is typically a few days old, not real-time.
- **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution data.
## License
The dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for details. Usage is restricted to research and educational purposes, and redistribution may be limited by the terms of the original data provider (Yahoo Finance).
## How to Use
Clone the dataset using:
```bash
git lfs install
git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
```
Load the parquet files using Python libraries like `pandas` or `duckdb`.
## Feedback
Please provide feedback via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) to help improve the dataset. |