Commit
·
0b8ca9a
1
Parent(s):
141b8eb
Initial update:
Browse filesAdd Readme.md
add stocks from preliminary v2
add stocks from european STOXX50 Index
This view is limited to 50 files because it contains too many changes.
See raw diff
- .gitignore +27 -0
- LICENSE +11 -0
- README.md +172 -1
- Stock/A/A.days.valid.parquet +3 -0
- Stock/A/A.hours.valid.parquet +3 -0
- Stock/A/A.minutes.valid.parquet +3 -0
- Stock/AA/AA.days.valid.parquet +3 -0
- Stock/AA/AA.hours.valid.parquet +3 -0
- Stock/AA/AA.minutes.valid.parquet +3 -0
- Stock/AAL/AAL.days.valid.parquet +3 -0
- Stock/AAL/AAL.hours.valid.parquet +3 -0
- Stock/AAL/AAL.minutes.valid.parquet +3 -0
- Stock/AAP/AAP.days.valid.parquet +3 -0
- Stock/AAP/AAP.hours.valid.parquet +3 -0
- Stock/AAP/AAP.minutes.valid.parquet +3 -0
- Stock/AAPL/AAPL.days.valid.parquet +3 -0
- Stock/AAPL/AAPL.hours.valid.parquet +3 -0
- Stock/AAPL/AAPL.minutes.valid.parquet +3 -0
- Stock/ABBV/ABBV.days.valid.parquet +3 -0
- Stock/ABBV/ABBV.hours.valid.parquet +3 -0
- Stock/ABBV/ABBV.minutes.valid.parquet +3 -0
- Stock/ABI.BR/ABI.BR.days.valid.parquet +3 -0
- Stock/ABI.BR/ABI.BR.hours.valid.parquet +3 -0
- Stock/ABI.BR/ABI.BR.minutes.valid.parquet +3 -0
- Stock/ABNB/ABNB.days.valid.parquet +3 -0
- Stock/ABNB/ABNB.hours.valid.parquet +3 -0
- Stock/ABNB/ABNB.minutes.valid.parquet +3 -0
- Stock/ABT/ABT.days.valid.parquet +3 -0
- Stock/ABT/ABT.hours.valid.parquet +3 -0
- Stock/ABT/ABT.minutes.valid.parquet +3 -0
- Stock/ACB/ACB.days.valid.parquet +3 -0
- Stock/ACB/ACB.hours.valid.parquet +3 -0
- Stock/ACB/ACB.minutes.valid.parquet +3 -0
- Stock/ACN/ACN.days.valid.parquet +3 -0
- Stock/ACN/ACN.hours.valid.parquet +3 -0
- Stock/ACN/ACN.minutes.valid.parquet +3 -0
- Stock/AD.AS/AD.AS.days.valid.parquet +3 -0
- Stock/AD.AS/AD.AS.hours.valid.parquet +3 -0
- Stock/AD.AS/AD.AS.minutes.valid.parquet +3 -0
- Stock/ADBE/ADBE.days.valid.parquet +3 -0
- Stock/ADBE/ADBE.hours.valid.parquet +3 -0
- Stock/ADBE/ADBE.minutes.valid.parquet +3 -0
- Stock/ADC/ADC.days.valid.parquet +3 -0
- Stock/ADC/ADC.hours.valid.parquet +3 -0
- Stock/ADC/ADC.minutes.valid.parquet +3 -0
- Stock/ADI/ADI.days.valid.parquet +3 -0
- Stock/ADI/ADI.hours.valid.parquet +3 -0
- Stock/ADI/ADI.minutes.valid.parquet +3 -0
- Stock/ADM/ADM.days.valid.parquet +3 -0
- Stock/ADM/ADM.hours.valid.parquet +3 -0
.gitignore
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# Exclude temporary and working files
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*.fetched.parquet
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*.test.parquet
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*.ufetch.parquet
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*.utest.parquet
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*.fail*.parquet
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*.ufail*.parquet
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# Include only valid parquet files
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!\*.valid.parquet
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# Other common ignores
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*.log
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*.tmp
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*.bak
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*.cmd
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*config.yml
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validated_symbols.txt
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.DS_Store
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**pycache**/
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*.pyc
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.env
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logs/
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LICENSE
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Custom License - Non-Commercial Research Use Only
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This dataset contains historical financial time series data collected via the yfinance Python library, which retrieves public market data from Yahoo Finance.
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These data remain the property of their respective original sources and are provided here strictly for non-commercial research and educational purposes.
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Redistribution of this dataset may be limited by the terms of the original data providers.
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NO WARRANTY IS PROVIDED. USE AT YOUR OWN RISK.
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For any intended use beyond private research, please consult the terms of Yahoo Finance and other data providers.
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README.md
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---
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license:
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---
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license: other
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license_name: license
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license_link: LICENSE
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tags:
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- finance
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---
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# 🗃️ TroveLedger — Financial Time Series Dataset
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+

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**A growing ledger of accumulated market history.**
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---
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> ### 🔔 **Latest Dataset Update**
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>
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> **Date:** 2025-12-18
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> **New addition:** 🇪🇺 **EURO STOXX 50**
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>
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> Today, symbols from the **EURO STOXX 50** were added to TroveLedger.
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> This index represents **50 of the largest and most liquid companies in the European Union**, spanning multiple sectors and countries.
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>
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> Many German constituents were already present due to earlier curation; newly added symbols seamlessly extend the existing historical data without introducing gaps.
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>
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> 📈 **What this means:**
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>
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> - TroveLedger now takes a **decisive step toward international coverage**
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>
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> - High-liquidity European equities are now available with **continuously accumulated minute data**
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>
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>
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> 🔜 **What’s next:**
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> Another international index will be added **on the next trading day**, continuing the gradual expansion across regions and sectors.
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<details>
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<summary>
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Click to expand
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</summary>
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<img src="media/STOXX50.jpg"/>
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</details>
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---
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## 📌 Overview
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**TroveLedger** is a public financial time series dataset focused on **long-term accumulation of high-quality intraday data**.
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The dataset provides OHLC and volume data at multiple time resolutions and is designed primarily for **machine learning, quantitative research, and systematic trading experiments**.
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Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
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---
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## 🔑 What makes TroveLedger different
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High-resolution intraday data is difficult to obtain from free sources over extended periods.
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Typical public data access (e.g. via yfinance) provides:
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* **Daily candles:** often spanning decades
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* **Hourly candles:** roughly one year into the past
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* **Minute candles:** usually limited to the most recent 7 days
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Repeatedly downloading rolling 7-day windows results in **short, fragmented histories** that are poorly suited for training models on intraday behavior.
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TroveLedger takes a different approach:
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* Minute-level data is **accumulated continuously**
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* Time series are **extended, not replaced**
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* Over time, this results in **months of gap-free minute data per instrument**
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This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
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---
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## 📦 Dataset Contents
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For each instrument, the dataset will contain:
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* **Daily OHLC + volume**
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* **Hourly OHLC + volume**
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* **Minute OHLC + volume**
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All data is stored in **Parquet format** for efficient processing.
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```
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/data/{category}/{symbol}/{symbol}.days.{state}.parquet
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/data/{category}/{symbol}/{symbol}.hours.{state}.parquet
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/data/{category}/{symbol}/{symbol}.minutes.{state}.parquet
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```
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---
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## 🔄 Update Philosophy
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The primary objective is **data continuity**, not guaranteed daily updates.
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In particular:
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* Daily updates are **not guaranteed**
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* Preventing **gaps in accumulated minute data** has priority
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* Updates are performed on trading days whenever possible
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Minute data is updated most frequently to ensure continuity.
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Hourly and daily data are updated on a **rotation basis** to reduce unnecessary repeated downloads and to remain considerate of public data sources.
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These datasets are guaranteed to be **no older than one week**.
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For most training scenarios, this is fully sufficient.
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When models are deployed in real-world environments, current market data is typically provided directly by the target trading platform.
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---
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## 📈 Scope & Growth
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TroveLedger started with a curated universe of approximately 500 equities inherited from earlier *Preliminary* datasets.
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Going forward:
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* Entire indices are added step by step
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* The covered universe will grow continuously
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* Expansion is performed incrementally to ensure data integrity and operational stability
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This gradual approach allows issues to be detected early and handled without disrupting existing data.
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---
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## 🎯 Intended Use
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TroveLedger is suitable for:
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* machine learning on financial time series
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* intraday and swing trading research
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* feature engineering on OHLC data
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* backtesting strategies requiring dense intraday history
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* exploratory quantitative analysis
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---
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## ⚠️ Notes on Data Sources
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Data is derived from publicly accessible market data sources (e.g. via yfinance).
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While care is taken to ensure consistency and continuity, this dataset is provided **as-is** and without guarantees regarding completeness or correctness.
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Users are responsible for verifying suitability for their specific use cases and for complying with the terms of the original data providers.
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---
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## 💬 Community & Feedback
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Questions, observations, and constructive feedback are welcome via the **Community** tab.
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TroveLedger is intended to evolve over time — thoughtful input helps steer that evolution in a useful direction.
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---
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## License & Usage
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This dataset is provided **solely for non-commercial research and educational purposes**.
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The data is retrieved from public sources via the yfinance library (Yahoo Finance). All rights remain with the original data providers.
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Redistribution of this dataset is **not permitted** without explicit permission from the original sources.
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See the [`LICENSE`](./LICENSE) file for full details.
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NO WARRANTY IS PROVIDED. Use at your own risk.
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---
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## 🔚 Final note (subtle personality, optional)
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TroveLedger is not built to chase yesterday’s tick.
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It is built to **remember**.
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Stock/A/A.days.valid.parquet
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version https://git-lfs.github.com/spec/v1
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oid sha256:711d534c52bd3a0f59fd5a34e45d9c2c5c4cb109498cdada60cbf82f64cdb113
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size 332033
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version https://git-lfs.github.com/spec/v1
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oid sha256:4819b6a641a4128db13a7077a4e01962ab2ae3e3248200203e62762daad162d0
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size 164114
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version https://git-lfs.github.com/spec/v1
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oid sha256:8bc61ad0832a073e35366c3a09b405872dc06bd9ef304a48d3a86e9d996b0a38
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size 1037747
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version https://git-lfs.github.com/spec/v1
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oid sha256:f5e06f3a053f1b27468e5ac939a0a31aa7ed756a68f109f76f8806dc176677b4
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size 777785
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version https://git-lfs.github.com/spec/v1
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oid sha256:515a2687f0f10c1f55d900cd6418f85970454e3117f6bd58e23945408fd141e0
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size 152568
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version https://git-lfs.github.com/spec/v1
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oid sha256:2522790d1066310ee77e73fc1df0e195871a8b4a64e31a10696394fd07fe2899
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