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Parent(s):
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feat(dataset): add S&P 500 Index SPX (🇺🇸): +173 new symbols
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- .gitignore +1 -0
- README.md +146 -52
- Stock/0001.HK/0001.HK.days.valid.parquet +2 -2
- Stock/0001.HK/0001.HK.hours.valid.parquet +2 -2
- Stock/0001.HK/0001.HK.minutes.valid.parquet +2 -2
- Stock/0002.HK/0002.HK.minutes.valid.parquet +2 -2
- Stock/0003.HK/0003.HK.minutes.valid.parquet +2 -2
- Stock/0005.HK/0005.HK.minutes.valid.parquet +2 -2
- Stock/0006.HK/0006.HK.hours.valid.parquet +2 -2
- Stock/0006.HK/0006.HK.minutes.valid.parquet +2 -2
- Stock/0011.HK/0011.HK.minutes.valid.parquet +2 -2
- Stock/0012.HK/0012.HK.minutes.valid.parquet +2 -2
- Stock/0016.HK/0016.HK.minutes.valid.parquet +2 -2
- Stock/0017.HK/0017.HK.minutes.valid.parquet +2 -2
- Stock/0027.HK/0027.HK.minutes.valid.parquet +2 -2
- Stock/0066.HK/0066.HK.days.valid.parquet +2 -2
- Stock/0066.HK/0066.HK.minutes.valid.parquet +2 -2
- Stock/0101.HK/0101.HK.hours.valid.parquet +2 -2
- Stock/0101.HK/0101.HK.minutes.valid.parquet +2 -2
- Stock/0175.HK/0175.HK.days.valid.parquet +2 -2
- Stock/0175.HK/0175.HK.minutes.valid.parquet +2 -2
- Stock/0241.HK/0241.HK.minutes.valid.parquet +2 -2
- Stock/0267.HK/0267.HK.minutes.valid.parquet +2 -2
- Stock/0288.HK/0288.HK.hours.valid.parquet +2 -2
- Stock/0288.HK/0288.HK.minutes.valid.parquet +2 -2
- Stock/0291.HK/0291.HK.hours.valid.parquet +2 -2
- Stock/0291.HK/0291.HK.minutes.valid.parquet +2 -2
- Stock/0316.HK/0316.HK.minutes.valid.parquet +2 -2
- Stock/0322.HK/0322.HK.minutes.valid.parquet +2 -2
- Stock/0386.HK/0386.HK.hours.valid.parquet +2 -2
- Stock/0386.HK/0386.HK.minutes.valid.parquet +2 -2
- Stock/0388.HK/0388.HK.days.valid.parquet +2 -2
- Stock/0388.HK/0388.HK.minutes.valid.parquet +2 -2
- Stock/0669.HK/0669.HK.hours.valid.parquet +2 -2
- Stock/0669.HK/0669.HK.minutes.valid.parquet +2 -2
- Stock/0688.HK/0688.HK.minutes.valid.parquet +2 -2
- Stock/0700.HK/0700.HK.hours.valid.parquet +2 -2
- Stock/0700.HK/0700.HK.minutes.valid.parquet +2 -2
- Stock/0762.HK/0762.HK.days.valid.parquet +2 -2
- Stock/0762.HK/0762.HK.minutes.valid.parquet +2 -2
- Stock/0823.HK/0823.HK.minutes.valid.parquet +2 -2
- Stock/0836.HK/0836.HK.minutes.valid.parquet +2 -2
- Stock/0857.HK/0857.HK.days.valid.parquet +2 -2
- Stock/0857.HK/0857.HK.minutes.valid.parquet +2 -2
- Stock/0868.HK/0868.HK.minutes.valid.parquet +2 -2
- Stock/0881.HK/0881.HK.minutes.valid.parquet +2 -2
- Stock/0883.HK/0883.HK.minutes.valid.parquet +2 -2
- Stock/0939.HK/0939.HK.minutes.valid.parquet +2 -2
- Stock/0941.HK/0941.HK.hours.valid.parquet +2 -2
- Stock/0941.HK/0941.HK.minutes.valid.parquet +2 -2
.gitignore
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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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*.tmp
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*.bak
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*config.yml
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validated_symbols.txt
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README.md
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---
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license: other
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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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**A growing ledger of accumulated market history.**
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---
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> **Date:** 2025-12-
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> **New addition:**
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> Today,
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> The
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> This update introduces **82 entirely new symbols** — none of which were present in the previous preliminary dataset — all fully validated via *yfinance*.
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> 📊 Data coverage highlights:
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> • Minute-level data
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> • Hourly
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> •
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> 📈 What this means:
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> • TroveLedger now
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> •
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> • A
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>🔜 What’s next:
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> Further international indices will follow, continuing the gradual expansion across regions, exchanges, and market structures.
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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/
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</details>
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> ### Recent Index Additions
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>
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> | Date | Index | Region | Symbols | Notes |
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> |------------|-----------------|--------|---------|-------|
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> | 2025-12-18 | Hang Seng Index | 🇭🇰 Asia | 82 | All-new symbols, full minute & hourly coverage |
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> | 2025-12-18 | EURO STOXX 50 | 🇪🇺 Europe | 50 | Extended existing European coverage |
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Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
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## 🔑 What makes TroveLedger different
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This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
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## 📦 Dataset Contents
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* **Hourly OHLC + volume**
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* **Minute OHLC + volume**
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```
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## 🔄 Update Philosophy
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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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This gradual approach allows issues to be detected early and handled without disrupting existing data.
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TroveLedger is suitable for:
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* backtesting strategies requiring dense intraday history
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* exploratory quantitative analysis
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Data is derived from publicly accessible market data sources (e.g. via yfinance).
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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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## 💬 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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NO WARRANTY IS PROVIDED. Use at your own risk.
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## 🔚 Final note
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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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---
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language:
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- en
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license: other
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pretty_name: TroveLedger Financial Time Series Dataset
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task_categories:
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- time-series-forecasting
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- tabular-regression
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tags:
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- finance
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- financial
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- stock-market
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- OHLC
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- time-series
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- trading
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- equities
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- indices
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- historical-data
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dataset_info:
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features:
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- name: symbol
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dtype: string
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- name: time
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dtype: int64
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- name: open
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dtype: float64
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- name: high
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dtype: float64
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- name: low
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dtype: float64
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- name: close
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dtype: float64
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- name: volume
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dtype: int64
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splits:
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- name: daily
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num_examples: null
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- name: hourly
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num_examples: null
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- name: minute
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num_examples: null
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size_categories:
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- n<1K
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- 1K<n<10K
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- 10K<n<100K
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- 100K<n<1M
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- 1M<n<10M
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- 10M<n<100M
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---
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# 🗃️ TroveLedger — Financial Time Series Dataset
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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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> **Date:** 2025-12-19
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> **New addition:** 🇺🇸 **S&P 500 Index (SPX)**
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> Today, the S&P 500 Index was integrated as a dedicated category, consolidating the full US large-cap universe and adding 173 previously missing symbols.
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> The S&P 500 represents **503 large-cap US companies** across all major sectors, serving as the premier benchmark for the US equity market.
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> 📊 Data coverage highlights:
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> • Minute-level data for recent periods
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> • Hourly and daily extending back years
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> • Seamless integration with existing US equities for full coverage
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> 📈 What this means:
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> • TroveLedger now offers the ultimate US benchmark dataset
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> • Ideal for training robust trading bots on diversified large-cap data
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> • A key consolidation step toward global expansion
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>🔜 What’s next:
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> Further international indices will follow, continuing the gradual expansion across regions, exchanges, and market structures. Community suggestions what to prioritize first are welcome.
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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/SPX.jpg"/>
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</details>
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> ### Recent Index Additions
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> | Date | Index | Region | Symbols | Notes |
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> |------------|-----------------|--------|---------|-------|
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> | 2025-12-19 | S&P 500 | 🇺🇸 US | 503 | +173 new symbols; full US benchmark coverage |
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> | 2025-12-18 | Hang Seng Index | 🇭🇰 Asia | 82 | All-new symbols, full minute & hourly coverage |
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> | 2025-12-18 | EURO STOXX 50 | 🇪🇺 Europe | 50 | Extended existing European coverage |
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Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
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### Scale & Granularity
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- Total: Over 32 million rows across all symbols and resolutions (growing rapidly)
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- Per symbol: Varies significantly – from <1,000 rows (young stocks, daily) to >500,000 rows (established stocks, minute-resolution)
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- Ideal for both focused single-symbol training and large-scale multi-market models
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## 🔑 What makes TroveLedger different
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This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
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> 🧱 **Data Integrity Philosophy**
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> TroveLedger prioritizes *continuity over frequency*.
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> The primary goal is not to fetch data as often as possible, but to ensure that once a time series starts, it remains **gap-free**.
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> Minute-level data is accumulated incrementally over time, creating long, uninterrupted histories that are not obtainable from fresh API queries alone.
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> This makes the dataset particularly suitable for model training, backtesting, and regime analysis.
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## 📦 Dataset Structure
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The dataset is organized as follows:
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- **/data/{category}/{symbol}/{symbol}.{interval}.valid.parquet**
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Where:
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- `{category}`: e.g., `equities/us`, `indices/sp500`, `indices/eurostoxx50` (growing with new indices)
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- `{symbol}`: Stock ticker (e.g., AAPL, BMW.DE)
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- `{interval}`: One of `days` (daily), `hours` (hourly), or `minutes` (1-minute)
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The `.valid` suffix indicates that these files have passed quality checks and are ready for use. Only these cleaned, validated files are included in the dataset – temporary or intermediate files from the pipeline are excluded.
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**Tip for users**: The `.valid` part is intentionally kept as a flexible "state" marker. You can easily rename or copy files to add your own states (e.g., `.train.parquet` or `.test.parquet`) for train/validation/test splits in your ML workflows. This pattern makes it simple to organize experiments without changing the core data.
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### Data Instances
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Here's an example row from a typical daily Parquet file (e.g., for AAPL.days.valid.parquet):
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| symbol | time | open | high | low | close | volume |
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|--------|------------|--------|--------|--------|--------|-----------|
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| AAPL | 1704067200 | 192.28 | 192.69 | 191.73 | 192.53 | 42672100 |
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- `time` is a Unix timestamp (e.g., 1704067200 = January 1, 2024, 00:00 UTC).
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- All prices are in the symbol's native currency (e.g., USD for US equities).
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### Dataset Creation
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### Curation Rationale
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TroveLedger was created to provide a reliable, expanding source of historical OHLCV data for AI-driven trading research, addressing gaps in continuity and international coverage.
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### Source Data
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All data is sourced from Yahoo Finance via the `yfinance` Python library. Index components are automatically extracted from Wikipedia pages using a custom API-based pipeline for sustainability.
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### Data Collection and Processing
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- Symbols are selected from major indices (e.g., S&P 500, EURO STOXX 50) and equities.
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- Data is fetched at daily, hourly, and 1-minute resolutions, validated for completeness, and stored in Parquet format for efficiency.
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- Quality checks remove gaps or anomalies; only ".valid" files are included.
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- Updates occur periodically to extend histories and add new indices based on community input.
|
| 181 |
+
|
| 182 |
+
### Who are the source data producers?
|
| 183 |
+
Yahoo Finance (public market data). No personal data is included.
|
| 184 |
|
| 185 |
## 🔄 Update Philosophy
|
| 186 |
|
|
|
|
| 200 |
For most training scenarios, this is fully sufficient.
|
| 201 |
When models are deployed in real-world environments, current market data is typically provided directly by the target trading platform.
|
| 202 |
|
|
|
|
|
|
|
| 203 |
## 📈 Scope & Growth
|
| 204 |
|
| 205 |
TroveLedger started with a curated universe of approximately 500 equities inherited from earlier *Preliminary* datasets.
|
|
|
|
| 212 |
|
| 213 |
This gradual approach allows issues to be detected early and handled without disrupting existing data.
|
| 214 |
|
| 215 |
+
## 🎯 Intended Uses
|
| 216 |
|
| 217 |
+
- **Primary Use**: Training and evaluating machine learning models for trading strategies and autonomous AI bots.
|
| 218 |
+
- **Other Uses**: Time series analysis, financial research, educational projects, and community-driven extensions.
|
| 219 |
|
| 220 |
TroveLedger is suitable for:
|
| 221 |
|
|
|
|
| 225 |
* backtesting strategies requiring dense intraday history
|
| 226 |
* exploratory quantitative analysis
|
| 227 |
|
| 228 |
+
## ⚠️ Limitations & Notes on Data Sources
|
| 229 |
|
| 230 |
+
- **Data Freshness**: Data is typically a few days old, not real-time.
|
| 231 |
+
- **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution or newly added indices.
|
| 232 |
+
- **Growth Phase**: The dataset is actively expanding; check for updates on new indices and symbols.
|
| 233 |
+
- **Not financial advice**: This dataset is for research and educational purposes only. Past performance is no guarantee of future results.
|
| 234 |
|
| 235 |
Data is derived from publicly accessible market data sources (e.g. via yfinance).
|
| 236 |
|
|
|
|
| 238 |
|
| 239 |
Users are responsible for verifying suitability for their specific use cases and for complying with the terms of the original data providers.
|
| 240 |
|
| 241 |
+
## 📜 License & Usage
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
| 242 |
|
| 243 |
This dataset is provided **solely for non-commercial research and educational purposes**.
|
| 244 |
|
|
|
|
| 250 |
|
| 251 |
NO WARRANTY IS PROVIDED. Use at your own risk.
|
| 252 |
|
| 253 |
+
## 💬 Feedback, Suggestions & Community Support
|
| 254 |
+
|
| 255 |
+
TroveLedger is a growing, community-driven project providing high-quality OHLCV data for training AI models on financial markets and trading strategies. Your input makes it better!
|
| 256 |
+
|
| 257 |
+
- **What are you building?** I'd love to hear how you're using TroveLedger! Share your projects, trading bot ideas, ML models, or research directions – it motivates me to keep expanding and might inspire others.
|
| 258 |
+
- **Desired indices**: Which major indices are you waiting for most? I'll prioritize based on demand and feasibility.
|
| 259 |
+
- **Helping expand indices**: The pipeline uses the Wikipedia API to automatically extract components. It works best with a structured table containing both company names and clean, yfinance-compatible ticker symbols.
|
| 260 |
+
- Simply share the Wikipedia page URL (any language) for your desired index.
|
| 261 |
+
- If the table needs tweaks (e.g., missing or unclear ticker column, prefixes in symbols), improving it on Wikipedia is the most sustainable way – the global community then keeps it updated long-term!
|
| 262 |
+
- Once ready, post the link here, and I'll integrate it quickly.
|
| 263 |
+
|
| 264 |
+
Interested in a deeper dive into the exact table format and config options my pipeline supports (with examples like zero-padding, suffixes, or language overrides)? Let me know – if there's demand, I'll create a dedicated guide soon!
|
| 265 |
+
|
| 266 |
+
Join the discussion in [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/TroveLedger/discussions).
|
| 267 |
+
|
| 268 |
+
## 🔖 Citation
|
| 269 |
+
|
| 270 |
+
If you use TroveLedger in your work, please cite it as:
|
| 271 |
+
|
| 272 |
+
@dataset{Traders-Lab_TroveLedger_2025,
|
| 273 |
+
author = {Traders-Lab},
|
| 274 |
+
title = {TroveLedger Financial Time Series Dataset},
|
| 275 |
+
year = {2025},
|
| 276 |
+
url = {https://huggingface.co/datasets/Traders-Lab/TroveLedger}
|
| 277 |
+
}
|
| 278 |
|
| 279 |
+
## 🔚 Final note
|
| 280 |
|
| 281 |
TroveLedger is not built to chase yesterday’s tick.
|
| 282 |
It is built to **remember**.
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