| # Preliminary | |
| ## Preliminary Financial Time Series Dataset | |
| > ⚠️ **Warning:** This dataset is preliminary and intended for development, testing, and feedback purposes only. | |
| > A stable, production-ready version will be released later as a separate dataset. | |
| ## Overview | |
| This dataset contains **parquet files** with time series data for various financial instruments, collected through an early-stage version of our data pipeline. The data is already usable, but the structure and naming conventions are **still subject to change**. | |
| Each instrument currently has: | |
| - One file with **daily candles** covering multiple years | |
| - One file with **hours candles** covering at least 2 Years | |
| - One file with **minute candles** covering a much shorter, but more detailed recent period | |
| This dual-resolution format is intended to enable models that can reason across both long-term and short-term patterns. | |
| ## Purpose | |
| This preliminary dataset exists to: | |
| - Make early access to usable data possible | |
| - Facilitate testing and iteration | |
| - Gather feedback before finalizing a stable format | |
| ## Expected Changes | |
| The internal structure of the parquet files will remain stable. However, the following may change: | |
| - File naming conventions | |
| - Organization into folders or shards (e.g., by year or month) | |
| - Dataset split logic | |
| The final version will be released separately to ensure compatibility and stability for users who rely on long-term consistency. | |
| ## Goals | |
| Datasets in Traders-lab will continue to grow in two aspects: | |
| * more stocks | |
| More stocks will be available here over time. Expect the number of available stocks to grow rapidly in the near future. | |
| * More data, especially in short-term data sets (minutes and hours) | |
| The time data will accumulate over time, so the available time spans for the minute and hour data sets will grow soon. | |
| I cannot yet promise that the currently available minute data will certainly be included in a complete time history, but in the near future I will be able to ensure this continuity. This means that the available time data will then be continuously updated and will grow steadily. | |
| Translated with www.DeepL.com/Translator (free version) | |
| ## Non-Goals | |
| The data should be sufficiently up-to-date for training purposes. | |
| It is not a goal to be up to date. | |
| Up-to-date enough for training purposes means that the data is at most a few days old, but several days can and may occur before an update. | |
| ### License & Usage | |
| This dataset is not licensed under a standard open data license. | |
| See the [`LICENSE`](LICENSE) file for usage permissions. The dataset is intended for **solely for research and educational purposes**. | |
| Data is aggregated from publicly available sources such as [Yahoo Finance](https://finance.yahoo.com) via `yfinance`. | |
| Redistribution may be restricted. Please respect the terms of the original data providers. | |