Update README.md

README.md

@@ -1,3 +1,152 @@
 ---
 license: mit
+language:
+  - zh
+  - en
+tags:
+- AShare
+- stock
+size_categories:
+- 1K<n<10K
 ---
+
+  # Mirro-Ex Shanghai/Shenzhen L1 and L2 Market Data
+
+  <details open>
+  <summary>中文</summary>
+
+  ## 数据集简介
+
+  本数据集包含上海、深圳 A 股市场的 L2 逐笔数据和对应的 L1 五档行情快照，可用于市场回放、订单簿重建、L1/L2 对齐验
+  证和高频数据研究。
+
+  数据按交易日期和证券代码组织，证券代码使用统一格式：
+
+  - `.XSHG` 表示上海证券交易所
+  - `.XSHE` 表示深圳证券交易所
+
+  ## 数据内容
+
+  本数据集包含两类数据：
+
+  1. **L2 逐笔数据**
+     - 包括逐笔委托和逐笔成交数据。
+     - 可用于按消息序号或时间顺序重建订单簿。
+     - 逐笔委托记录订单提交、撤单等事件。
+     - 逐笔成交记录成交价格、成交数量、买卖方订单编号和成交类型等信息。
+
+  2. **L1 五档行情快照**
+     - 包含买一到买五、卖一到卖五的价格和数量。
+     - 每行代表一个行情快照。
+     - 可作为订单簿重建结果的参考基准，用于一致性分析和误差检查。
+
+  ## 覆盖范围
+
+  当前数据覆盖 2026-05-06 至 2026-05-29 之间的 18 个交易日。
+
+  包含证券：
+
+  - `000651.XSHE`
+  - `001896.XSHE`
+  - `300274.XSHE`
+  - `600410.XSHG`
+  - `600900.XSHG`
+  - `601899.XSHG`
+
+  ## L1 字段示例
+
+  - `ts`: 毫秒级 Unix 时间戳
+  - `code`: 标准化证券代码
+  - `source_seq`: L1 源数据序号
+  - `ask1_price` 到 `ask5_price`: 卖一至卖五价格
+  - `ask1_size` 到 `ask5_size`: 卖一至卖五数量
+  - `bid1_price` 到 `bid5_price`: 买一至买五价格
+  - `bid1_size` 到 `bid5_size`: 买一至买五数量
+
+  ## 使用场景
+
+  - A 股市场回放
+  - L2 订单簿重建
+  - L1 与 L2 数据对齐
+  - 高频交易研究
+  - 模拟撮合与模拟交易
+  - 市场微观结构分析
+
+  ## 注意事项
+
+  L1 五档快照和 L2 逐笔数据来自不同数据口径。L1 是已经生成好的行情快照，L2 是逐笔事件流。使用 L2 重建出的订单簿状
+  态不一定能在每个时间点与 L1 快照完全一致，差异可能来自快照发布时间、事件排序、集合竞价规则、撤单处理和数据源口径
+  差异。
+
+  </details>
+
+  <details>
+  <summary>English</summary>
+
+  ## Dataset Description
+
+  This dataset contains Shanghai and Shenzhen A-share L2 tick-by-tick market data together with corresponding L1
+  five-level order book snapshots. It can be used for market replay, order book reconstruction, L1/L2 alignment,
+  and high-frequency market data research.
+
+  Data is organized by trading date and instrument code. Instrument codes use the following suffixes:
+
+  - `.XSHG`: Shanghai Stock Exchange
+  - `.XSHE`: Shenzhen Stock Exchange
+
+  ## Data Contents
+
+  The dataset contains two types of data:
+
+  1. **L2 tick-by-tick data**
+     - Includes order events and transaction events.
+     - Can be used to reconstruct order books by message sequence or event time.
+     - Order records represent order submissions and cancellations.
+     - Transaction records include trade price, trade volume, buy/sell order IDs, and trade type.
+
+  2. **L1 five-level market snapshots**
+     - Contains top-five bid and ask prices and sizes.
+     - Each row represents one market snapshot.
+     - Can be used as a reference for validating reconstructed order books from L2 data.
+
+  ## Coverage
+
+  The current dataset covers 18 trading days from 2026-05-06 to 2026-05-29.
+
+  Included instruments:
+
+  - `000651.XSHE`
+  - `001896.XSHE`
+  - `300274.XSHE`
+  - `600410.XSHG`
+  - `600900.XSHG`
+  - `601899.XSHG`
+
+  ## Example L1 Fields
+
+  - `ts`: Unix timestamp in milliseconds
+  - `code`: normalized instrument code
+  - `source_seq`: source sequence number from the L1 feed
+  - `ask1_price` to `ask5_price`: ask level 1 to 5 prices
+  - `ask1_size` to `ask5_size`: ask level 1 to 5 sizes
+  - `bid1_price` to `bid5_price`: bid level 1 to 5 prices
+  - `bid1_size` to `bid5_size`: bid level 1 to 5 sizes
+
+  ## Use Cases
+
+  - A-share market replay
+  - L2 order book reconstruction
+  - L1/L2 data alignment
+  - High-frequency trading research
+  - Simulated matching and paper trading
+  - Market microstructure analysis
+
+  ## Notes
+
+  L1 five-level snapshots and L2 tick-by-tick event streams use different market data representations. L1 data
+  consists of already published market snapshots, while L2 data consists of individual order and transaction
+  events. An order book reconstructed from L2 data may not match the L1 snapshot exactly at every timestamp due to
+  snapshot publication timing, event ordering, call auction logic, cancellation handling, and vendor-specific data
+  conventions.
+
+  </details>