Datasets:
Use descriptive dataset table names and update loading examples
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README.md
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- time-series-forecasting
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size_categories:
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- 1M<n<10M
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---
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# Crypto options surface and order books
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| Table | Record |
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## Using the data
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### Load a table
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```python
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from
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import pandas as pd, glob
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df =
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glob.glob(f"{path}/e22_options_surface/**/*.parquet", recursive=True)))
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```
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## Coverage
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## License and contact
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The public sample is published under ODC-BY. Attribute it to "DataForge (dataforge-labs)". For questions about the data or access to additional history, open a discussion in this repository.
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- time-series-forecasting
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size_categories:
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- 1M<n<10M
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configs:
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- config_name: options_surface
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data_files:
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- split: train
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path: e22_options_surface/**/*.parquet
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default: true
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- config_name: options_order_book
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data_files:
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- split: train
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path: e22_options_book/**/*.parquet
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- config_name: collection_runs
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data_files:
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- split: train
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path: e0_run_manifest/**/*.parquet
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---
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# Crypto options surface and order books
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| Table | Record |
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|---|---|
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| `options_surface` | An instrument's strike, expiry, mark, forward, implied volatility and Greeks |
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| `options_order_book` | Best bid and ask, available sizes and quoted implied volatility for a selected instrument |
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## Using the data
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### Load a table
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Install `datasets` and `pandas` to run this example. The `train` split contains all observations in the selected table; it is not a predefined modelling split.
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```python
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from datasets import load_dataset
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data = load_dataset("dataforge-labs/crypto-options-surface",
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"options_surface", split="train")
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df = data.to_pandas()
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```
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## Coverage
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`collection_runs` records collection windows, poll counts and failures. It is published in full and may cover dates beyond the fixed data sample. Collection gaps are not interpolated. Use this table together with measurement timestamps and error fields to assess coverage.
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## License and contact
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The public sample is published under ODC-BY. Attribute it to "DataForge (dataforge-labs)". For questions about the data or access to additional history, open a discussion in this repository.
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<details>
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<summary>File paths and compatibility</summary>
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The table names above are Hugging Face dataset configurations. Each configuration reads the original Parquet files, whose paths remain unchanged for existing downloads and scripts. No records are copied, moved or renamed.
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| Table name | Storage directory |
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|---|---|
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| `options_surface` | `e22_options_surface/` |
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| `options_order_book` | `e22_options_book/` |
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| `collection_runs` | `e0_run_manifest/` |
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</details>
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