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  license: mit
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  license: mit
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+ pretty_name: Open30 30-Minute Open Equity Features Dataset
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+ task_categories:
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+ - tabular-classification
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+ - tabular-regression
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+ tags:
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+ - finance
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+ - trading
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+ - equities
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+ - intraday
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+ - tabular
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+ - time-series
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+ - xgboost
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+ - walk-forward-validation
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+ size_categories:
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+ - 100K<n<1M
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  ---
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+
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+
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+ # Open30 30-Minute Open Equity Features Dataset
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+
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+ Assembled modeling table for Open30, a research project studying short-horizon equity behavior after the U.S. market open.
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+
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+ The rows are candidate trade instances keyed by `(date, ticker, side)`. Features include prior daily price context, volatility and liquidity proxies, opening-minute behavior, market alignment features, calendar features, mean-reversion regime features, and Alpha Vantage news sentiment aggregates. The table also includes supervised outcome labels for multiple reward/risk targets.
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+
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+ Author GitHub: [mospira](https://github.com/mospira)
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+ Project repo: [mospira/ml-open30](https://github.com/mospira/ml-open30)
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+ Project site: [Open30 Research](https://mospira.github.io/ml-open30/)
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+ Research report: [Open30 Research Report](https://mospira.github.io/ml-open30/research_report/)
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+
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+ ## Files
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+
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+ - `dataset_open30m.parquet`
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+
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+ ## Dataset Details
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+
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+ - Rows: `195,166`
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+ - Columns: `77`
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+ - Date range: `2010-04-28` through `2026-02-27`
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+ - Universe size: `25` tickers
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+ - Candidate sides: `long`, `short`
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+ - Entry assumption: `09:31 ET`
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+ - Label scan window: `09:31` through `09:59 ET`
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+ - Reward/risk multiples: `0.5`, `1.0`, `1.5`, `2.0`
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+
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+ ## Column Groups
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+
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+ Identifier columns:
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+
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+ - `date`
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+ - `ticker`
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+ - `side`
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+
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+ Feature groups include:
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+
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+ - prior daily price context
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+ - volatility regime
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+ - liquidity proxies
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+ - first-minute open-window features
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+ - SPY/QQQ market-alignment features
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+ - calendar features
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+ - mean-reversion regime features
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+ - news sentiment aggregates and interactions
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+
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+ Label columns follow this pattern:
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+
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+ - `y_type_m_<multiple>`
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+ - `y_R_m_<multiple>`
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+ - `y_hit_minute_m_<multiple>`
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+ - `y_ambig_m_<multiple>`
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+
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+ Outcome encoding:
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+
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+ - `0`: stop loss
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+ - `1`: take profit
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+ - `2`: time exit
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+ - `3`: ambiguous same-bar stop/target touch
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+
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+ ## Usage
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+
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+ ```python
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+ from datasets import load_dataset
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+
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+ ds = load_dataset("YOUR_HF_USERNAME/open30-equity-features", split="train")
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+ df = ds.to_pandas()
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+ print(df.head())