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license: mit
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---
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---
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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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# Open30 30-Minute Open Equity Features Dataset
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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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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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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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## Files
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- `dataset_open30m.parquet`
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## Dataset Details
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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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## Column Groups
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Identifier columns:
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- `date`
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- `ticker`
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- `side`
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Feature groups include:
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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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Label columns follow this pattern:
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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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Outcome encoding:
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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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## Usage
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```python
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from datasets import load_dataset
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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())
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