README.md

metadata

language:
  - en
license: other
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dataset_info:
  features:
    - name: symbol
      dtype: string
    - name: datetime
      dtype: string
    - name: total_price_improvement
      dtype: float64
    - name: shares
      dtype: int64
    - name: price_improvement_per_share
      dtype: float64
    - name: average_price_improvement
      dtype: float64

Dataset Information

Weekly Price Improvement metrics for publicly traded companies, provided by SOV.AI. This dataset captures execution quality indicators derived from SOV's liquidity models.

• Coverage: 10,800+ tickers available from 2022-11-25 onwards
• Update cadence: Weekly, after US market close (EST)
• Fields:
  • total_price_improvement: Total dollar value of price improvement achieved
  • shares: Number of shares associated with the trades
  • price_improvement_per_share: Average price improvement per share traded
  • average_price_improvement: Aggregate average price improvement across executions

Data Source

Data provided by SOV.AI.