| language: | |
| - en | |
| license: other | |
| extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." | |
| 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. | |